|
|
|
|
|
|
|
Total U.S. Government Agencies
|
|
|
|
|
|
(cost $388,403,503)
|
|
|
|
388,403,503
|
|
U.S. Treasury Bills--1.6%
|
|
|
|
|
|
0.07%, 5/30/13
|
|
|
|
|
|
(cost $432,977,328)
|
|
433,000,000
|
|
432,977,328
|
|
U.S. Treasury Notes--4.5%
|
|
|
|
|
|
0.13% - 0.23%, 5/15/13 - 2/28/14
|
|
|
|
|
|
(cost $1,192,954,303)
|
|
1,180,500,000
|
|
1,192,954,303
|
|
Repurchase Agreements--10.2%
|
|
|
|
|
|
Barclays Capital, Inc.
|
|
|
|
|
|
0.15%, dated 4/30/13, due 5/1/13 in the amount of
|
|
|
|
|
|
$51,000,213 (fully collateralized by $51,969,200 U.S.
|
|
|
|
|
|
Treasury Notes, 0.25%, due 3/31/15, value $52,020,030)
|
|
51,000,000
|
|
51,000,000
|
|
BNP Paribas
|
|
|
|
|
|
0.13%, dated 4/30/13, due 5/1/13 in the amount of
|
|
|
|
|
|
$200,000,722 (fully collateralized by $16,257,900
|
|
|
|
|
|
U.S. Treasury Bills, due 5/23/13, value $16,257,575
|
|
|
|
|
|
and $181,244,100 U.S. Treasury Notes, 0.63%-3.13% due
|
|
|
|
|
|
8/15/13-4/30/18, value $187,742,505)
|
|
200,000,000
|
|
200,000,000
|
|
Credit Agricole CIB
|
|
|
|
|
|
0.14%, dated 4/30/13, due 5/1/13 in the amount of
|
|
|
|
|
|
$600,002,333 (fully collateralized by $151,076,200
|
|
|
|
|
|
U.S. Treasury Bonds, 2.75%, due 8/15/42, value
|
|
|
|
|
|
$147,912,596 and $451,580,100 U.S. Treasury Notes,
|
|
|
|
|
|
1.50%-2.63%, due 12/31/13-2/28/15, value $464,087,485)
|
|
600,000,000
|
|
600,000,000
|
|
Deutsche Bank Securities Inc.
|
|
|
|
|
|
0.14%, dated 4/30/13, due 5/1/13 in the amount of
|
|
|
|
|
|
$300,001,167 (fully collateralized by $301,345,300
|
|
|
|
|
|
U.S. Treasury Notes, 0.88%-2.38%, due
|
|
|
|
|
|
10/31/14-4/30/17, value $306,000,038)
|
|
300,000,000
|
|
300,000,000
|
|
JPMorgan Chase & Co.
|
|
|
|
|
|
0.14%, dated 4/30/13, due 5/1/13 in the amount of
|
|
|
|
|
|
$800,003,111 (fully collateralized by $816,283,700
|
|
|
|
|
|
U.S. Treasury Bills, due 9/12/13-10/24/13, value
|
|
|
|
|
|
$816,004,303)
|
|
800,000,000
|
|
800,000,000
|
|
RBC Capital Markets
|
|
|
|
|
|
0.15%, dated 4/30/13, due 5/1/13 in the amount of
|
|
|
|
|
|
$450,001,875 (fully collateralized by $909,338,535
|
|
|
|
|
|
Government National Mortgage Association, 4%-6%, due
|
|
|
|
|
|
12/15/39-8/20/41, value $459,460,561)
|
|
450,000,000
|
|
450,000,000
|
|
TD Securities (USA) LLC
|
|
|
|
|
|
0.14%, dated 4/30/13, due 5/1/13 in the amount of
|
|
|
|
|
|
$305,001,186 (fully collateralized by $272,522,400
|
|
|
|
|
|
U.S. Treasury Inflation Protected Securities,
|
|
|
|
|
|
0.13%-2.63%, due 4/15/16-2/15/42, value $311,100,100)
|
|
305,000,000
|
|
305,000,000
|
|
Total Repurchase Agreements
|
|
|
|
|
|
(cost $2,706,000,000)
|
|
|
|
2,706,000,000
|
|
Total Investments
(cost $26,619,757,128)
|
|
100.0
|
%
|
26,619,757,128
|
|
Cash and Receivables (Net)
|
|
.0
|
%
|
9,148,202
|
|
Net Assets
|
|
100.0
|
%
|
26,628,905,330
|