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157300.00 162649.76 U.S. Treasuries (including strips) U.S. TREASURY 2017-07-31 0.0000% 2340500.00 2342979.94 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 50000000.00 50000000.00 0.0384 N Y Y N N/A LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127TH14 DCP 08/01/2016 53127TH14 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 13999492.50 13999492.50 0.0108 N Y Y N N/A CIESCO LLC CIESCO LLC 17177LH98 DCP 08/09/2016 17177LH98 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0040 13998075.00 13998075.00 0.0108 N N N Y N/A CRC FUNDING LLC CRC FUNDING LLC 12619TH98 DCP 08/09/2016 12619TH98 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0040 13998075.00 13998075.00 0.0108 N N N N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.34 08/01/2016 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 2028-04-15 3.6250% 12946279.67 26817023.98 U.S. Treasuries (including strips) U.S. TREASURY 2025-01-15 2.3750% 15777689.66 23973693.75 U.S. Treasuries (including strips) U.S. TREASURY 2026-01-15 2.0000% 8932250.69 12707291.57 U.S. Treasuries (including strips) U.S. TREASURY 2044-02-15 1.3750% 22805149.17 28000943.46 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.7500% 5092696.53 5381680.35 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 94981000.00 94981000.00 0.0730 N Y Y N N/A GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.32 08/01/2016 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2046-04-01 4.0000% 14566644.00 15561006.33 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 75000000.00 75000000.00 0.0577 N Y Y N N/A Putnam Funds Trust 2016-08-05 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer