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3728883017.42 1.0001 1.0001 1.0001 1.0001 1.0002 647152939.06 639140659.97 491649547.13 424397858.25 326733641.85 601448074.04 756262615.98 555265697.37 455735965.33 680334975.12 2095308163.10 2387725461.85 0.0024 Y Fidelity Investments, Reimbursement Fees, -119196.39; U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796JF7 US912796JF73 U.S. Treasury Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0029 499979000.00 499979000.00 0.0254 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.31% 912796HJ1 US912796HJ14 U.S. Treasury Debt N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0031 399805600.00 399805600.00 0.0203 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JQ3 US912796JQ39 U.S. Treasury Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0032 299827800.00 299827800.00 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% to 0.40% 912796JR1 US912796JR12 U.S. Treasury Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0040 499679000.00 499679000.00 0.0254 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% to 0.40% 912796KC2 US912796KC24 U.S. Treasury Debt N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 299526600.00 299526600.00 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JS9 US912796JS94 U.S. Treasury Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0040 249822500.00 249822500.00 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JZ3 US912796JZ38 U.S. Treasury Debt N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0040 219738200.00 219738200.00 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.41% to 0.48% 912796JM2 US912796JM25 U.S. Treasury Debt N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0048 273892592.00 273892592.00 0.0139 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% to 0.43% 912796HU6 US912796HU68 U.S. Treasury Debt N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0043 349630400.00 349630400.00 0.0178 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KE8 US912796KE89 U.S. Treasury Debt N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0043 149723550.00 149723550.00 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796JG5 US912796JG56 U.S. Treasury Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0046 299962200.00 299962200.00 0.0153 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796JD2 US912796JD26 U.S. Treasury Debt N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0047 159998240.00 159998240.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JH3 US912796JH30 U.S. Treasury Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0048 99981700.00 99981700.00 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796JV2 US912796JV24 U.S. Treasury Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0050 199827600.00 199827600.00 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796HE2 US912796HE27 U.S. Treasury Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0051 199945600.00 199945600.00 0.0102 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.37% to 0.47% 912810DX3 US912810DX38 U.S. Treasury Debt N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0047 134725536.00 134725536.00 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% to 0.45% 912828RF9 US912828RF91 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0045 229151140.00 229151140.00 0.0117 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% to 0.46% 912828LL2 US912828LL24 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0046 347793936.00 347793936.00 0.0177 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.29% to 0.44% 912828LP3 US912828LP38 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0044 797297268.75 797297268.75 0.0406 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.29% 912828RJ1 US912828RJ14 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0029 19773601.25 19773601.25 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828VR8 US912828VR83 U.S. Treasury Debt N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0031 80013360.00 80013360.00 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.34% to 0.40% 912828RM4 US912828RM43 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0040 300533100.00 300533100.00 0.0153 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.34% to 0.41% 912828LU2 US912828LU23 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0041 421943475.00 421943475.00 0.0215 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 912828F70 US912828F700 U.S. Treasury Debt N/A N/A 2016-08-01 2016-10-31 2016-10-31 N N N 0.0037 320039360.00 320039360.00 0.0163 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828K41 US912828K411 U.S. Treasury Debt N/A N/A 2016-08-01 2017-04-30 2017-04-30 N N N 0.0039 348100572.00 348100572.00 0.0177 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828XN5 US912828XN51 U.S. Treasury Debt N/A N/A 2016-08-01 2017-07-31 2017-07-31 N N N 0.0040 449087106.00 449087106.00 0.0228 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828H60 US912828H607 U.S. Treasury Debt N/A N/A 2016-08-01 2017-01-31 2017-01-31 N N N 0.0040 312597187.50 312597187.50 0.0159 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% to 0.51% 912828WA4 US912828WA40 U.S. Treasury Debt N/A N/A 2016-10-15 2016-10-15 2016-10-15 N N N 0.0051 339239334.00 339239334.00 0.0173 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% to 0.45% 912828RX0 US912828RX08 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 479997278.00 479997278.00 0.0244 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828F88 US912828F882 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0041 126029484.00 126029484.00 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% to 0.49% 912828H29 US912828H292 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0049 108113508.00 108113508.00 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828G46 US912828G468 U.S. Treasury Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0045 170083980.00 170083980.00 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.50% 912828MD9 US912828MD98 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0050 68807364.00 68807364.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828D64 US912828D648 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0046 115028980.00 115028980.00 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828RU6 US912828RU68 U.S. Treasury Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0047 200346400.00 200346400.00 0.0102 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828A59 US912828A594 U.S. Treasury Debt N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0047 290274050.00 290274050.00 0.0148 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828S84 US912828S844 U.S. Treasury Debt N/A N/A 2016-08-01 2018-07-31 2018-07-31 N N N 0.0049 50007800.00 50007800.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828M23 US912828M235 U.S. Treasury Debt N/A N/A 2016-08-01 2017-10-31 2017-10-31 N N N 0.0049 484507232.00 484507232.00 0.0246 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828Q86 US912828Q863 U.S. Treasury Debt N/A N/A 2016-08-01 2018-04-30 2018-04-30 N N N 0.0051 385406560.00 385406560.00 0.0196 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.59% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-08-01 2018-01-31 2018-01-31 N N N 0.0059 401143774.08 401143774.08 0.0204 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.36% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2025-02-15 0.75 - 2.125 68882300.00 70382155.30 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 69000000.00 69000000.00 0.0035 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHC579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2045-11-15 0.127 - 8.125 74507300.00 88464239.09 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 86000000.00 86000000.00 0.0044 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHB742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-15 2044-08-15 0.099 - 3.75 199391900.00 224735177.42 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-02 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 219000000.00 219000000.00 0.0111 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHG944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2045-11-15 1.5 - 7.125 68561100.00 82954692.40 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 81000000.00 81000000.00 0.0041 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.34%, dated 7/29/2016 due 08/01/2016 R0MUWSFPU8MPRO8K5P83 AHJ245000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-26 2046-05-15 0 - 7.5 452360759.53 477675195.20 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 467708000.00 467708000.00 0.0238 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.34%, dated 7/29/2016 due 08/01/2016 R0MUWSFPU8MPRO8K5P83 AHJ225000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-26 2046-05-15 0 - 7.5 240829383.13 254306369.80 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 249000000.00 249000000.00 0.0127 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.34% R0MUWSFPU8MPRO8K5P83 AGE901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-15 2046-05-15 0.099 - 8.875 278805300.00 306753951.79 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-15 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 300000000.00 300000000.00 0.0153 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.34%, dated 7/29/2016 due 08/01/2016 1VUV7VQFKUOQSJ21A208 AHJ225000_04361 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-08-31 2046-05-15 0 - 8.75 163831255.96 183504777.99 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 179495000.00 179495000.00 0.0091 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.34%, dated 7/29/2016 due 08/01/2016 1V8Y6QCX6YMJ2OELII46 AHJ225000_26252 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-15 2045-05-15 0.5 - 8.75 301630758.61 319904715.55 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 313000000.00 313000000.00 0.0159 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.38% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 1.5 - 1.5 58754600.00 60181927.42 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 59000000.00 59000000.00 0.0030 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2023-02-15 2 - 2 1344251700.00 1419029644.94 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0025 1419000000.00 1419000000.00 0.0722 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.34%, dated 7/29/2016 due 08/01/2016 CYYGQCGNHMHPSMRL3R97 AHJ225000_39304 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-15 2046-02-15 0.5 - 6.125 10220435.12 11372326.54 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 11129000.00 11129000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.36% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2046-05-15 0.5 - 4.5 170330900.00 179823651.07 U.S. Treasuries (including strips) N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0036 176001760.00 176001760.00 0.0090 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.34%, dated 7/29/2016 due 08/01/2016 ZBUT11V806EZRVTWT807 AHJ225000_55502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-07-31 2046-02-15 0.375 - 8.875 289137442.77 311035314.92 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-31 2017-04-30 0.07 - 0.394 1471083.63 1472849.47 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 306000000.00 306000000.00 0.0156 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.34% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2023-05-15 1.625 - 2 123140000.00 128026978.55 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 125000000.00 125000000.00 0.0064 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.36% X574KRZ6V5A7UBU45C31 AHJ060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2019-09-30 1 - 1 135400000.00 136773629.70 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 133754125.00 133754125.00 0.0068 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.32% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-15 2039-02-15 0.5 - 8.75 455475200.00 472380615.69 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0032 463000000.00 463000000.00 0.0235 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.33% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-08-31 2022-11-30 0.54 - 9 135370082.06 138726431.15 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-28 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 136000000.00 136000000.00 0.0069 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.33% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-06 2046-05-15 0 - 8.75 196875300.00 205255037.62 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-29 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 201000000.00 201000000.00 0.0102 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHH389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 5857000.00 6167877.85 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 6000000.00 6000000.00 0.0003 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHI197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.125 - 2.125 116449000.00 123656261.51 U.S. Treasuries (including strips) N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 119999268.00 119999268.00 0.0061 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AHJ067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 1.375 - 1.375 54190000.00 55185849.63 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 54000000.00 54000000.00 0.0027 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AHJ085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2 20402000.00 21585009.97 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0035 21000000.00 21000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AGI273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2.25 22428000.00 24054814.98 U.S. Treasuries (including strips) N/A N/A 2016-08-03 2016-08-03 2016-08-03 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 5 N N N 0.0046 23485000.00 23485000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHJ141000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 21240000.00 21240000.00 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHB463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2024-11-15 0.875 - 3.75 67560000.00 72626709.58 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-12 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 70902000.00 70902000.00 0.0036 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHG994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY 2024-05-15 2.5 19355000.00 21130956.74 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-31 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 20640000.00 20640000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHA622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2024-08-15 0.875 - 2.375 22695000.00 24820686.61 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-10 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 24083000.00 24083000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHD861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2020-08-15 0.875 - 3.75 63201000.00 68546747.12 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-23 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 66624000.00 66624000.00 0.0034 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHG534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2018-05-15 3 - 3.875 57128000.00 61070228.01 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-30 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 59298000.00 59298000.00 0.0030 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHC139000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2024-11-15 0.875 - 3.25 61069000.00 65124859.25 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-16 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 63562500.00 63562500.00 0.0032 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AGJ338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2020-08-31 0.875 - 3.75 65968000.00 71792920.36 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 69622000.00 69622000.00 0.0035 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AGJ752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2018-11-15 0.875 - 3.75 67215000.00 72834788.99 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-09 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 70806000.00 70806000.00 0.0036 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 0.875 - 0.875 23357500.00 23467082.16 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 23002070.00 23002070.00 0.0012 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 0.875 - 0.875 29450100.00 29588265.71 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 29002900.00 29002900.00 0.0015 N N N Y Fidelity Colchester Street Trust: Treasury Portfolio 2016-08-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer