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Treasury Debt N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0048 273941912.00 273941912.00 0.0140 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 349692000.00 349692000.00 0.0179 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 149749500.00 149749500.00 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.44% to 0.45% 912796KH1 US912796KH11 U.S. Treasury Debt N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0045 149690700.00 149690700.00 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KG3 US912796KG38 U.S. Treasury Debt N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0045 199608000.00 199608000.00 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KJ7 US912796KJ76 U.S. Treasury Debt N/A N/A 2017-02-23 2017-02-23 2017-02-23 N N N 0.0045 199555200.00 199555200.00 0.0102 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 100000000.00 100000000.00 0.0051 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 199983200.00 199983200.00 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 133925616.00 133925616.00 0.0069 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 19761395.75 19761395.75 0.0010 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 795464500.00 795464500.00 0.0407 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 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 389455908.00 389455908.00 0.0199 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828FY1 US912828FY19 U.S. Treasury Debt N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0033 78681564.00 78681564.00 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% to 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 400534800.00 400534800.00 0.0205 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 420940808.00 420940808.00 0.0216 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% to 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 616431816.00 616431816.00 0.0316 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828F70 US912828F700 U.S. Treasury Debt N/A N/A 2016-09-01 2016-10-31 2016-10-31 N N N 0.0039 320022720.00 320022720.00 0.0164 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 339140346.00 339140346.00 0.0174 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 479777896.00 479777896.00 0.0246 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828XN5 US912828XN51 U.S. Treasury Debt N/A N/A 2016-09-01 2017-07-31 2017-07-31 N N N 0.0041 449098780.00 449098780.00 0.0230 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828K41 US912828K411 U.S. Treasury Debt N/A N/A 2016-09-01 2017-04-30 2017-04-30 N N N 0.0041 348087348.00 348087348.00 0.0178 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 126019404.00 126019404.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828H60 US912828H607 U.S. Treasury Debt N/A N/A 2016-09-01 2017-01-31 2017-01-31 N N N 0.0042 612650675.00 612650675.00 0.0314 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 108086724.00 108086724.00 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 170070890.00 170070890.00 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 68640424.00 68640424.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0045 59647913.22 59647913.22 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MS6 US912828MS67 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0045 99189328.00 99189328.00 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 912828M23 US912828M235 U.S. Treasury Debt N/A N/A 2016-09-01 2017-10-31 2017-10-31 N N N 0.0050 484691636.00 484691636.00 0.0248 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828S84 US912828S844 U.S. Treasury Debt N/A N/A 2016-09-01 2018-07-31 2018-07-31 N N N 0.0051 50012300.00 50012300.00 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828SM3 US912828SM34 U.S. Treasury Debt N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0051 100255200.00 100255200.00 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.53% 912828Q86 US912828Q863 U.S. Treasury Debt N/A N/A 2016-09-01 2018-04-30 2018-04-30 N N N 0.0053 385403095.00 385403095.00 0.0197 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.61% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-09-01 2018-01-31 2018-01-31 N N N 0.0061 498364414.46 498364414.46 0.0255 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.32%, dated 8/31/2016 due 09/01/2016 L3I9ZG2KFGXZ61BMYR72 AJA247000_04240 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2045-05-15 0.5 - 8.875 5854764.00 6124508.74 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 6000000.00 6000000.00 0.0003 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.34% 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 2023-07-31 0 - 4.25 39845100.00 40800414.87 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 40000000.00 40000000.00 0.0020 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.32%, dated 8/31/2016 due 09/01/2016 R0MUWSFPU8MPRO8K5P83 AJA247000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-15 2046-02-15 0 - 7.5 142628955.18 156714890.22 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 153000000.00 153000000.00 0.0078 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.32%, dated 8/31/2016 due 09/01/2016 R0MUWSFPU8MPRO8K5P83 AJA493000_07651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-15 2046-02-15 0 - 7.5 490642673.60 539098198.08 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 526319000.00 526319000.00 0.0270 N Y 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 2016-09-15 2046-02-15 0 - 8.5 216332800.00 223686028.98 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 2 N N N 0.0033 219000000.00 219000000.00 0.0112 N N 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 2016-09-15 2044-05-15 0 - 8.5 82057984.11 87887657.82 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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 AHG944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-15 2044-11-15 0 - 7.125 77649322.80 82944165.73 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 AIE534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-15 2046-02-15 0 - 8.875 48466471.00 50274730.12 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-14 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 49000000.00 49000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2043-11-15 1.375 - 8.875 93910791.00 120329338.58 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-21 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 117000000.00 117000000.00 0.0060 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2044-02-15 1.375 - 7.125 152053400.00 179226385.25 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 175000000.00 175000000.00 0.0090 N N Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.32%, dated 8/31/2016 due 09/01/2016 1V8Y6QCX6YMJ2OELII46 AJA247000_26252 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-15 2046-08-15 0.5 - 8.75 284091169.95 304751487.06 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2018-04-30 0.51 - 0.51 1871760.72 1874455.26 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 300000000.00 300000000.00 0.0154 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-05-15 2044-05-15 3.375 - 3.375 21316600.00 26780276.75 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 26000000.00 26000000.00 0.0013 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-05-15 2044-05-15 3.375 - 3.375 32794800.00 41200464.42 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 40000000.00 40000000.00 0.0020 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 2019-08-15 2019-08-15 3.625 - 3.625 2108332800.00 2278015823.75 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0025 2278000000.00 2278000000.00 0.1167 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.34% 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 2046-08-15 0.625 - 4.5 172183800.00 180948696.05 U.S. Treasuries (including strips) N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0034 176998230.00 176998230.00 0.0091 N N N Y Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.32%, dated 8/31/2016 due 09/01/2016 8NAV47T0Y26Q87Y0QP81 AJA247000_53651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-30 2045-08-15 0.5 - 2.875 493523551.56 508062596.78 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 496954000.00 496954000.00 0.0254 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.33% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2022-09-30 1.75 - 1.75 52490000.00 54470447.70 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 53000000.00 53000000.00 0.0027 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.35% X574KRZ6V5A7UBU45C31 AJA100000 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 118900000.00 120176346.20 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 117387750.00 117387750.00 0.0060 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 2016-09-30 2046-08-15 0 - 8.875 442358600.00 473485787.26 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 6 N N N 0.0032 463000000.00 463000000.00 0.0237 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 2017-05-15 2042-11-15 0.75 - 9.125 131824700.00 138806539.52 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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 0.0070 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2045-11-15 0.5 - 9.125 174697100.00 183907160.21 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-10-21 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 180000000.00 180000000.00 0.0092 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-30 2026-05-15 0.75 - 2.5 40281100.00 40802370.70 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 40000000.00 40000000.00 0.0020 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AIH650000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2046-08-15 1.625 - 2.25 31146000.00 31895994.39 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 31000000.00 31000000.00 0.0016 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AJA114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2022-07-31 1.125 - 2 36565000.00 36723998.18 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 36000000.00 36000000.00 0.0018 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 63476000.00 66758978.72 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0034 64999616.50 64999616.50 0.0033 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIJ500000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 2.25 - 2.25 54965000.00 58629351.66 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 56998329.90 56998329.90 0.0029 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AII824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 61288000.00 64393830.69 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 6 N N N 0.0034 63000000.00 63000000.00 0.0032 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2046-08-15 2.125 - 2.25 68740000.00 71434992.32 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 70000000.00 70000000.00 0.0036 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AJA133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 1.5 36250000.00 36766345.00 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0035 36000000.00 36000000.00 0.0018 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 Y N US TREASURY 2016-12-31 2024-11-15 0.875 - 2.25 20387000.00 21805312.30 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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 AIB450000 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 93106000.00 100396217.09 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-13 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 97572000.00 97572000.00 0.0050 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AID256000 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 58352000.00 62198582.11 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-20 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 60536000.00 60536000.00 0.0031 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIF844000 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 59729000.00 64590812.22 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-27 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 62714000.00 62714000.00 0.0032 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIA457000 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 58663000.00 61484942.22 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-09 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 60266000.00 60266000.00 0.0031 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIC003000 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 19477000.00 20780474.96 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-14 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 20346000.00 20346000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIC445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2024-11-15 2.25 - 3.75 58284000.00 62487992.65 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-16 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 60844000.00 60844000.00 0.0031 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AIH716000 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 52543000.00 56356434.96 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-10-04 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 54684000.00 54684000.00 0.0028 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AII002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2.5 18012000.00 19620201.42 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-10-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 19115000.00 19115000.00 0.0010 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 2018-02-28 2018-02-28 0.75 - 0.75 23478900.00 23475213.81 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 23000000.00 23000000.00 0.0012 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 2016-09-08 2018-02-28 0 - 0.75 29600200.00 29598446.22 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 29000290.00 29000290.00 0.0015 N N Y N Fidelity Colchester Street Trust: Treasury Portfolio 2016-09-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer