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160191200.00 160191200.00 0.0122 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828LP3 US912828LP38 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0031 100446900.00 100446900.00 0.0076 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 166159125.00 166159125.00 0.0126 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 180022140.00 180022140.00 0.0137 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828MA5 US912828MA59 U.S. Treasury Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0038 120950400.00 120950400.00 0.0092 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 150043350.00 150043350.00 0.0114 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 347608072.50 347608072.50 0.0264 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 324062856.00 324062856.00 0.0246 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 247174382.00 247174382.00 0.0188 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 120213240.00 120213240.00 0.0091 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 83019422.00 83019422.00 0.0063 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 226237526.00 226237526.00 0.0172 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 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 150312300.00 150312300.00 0.0114 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 130064220.00 130064220.00 0.0099 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 94023688.00 94023688.00 0.0071 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 160151200.00 160151200.00 0.0122 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 377395096.00 377395096.00 0.0287 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 65010140.00 65010140.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 11130603.00 11130603.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 912828C32 US912828C327 U.S. Treasury Debt N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0050 100169200.00 100169200.00 0.0076 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 150158400.00 150158400.00 0.0114 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 60200700.00 60200700.00 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.52% 912828SS0 US912828SS04 U.S. Treasury Debt N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0052 65168480.00 65168480.00 0.0049 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 235518880.00 235518880.00 0.0179 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 2021-02-15 2029-08-15 3.625 - 6.125 32592300.00 47941442.25 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 47000000.00 47000000.00 0.0036 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.41% 3Y4U8VZURTYWI1W2K376 AFG974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 470020000.00 517758991.36 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-24 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0041 500000000.00 500000000.00 0.0380 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.42% 3Y4U8VZURTYWI1W2K376 AFJ036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2025-08-15 2 - 2.625 289450000.00 309206338.10 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-24 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0042 300000000.00 300000000.00 0.0228 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 2017-03-31 2045-02-15 0.875 - 3.625 56486100.00 60349534.24 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 59000000.00 59000000.00 0.0045 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 2017-09-15 2046-05-15 0.875 - 3.625 148327700.00 154068156.28 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 151000000.00 151000000.00 0.0115 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 2043-08-15 2045-02-15 2.5 - 3.75 46091000.00 59745512.94 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 58000000.00 58000000.00 0.0044 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 49440628.14 52207361.49 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 51118000.00 51118000.00 0.0039 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 AHJ223000_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 165388853.47 174644133.48 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 171000000.00 171000000.00 0.0130 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 2017-04-30 2045-05-15 0.099 - 6.25 174432300.00 205407181.69 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 200000000.00 200000000.00 0.0152 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AHJ059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2022-12-31 0.625 - 2.125 197565000.00 202982148.61 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0050 199000000.00 199000000.00 0.0151 N Y 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 AHJ223000_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 109989055.40 123196987.50 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 120505000.00 120505000.00 0.0092 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 AHJ223000_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 207190457.19 219742855.73 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 215000000.00 215000000.00 0.0163 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 2025-08-15 2025-08-15 2 - 2 38662700.00 40801363.36 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 40000000.00 40000000.00 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 2024-02-15 2024-02-15 2.75 - 2.75 284439300.00 317006649.64 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0025 317000000.00 317000000.00 0.0241 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 2016-08-31 2045-11-15 0.5 - 3 120888000.00 126789437.03 U.S. Treasuries (including strips) N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0036 124001240.00 124001240.00 0.0094 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 AHJ223000_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 195934082.59 210773182.80 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-31 2017-04-30 0.07 - 0.394 996880.31 998076.93 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 207361000.00 207361000.00 0.0157 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 2020-04-30 2021-09-30 1.375 - 2.125 84865000.00 88181561.82 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 86000000.00 86000000.00 0.0065 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.38% OXTKY6Q8X53C9ILVV871 AHJ047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 1.625 - 1.625 198836000.00 203647831.20 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 199000000.00 199000000.00 0.0151 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 2016-11-03 2044-05-15 0 - 8.75 278007300.00 292998991.56 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 287000000.00 287000000.00 0.0218 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 2017-06-30 2045-05-15 0 - 6.125 114068400.00 129921415.47 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 127000000.00 127000000.00 0.0096 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 2042-08-15 0 - 8.75 93051800.00 97063928.15 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 95000000.00 95000000.00 0.0072 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 4881000.00 5140073.72 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 5000000.00 5000000.00 0.0004 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 80544000.00 85529029.25 U.S. Treasuries (including strips) N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 82999493.70 82999493.70 0.0063 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 1.375 36127000.00 36790905.88 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 36000000.00 36000000.00 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 13601000.00 14389653.99 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0035 14000000.00 14000000.00 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 14621000.00 15681534.24 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 15321000.00 15321000.00 0.0012 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 13950000.00 15258325.32 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 14824000.00 14824000.00 0.0011 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 14309000.00 14309000.00 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 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 13747000.00 15008383.48 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 14661000.00 14661000.00 0.0011 N N Y N 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 2018-11-15 0.875 - 3.75 41760000.00 45250525.99 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 44035000.00 44035000.00 0.0033 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 41621000.00 45099922.01 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 43831000.00 43831000.00 0.0033 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 2017-03-31 3.25 43643000.00 45374405.10 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 44000000.00 44000000.00 0.0033 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 - 2.125 42448000.00 45067180.68 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 43791000.00 43791000.00 0.0033 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 2020-08-15 2.625 43017000.00 46809980.96 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 45383000.00 45383000.00 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 3 41838000.00 43488969.32 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 42099000.00 42099000.00 0.0032 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 14217600.00 14284302.14 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 14001260.00 14001260.00 0.0011 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 20310400.00 20405686.63 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 20002000.00 20002000.00 0.0015 N N N Y Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2016-08-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer