N-MFP1 0000853437 XXXXXXXX 2016-05-31 0000853437 S000002169 1 N N 033-30531 T. Rowe Price Associates, Inc. 801-00856 PricewaterhouseCoopers LLP Baltimore MD None T. Rowe Price Services, Inc. 0000703220 084-01079 N N N Treasury N 47 92 1657785439.56 1638281704.53 1601411734.67 1874075152.94 0.00 2317785439.56 2317281704.53 2302411734.67 2335075152.93 0.00 0.7144 0.7061 0.6951 0.8142 0.0000 0.9988 0.9987 0.9993 1.0000 0.0000 718732.60 2337904855.96 2337666870.19 6755833.09 40803079.59 2304338356.29 2303983519.71 1.0000 0.0039 1.0004 1.0004 1.0003 1.0003 0.0000 C000005566 2500.00 2304338356.29 2303983519.71 1.0004 1.0004 1.0003 1.0003 0.0000 28451545.98 25642067.77 16828857.17 17381185.74 22753843.61 39343548.17 17895245.02 19931028.97 0.00 0.00 96353151.76 112950421.10 0.0001 Y $158,505.81 of expenses were waived or reimbursed by T. Rowe Price Associates BNP Paribas BNP PARIBAS PARIS TREASURY REP 01/99 ZCP 0.290000% RCNB6OTYUAMMP879YW96 0559756V3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2020-05-15 3.500000 13112500.00 14273647.79 U.S. Treasuries (including strips) U.S. Treasury Notes 2017-09-30 1.875000 50170800.00 51039005.69 U.S. Treasuries (including strips) U.S. Treasury Notes 2023-03-31 1.500000 100.00 99.32 U.S. Treasuries (including strips) U.S. Treasury Notes 2023-03-31 1.500000 12823400.00 12736200.88 U.S. Treasuries (including strips) U.S. Treasury Notes 2017-08-31 0.625000 57140000.00 57117858.25 U.S. Treasuries (including strips) U.S. Treasury Notes 2023-01-15 0.125000 477900.00 493247.84 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 133000000.00 133000000.00 133000000.00 0.0577 N Y Y N Bank of America BANK OF AMERICA GRAND CAYMAN EURO CD 0.260000% N/A 0609974B6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2024-08-15 2.375000 63829500.00 67320093.37 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0026 66000000.00 66000000.00 66000000.00 0.0286 N N Y N Citigroup Global Markets CITI GLB MKTS NON GOVT TP RP TERM 0.270000% MBNUM2BPBDO7JBLYG310 1729958B1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2016-11-17 0.00 300.00 299.36 U.S. Treasuries (including strips) U.S. Treasury Notes 2018-05-15 9.125000 100.00 116.43 U.S. Treasuries (including strips) U.S. Treasury Notes 2024-08-15 2.375000 300.00 316.40 U.S. Treasuries (including strips) U.S. Treasury Notes 2021-09-30 2.125000 28519800.00 29613581.87 U.S. Treasuries (including strips) U.S. Treasury Notes 2024-11-15 2.250000 100420600.00 104272559.57 U.S. Treasuries (including strips) U.S. Treasury Notes 2019-01-31 1.250000 13695000.00 13846058.85 U.S. Treasuries (including strips) U.S. Treasury Notes 2017-02-28 0.875000 100.00 100.37 U.S. Treasuries (including strips) U.S. Treasury Notes 2022-11-15 1.625000 19504000.00 19546645.92 U.S. Treasuries (including strips) U.S. Treasury Notes 2025-07-15 0.375000 400.00 407.77 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0027 164000000.00 164000000.00 164000000.00 0.0712 N N Y N Credit Suisse First Boston REPO CREDIT SUISSE FIRST BOSTON 0.290000% 549300YHT5NGRKJD1R94 2259951G4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2019-04-30 1.625000 70110000.00 71402745.39 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 70000000.00 70000000.00 70000000.00 0.0304 N Y Y N Credit Suisse First Boston REPO CREDIT SUISSE FIRST BOSTON 0.280000% 549300YHT5NGRKJD1R94 2259951J8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2019-12-31 1.625000 86740000.00 88741586.20 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0028 87000000.00 87000000.00 87000000.00 0.0378 N N Y N Goldman Sachs GOLDMAN SACHS USGOVT TP RP 0.270000% 784F5XWPLTWKTBV3E584 3819912V9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2021-03-31 2.250000 11028400.00 11526001.41 U.S. Treasuries (including strips) U.S. Treasury Notes 2025-01-15 2.375000 1819000.00 2729563.25 U.S. Treasuries (including strips) U.S. Treasury Notes 2044-02-15 1.375000 20000.00 22730.11 U.S. Treasuries (including strips) U.S. Treasury Notes 2045-05-15 3.000000 58104600.00 62501918.23 U.S. Treasuries (including strips) U.S. Treasury Notes 2024-01-15 0.625000 653000.00 689998.39 U.S. Treasuries (including strips) U.S. Treasury Notes 2019-02-28 1.500000 1032500.00 1050403.56 U.S. Treasuries (including strips) U.S. Treasury Notes 2019-04-15 0.125000 100.00 103.20 U.S. Treasuries (including strips) U.S. Treasury Notes 2021-11-30 1.875000 22932400.00 23423382.68 U.S. Treasuries (including strips) U.S. Treasury Notes 2017-12-15 1.000000 6465500.00 6511341.45 U.S. Treasuries (including strips) U.S. Treasury Notes 2018-04-15 0.750000 4195000.00 4188466.80 U.S. Treasuries (including strips) U.S. Treasury Notes 2020-04-15 0.125000 100.00 103.14 U.S. Treasuries (including strips) U.S. Treasury Notes 2018-10-15 0.875000 1429300.00 1428241.93 U.S. Treasuries (including strips) U.S. Treasury Notes 2026-01-15 0.625000 5327900.00 5544857.84 U.S. Treasuries (including strips) U.S. Treasury Notes 2021-01-15 1.125000 1325000.00 1533585.24 U.S. Treasuries (including strips) U.S. Treasury Notes 2021-04-15 0.125000 2181700.00 2219882.72 U.S. Treasuries (including strips) U.S. Treasury Notes 2022-07-15 0.125000 2382000.00 2488926.86 U.S. Treasuries (including strips) U.S. Treasury Notes 2019-12-31 1.125000 3740000.00 3752745.18 U.S. Treasuries (including strips) U.S. Treasury Notes 2018-04-15 0.125000 100.00 104.34 U.S. Treasuries (including strips) U.S. Treasury Notes 2023-07-15 0.375000 360000.00 376574.19 U.S. Treasuries (including strips) U.S. Treasury Notes 2019-06-30 1.625000 275700.00 282406.60 U.S. Treasuries (including strips) U.S. Treasury Notes 2018-07-15 0.875000 3683000.00 3691678.14 U.S. Treasuries (including strips) U.S. Treasury Notes 2025-07-15 0.375000 664100.00 676987.86 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0027 132000000.00 132000000.00 132000000.00 0.0573 N N Y N HSBC Bank HSBC TRI PARTY REPO 0.270000% CYYGQCGNHMHPSMRL3R97 4049912K6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2017-01-31 3.125000 68930000.00 70787523.93 U.S. Treasuries (including strips) U.S. Treasury Notes 2019-08-31 1.000000 30205500.00 30196136.18 U.S. Treasuries (including strips) U.S. Treasury Notes 2017-01-31 3.125000 2587000.00 2656714.41 U.S. Treasuries (including strips) U.S. Treasury Notes 2017-02-28 3.000000 48165000.00 49364306.55 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 150000000.00 150000000.00 150000000.00 0.0651 N Y Y N JPMorgan Chase MORGAN J P TRI PARTY REPO 0.270000% N.A. 6169994A3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2044-02-15 3.625000 27615000.00 33661479.64 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 33000000.00 33000000.00 33000000.00 0.0143 N Y Y N RBC Capital Markets RBC CAPITAL MKTS TREASURY REPO 0.270000% 549300LCO2FLSSVFFR64 7809857A9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2024-02-15 2.750000 8465100.00 9180047.47 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 9000000.00 9000000.00 9000000.00 0.0039 N Y Y N Toronto-Dominion Bank TORONTO DOMINION TREASURY REPO 0.270000% SUVUFHICNZMP2WKHG940 8919921D1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Notes 2042-11-15 2.750000 5500000.00 5668138.59 U.S. Treasuries (including strips) U.S. Treasury Notes 2043-02-15 3.125000 5611900.00 6251153.07 U.S. Treasuries (including strips) U.S. Treasury Notes 2044-05-15 3.375000 509800.00 589248.46 U.S. Treasuries (including strips) U.S. Treasury Notes 2045-05-15 3.000000 369700.00 397678.66 U.S. Treasuries (including strips) U.S. Treasury Notes 2021-02-28 2.000000 75158100.00 77741659.69 U.S. Treasuries (including strips) U.S. Treasury Notes 2017-12-15 1.000000 434400.00 437479.97 U.S. Treasuries (including strips) U.S. Treasury Notes 2016-09-30 3.000000 3167500.00 3209567.57 U.S. Treasuries (including strips) U.S. Treasury Notes 2022-11-30 2.000000 6528800.00 6685164.76 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 99000000.00 99000000.00 99000000.00 0.0430 N Y Y N U.S. Treasury Bills U. S. Treasury Bills 0.00000% 912796GS2 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0019 47994720.00 47994720.00 47994720.00 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796GW3 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-07-21 2016-07-21 2016-07-21 N N N 0.0025 34987847.30 34987847.30 34987847.30 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796HA0 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0030 39474752.79 39474752.79 39474752.79 0.0171 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796HE2 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0032 39962311.20 39962311.20 39962311.20 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796HQ5 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0043 44911912.50 44911912.50 44911912.50 0.0195 N Y Y N U.S. Treasury Bills U. S. Treasury Bills 0.00000% 912796JB6 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0019 24993430.50 24993430.50 24993430.50 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JC4 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-07-28 2016-07-28 2016-07-28 N N N 0.0026 30987238.23 30987238.23 30987238.23 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JD2 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0026 39980800.00 39980800.00 39980800.00 0.0174 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JF7 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0027 37630850.90 37630850.90 37630850.90 0.0163 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JG5 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0030 39972611.20 39972611.20 39972611.20 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JH3 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 34969588.85 34969588.85 34969588.85 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JK6 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0030 34968718.75 34968718.75 34968718.75 0.0152 N Y Y N U.S. Treasury Bills U. S. Treasury Bills 0.00000% 912796JL4 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0034 34962647.30 34962647.30 34962647.30 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JM2 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0033 40952850.00 40952850.00 40952850.00 0.0178 N Y Y N U.S. Treasury Bills U. S. Treasury Bills 0.00000% 912796JQ3 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0042 48919395.00 48919395.00 48919395.00 0.0212 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JR1 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0041 39930933.20 39930933.20 39930933.20 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JS9 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0043 48905062.50 48905062.50 48905062.50 0.0212 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JU4 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-11-17 2016-11-17 2016-11-17 N N N 0.0043 29938737.60 29938737.60 29938737.60 0.0130 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JV2 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0045 19955750.00 19955750.00 19955750.00 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000% 912796JW0 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0047 34915951.35 34915951.35 34915951.35 0.0152 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.403310% 912828F70 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2016-10-31 2016-10-31 N N N 0.0038 23101945.94 23101945.94 23101945.94 0.0100 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.434310% 912828H60 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2017-01-31 2017-01-31 N N N 0.0041 68412021.98 68412021.98 68412021.98 0.0297 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.424310% 912828K41 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2017-04-30 2017-04-30 N N N 0.0043 50998450.62 50998450.62 50998450.62 0.0221 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.000000% 912828LL2 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0043 35224218.75 35224218.75 35224218.75 0.0153 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.518310% 912828M23 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2017-10-31 2017-10-31 N N N 0.0046 25481119.07 25481119.07 25481119.07 0.0111 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.750000% 912828MA5 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0059 14150937.50 14150937.50 14150937.50 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.622310% 912828N97 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2018-01-31 2018-01-31 N N N 0.0050 29562070.36 29562070.36 29562070.36 0.0128 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.540310% 912828Q86 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2018-04-30 2018-04-30 N N N 0.0054 19600749.90 19600749.90 19600749.90 0.0085 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828RJ1 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0048 35060156.25 35060156.25 35060156.25 0.0152 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828RM4 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0051 6012187.50 6012187.50 6012187.50 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.500000% 912828VG2 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0050 37900000.00 37900000.00 37900000.00 0.0164 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625000% 912828VL1 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0037 79524843.75 79524843.75 79524843.75 0.0345 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875000% 912828VW7 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0044 35038281.25 35038281.25 35038281.25 0.0152 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625000% 912828WA4 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-10-15 2016-10-15 2016-10-15 N N N 0.0050 26012187.50 26012187.50 26012187.50 0.0113 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625000% 912828WF3 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0052 15007031.25 15007031.25 15007031.25 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.500000% 912828WQ9 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0031 42006562.50 42006562.50 42006562.50 0.0182 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.420310% 912828WV8 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2016-07-31 2016-07-31 N N N 0.0037 56704613.68 56704613.68 56704613.68 0.0246 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.427310% 912828XN5 N.A. U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2017-07-31 2017-07-31 N N N 0.0044 45791368.99 45791368.99 45791368.99 0.0199 N Y Y N T. ROWE PRICE U.S. TREASURY FUNDS, INC. 2016-06-07 Catherine D. Mathews Catherine D. Mathews Treasurer & Vice President