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      <ISINId>US912796KN88</ISINId>
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        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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    <scheduleOfPortfolioSecuritiesInfo>
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      <titleOfIssuer>TREASURY BILL 0.000000%</titleOfIssuer>
      <CUSIPMember>912796KP3</CUSIPMember>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <investmentMaturityDateWAM>2017-03-23</investmentMaturityDateWAM>
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      <CUSIPMember>912796KQ1</CUSIPMember>
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        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <investmentMaturityDateWAM>2017-04-06</investmentMaturityDateWAM>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY BILL 0.000000%</titleOfIssuer>
      <CUSIPMember>912796KS7</CUSIPMember>
      <ISINId>US912796KS75</ISINId>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAM>2017-04-13</investmentMaturityDateWAM>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
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      <CUSIPMember>912796KT5</CUSIPMember>
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      <investmentCategory>U.S. Treasury Debt</investmentCategory>
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        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <investmentMaturityDateWAM>2017-04-20</investmentMaturityDateWAM>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY BILL 0.000000%</titleOfIssuer>
      <CUSIPMember>912796KU2</CUSIPMember>
      <ISINId>US912796KU22</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
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        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY BILL 0.000000%</titleOfIssuer>
      <CUSIPMember>912796KY4</CUSIPMember>
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      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAM>2017-05-11</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-05-11</investmentMaturityDateWAL>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0050</yieldOfTheSecurityAsOfReportingDate>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY BILL 0.000000%</titleOfIssuer>
      <CUSIPMember>912796LK3</CUSIPMember>
      <ISINId>US912796LK31</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <investmentMaturityDateWAL>2017-07-13</investmentMaturityDateWAL>
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      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY BILL 0.000000%</titleOfIssuer>
      <CUSIPMember>912796LM9</CUSIPMember>
      <ISINId>US912796LM96</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <investmentMaturityDateWAM>2017-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-08-03</investmentMaturityDateWAL>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
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      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.750000%</titleOfIssuer>
      <CUSIPMember>912828C32</CUSIPMember>
      <ISINId>US912828C327</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
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      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <investmentMaturityDateWAM>2017-03-15</investmentMaturityDateWAM>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
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      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.875000%</titleOfIssuer>
      <CUSIPMember>912828D49</CUSIPMember>
      <ISINId>US912828D499</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0069</yieldOfTheSecurityAsOfReportingDate>
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      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 1.000000%</titleOfIssuer>
      <CUSIPMember>912828D98</CUSIPMember>
      <ISINId>US912828D986</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <investmentMaturityDateWAM>2017-09-15</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-09-15</investmentMaturityDateWAL>
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      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0072</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>130223470.00</includingValueOfAnySponsorSupport>
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      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.875000%</titleOfIssuer>
      <CUSIPMember>912828G20</CUSIPMember>
      <ISINId>US912828G203</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-11-15</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-11-15</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-11-15</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0079</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>48452150.88</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>48452150.88</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0081</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 4.500000%</titleOfIssuer>
      <CUSIPMember>912828GS3</CUSIPMember>
      <ISINId>US912828GS32</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-05-15</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-05-15</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-05-15</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0066</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>28097909.91</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>28097909.91</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0047</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 4.750000%</titleOfIssuer>
      <CUSIPMember>912828HA1</CUSIPMember>
      <ISINId>US912828HA15</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-08-15</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-08-15</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-08-15</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0073</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>12186769.40</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>12186769.40</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0020</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 4.250000%</titleOfIssuer>
      <CUSIPMember>912828HH6</CUSIPMember>
      <ISINId>US912828HH67</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-11-15</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-11-15</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-11-15</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0082</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>6982219.60</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>6982219.60</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0012</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY FLOATING RATE NOTE 0.674000%</titleOfIssuer>
      <CUSIPMember>912828M23</CUSIPMember>
      <ISINId>US912828M235</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-10-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-10-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0053</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>59102887.79</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>59102887.79</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0099</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 3.000000%</titleOfIssuer>
      <CUSIPMember>912828MS6</CUSIPMember>
      <ISINId>US912828MS67</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-28</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-28</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-28</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0044</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>15825089.48</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>15825089.48</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0027</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY FLOATING RATE NOTE 0.778000%</titleOfIssuer>
      <CUSIPMember>912828N97</CUSIPMember>
      <ISINId>US912828N977</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2018-01-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2018-01-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0055</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>158700759.61</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>158700759.61</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0266</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 2.500000%</titleOfIssuer>
      <CUSIPMember>912828NK2</CUSIPMember>
      <ISINId>US912828NK23</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-06-30</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-06-30</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-06-30</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0060</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>11030502.34</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>11030502.34</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0018</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY FLOATING RATE NOTE 0.696000%</titleOfIssuer>
      <CUSIPMember>912828Q86</CUSIPMember>
      <ISINId>US912828Q863</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2018-04-30</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2018-04-30</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0058</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>299515923.76</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>299515923.76</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0502</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY FLOATING RATE NOTE 0.680000%</titleOfIssuer>
      <CUSIPMember>912828S84</CUSIPMember>
      <ISINId>US912828S844</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2018-07-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2018-07-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0061</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>52083672.48</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>52083672.48</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0087</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 1.000000%</titleOfIssuer>
      <CUSIPMember>912828SM3</CUSIPMember>
      <ISINId>US912828SM34</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-03-31</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-03-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-03-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0047</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>77084773.82</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>77084773.82</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0129</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.625000%</titleOfIssuer>
      <CUSIPMember>912828SY7</CUSIPMember>
      <ISINId>US912828SY71</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-05-31</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-05-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-05-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0060</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>150281721.06</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>150281721.06</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0252</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY FLOATING RATE NOTE 0.676000%</titleOfIssuer>
      <CUSIPMember>912828T75</CUSIPMember>
      <ISINId>US912828T750</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2018-10-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2018-10-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0063</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>143585257.14</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>143585257.14</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0241</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.750000%</titleOfIssuer>
      <CUSIPMember>912828TB6</CUSIPMember>
      <ISINId>US912828TB69</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-06-30</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-06-30</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-06-30</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0062</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>36579888.64</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>36579888.64</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0061</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.500000%</titleOfIssuer>
      <CUSIPMember>912828TG5</CUSIPMember>
      <ISINId>US912828TG56</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-07-31</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-07-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-07-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0065</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>65906061.39</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>65906061.39</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0111</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.625000%</titleOfIssuer>
      <CUSIPMember>912828TM2</CUSIPMember>
      <ISINId>US912828TM25</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-08-31</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-08-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-08-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0068</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>25512037.76</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>25512037.76</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0043</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY FLOATING RATE NOTE 0.646000%</titleOfIssuer>
      <CUSIPMember>912828V64</CUSIPMember>
      <ISINId>US912828V640</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2019-01-31</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2019-01-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0066</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>32524361.06</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>32524361.06</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0055</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.875000%</titleOfIssuer>
      <CUSIPMember>912828WT3</CUSIPMember>
      <ISINId>US912828WT31</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-07-15</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-07-15</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-07-15</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0066</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>40294329.14</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>40294329.14</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0068</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED STATES TREASURY</nameOfIssuer>
      <titleOfIssuer>TREASURY NOTE 0.625000%</titleOfIssuer>
      <CUSIPMember>912828XJ4</CUSIPMember>
      <ISINId>US912828XJ40</ISINId>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>DBRS Ltd.</nameOfNRSRO>
        <rating>R-1H</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>Govt</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>AA+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-06-30</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-06-30</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-06-30</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0062</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>10260000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>10260000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0017</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>HSBC SECURITIES (USA) INC</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY HSBC SECURITIES (USA) INC 0.520000%</titleOfIssuer>
      <cik>0000853784</cik>
      <otherUniqueId>BRSM2LJW3</otherUniqueId>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>Y</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2019-11-15</date>
          </maturityDate>
          <couponOrYield>1.000000</couponOrYield>
          <principalAmountToTheNearestCent>3903900.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3866137.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2023-11-30</date>
          </maturityDate>
          <couponOrYield>2.125000</couponOrYield>
          <principalAmountToTheNearestCent>4992000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4968535.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOTE 09/30/17 0.6250</nameOfCollateralIssuer>
          <maturityDate>
            <date>2017-09-30</date>
          </maturityDate>
          <couponOrYield>0.625000</couponOrYield>
          <principalAmountToTheNearestCent>106400.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>106541.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>U.S. TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2018-04-15</date>
          </maturityDate>
          <couponOrYield>0.750000</couponOrYield>
          <principalAmountToTheNearestCent>1454800.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1454691.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOTY 05/15/20 3.5000</nameOfCollateralIssuer>
          <maturityDate>
            <date>2020-05-15</date>
          </maturityDate>
          <couponOrYield>3.500000</couponOrYield>
          <principalAmountToTheNearestCent>1760000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1880691.62</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOTE 05/31/19 1.1250</nameOfCollateralIssuer>
          <maturityDate>
            <date>2019-05-31</date>
          </maturityDate>
          <couponOrYield>1.125000</couponOrYield>
          <principalAmountToTheNearestCent>2627800.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2621036.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BOND 02/15/37 4.7500</nameOfCollateralIssuer>
          <maturityDate>
            <date>2037-02-15</date>
          </maturityDate>
          <couponOrYield>4.750000</couponOrYield>
          <principalAmountToTheNearestCent>3003500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3956101.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>3 1/8 NOTE K 17</nameOfCollateralIssuer>
          <maturityDate>
            <date>2017-04-30</date>
          </maturityDate>
          <couponOrYield>3.125000</couponOrYield>
          <principalAmountToTheNearestCent>3073200.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3117398.41</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITEDSTATESTREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2019-09-15</date>
          </maturityDate>
          <couponOrYield>0.875000</couponOrYield>
          <principalAmountToTheNearestCent>3639000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3602812.40</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOTE 06/30/19 1.0000</nameOfCollateralIssuer>
          <maturityDate>
            <date>2019-06-30</date>
          </maturityDate>
          <couponOrYield>1.000000</couponOrYield>
          <principalAmountToTheNearestCent>4309800.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4279314.02</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOTE 02/28/19 1.3750</nameOfCollateralIssuer>
          <maturityDate>
            <date>2019-02-28</date>
          </maturityDate>
          <couponOrYield>1.375000</couponOrYield>
          <principalAmountToTheNearestCent>4778500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4818216.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOTY 05/15/18 3.8750</nameOfCollateralIssuer>
          <maturityDate>
            <date>2018-05-15</date>
          </maturityDate>
          <couponOrYield>3.875000</couponOrYield>
          <principalAmountToTheNearestCent>5583100.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5836976.86</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>2 NOTE N 22</nameOfCollateralIssuer>
          <maturityDate>
            <date>2022-07-31</date>
          </maturityDate>
          <couponOrYield>2.000000</couponOrYield>
          <principalAmountToTheNearestCent>7090000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7065043.54</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS NTS</nameOfCollateralIssuer>
          <maturityDate>
            <date>2017-10-31</date>
          </maturityDate>
          <couponOrYield>0.750000</couponOrYield>
          <principalAmountToTheNearestCent>1532400.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1534968.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2022-12-31</date>
          </maturityDate>
          <couponOrYield>2.125000</couponOrYield>
          <principalAmountToTheNearestCent>1599000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1599911.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2021-05-31</date>
          </maturityDate>
          <couponOrYield>2.000000</couponOrYield>
          <principalAmountToTheNearestCent>1705000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1721396.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2018-05-31</date>
          </maturityDate>
          <couponOrYield>1.000000</couponOrYield>
          <principalAmountToTheNearestCent>2174300.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2178264.41</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS NTS</nameOfCollateralIssuer>
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      <nameOfIssuer>MERRILL LYNCH PIERCE FENNER &amp; SMITH INC</nameOfIssuer>
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      <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
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          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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      <nameOfIssuer>MORGAN STANLEY &amp; CO LLC</nameOfIssuer>
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      <LEIID>9R7GPTSO7KV3UQJZQ078</LEIID>
      <cik>0001359291</cik>
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        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
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          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2017-12-07</date>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAL>2017-02-01</investmentMaturityDateWAL>
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      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <includingValueOfAnySponsorSupport>15000000.00</includingValueOfAnySponsorSupport>
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      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY CREDIT AGRICOLE CORPORATION 0.540000%</titleOfIssuer>
      <LEIID>1VUV7VQFKUOQSJ21A208</LEIID>
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      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2024-08-15</date>
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          <couponOrYield>2.375000</couponOrYield>
          <principalAmountToTheNearestCent>402532175.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2023-01-31</date>
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          <couponOrYield>1.750000</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>F1</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0054</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>520000000.00</includingValueOfAnySponsorSupport>
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      <percentageOfMoneyMarketFundNetAssets>0.0872</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>RBC CAPITAL MARKETS LLC</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY RBC CAPITAL MARKETS, LLC 0.520000%</titleOfIssuer>
      <LEIID>549300LCO2FLSSVFFR64</LEIID>
      <cik>0000895502</cik>
      <otherUniqueId>BRT8BNL14</otherUniqueId>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>TPRX 02/15/40 4.6250</nameOfCollateralIssuer>
          <maturityDate>
            <date>2040-02-15</date>
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          <couponOrYield>0.00</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>NOTE 04/30/18 0.6250</nameOfCollateralIssuer>
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            <date>2018-04-30</date>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC</nameOfCollateralIssuer>
          <maturityDate>
            <date>2042-08-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>2393600.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2022-06-30</date>
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          <couponOrYield>2.125000</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2021-08-31</date>
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          <couponOrYield>1.125000</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
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        <collateralIssuers>
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        <collateralIssuers>
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        <collateralIssuers>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
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            <date>2036-02-15</date>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2033-08-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>78000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MUFG SECURITIES AMERICAS INC</nameOfIssuer>
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      <LEIID>K5HU16E3LMSVCCJJJ255</LEIID>
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      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2017-06-08</date>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2018-09-30</date>
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          <couponOrYield>0.750000</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>498297.17</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BOND 08/15/28 5.5000</nameOfCollateralIssuer>
          <maturityDate>
            <date>2028-08-15</date>
          </maturityDate>
          <couponOrYield>5.500000</couponOrYield>
          <principalAmountToTheNearestCent>3000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3946242.46</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES OF AMERICA</nameOfCollateralIssuer>
          <maturityDate>
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        <collateralIssuers>
          <nameOfCollateralIssuer>0 3/8 TRIN D 25</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITEDSTATESTREASURY</nameOfCollateralIssuer>
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        <collateralIssuers>
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        <collateralIssuers>
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        <collateralIssuers>
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        <collateralIssuers>
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        <collateralIssuers>
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        <collateralIssuers>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS NTS</nameOfCollateralIssuer>
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            <date>2020-08-15</date>
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          <couponOrYield>2.625000</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2023-10-31</date>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
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        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1</rating>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF NOVA SCOTIA</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY THE BANK OF NOVA SCOTIA 0.540000%</titleOfIssuer>
      <LEIID>L3I9ZG2KFGXZ61BMYR72</LEIID>
      <cik>0001041839</cik>
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        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
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          <nameOfCollateralIssuer>NOTY 11/15/18 3.7500</nameOfCollateralIssuer>
          <maturityDate>
            <date>2018-11-15</date>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2023-07-31</date>
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          <couponOrYield>1.250000</couponOrYield>
          <principalAmountToTheNearestCent>30463200.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2023-01-31</date>
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          <couponOrYield>1.750000</couponOrYield>
          <principalAmountToTheNearestCent>23854000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>F1+</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>P-1</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
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      <includingValueOfAnySponsorSupport>58050000.00</includingValueOfAnySponsorSupport>
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      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CREDIT SUISSE SECURITIES (USA) LLC</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY CREDIT SUISSE SECURITIES 0.540000%</titleOfIssuer>
      <LEIID>1V8Y6QCX6YMJ2OELII46</LEIID>
      <ISINId>IE0031998192</ISINId>
      <cik>0001230485</cik>
      <otherUniqueId>BRT8BNL89</otherUniqueId>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
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      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2020-08-31</date>
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          <couponOrYield>1.375000</couponOrYield>
          <principalAmountToTheNearestCent>169460000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2023-01-31</date>
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          <couponOrYield>1.750000</couponOrYield>
          <principalAmountToTheNearestCent>139256600.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>137226577.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0054</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>300000000.00</includingValueOfAnySponsorSupport>
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      <percentageOfMoneyMarketFundNetAssets>0.0503</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>HSBC SECURITIES (USA) INC</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY HSBC SECURITIES (USA) INC 0.520000%</titleOfIssuer>
      <cik>0000853784</cik>
      <otherUniqueId>BRT8BNLB2</otherUniqueId>
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      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
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          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2018-09-30</date>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2018-06-30</date>
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          <couponOrYield>0.625000</couponOrYield>
          <principalAmountToTheNearestCent>707200.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2019-12-31</date>
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          <couponOrYield>1.625000</couponOrYield>
          <principalAmountToTheNearestCent>2595000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2019-10-31</date>
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          <couponOrYield>1.500000</couponOrYield>
          <principalAmountToTheNearestCent>9271300.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2018-12-31</date>
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          <couponOrYield>1.500000</couponOrYield>
          <principalAmountToTheNearestCent>9430100.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2023-06-30</date>
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          <couponOrYield>1.375000</couponOrYield>
          <principalAmountToTheNearestCent>9811500.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS NTS</nameOfCollateralIssuer>
          <maturityDate>
            <date>2017-09-30</date>
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          <couponOrYield>1.875000</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
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      <includingValueOfAnySponsorSupport>50000000.00</includingValueOfAnySponsorSupport>
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      <percentageOfMoneyMarketFundNetAssets>0.0084</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TD SECURITIES (USA) LLC</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY TD SECURITIES (USA) LLC 0.530000%</titleOfIssuer>
      <CUSIPMember>8911A0009</CUSIPMember>
      <LEIID>SUVUFHICNZMP2WKHG940</LEIID>
      <cik>0001335977</cik>
      <otherUniqueId>BRT8BNLF3</otherUniqueId>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
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      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS NTS</nameOfCollateralIssuer>
          <maturityDate>
            <date>2022-05-15</date>
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          <couponOrYield>1.750000</couponOrYield>
          <principalAmountToTheNearestCent>5572600.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2026-05-15</date>
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          <couponOrYield>1.625000</couponOrYield>
          <principalAmountToTheNearestCent>48752800.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0053</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0084</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SOCIETE GENERALE SA</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY SOCIETE GENERALE 0.530000%</titleOfIssuer>
      <LEIID>O2RNE8IBXP4R0TD8PU41</LEIID>
      <cik>0001145665</cik>
      <otherUniqueId>BRT8BNLH9</otherUniqueId>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2024-08-15</date>
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          <couponOrYield>2.375000</couponOrYield>
          <principalAmountToTheNearestCent>50259200.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2032-04-15</date>
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          <couponOrYield>3.375000</couponOrYield>
          <principalAmountToTheNearestCent>100.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2024-01-31</date>
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          <couponOrYield>2.250000</couponOrYield>
          <principalAmountToTheNearestCent>69000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>68859.86</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>F1</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>P-1</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <yieldOfTheSecurityAsOfReportingDate>0.0053</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50000000.00</includingValueOfAnySponsorSupport>
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      <percentageOfMoneyMarketFundNetAssets>0.0084</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CITIGROUP GLOBAL MARKETS INC</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY CITIGROUP GLOBAL MARKETS 0.540000%</titleOfIssuer>
      <CUSIPMember>173992009</CUSIPMember>
      <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
      <cik>0000091154</cik>
      <otherUniqueId>BRT8BNLM8</otherUniqueId>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2025-02-15</date>
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          <couponOrYield>2.000000</couponOrYield>
          <principalAmountToTheNearestCent>121998928.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2024-01-31</date>
          </maturityDate>
          <couponOrYield>2.250000</couponOrYield>
          <principalAmountToTheNearestCent>59050664.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>58930732.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>Fitch, Inc.</nameOfNRSRO>
        <rating>F1</rating>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>P-1</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2017-02-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0055</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>175000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>175000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0293</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS SA</nameOfIssuer>
      <titleOfIssuer>TRI-PARTY BNP PARIBAS 0.540000%</titleOfIssuer>
      <LEIID>R0MUWSFPU8MPRO8K5P83</LEIID>
      <cik>0000872786</cik>
      <otherUniqueId>BRT8BNLQ9</otherUniqueId>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITEDSTATESTREASURY</nameOfCollateralIssuer>
          <maturityDate>
            <date>2017-08-17</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>7368900.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7343403.61</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2041-02-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>0.02</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.01</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2032-05-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>1.28</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2024-11-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>2.96</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2024-08-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>6.88</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2023-08-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>10.27</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2022-11-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>10.87</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2026-11-15</date>
          </maturityDate>
          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>13.99</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>10.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2023-05-15</date>
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          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>14.44</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>12.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2026-08-15</date>
          </maturityDate>
          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>30.23</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>23.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2021-08-15</date>
          </maturityDate>
          <couponOrYield>0.00</couponOrYield>
          <principalAmountToTheNearestCent>55.63</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>50.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREAS SEC STRIPPED INT PMT</nameOfCollateralIssuer>
          <maturityDate>
            <date>2022-05-15</date>
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        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
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        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
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    <scheduleOfPortfolioSecuritiesInfo>
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      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
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        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
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          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>NOTE 02/28/18 0.7500</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES TREASURY</nameOfCollateralIssuer>
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            <date>2017-02-28</date>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
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      <NRSRO>
        <nameOfNRSRO>Moody's Investors Service, Inc.</nameOfNRSRO>
        <rating>NR</rating>
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      <NRSRO>
        <nameOfNRSRO>Standard and Poor's Ratings Services</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAM>2017-02-07</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2017-02-07</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2017-02-07</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
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      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
    </scheduleOfPortfolioSecuritiesInfo>
    <signature>
      <registrant>Master Investment Portfolio</registrant>
      <signatureDate>2017-02-07</signatureDate>
      <signature>/s/ Neal J. Andrews</signature>
      <nameOfSigningOfficer>Neal J. Andrews</nameOfSigningOfficer>
      <titleOfSigningOfficer>Chief Financial Officer</titleOfSigningOfficer>
    </signature>
  </formData>
</edgarSubmission>
