N-MFP1 0000356173 XXXXXXXX 2016-06-30 0000356173 549300L6Y0PMNIGY0428 S000054090 5 N N 002-74808 Fidelity Management & Research Company (FMR) 801-07884 Fidelity Investments Money Management, Inc. 801-34590 FMR Investment Management (U.K.) Limited 801-28773 Fidelity Management & Research (Hong Kong) Limited 801-69507 Fidelity Management & Research (Japan) Limited 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None Fidelity Investments Instit. Operations Co. 0000862124 084-01839 N N N Prime N 4 4 1500114.16 3303644.99 16236029.08 10090910.35 5000071.13 5797608.73 23060913.20 24975685.49 0.3000 0.5600 0.7000 0.4000 1.0000 0.9900 0.9900 0.9900 213.99 40041005.69 40041073.06 14492.38 15937.21 40039842.22 40040060.01 1.0000 0.0051 1.0000 1.0000 1.0000 1.0000 C000170006 1000000.00 17445849.88 17445950.95 1.0000 1.0000 1.0000 1.0000 0.00 0.00 787642.82 0.00 0.00 0.00 1500785.08 0.00 9615986.58 0.00 0.0033 Y Fidelity Investments, Reimbursement Fees, -1996.81; C000170007 1000000.00 1000104.22 1000109.86 1.0000 1.0000 1.0000 1.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0018 Y Fidelity Investments, Reimbursement Fees, -1024.64; C000170008 1000000.00 1000027.70 1000033.38 1.0000 1.0000 1.0000 1.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0008 Y Fidelity Investments, Reimbursement and Distribution Fees, -1027.38; C000170009 1000000.00 1000180.68 1000186.24 1.0000 1.0000 1.0000 1.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0028 Y Fidelity Investments, Reimbursement Fees, -5447.62; C000170010 10000000.00 19593679.74 19593779.58 1.0000 1.0000 1.0000 1.0000 0.00 0.00 0.00 0.00 17262544.50 0.00 412134.63 0.00 17674679.13 1794392.58 0.0037 Y Fidelity Investments, Reimbursement Fees, -1023.21; Bayerische Landesbank Bayerische Landesbank, 0.50% 07274LG50 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0050 899916.39 899916.39 0.0225 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.50% 07274LG76 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0050 1099893.06 1099893.06 0.0275 N N Y N BNP Paribas New York Branch BNP Paribas New York Branch, 0.43% 09659BG61 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0043 1364919.06 1364919.06 0.0341 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.32% 22533TG18 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0032 1999982.22 1999982.22 0.0499 N Y Y N Societe Generale Societe Generale, 0.47% 83369BG59 O2RNE8IBXP4R0TD8PU41 AGI676000 Financial Company Commercial Paper N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0047 1199947.32 1199947.32 0.0300 N N Y N UBS Finance, Inc. UBS Finance, Inc., 0.42% 90262CG50 AGJ780000 Financial Company Commercial Paper N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0042 1364934.75 1364934.75 0.0341 N N Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.50% 04821TG74 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-07-07 2016-07-07 2016-07-07 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0050 1364885.89 1364885.89 0.0341 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.50% 56274LG73 549300S0NSJYSOB32S63 AGI777000 Asset Backed Commercial Paper N/A N/A 2016-07-07 2016-07-07 2016-07-07 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0050 1199899.68 1199899.68 0.0300 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.50% 82124LG55 549300MYF6MOTU9T3G29 AGI637000 Asset Backed Commercial Paper N/A N/A 2016-07-05 2016-07-05 2016-07-05 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0050 1199930.64 1199930.64 0.0300 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.57% 82124LG89 549300MYF6MOTU9T3G29 AHA120000 Asset Backed Commercial Paper N/A N/A 2016-07-08 2016-07-08 2016-07-08 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0057 799920.00 799920.00 0.0200 N N Y N Archer Daniels Midland Co. Archer Daniels Midland Co., 0.30% 03948GG15 549300LO13MQ9HYSTR83 AHA259000 Non-Financial Company Commercial Paper N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0030 2001000.00 2001000.00 0.0500 N Y Y N Florida Power & Light Co. Florida Power & Light Co., 0.60% 34108AG68 A89MY1K3YLIGJMYWVX50 0000037634 Non-Financial Company Commercial Paper N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0060 1199876.40 1199876.40 0.0300 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.65% 91058TG67 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0065 1199876.40 1199876.40 0.0300 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.43% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANECK JUNIOR GOLD 549300P2HS5GYBL1ME59 2049-01-01 2049-01-01 N/A 25685.00 1080054.25 Equities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 1000000.00 1000000.00 0.0250 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.43% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 2045-10-15 2045-10-15 6.35 - 6.35 1035000.00 1052045.54 Corporate Debt Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 1000000.00 1000000.00 0.0250 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 AHA093000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERISOURCEBERGEN AI8GXW8LG5WK7E9UD086 2049-01-01 2049-01-01 N/A 4301.00 332295.26 Equities FACEBOOK-A BQ4BKCS1HXDV9HN80Z93 2049-01-01 2049-01-01 N/A 6550.00 747748.00 Equities TERRAFORM GLBL-A 5493001YH2EUGG3YP023 2049-01-01 2049-01-01 N/A 1.00 2.99 Equities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 1000000.00 1000000.00 0.0250 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.51% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N J.C. PENNY 8TDNUQ07MEFMWW1VHP39 2036-10-15 2036-10-15 6.375 - 6.375 1400000.00 1082593.79 Corporate Debt Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0051 1000000.00 1000000.00 0.0250 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.38% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2023-04-01 5 - 7.5 37918110.00 1020169.44 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0038 1000000.00 1000000.00 0.0250 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.55% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL NATIONAL MORTGAGE ASSOC 2046-06-25 2046-06-25 3.5 - 3.5 1070000.00 1031202.94 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0055 1000000.00 1000000.00 0.0250 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.52% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL NATIONAL MORTGAGE ASSOC 2039-10-25 2039-10-25 5.704 - 5.704 40863851.00 1030014.89 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0052 1000000.00 1000000.00 0.0250 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.41% 7TK5RJIZDFROZCA6XF66 AHA099000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2027-06-15 2027-06-15 10.431 - 10.431 1617154.00 515006.11 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 500000.00 500000.00 0.0125 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 AHA083000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODUCTS K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 18686.00 540025.40 Equities N/A N/A 2016-07-07 2016-07-07 2016-07-14 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0060 500000.00 500000.00 0.0125 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.77% 7TK5RJIZDFROZCA6XF66 AHA081000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL NATIONAL MORTGAGE ASSOC 2045-05-25 2045-05-25 5.204 - 5.204 5810131.00 1030022.08 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-14 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0077 1000000.00 1000000.00 0.0250 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 0.60% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-06-01 0 - 5.654 818565.00 510776.70 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-21 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A 1.0000 7 N N N 0.0060 500000.00 500000.00 0.0125 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RFMSI 2037-02-25 2037-02-25 3.006 - 3.006 6017783.00 1080014.46 Private Label Collateralized Mortgage Obligations N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0048 1000000.00 1000000.00 0.0250 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.60% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHENIERE ENERGY MIHC87W9WTYSYZWV1J40 2049-01-01 2049-01-01 N/A 29169.00 1080128.07 Equities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0060 1000000.00 1000000.00 0.0250 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.50% G5GSEF7VJP5I7OUK5573 AHA130000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0050 2001000.00 2001000.00 0.0500 N Y Y N Citizens Bank NA Citizens Bank NA, 0.50% DRMSV1Q0EKMEXLAU1P80 AGI217000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0050 1100000.00 1100000.00 0.0275 N Y Y N Natixis SA Natixis SA, 0.42% KX1WK48MPD4Y2NCUIZ63 AGJ362000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 1400000.00 1400000.00 0.0350 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.43% 51489KL22 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0043 2000000.00 2000000.00 0.0500 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86563Q4L1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0040 800000.00 800000.00 0.0200 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.47% 86563Q3Z1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0047 1200023.88 1200023.88 0.0300 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.42% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-08-18 2045-11-15 0 - 3 110800.00 123369.78 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 120000.00 120000.00 0.0030 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.44% ES7IP3U3RHIGC71XBU11 AGJ670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 1.75 986000.00 1024051.71 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 1000000.00 1000000.00 0.0250 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.45% ES7IP3U3RHIGC71XBU11 AHA147000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2 971000.00 1026713.07 U.S. Treasuries (including strips) N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0045 1000000.00 1000000.00 0.0250 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.47% ES7IP3U3RHIGC71XBU11 AGJ271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 1.75 985000.00 1023013.12 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0047 1000000.00 1000000.00 0.0250 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.45%, dated 6/30/2016 due 07/01/2016 B4TYDEB6GKMZO031MB27 AHA268000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 2988.41 2916.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 4443.81 2037.49 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 4809.69 4809.69 0.0001 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.45%, dated 6/30/2016 due 07/01/2016 VJW2DOOHGDT6PR0ZRO63 AHA268000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-15 2046-02-15 0 - 8.875 140.92 142.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-07-13 2020-01-06 0 - 5.125 35.68 35.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-07-08 2021-09-30 0 - 5.375 75.14 75.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-10-14 2046-05-01 0 - 8.5 246.11 133.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-20 2046-06-20 2.5 - 9.5 429.28 308.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-07-09 2046-07-01 0 - 8.5 362.63 197.42 Agency Debentures and Agency Strips N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 875.85 875.85 0.0000 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.45%, dated 6/30/2016 due 07/01/2016 E57ODZWZ7FF32TWEFA76 AHA268000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 19.92 15.84 Agency Debentures and Agency Strips US TREASURY 2016-07-15 2045-02-15 0.125 - 9.125 2122.22 2368.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 0.02 0.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0.75 - 6.75 76.03 64.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 8 172.20 89.74 Agency Mortgage-Backed Securities FINANCE CORPORATION 2017-02-03 2018-02-03 0 - 0 0.00 0.00 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-12-15 2016-12-15 4.875 - 4.875 0.00 0.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 38.92 22.25 Agency Debentures and Agency Strips N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 2502.44 2502.44 0.0001 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.45%, dated 6/30/2016 due 07/01/2016 1VUV7VQFKUOQSJ21A208 AHA268000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-11-15 2045-11-15 1.75 - 8.5 1491.51 1749.37 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 1709.17 1709.17 0.0000 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.45%, dated 6/30/2016 due 07/01/2016 ZBUT11V806EZRVTWT807 AHA268000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-05-15 0.5 - 8.875 1523.62 1705.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-06-01 2046-05-01 2.5 - 7 3230.11 1975.31 Agency Mortgage-Backed Securities U.S. TREASURY 2016-07-31 2017-10-31 0.053 - 0.473 16.99 17.00 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 3623.53 3623.53 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.45%, dated 6/30/2016 due 07/01/2016 7TK5RJIZDFROZCA6XF66 AHA268000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-29 2017-06-22 0 - 0 687.98 686.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-12-01 2 - 6 332.33 252.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2046-03-20 2 - 8 45.68 46.55 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-25 2018-01-25 0 - 0 2.86 2.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2046-03-01 2 - 8.152 1036.94 794.16 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 1746.70 1746.70 0.0000 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.45%, dated 6/30/2016 due 07/01/2016 O2RNE8IBXP4R0TD8PU41 AHA268000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 159.43 150.33 Agency Debentures and Agency Strips US TREASURY 2016-11-15 2045-05-15 0.625 - 8.75 431.58 481.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6 1317.22 27.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-07-01 1.92 - 6 799.37 74.78 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 716.34 716.34 0.0000 N Y Y N Wells Fargo Bank NA In a joint trading account with Wells Fargo Bank NA at 0.45%, dated 6/30/2016 due 07/01/2016 KB1H1DSPRFMYMCUFXT09 AHA268000_81240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2043-02-01 2.5 - 3 2108.05 1467.70 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 1438.90 1438.90 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.45%, dated 6/30/2016 due 07/01/2016 VYVVCKR63DVZZN70PB21 AHA268000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-15 2041-02-15 0 - 8.875 3546.71 3741.42 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-17 2040-11-02 0.636 - 5.75 308.75 311.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-18 2046-06-01 0 - 9 485.91 501.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2016-07-06 2036-07-15 0 - 5.75 1396.54 1417.09 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2046-06-20 2 - 9 1566.93 1390.74 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-04-05 2019-09-26 8.6 - 9.7 43.79 55.23 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 1.2 - 1.92 0.93 0.96 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 6.75 44.25 47.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2030-01-15 0.75 - 8.95 254.20 264.62 Agency Debentures and Agency Strips N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0045 7577.38 7577.38 0.0002 N Y Y N Fidelity Colchester Street Trust: Prime Reserves Portfolio 2016-07-07 Stephanie Dorsey Stephanie Dorsey President and Treasurer