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Treasury Notes U.S. Treasury Notes, 0.45% 912828RF9 US912828RF91 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0045 79120791.00 79120791.00 79120791.00 0.0063 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828G46 US912828G468 U.S. Treasury Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0045 129972050.00 129972050.00 129972050.00 0.0104 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828RX0 US912828RX08 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 43069316.00 43069316.00 43069316.00 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828D64 US912828D648 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0046 94027730.00 94027730.00 94027730.00 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828WA4 US912828WA40 U.S. Treasury Debt N/A N/A 2016-10-15 2016-10-15 2016-10-15 N N N 0.0051 113048590.00 113048590.00 113048590.00 0.0090 N Y Y N U.S. Treasury Notes U.S. 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Barclays Capital, Inc., 0.31% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-23 2021-08-31 0 - 2 58953700.00 59160582.08 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 58000000.00 58000000.00 58000000.00 0.0046 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.35% 3Y4U8VZURTYWI1W2K376 AFB217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-08-15 2 - 2.5 14850000.00 15409443.02 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-27 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 15000000.00 15000000.00 15000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.38% 3Y4U8VZURTYWI1W2K376 ACI351000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 1.375 30522000.00 30790288.38 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-01 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0038 30000000.00 30000000.00 30000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.41% 3Y4U8VZURTYWI1W2K376 AFG974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 480790000.00 514867914.41 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-08-24 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0041 500000000.00 500000000.00 500000000.00 0.0399 N N Y N BNP Paribas, S.A. 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BNP Paribas, S.A., 0.35% R0MUWSFPU8MPRO8K5P83 AFG199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-15 2045-05-15 0.625 - 8.75 336912100.00 379490972.97 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 370000000.00 370000000.00 370000000.00 0.0295 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.40% AFI567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 180700000.00 190744795.94 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0040 187000000.00 187000000.00 187000000.00 0.0149 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.31% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-15 2025-11-15 0.875 - 2.25 78289700.00 79560746.84 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 78000000.00 78000000.00 78000000.00 0.0062 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 1487061400.00 1571010929.80 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0025 1571000000.00 1571000000.00 1571000000.00 0.1254 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.29%, dated 5/31/2016 due 06/01/2016 ZBUT11V806EZRVTWT807 AFI748000_55502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-07-15 2046-02-15 0.5 - 8.75 15547593.36 16766102.64 U.S. Treasuries (including strips) U.S. TREASURY 2016-10-31 2018-01-31 0.053 - 0.577 139551.33 139674.94 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 16549891.28 16549891.28 16549891.28 0.0013 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.29% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2.25 13815000.00 14341531.10 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 14000000.00 14000000.00 14000000.00 0.0011 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 113725000.00 116802171.05 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 114000000.00 114000000.00 114000000.00 0.0091 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2022-12-31 1.625 - 2.125 76575300.00 79563465.98 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-28 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0031 78000000.00 78000000.00 78000000.00 0.0062 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2039-08-15 0 - 6.5 157280400.00 158601412.31 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-27 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0031 155000000.00 155000000.00 155000000.00 0.0124 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 1.75 41180000.00 42037532.32 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 40999745.80 40999745.80 40999745.80 0.0033 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFH482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 8906000.00 9216311.76 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 8999944.20 8999944.20 8999944.20 0.0007 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFI086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-02-28 2 - 2 98602000.00 94134153.78 U.S. Treasuries (including strips) N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0028 91998859.20 91998859.20 91998859.20 0.0073 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 AFI580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 37578000.00 38887330.25 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 38000000.00 38000000.00 38000000.00 0.0030 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.29%, dated 5/31/2016 due 06/01/2016 O2RNE8IBXP4R0TD8PU41 AFI748000_74037 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-23 2045-05-15 0 - 8.875 32723430.48 34317926.54 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 33592108.72 33592108.72 33592108.72 0.0027 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.29%, dated 5/31/2016 due 06/01/2016 O2RNE8IBXP4R0TD8PU41 AFI710000_74037 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-23 2045-05-15 0 - 8.875 384306183.85 403032053.58 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 394508000.00 394508000.00 394508000.00 0.0315 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AEG114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-15 2018-11-15 0.5 - 3.75 42523000.00 45483441.38 U.S. Treasuries (including strips) N/A N/A 2016-06-03 2016-06-03 2016-06-03 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 3 N N N 0.0039 44541000.00 44541000.00 44541000.00 0.0036 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AEG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 3.25 42169000.00 43520853.80 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0039 42459000.00 42459000.00 42459000.00 0.0034 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AFD448000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-15 2024-05-15 0.5 - 2.5 16833000.00 17814509.64 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-22 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0039 17429000.00 17429000.00 17429000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AFC956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 3 41470000.00 42816282.08 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-21 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0039 41678000.00 41678000.00 41678000.00 0.0033 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.41% 5493006GGLR4BTEL8O61 AFG190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2.25 16791000.00 17430955.38 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-29 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0041 17064000.00 17064000.00 17064000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.41% 5493006GGLR4BTEL8O61 AFG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2.125 41746000.00 43568171.15 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0041 42542000.00 42542000.00 42542000.00 0.0034 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.43% 5493006GGLR4BTEL8O61 AFH474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-06-07 2016-06-07 2016-07-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0043 17143000.00 17143000.00 17143000.00 0.0014 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.43% 5493006GGLR4BTEL8O61 AFG949000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-06-07 2016-06-07 2016-07-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0043 43000000.00 43000000.00 43000000.00 0.0034 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 5493006GGLR4BTEL8O61 AFI663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-06-07 2016-06-07 2016-07-08 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0045 42371000.00 42371000.00 42371000.00 0.0034 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.29%, dated 5/31/2016 due 06/01/2016 VYVVCKR63DVZZN70PB21 AFI710000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-02 2046-05-15 0 - 2.5 388351759.74 387865324.35 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 380138000.00 380138000.00 380138000.00 0.0303 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-15 2016-10-15 0.625 - 0.625 45879300.00 45936810.58 U.S. Treasuries (including strips) N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0040 45000450.00 45000450.00 45000450.00 0.0036 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-15 2016-10-15 0.625 - 0.625 56090000.00 56160309.89 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0042 55000000.00 55000000.00 55000000.00 0.0044 N N Y N Fidelity Newbury Street Trust: Fidelity Treasury Money Market Fund 2016-06-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer