N-MFP1 0000702149 XXXXXXXX 2016-04-30 0000702149 549300JT9Q5DF216GS94 S000007506 1 N N 002-77169 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 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime N 36 83 1186626733.22 1492382273.72 1116414616.63 1335057372.78 1157868592.21 1810170121.41 1850622483.75 1885049323.45 1743876856.91 1890717593.17 0.2200 0.2800 0.2000 0.2500 0.2200 0.3400 0.3500 0.3500 0.3300 0.3600 24664.60 5140941234.46 5140097364.41 85354478.40 37292395.97 5188184111.44 5185739678.25 1.0000 0.0055 1.0006 1.0006 1.0006 1.0006 1.0006 C000020486 1.00 5188184111.44 5185739678.25 1.0006 1.0006 1.0006 1.0006 1.0006 352290605.79 277774251.73 177640745.94 175675338.86 284444343.91 87336208.75 108851910.15 245260015.96 225902475.79 230001831.33 808637023.06 873853021.34 0.0036 Y Capital Management of the Carolinas, L.L.C., Management fee, -85339.29; Fidelity Investments, Management fee, -128009.01; ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.62% 00084BE91 ACB019000 Financial Company Commercial Paper N/A N/A 2016-05-09 2016-05-09 2016-05-09 N N N 0.0062 49994805.00 49994805.00 49994805.00 0.0096 N N N N ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.62% 00084BFG4 ADD363000 Financial Company Commercial Paper N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0062 49971065.00 49971065.00 49971065.00 0.0096 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.60% 06417JED0 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper N/A N/A 2016-05-13 2016-05-13 2016-05-13 N N N 0.0060 39993808.00 39993808.00 39993808.00 0.0077 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.69% 06417LBB2 L3I9ZG2KFGXZ61BMYR72 US06417LBB27 0000009631 Financial Company Commercial Paper N/A N/A 2016-05-03 2016-06-02 2016-06-02 N N N 0.0069 40009320.00 40009320.00 40009320.00 0.0077 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.70% 06417LBA4 L3I9ZG2KFGXZ61BMYR72 US06417LBA44 0000009631 Financial Company Commercial Paper N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0070 40001480.00 40001480.00 40001480.00 0.0077 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.40% 09658YE56 R0MUWSFPU8MPRO8K5P83 AEI023000 Financial Company Commercial Paper N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0040 72995349.90 72995349.90 72995349.90 0.0141 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.68% 09658YE64 R0MUWSFPU8MPRO8K5P83 AAJ481000 Financial Company Commercial Paper N/A N/A 2016-05-06 2016-05-06 2016-05-06 N N N 0.0068 44996638.50 44996638.50 44996638.50 0.0087 N N Y N BNP Paribas New York Branch BNP Paribas New York Branch, 0.30% 09659BE22 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 50000000.00 50000000.00 50000000.00 0.0096 N Y Y N BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 09659BF21 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0065 39983452.00 39983452.00 39983452.00 0.0077 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.67% 09659BF13 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0067 49980015.00 49980015.00 49980015.00 0.0096 N N N N BPCE SA BPCE SA, 0.67% 05571BF65 9695005MSX1OYEMGDF46 ACG649000 Financial Company Commercial Paper N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0067 49979155.00 49979155.00 49979155.00 0.0096 N N N N BPCE SA BPCE SA, 0.67% 05571BG15 9695005MSX1OYEMGDF46 ADG785000 Financial Company Commercial Paper N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0067 33975309.20 33975309.20 33975309.20 0.0065 N N N N BPCE SA BPCE SA, 0.71% 05571BH14 9695005MSX1OYEMGDF46 AED856000 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0071 13982453.80 13982453.80 13982453.80 0.0027 N N N N BPCE SA BPCE SA, 0.72% 05571BE25 9695005MSX1OYEMGDF46 ABD087000 Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0072 25999155.00 25999155.00 25999155.00 0.0050 N Y Y N BPCE SA BPCE SA, 0.78% 05571BH14 9695005MSX1OYEMGDF46 ADH566000 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0078 49937335.00 49937335.00 49937335.00 0.0096 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.37% 1280C2E54 8TFTWWNRV3KXDI3TJE74 AEI000000 Financial Company Commercial Paper N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0037 175689194.45 175689194.45 175689194.45 0.0339 N N Y N Caisse centrale Desjardins Caisse centrale Desjardins, 0.60% 1280C2F79 8TFTWWNRV3KXDI3TJE74 ADD390000 Financial Company Commercial Paper N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0060 22407750.49 22407750.49 22407750.49 0.0043 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DH11 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0062 49927670.00 49927670.00 49927670.00 0.0096 N N N N Credit Agricole CIB Credit Agricole CIB, 0.38% 22533TE69 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-05-06 2016-05-06 2016-05-06 N N N 0.0038 108407422.85 108407422.85 108407422.85 0.0209 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.55% 22533TF27 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0055 49979835.00 49979835.00 49979835.00 0.0096 N N N N Credit Agricole CIB Credit Agricole CIB, 0.71% 22533TE51 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0071 49996835.00 49996835.00 49996835.00 0.0096 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.72% 22533TE28 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0072 49998440.00 49998440.00 49998440.00 0.0096 N Y Y N Credit Suisse AG Credit Suisse AG, 0.70% 2254EAF16 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0070 49979695.00 49979695.00 49979695.00 0.0096 N N N N DNB Bank ASA DNB Bank ASA, 0.60% 2332K0FT4 549300GKFG0RYRRQ1414 ADC991000 Financial Company Commercial Paper N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0060 49964930.00 49964930.00 49964930.00 0.0096 N N N N ING U.S. Funding LLC ING U.S. Funding LLC, 0.62% 4497W0F29 ACF744000 Financial Company Commercial Paper N/A N/A 2016-06-02 2016-06-02 2016-06-02 N Y ING BANK NV N/A N/A 1.0000 N 0.0062 49978750.00 49978750.00 49978750.00 0.0096 N N N N JPMorgan Securities LLC JPMorgan Securities LLC, 0.66% 46640PGN7 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0066 19977134.00 19977134.00 19977134.00 0.0039 N N N N JPMorgan Securities LLC JPMorgan Securities LLC, 0.76% 46640CCH3 ZBUT11V806EZRVTWT807 US46640CCH34 0001287279 Financial Company Commercial Paper N/A N/A 2016-05-17 2016-05-17 2016-05-17 N N N 0.0076 30005370.00 30005370.00 30005370.00 0.0058 N N N N JPMorgan Securities LLC JPMorgan Securities LLC, 0.85% 46590DGS3 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0085 49939255.00 49939255.00 49939255.00 0.0096 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.65% 60682WF37 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0065 25990016.00 25990016.00 25990016.00 0.0050 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.65% 60682WF37 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0065 49980800.00 49980800.00 49980800.00 0.0096 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.69% 60682WFA1 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0069 49975735.00 49975735.00 49975735.00 0.0096 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.70% 60682WGE2 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0070 52938742.60 52938742.60 52938742.60 0.0102 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.71% 60682WEB0 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper N/A N/A 2016-05-11 2016-05-11 2016-05-11 N N N 0.0071 39996220.00 39996220.00 39996220.00 0.0077 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.30% 63873JE22 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 84500000.00 84500000.00 84500000.00 0.0163 N Y Y N Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EB5 549300XFX12G42QIKN82 ACC548000 Financial Company Commercial Paper N/A N/A 2016-05-11 2016-05-11 2016-05-11 N N N 0.0062 49993735.00 49993735.00 49993735.00 0.0096 N N N N Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EP4 549300XFX12G42QIKN82 ACF738000 Financial Company Commercial Paper N/A N/A 2016-05-23 2016-05-23 2016-05-23 N N N 0.0062 49986565.00 49986565.00 49986565.00 0.0096 N N N N Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EP4 549300XFX12G42QIKN82 ACG639000 Financial Company Commercial Paper N/A N/A 2016-05-23 2016-05-23 2016-05-23 N N N 0.0062 28992207.70 28992207.70 28992207.70 0.0056 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 0.73% 68325KGC8 ACF724000 Financial Company Commercial Paper N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0073 45950545.40 45950545.40 45950545.40 0.0089 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.49% 69370AFU3 AED285000 Financial Company Commercial Paper N/A N/A 2016-06-28 2016-06-28 2016-06-28 N N Y PUBLIC SECTOR PENSION INV BRD OBLIGOR N/A N/A 1.0000 0.0049 54961500.00 54961500.00 54961500.00 0.0106 N N N N Royal Bank of Canada Royal Bank of Canada, 0.75% 78009AF25 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0075 49985220.00 49985220.00 49985220.00 0.0096 N N N N Royal Bank of Canada Royal Bank of Canada, 0.81% 78009AGR9 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0081 49939585.00 49939585.00 49939585.00 0.0096 N N N N Royal Bank of Canada Royal Bank of Canada, 0.82% 78009AH15 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0082 29959032.00 29959032.00 29959032.00 0.0058 N N N N Royal Bank of Canada Royal Bank of Canada, 0.83% 78009AGB4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0083 44958663.00 44958663.00 44958663.00 0.0087 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KE34 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0040 76999253.10 76999253.10 76999253.10 0.0148 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86562KGC2 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0065 49946255.00 49946255.00 49946255.00 0.0096 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86562KGJ7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0065 39950976.00 39950976.00 39950976.00 0.0077 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.72% 86562KFG4 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0072 24985875.00 24985875.00 24985875.00 0.0048 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.72% 86562KFT6 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0072 19985128.00 19985128.00 19985128.00 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.75% 86562KG16 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0075 45962128.20 45962128.20 45962128.20 0.0089 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.65% 86563GFW7 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0065 51658567.62 51658567.62 51658567.62 0.0100 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.71% 86563GHA3 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0071 49908470.00 49908470.00 49908470.00 0.0096 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.65% 86960JGB5 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0065 49947685.00 49947685.00 49947685.00 0.0096 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.68% 86960JH32 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0068 49923200.00 49923200.00 49923200.00 0.0096 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.81% 86960JGR0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0081 49934265.00 49934265.00 49934265.00 0.0096 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.81% 86960JH99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0081 47918126.40 47918126.40 47918126.40 0.0092 N N N N Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.58% 89116EEK5 89199AEU1 Financial Company Commercial Paper N/A N/A 2016-05-19 2016-05-19 2016-05-19 N N N 0.0058 39990888.00 39990888.00 39990888.00 0.0077 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.63% 89233AKY4 Z2VZBHUMB7PWWJ63I008 US89233AKY46 Financial Company Commercial Paper N/A N/A 2016-05-03 2016-05-31 2016-05-31 N N N 0.0063 50001000.00 50001000.00 50001000.00 0.0096 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.70% 89233AKK4 Z2VZBHUMB7PWWJ63I008 US89233AKK42 Financial Company Commercial Paper N/A N/A 2016-05-10 2016-05-10 2016-05-10 N N N 0.0070 40003880.00 40003880.00 40003880.00 0.0077 N N N N UBS Finance, Inc. UBS Finance, Inc., 0.57% 90262CE29 16C990UE2 Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0057 39998792.00 39998792.00 39998792.00 0.0077 N Y Y N UBS Finance, Inc. UBS Finance, Inc., 0.74% 90262CF36 AAI500000 Financial Company Commercial Paper N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0074 44980618.50 44980618.50 44980618.50 0.0087 N N N N UBS Finance, Inc. UBS Finance, Inc., 0.89% 90262CG68 AAJ145000 Financial Company Commercial Paper N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0089 39960256.00 39960256.00 39960256.00 0.0077 N N N N Westpac Banking Corp. Westpac Banking Corp., 0.74% 9612C0F87 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0074 44977500.00 44977500.00 44977500.00 0.0087 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.35% 04821TE27 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0035 191847000.00 191847000.00 191847000.00 0.0370 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 0.48% 38346LE51 549300Z2ZR7VTUMRPR17 ADH538000 Asset Backed Commercial Paper N/A N/A 2016-05-05 2016-05-05 2016-05-05 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0048 13786062.48 13786062.48 13786062.48 0.0027 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 0.50% 53127TFE8 549300F33VRHM10B9391 AED245000 Asset Backed Commercial Paper N/A N/A 2016-06-14 2016-06-14 2016-06-14 N Y BANK OF NOVA SCOTIA N/A N/A 1.0000 N 0.0050 49968630.00 49968630.00 49968630.00 0.0096 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.51% 56274LEP5 549300S0NSJYSOB32S63 ADF752000 Asset Backed Commercial Paper N/A N/A 2016-05-23 2016-05-23 2016-05-23 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0051 49985100.00 49985100.00 49985100.00 0.0096 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EDV90 US3133EDV904 U.S. Government Agency Debt N/A N/A 2016-05-19 2016-09-19 2016-09-19 N N N 0.0043 20002880.00 20002880.00 20002880.00 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-05-09 2017-03-09 2017-03-09 N N N 0.0046 10997151.00 10997151.00 10997151.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-05-15 2017-05-15 2017-05-15 N N N 0.0046 14994120.00 14994120.00 14994120.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-05-15 2017-03-15 2017-03-15 N N N 0.0047 35001540.00 35001540.00 35001540.00 0.0067 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-05-29 2017-03-29 2017-03-29 N N N 0.0047 6999692.00 6999692.00 6999692.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-05-16 2017-02-16 2017-02-16 N N N 0.0048 16990140.00 16990140.00 16990140.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-05-24 2017-05-24 2017-05-24 N N N 0.0048 14996130.00 14996130.00 14996130.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-05-16 2017-03-16 2017-03-16 N N N 0.0049 17002941.00 17002941.00 17002941.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-05-06 2017-03-06 2017-03-06 N N N 0.0051 30009390.00 30009390.00 30009390.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384XY0 US313384XY06 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0030 49984550.00 49984550.00 49984550.00 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384WZ8 US313384WZ89 U.S. Government Agency Debt N/A N/A 2016-05-18 2016-05-18 2016-05-18 N N N 0.0031 99988900.00 99988900.00 99988900.00 0.0193 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VY2 US3130A5VY23 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-16 2016-07-15 2016-07-15 N N N 0.0038 9000531.00 9000531.00 9000531.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 US3130A6BJ58 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-19 2016-08-19 2016-08-19 N N N 0.0038 27999804.00 27999804.00 27999804.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VQ9 US3130A5VQ98 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-08 2016-07-08 2016-07-08 N N N 0.0039 18001188.00 18001188.00 18001188.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2017-01-17 2017-01-17 N N N 0.0039 9994630.00 9994630.00 9994630.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-24 2017-01-24 2017-01-24 N N N 0.0039 7995656.00 7995656.00 7995656.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6DD6 US3130A6DD60 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-26 2016-05-26 2016-05-26 N N N 0.0040 35002100.00 35002100.00 35002100.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-03 2016-12-02 2016-12-02 N N N 0.0041 5999100.00 5999100.00 5999100.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2016-10-17 2016-10-17 N N N 0.0043 21001344.00 21001344.00 21001344.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6G43 US3130A6G430 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2017-03-17 2017-03-17 N N N 0.0044 39981680.00 39981680.00 39981680.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-23 2017-01-23 2017-01-23 N N N 0.0046 8001024.00 8001024.00 8001024.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2017-02-02 2017-02-02 N N N 0.0048 4999877.03 4999877.03 4999877.03 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-03 2017-02-03 2017-02-03 N N N 0.0048 3000000.00 3000000.00 3000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A5VX4 US3130A5VX40 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-17 2016-10-17 2016-10-17 N N N 0.0049 9001269.00 9001269.00 9001269.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A3GR9 US3130A3GR98 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-12 2016-05-12 2016-05-12 N N N 0.0050 20001120.00 20001120.00 20001120.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-23 2017-01-23 2017-01-23 N N N 0.0050 18000126.00 18000126.00 18000126.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A3GT5 US3130A3GT54 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0052 20003560.00 20003560.00 20003560.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-05 2017-01-05 N N N 0.0053 11003410.00 11003410.00 11003410.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-03 2017-01-03 2017-01-03 N N N 0.0053 11003454.00 11003454.00 11003454.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MC6 US3130A7MC69 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-04 2017-01-04 2017-01-04 N N N 0.0053 6001878.00 6001878.00 6001878.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-09 2017-01-09 2017-01-09 N N N 0.0053 5001550.00 5001550.00 5001550.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LG8 US3130A7LG82 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-09 2017-01-09 2017-01-09 N N N 0.0053 9002790.00 9002790.00 9002790.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-10 2017-01-10 2017-01-10 N N N 0.0053 11003410.00 11003410.00 11003410.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-20 2017-04-20 2017-04-20 N N N 0.0053 11001265.00 11001265.00 11001265.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2017-08-04 2017-08-04 N N N 0.0053 10999964.54 10999964.54 10999964.54 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MP7 US3130A7MP72 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0053 11001243.00 11001243.00 11001243.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-25 2016-11-25 2016-11-25 N N N 0.0054 22007700.00 22007700.00 22007700.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-12-02 2016-12-02 N N N 0.0054 16005648.00 16005648.00 16005648.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LJ2 US3130A7LJ22 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-13 2017-01-13 N N N 0.0054 12003660.00 12003660.00 12003660.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-06 2017-01-06 N N N 0.0054 11003410.00 11003410.00 11003410.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LK9 US3130A7LK94 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-13 2017-01-13 N N N 0.0054 6001830.00 6001830.00 6001830.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2017-01-05 2017-01-05 N N N 0.0054 5001550.00 5001550.00 5001550.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2016-12-07 2016-12-07 N N N 0.0055 11003883.00 11003883.00 11003883.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2016-12-09 2016-12-09 N N N 0.0055 8002824.00 8002824.00 8002824.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-21 2017-03-21 2017-03-21 N N N 0.0055 3001203.00 3001203.00 3001203.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-23 2016-12-23 2016-12-23 N N N 0.0055 14005796.00 14005796.00 14005796.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-23 2017-03-23 2017-03-23 N N N 0.0055 11004378.00 11004378.00 11004378.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2017-03-24 2017-03-24 N N N 0.0055 12004764.00 12004764.00 12004764.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2017-04-05 2017-04-05 N N N 0.0055 22007326.00 22007326.00 22007326.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0055 52000000.00 52000000.00 52000000.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2017-11-02 2017-11-02 N N N 0.0056 15994256.00 15994256.00 15994256.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-28 2017-03-28 2017-03-28 N N N 0.0056 11004312.00 11004312.00 11004312.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-25 2017-10-25 2017-10-25 N N N 0.0056 4000020.00 4000020.00 4000020.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0056 8001184.00 8001184.00 8001184.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0056 1999922.00 1999922.00 1999922.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-24 2017-02-24 2017-02-24 N N N 0.0057 12006516.00 12006516.00 12006516.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-24 2017-02-24 2017-02-24 N N N 0.0057 2001086.00 2001086.00 2001086.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0057 5002515.00 5002515.00 5002515.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0057 22011022.00 22011022.00 22011022.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2017-03-09 2017-03-09 N N N 0.0057 6002994.00 6002994.00 6002994.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0058 7003822.00 7003822.00 7003822.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 313384ZF9 US313384ZF98 U.S. Government Agency Debt N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0059 49619117.70 49619117.70 49619117.70 0.0096 N N N N Freddie Mac Freddie Mac, 0.39% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-24 2016-08-24 2016-08-24 N N N 0.0039 40000880.00 40000880.00 40000880.00 0.0077 N N N N Freddie Mac Freddie Mac, 0.44% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-20 2017-04-20 2017-04-20 N N N 0.0044 39984800.00 39984800.00 39984800.00 0.0077 N N N N Freddie Mac Freddie Mac, 0.44% 3134G6AE3 S6XOOCT0IEG5ABCC6L87 US3134G6AE38 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-21 2016-07-21 2016-07-21 N N N 0.0044 40002360.00 40002360.00 40002360.00 0.0077 N N N N Freddie Mac Freddie Mac, 0.51% 3134G5PN9 S6XOOCT0IEG5ABCC6L87 US3134G5PN98 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-14 2016-11-14 2016-11-14 N N N 0.0051 100026600.00 100026600.00 100026600.00 0.0193 N N N N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.27%, dated 4/29/2016 due 05/02/2016 1V8Y6QCX6YMJ2OELII46 AEI522000_26252 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-04-30 2045-08-15 0.25 - 9.125 77254864.15 81405507.74 U.S. Treasuries (including strips) U.S. TREASURY 2017-07-31 2017-07-31 0.077 - 0.077 256175.54 256346.76 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0027 79966000.00 79966000.00 79966000.00 0.0154 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.27%, dated 4/29/2016 due 05/02/2016 CYYGQCGNHMHPSMRL3R97 AEI522000_39304 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-05-31 2042-05-15 0.375 - 8.75 193769778.51 209781505.87 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0027 205470000.00 205470000.00 205470000.00 0.0396 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.27%, dated 4/29/2016 due 05/02/2016 ZBUT11V806EZRVTWT807 AEI522000_55502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-04-30 2045-08-15 0.5 - 8.75 56405605.54 60782976.68 U.S. Treasuries (including strips) U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 477115.20 478069.57 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0027 60000000.00 60000000.00 60000000.00 0.0116 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.27%, dated 4/29/2016 due 05/02/2016 7TK5RJIZDFROZCA6XF66 AEI522000_08126 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-05-15 2020-03-31 0.25 - 1.125 8147384.53 8160211.66 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0027 8000000.00 8000000.00 8000000.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JR1 US912796JR12 U.S. Treasury Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0040 49903150.00 49903150.00 49903150.00 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796HE2 US912796HE27 U.S. Treasury Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0051 49951200.00 49951200.00 49951200.00 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828VC1 US912828VC15 U.S. Treasury Debt N/A N/A 2016-05-15 2016-05-15 2016-05-15 N N N 0.0028 38001102.00 38001102.00 38001102.00 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QP8 US912828QP82 U.S. Treasury Debt N/A N/A 2016-05-31 2016-05-31 2016-05-31 N N N 0.0030 40048480.00 40048480.00 40048480.00 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828QR4 US912828QR49 U.S. Treasury Debt N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0033 35069825.00 35069825.00 35069825.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828WQ9 US912828WQ91 U.S. Treasury Debt N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0035 40015120.00 40015120.00 40015120.00 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.52% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-05-02 2018-01-31 2018-01-31 N N N 0.0052 25051725.00 25051725.00 25051725.00 0.0048 N Y Y N North Carolina Capital Management Trust: Cash Portfolio 2016-05-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer