N-MFP1 0000702149 XXXXXXXX 2016-05-31 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 31 89 1179606172.18 1247760251.70 1504131761.58 1059802473.94 1877646423.62 1826500641.30 1979284797.03 2055886916.66 0.2200 0.2400 0.2800 0.1900 0.3600 0.3500 0.3700 0.3700 565293.80 5462988400.37 5462401782.85 929158.11 146238182.61 5317658052.15 5315214650.45 1.0000 0.0053 1.0006 1.0006 1.0006 1.0006 C000020486 1.00 5317658052.15 5315214650.45 1.0006 1.0006 1.0006 1.0006 202871504.12 259661809.26 142429577.35 149556749.01 353956390.24 197683019.02 341897414.45 290700181.16 1095185047.74 965710075.54 0.0036 Y Capital Management of the Carolinas, L.L.C., Management Fees, -90019.45; Fidleity Investments, Management Fees, -135029.18; 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 49991290.00 49991290.00 49991290.00 0.0094 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.55% 05253AH37 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0055 39967788.00 39967788.00 39967788.00 0.0075 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 2016-06-02 2016-06-02 2016-06-02 N N N 0.0069 40000720.00 40000720.00 40000720.00 0.0075 N N Y N BNP Paribas New York Branch BNP Paribas New York Branch, 0.28% 09659BF13 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 176000000.00 176000000.00 176000000.00 0.0331 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 39999192.00 39999192.00 39999192.00 0.0075 N N Y 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 49999495.00 49999495.00 49999495.00 0.0094 N Y Y 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 49996915.00 49996915.00 49996915.00 0.0094 N N Y 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 33988990.80 33988990.80 33988990.80 0.0064 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 13989921.40 13989921.40 13989921.40 0.0026 N N N 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 49964005.00 49964005.00 49964005.00 0.0094 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.38% 1280C2F87 8TFTWWNRV3KXDI3TJE74 AFG992000 Financial Company Commercial Paper N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0038 99991710.00 99991710.00 99991710.00 0.0188 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.46% 1280C2FW4 8TFTWWNRV3KXDI3TJE74 AFE411000 Financial Company Commercial Paper N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0046 30989407.30 30989407.30 30989407.30 0.0058 N N N 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 22416388.15 22416388.15 22416388.15 0.0042 N N Y 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 49966160.00 49966160.00 49966160.00 0.0094 N N N N Credit Agricole CIB Credit Agricole CIB, 0.35% 22533TF19 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0035 215816000.00 215816000.00 215816000.00 0.0406 N Y 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 49998940.00 49998940.00 49998940.00 0.0094 N N 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 49999575.00 49999575.00 49999575.00 0.0094 N Y Y N DNB Bank ASA DNB Bank ASA, 0.34% 2332K0F72 549300GKFG0RYRRQ1414 AFI622000 Financial Company Commercial Paper N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0034 99994333.00 99994333.00 99994333.00 0.0188 N N Y 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 49986165.00 49986165.00 49986165.00 0.0094 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 49998545.00 49998545.00 49998545.00 0.0094 N N Y 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 19987318.00 19987318.00 19987318.00 0.0038 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 49965390.00 49965390.00 49965390.00 0.0094 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.57% 60682WH35 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0057 49949600.00 49949600.00 49949600.00 0.0094 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 49998660.00 49998660.00 49998660.00 0.0094 N N Y 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 25999303.20 25999303.20 25999303.20 0.0049 N N Y 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 49995140.00 49995140.00 49995140.00 0.0094 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 52968518.00 52968518.00 52968518.00 0.0100 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.37% 63873JF13 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0037 114998884.50 114998884.50 114998884.50 0.0216 N Y Y 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 45974456.20 45974456.20 45974456.20 0.0086 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 54983830.00 54983830.00 54983830.00 0.0103 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 49999430.00 49999430.00 49999430.00 0.0094 N N Y 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 49970210.00 49970210.00 49970210.00 0.0094 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 29978454.00 29978454.00 29978454.00 0.0056 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 44982729.00 44982729.00 44982729.00 0.0085 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KF17 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0040 29999706.00 29999706.00 29999706.00 0.0056 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86562KGJ7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0050 49967065.00 49967065.00 49967065.00 0.0094 N N N 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 49972235.00 49972235.00 49972235.00 0.0094 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 39973652.00 39973652.00 39973652.00 0.0075 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 24995577.50 24995577.50 24995577.50 0.0047 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 19993536.00 19993536.00 19993536.00 0.0038 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 45982451.00 45982451.00 45982451.00 0.0086 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 51681041.61 51681041.61 51681041.61 0.0097 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 49942315.00 49942315.00 49942315.00 0.0094 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 49975170.00 49975170.00 49975170.00 0.0094 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 49956265.00 49956265.00 49956265.00 0.0094 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 49964250.00 49964250.00 49964250.00 0.0094 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 47952398.40 47952398.40 47952398.40 0.0090 N N N N Swedbank AB Swedbank AB, 0.39% 87019RFW1 M312WZV08Y7LYUC71685 AFH411000 Financial Company Commercial Paper N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0039 49984165.00 49984165.00 49984165.00 0.0094 N N N N Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.54% 89116EH22 AEJ215000 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0054 49957040.00 49957040.00 49957040.00 0.0094 N N N 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 44998555.50 44998555.50 44998555.50 0.0085 N N Y 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 39982400.00 39982400.00 39982400.00 0.0075 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 44996341.50 44996341.50 44996341.50 0.0085 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.44% 04821TFL4 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-06-20 2016-06-20 2016-06-20 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0044 49987835.00 49987835.00 49987835.00 0.0094 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.52% 04821TGU3 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-07-28 2016-07-28 2016-07-28 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0052 99910910.00 99910910.00 99910910.00 0.0188 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.45% 38346LFU5 549300Z2ZR7VTUMRPR17 AFH379000 Asset Backed Commercial Paper N/A N/A 2016-06-28 2016-06-28 2016-06-28 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0045 49982265.00 49982265.00 49982265.00 0.0094 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.48% 38346LGE0 549300Z2ZR7VTUMRPR17 AFI593000 Asset Backed Commercial Paper N/A N/A 2016-07-14 2016-07-14 2016-07-14 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0048 44974200.15 44974200.15 44974200.15 0.0085 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.50% 38346LGJ9 549300Z2ZR7VTUMRPR17 AFD887000 Asset Backed Commercial Paper N/A N/A 2016-07-18 2016-07-18 2016-07-18 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0050 49965335.00 49965335.00 49965335.00 0.0094 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.52% 38346LGJ9 549300Z2ZR7VTUMRPR17 AFG571000 Asset Backed Commercial Paper N/A N/A 2016-07-18 2016-07-18 2016-07-18 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0052 29979201.00 29979201.00 29979201.00 0.0056 N N N 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 49991660.00 49991660.00 49991660.00 0.0094 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.40% 56274LF74 549300S0NSJYSOB32S63 AFI616000 Asset Backed Commercial Paper N/A N/A 2016-06-07 2016-06-07 2016-06-07 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0040 47996799.84 47996799.84 47996799.84 0.0090 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.42% 56274LF90 549300S0NSJYSOB32S63 AFI667000 Asset Backed Commercial Paper N/A N/A 2016-06-09 2016-06-09 2016-06-09 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0042 41996080.14 41996080.14 41996080.14 0.0079 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.45% 56274LFL3 549300S0NSJYSOB32S63 AFG988000 Asset Backed Commercial Paper N/A N/A 2016-06-20 2016-06-20 2016-06-20 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0045 3221216.09 3221216.09 3221216.09 0.0006 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.45% 56274LFT6 549300S0NSJYSOB32S63 AFH376000 Asset Backed Commercial Paper N/A N/A 2016-06-27 2016-06-27 2016-06-27 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0045 10576405.97 10576405.97 10576405.97 0.0020 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.45% 56274LG65 549300S0NSJYSOB32S63 AFI607000 Asset Backed Commercial Paper N/A N/A 2016-07-06 2016-07-06 2016-07-06 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0045 49978125.00 49978125.00 49978125.00 0.0094 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.52% 56274LGJ7 549300S0NSJYSOB32S63 AFD895000 Asset Backed Commercial Paper N/A N/A 2016-07-18 2016-07-18 2016-07-18 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0052 36974347.90 36974347.90 36974347.90 0.0070 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.60% 56274LGS7 549300S0NSJYSOB32S63 AFA919000 Asset Backed Commercial Paper N/A N/A 2016-07-26 2016-07-26 2016-07-26 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0060 9242129.18 9242129.18 9242129.18 0.0017 N N N N Fannie Mae Fannie Mae, 0.46% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-06-26 2017-01-26 2017-01-26 N N N 0.0046 16002752.00 16002752.00 16002752.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EFJV0 US3133EFJV05 U.S. Government Agency Debt N/A N/A 2016-06-15 2016-12-15 2016-12-15 N N N 0.0043 18000576.00 18000576.00 18000576.00 0.0034 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 2016-06-19 2016-09-19 2016-09-19 N N N 0.0043 20002300.00 20002300.00 20002300.00 0.0038 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 2016-06-09 2017-03-09 2017-03-09 N N N 0.0046 10999956.00 10999956.00 10999956.00 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 2016-06-15 2017-05-15 2017-05-15 N N N 0.0046 14997435.00 14997435.00 14997435.00 0.0028 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 2016-06-15 2017-03-15 2017-03-15 N N N 0.0047 35004165.00 35004165.00 35004165.00 0.0066 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 2016-06-16 2017-02-16 2017-02-16 N N N 0.0048 16990548.00 16990548.00 16990548.00 0.0032 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 2016-06-16 2017-03-16 2017-03-16 N N N 0.0049 17004012.00 17004012.00 17004012.00 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-06-24 2017-05-24 2017-05-24 N N N 0.0049 15003765.00 15003765.00 15003765.00 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-06-29 2017-03-29 2017-03-29 N N N 0.0049 7000301.00 7000301.00 7000301.00 0.0013 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 2016-06-06 2017-03-06 2017-03-06 N N N 0.0051 30010800.00 30010800.00 30010800.00 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-11-13 2017-11-13 N N N 0.0053 12001032.00 12001032.00 12001032.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 313384XP9 US313384XP98 U.S. Government Agency Debt N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0024 22800000.00 22800000.00 22800000.00 0.0043 N Y Y 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 49997250.00 49997250.00 49997250.00 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YL7 US313384YL75 U.S. Government Agency Debt N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0030 92707039.24 92707039.25 92707039.25 0.0174 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384YN3 US313384YN32 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0031 35994924.00 35994924.00 35994924.00 0.0068 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 2016-06-15 2016-07-15 2016-07-15 N N N 0.0038 9000234.00 9000234.00 9000234.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2017-01-17 2017-01-17 N N N 0.0038 9996490.00 9996490.00 9996490.00 0.0019 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 2016-06-19 2016-08-19 2016-08-19 N N N 0.0038 28000504.00 28000504.00 28000504.00 0.0053 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 2016-06-08 2016-07-08 2016-07-08 N N N 0.0039 18000864.00 18000864.00 18000864.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2017-01-24 2017-01-24 N N N 0.0040 7997168.00 7997168.00 7997168.00 0.0015 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 2016-06-03 2016-12-02 2016-12-02 N N N 0.0041 5999226.00 5999226.00 5999226.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-10-17 2016-10-17 N N N 0.0042 21001113.00 21001113.00 21001113.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6G43 US3130A6G430 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2017-03-17 2017-03-17 N N N 0.0043 39990960.00 39990960.00 39990960.00 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-02-03 2017-02-03 N N N 0.0045 2999916.00 2999916.00 2999916.00 0.0006 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 2016-06-22 2017-01-23 2017-01-23 N N N 0.0046 8001424.00 8001424.00 8001424.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0046 7999400.00 7999400.00 7999400.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0047 9000000.00 9000000.00 9000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0047 18000000.00 18000000.00 18000000.00 0.0034 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 2016-08-02 2017-02-02 2017-02-02 N N N 0.0048 4999550.00 4999550.00 4999550.00 0.0009 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 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 2999730.00 2999730.00 2999730.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2017-03-02 2017-03-02 N N N 0.0049 5000000.00 5000000.00 5000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-02 2017-03-02 2017-03-02 N N N 0.0049 11000000.00 11000000.00 11000000.00 0.0021 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 9001044.00 9001044.00 9001044.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-05 2017-05-05 2017-05-05 N N N 0.0049 20998845.00 20998845.00 20998845.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2017-05-11 2017-05-11 N N N 0.0049 25997114.00 25997114.00 25997114.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-06 2017-06-06 2017-06-06 N N N 0.0050 9999810.00 9999810.00 9999810.00 0.0019 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 18000108.00 18000108.00 18000108.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 313384K65 US313384K659 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0051 5990526.00 5990526.00 5990526.00 0.0011 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 20000600.00 20000600.00 20000600.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6G92 US3130A6G927 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-21 2016-06-21 2016-06-21 N N N 0.0052 50005000.00 50005000.00 50005000.00 0.0094 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 11002992.00 11002992.00 11002992.00 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 11003025.00 11003025.00 11003025.00 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 6001650.00 6001650.00 6001650.00 0.0011 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 5001365.00 5001365.00 5001365.00 0.0009 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 9002457.00 9002457.00 9002457.00 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 11003003.00 11003003.00 11003003.00 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 11003762.00 11003762.00 11003762.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-08-03 2017-08-03 N N N 0.0053 1999998.00 1999998.00 1999998.00 0.0004 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 11001012.00 11001012.00 11001012.00 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 11000660.00 11000660.00 11000660.00 0.0021 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 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0054 16000592.00 16000592.00 16000592.00 0.0030 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 11002992.00 11002992.00 11002992.00 0.0021 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 12003228.00 12003228.00 12003228.00 0.0023 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 6001614.00 6001614.00 6001614.00 0.0011 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 5001360.00 5001360.00 5001360.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 10000370.00 10000370.00 10000370.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 6000222.00 6000222.00 6000222.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 10000370.00 10000370.00 10000370.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0055 13000494.00 13000494.00 13000494.00 0.0024 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 11003905.00 11003905.00 11003905.00 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 8002848.00 8002848.00 8002848.00 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 3001611.00 3001611.00 3001611.00 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 14005838.00 14005838.00 14005838.00 0.0026 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 11005929.00 11005929.00 11005929.00 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 12006480.00 12006480.00 12006480.00 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 22011176.00 22011176.00 22011176.00 0.0041 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 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0055 5999148.00 5999148.00 5999148.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0055 6000000.00 6000000.00 6000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-06-01 2017-06-01 N N N 0.0056 8000400.00 8000400.00 8000400.00 0.0015 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 11005984.00 11005984.00 11005984.00 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 4000016.00 4000016.00 4000016.00 0.0008 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 2000206.00 2000206.00 2000206.00 0.0004 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 8001120.00 8001120.00 8001120.00 0.0015 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 2016-08-02 2017-11-02 2017-11-02 N N N 0.0056 15999104.00 15999104.00 15999104.00 0.0030 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 5002590.00 5002590.00 5002590.00 0.0009 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 22013178.00 22013178.00 22013178.00 0.0041 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 6003606.00 6003606.00 6003606.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-11-25 2016-11-25 N N N 0.0057 22007722.00 22007722.00 22007722.00 0.0041 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 7003899.00 7003899.00 7003899.00 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 49631728.80 49631728.80 49631728.80 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-02-24 2017-02-24 N N N 0.0060 2001234.00 2001234.00 2001234.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-02-24 2017-02-24 N N N 0.0060 12007404.00 12007404.00 12007404.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 313384R50 US313384R506 U.S. Government Agency Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0060 49848839.00 49848839.00 49848839.00 0.0094 N N N N Freddie Mac Freddie Mac, 0.40% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-08-24 2016-08-24 N N N 0.0040 40000680.00 40000680.00 40000680.00 0.0075 N N N N Freddie Mac Freddie Mac, 0.44% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2017-01-13 2017-01-13 N N N 0.0044 60004080.00 60004080.00 60004080.00 0.0113 N N N N Freddie Mac Freddie Mac, 0.44% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-20 2017-04-20 2017-04-20 N N N 0.0044 39994520.00 39994520.00 39994520.00 0.0075 N N N N Freddie Mac Freddie Mac, 0.44% 3134G6AE3 S6XOOCT0IEG5ABCC6L87 US3134G6AE38 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-21 2016-07-21 2016-07-21 N N N 0.0044 40001520.00 40001520.00 40001520.00 0.0075 N N N N Freddie Mac Freddie Mac, 0.52% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2017-11-13 2017-11-13 N N N 0.0052 50000000.00 50000000.00 50000000.00 0.0094 N N N N Freddie Mac Freddie Mac, 0.52% 3134G5PN9 S6XOOCT0IEG5ABCC6L87 US3134G5PN98 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-14 2016-11-14 2016-11-14 N N N 0.0052 100022700.00 100022700.00 100022700.00 0.0188 N N N 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 43923572.00 43923572.00 43923572.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JS9 US912796JS94 U.S. Treasury Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0040 50900754.00 50900754.00 50900754.00 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 49952750.00 49952750.00 49952750.00 0.0094 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 35035630.00 35035630.00 35035630.00 0.0066 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 40008920.00 40008920.00 40008920.00 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.62% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-06-01 2018-01-31 2018-01-31 N N N 0.0062 25051875.00 25051875.00 25051875.00 0.0047 N Y 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 2020-06-30 2039-08-15 1.625 - 4.5 33226800.00 33661808.67 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 33000000.00 33000000.00 33000000.00 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 2018-12-31 2039-08-15 1.5 - 4.5 60912900.00 67452996.52 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 66000000.00 66000000.00 66000000.00 0.0124 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 AFI708000_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 120925893.61 126818181.13 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 124136000.00 124136000.00 124136000.00 0.0233 N Y Y N North Carolina Capital Management Trust: Cash Portfolio 2016-06-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer