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N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0040 43460290.56 43460290.56 0.0089 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EFJV0 US3133EFJV05 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-12-15 2016-12-15 N N N 0.0044 17999586.00 17999586.00 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EDV90 US3133EDV904 U.S. Government Agency Debt N/A N/A 2016-07-19 2016-09-19 2016-09-19 N N N 0.0044 20002080.00 20002080.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 313312S92 US313312S927 U.S. Government Agency Debt N/A N/A 2016-12-12 2016-12-12 2016-12-12 N N N 0.0044 49908900.00 49908900.00 0.0102 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 313313AY4 US313313AY41 U.S. Government Agency Debt N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0044 6983179.00 6983179.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-07-09 2017-03-09 2017-03-09 N N N 0.0047 10998207.00 10998207.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-07-15 2017-05-15 2017-05-15 N N N 0.0047 14997660.00 14997660.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-07-15 2017-03-15 2017-03-15 N N N 0.0048 34998775.00 34998775.00 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-07-16 2017-02-16 2017-02-16 N N N 0.0049 16990565.00 16990565.00 0.0035 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 2016-07-29 2017-03-29 2017-03-29 N N N 0.0049 6999230.00 6999230.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-07-16 2017-03-16 2017-03-16 N N N 0.0050 17001173.00 17001173.00 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-07-24 2017-05-24 2017-05-24 N N N 0.0050 15000645.00 15000645.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-07-06 2017-03-06 2017-03-06 N N N 0.0053 30003510.00 30003510.00 0.0062 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 11993016.00 11993016.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384B40 US313384B401 U.S. Government Agency Debt N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0032 68351471.73 68351471.73 0.0140 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384B73 US313384B732 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0032 149956200.00 149956200.00 0.0308 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384C49 US313384C490 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0032 99967400.00 99967400.00 0.0205 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VY2 US3130A5VY23 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0039 9000072.00 9000072.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6BJ5 US3130A6BJ58 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-19 2016-08-19 2016-08-19 N N N 0.0039 27999944.00 27999944.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384G86 US313384G863 U.S. Government Agency Debt N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0039 30979974.00 30979974.00 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5VQ9 US3130A5VQ98 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0040 18000162.00 18000162.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-18 2017-01-17 2017-01-17 N N N 0.0040 9996720.00 9996720.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-24 2017-01-24 2017-01-24 N N N 0.0041 7997512.00 7997512.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-10-17 2016-10-17 N N N 0.0044 21000861.00 21000861.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-17 2016-11-17 2016-11-17 N N N 0.0044 5000000.00 5000000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-23 2016-11-23 2016-11-23 N N N 0.0044 10000000.00 10000000.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-03 2016-12-02 2016-12-02 N N N 0.0045 5999370.00 5999370.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A6G43 US3130A6G430 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-17 2017-03-17 2017-03-17 N N N 0.0045 39982760.00 39982760.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A84K6 US3130A84K69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-02-17 2017-02-17 N N N 0.0045 36993819.52 36993819.52 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-06 2016-12-06 2016-12-06 N N N 0.0046 5000000.00 5000000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-06 2016-12-06 2016-12-06 N N N 0.0046 10000000.00 10000000.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0047 7998400.00 7998400.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2016-12-05 2016-12-05 N N N 0.0047 10000000.00 10000000.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2017-03-08 2017-03-08 N N N 0.0047 12997335.00 12997335.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-22 2017-01-23 2017-01-23 N N N 0.0047 8000448.00 8000448.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384T58 US313384T585 U.S. Government Agency Debt N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0047 49906650.00 49906650.00 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0048 8998794.00 8998794.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0048 17997588.00 17997588.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-03 2017-02-03 2017-02-03 N N N 0.0048 2999928.00 2999928.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-06 2017-03-06 2017-03-06 N N N 0.0048 9997960.00 9997960.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-06 2017-03-06 2017-03-06 N N N 0.0048 9997960.00 9997960.00 0.0021 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 4999605.00 4999605.00 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 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 2999763.00 2999763.00 0.0006 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 10998537.00 10998537.00 0.0023 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 2016-07-02 2017-03-02 2017-03-02 N N N 0.0049 4999005.00 4999005.00 0.0010 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 9000819.00 9000819.00 0.0018 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 20995401.00 20995401.00 0.0043 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 25992902.00 25992902.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2016-12-29 2016-12-29 N N N 0.0049 7000000.00 7000000.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8MV2 US3130A8MV24 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-01-06 2017-01-06 N N N 0.0049 5000000.00 5000000.00 0.0010 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 18001116.00 18001116.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8NM1 US3130A8NM16 0001026214 U.S. Government Agency Debt N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 4998226.75 4998226.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0051 2000000.00 2000000.00 0.0004 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 5993700.00 5993700.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2017-03-10 2017-03-10 N N N 0.0052 4999650.00 4999650.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-20 2017-03-20 2017-03-20 N N N 0.0052 12000000.00 12000000.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8KJ1 US3130A8KJ14 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-22 2017-03-22 2017-03-22 N N N 0.0052 50000000.00 50000000.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0052 5000000.00 5000000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2017-03-30 2017-03-30 N N N 0.0052 5000000.00 5000000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-04-03 2017-04-03 N N N 0.0052 5000000.00 5000000.00 0.0010 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 11002046.00 11002046.00 0.0023 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 6001116.00 6001116.00 0.0012 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 9001647.00 9001647.00 0.0018 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 5000915.00 5000915.00 0.0010 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 11002596.00 11002596.00 0.0023 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 11002530.00 11002530.00 0.0023 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 1999562.00 1999562.00 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 10997349.00 10997349.00 0.0023 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 2016-09-18 2017-01-05 2017-01-05 N N N 0.0053 11002013.00 11002013.00 0.0023 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 11004235.00 11004235.00 0.0023 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 5000915.00 5000915.00 0.0010 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 10000330.00 10000330.00 0.0021 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 10000330.00 10000330.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0054 9999310.00 9999310.00 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 2016-09-18 2017-01-13 2017-01-13 N N N 0.0054 6001398.00 6001398.00 0.0012 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 2016-09-18 2017-01-13 2017-01-13 N N N 0.0054 12002796.00 12002796.00 0.0025 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 2016-09-18 2017-01-06 2017-01-06 N N N 0.0054 11002013.00 11002013.00 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 22006732.00 22006732.00 0.0045 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 51986324.00 51986324.00 0.0107 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 5996802.00 5996802.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-06-06 2017-06-06 N N N 0.0055 9997020.00 9997020.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0055 6000198.00 6000198.00 0.0012 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 0.0012 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 2016-09-01 2017-03-01 2017-03-01 N N N 0.0055 13000429.00 13000429.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0055 9999650.00 9999650.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-06-09 2017-06-09 N N N 0.0055 4999530.00 4999530.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2017-03-28 2017-03-28 N N N 0.0055 11004598.00 11004598.00 0.0023 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 3998968.00 3998968.00 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 1999736.00 1999736.00 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 7998944.00 7998944.00 0.0016 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 15993600.00 15993600.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0056 16000544.00 16000544.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2017-06-08 2017-06-08 N N N 0.0056 4999765.00 4999765.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-12-23 2016-12-23 N N N 0.0056 14004046.00 14004046.00 0.0029 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 22005500.00 22005500.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0057 7999632.00 7999632.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-04 2016-12-09 2016-12-09 N N N 0.0057 8001776.00 8001776.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0057 3001239.00 3001239.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2017-03-23 2017-03-23 N N N 0.0057 11004554.00 11004554.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-03-24 2017-03-24 N N N 0.0057 12004980.00 12004980.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-06-06 2017-06-06 N N N 0.0058 1999906.00 1999906.00 0.0004 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 49647666.45 49647666.45 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8E90 US3130A8E902 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-07 2017-08-07 2017-08-07 N N N 0.0059 12998856.00 12998856.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-12-07 2016-12-07 N N N 0.0059 11002409.00 11002409.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0059 6002832.00 6002832.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 5000000.00 5000000.00 0.0010 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 12006564.00 12006564.00 0.0025 N N N 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 2001094.00 2001094.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2016-12-02 2016-12-02 N N N 0.0060 16003408.00 16003408.00 0.0033 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 49919800.00 49919800.00 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0061 7003472.00 7003472.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0062 5002320.00 5002320.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0062 22010318.00 22010318.00 0.0045 N N N N Freddie Mac Freddie Mac, 0.41% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-24 2016-08-24 2016-08-24 N N N 0.0041 40001240.00 40001240.00 0.0082 N N N N Freddie Mac Freddie Mac, 0.42% 313396U92 S6XOOCT0IEG5ABCC6L87 US313396U926 U.S. Government Agency Debt N/A N/A 2016-12-28 2016-12-28 2016-12-28 N N N 0.0042 8982000.00 8982000.00 0.0018 N N N N Freddie Mac Freddie Mac, 0.44% 3134G6AE3 S6XOOCT0IEG5ABCC6L87 US3134G6AE38 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-21 2016-07-21 2016-07-21 N N N 0.0044 40002720.00 40002720.00 0.0082 N N N N Freddie Mac Freddie Mac, 0.45% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-13 2017-01-13 2017-01-13 N N N 0.0045 59995560.00 59995560.00 0.0123 N N N N Freddie Mac Freddie Mac, 0.45% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-20 2017-04-20 2017-04-20 N N N 0.0045 39988680.00 39988680.00 0.0082 N N N N Freddie Mac Freddie Mac, 0.52% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-11-13 2017-11-13 N N N 0.0052 49958950.00 49958950.00 0.0103 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 100014800.00 100014800.00 0.0205 N N N N Freddie Mac Freddie Mac, 0.56% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-12-21 2017-12-21 N N N 0.0056 24985300.00 24985300.00 0.0051 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 39981676.00 39981676.00 0.0082 N N N N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.41% 09658YG13 R0MUWSFPU8MPRO8K5P83 AGG559000 Financial Company Commercial Paper N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 99999050.00 99999050.00 0.0205 N Y Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.43% 09658YG62 R0MUWSFPU8MPRO8K5P83 AGJ730000 Financial Company Commercial Paper N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0043 73995611.80 73995611.80 0.0152 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 33999694.00 33999694.00 0.0070 N Y Y 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 13995084.60 13995084.60 0.0029 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 49982445.00 49982445.00 0.0103 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.45% 1280C2GR4 8TFTWWNRV3KXDI3TJE74 AGF356000 Financial Company Commercial Paper N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0045 49985970.00 49985970.00 0.0103 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 49988090.00 49988090.00 0.0103 N N N 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 204398182.88 204398182.88 0.0419 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan 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 19995098.00 19995098.00 0.0041 N N N N J.P. Morgan Securities, LLC J.P. Morgan 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 49985340.00 49985340.00 0.0103 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 49979080.00 49979080.00 0.0103 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 52992230.20 52992230.20 0.0109 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 45991062.20 45991062.20 0.0094 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 49990175.00 49990175.00 0.0103 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 29991813.00 29991813.00 0.0062 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 44996742.00 44996742.00 0.0092 N N N 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 151993327.20 151993327.20 0.0312 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KG73 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 26998199.91 26998199.91 0.0055 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.45% 86562KG73 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 17998835.40 17998835.40 0.0037 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.47% 86562KG57 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0047 19999094.00 19999094.00 0.0041 N N 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 49990750.00 49990750.00 0.0103 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 49994165.00 49994165.00 0.0103 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 39992600.00 39992600.00 0.0082 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 45999599.80 45999599.80 0.0094 N Y Y 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 49974545.00 49974545.00 0.0103 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 49994090.00 49994090.00 0.0103 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 49979555.00 49979555.00 0.0103 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 49985590.00 49985590.00 0.0103 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 47976268.80 47976268.80 0.0098 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 49980840.00 49980840.00 0.0103 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 39997692.00 39997692.00 0.0082 N N Y 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 99964380.00 99964380.00 0.0205 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 44992318.50 44992318.50 0.0092 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 49988875.00 49988875.00 0.0103 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 29993325.00 29993325.00 0.0062 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.51% 53127THF3 549300F33VRHM10B9391 AGE782000 Asset Backed Commercial Paper N/A N/A 2016-08-15 2016-08-15 2016-08-15 N Y BANK OF NOVA SCOTIA N/A N/A 1.0000 N 0.0051 49967865.00 49967865.00 0.0103 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 49996425.00 49996425.00 0.0103 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.50% 56274LG16 549300S0NSJYSOB32S63 AGI238000 Asset Backed Commercial Paper N/A N/A 2016-07-01 2016-07-01 2016-07-01 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0050 42999496.90 42999496.90 0.0088 N Y Y 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 36991767.50 36991767.50 0.0076 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 9246953.98 9246953.98 0.0019 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 43964228.00 43964228.00 0.0090 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 50955987.00 50955987.00 0.0105 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 49977150.00 49977150.00 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QX1 US912828QX17 U.S. Treasury Debt N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0030 88094952.00 88094952.00 0.0181 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828WV8 US912828WV86 U.S. Treasury Debt N/A N/A 2016-07-01 2016-07-31 2016-07-31 N N N 0.0033 50001550.00 50001550.00 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.34% 912828RM4 US912828RM43 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0034 50109400.00 50109400.00 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828H29 US912828H292 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0042 1001067.00 1001067.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828RX0 US912828RX08 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0043 10023080.00 10023080.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.53% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-07-01 2018-01-31 2018-01-31 N N N 0.0053 25047325.00 25047325.00 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% to 0.35% 912828FL9 US912828FL97 U.S. Treasury Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0035 61761153.12 61761153.12 0.0127 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.41%, dated 6/30/2016 due 07/01/2016 ZBUT11V806EZRVTWT807 AHA269000_55502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-07-31 2046-05-15 0.5 - 8.875 2709520.21 3033295.88 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-31 2017-10-31 0.053 - 0.473 30210.95 30239.73 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 3000000.00 3000000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.41%, dated 6/30/2016 due 07/01/2016 7TK5RJIZDFROZCA6XF66 AHA269000_08126 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-29 2017-06-22 0 - 0 1022391.20 1020014.32 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 1000000.00 1000000.00 0.0002 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 2016-11-30 2045-05-15 0 - 8.5 51876400.00 54068073.51 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-27 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0031 53000000.00 53000000.00 0.0109 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.33% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2039-11-15 1 - 4.5 48205600.00 53158350.46 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-08-29 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 52000000.00 52000000.00 0.0107 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.41%, dated 6/30/2016 due 07/01/2016 O2RNE8IBXP4R0TD8PU41 AHA269000_74037 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-15 2045-05-15 0.625 - 8.75 23677816.16 26391069.38 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 25735000.00 25735000.00 0.0053 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.41%, dated 6/30/2016 due 07/01/2016 VYVVCKR63DVZZN70PB21 AHA269000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-07-15 2023-06-30 0.5 - 1.375 3047450.56 3060017.10 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 3000000.00 3000000.00 0.0006 N Y Y N North Carolina Capital Management Trust: Cash Portfolio 2016-07-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer