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0.40% 313589AJ2 B1V7KEBTPIMZEU4LTD58 US313589AJ21 U.S. Government Agency Debt N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0040 49910555.50 49910555.50 0.0102 N N N N Fannie Mae Fannie Mae, 0.51% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-08-26 2017-01-26 2017-01-26 N N N 0.0051 16003696.00 16003696.00 0.0033 N N N N Fannie Mae Fannie Mae, 0.63% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt N/A N/A 2016-10-11 2018-01-11 2018-01-11 N N N 0.0063 37031931.00 37031931.00 0.0076 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133EESQ4 US3133EESQ44 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0032 30006450.00 30006450.00 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.34% 313312M49 US313312M490 U.S. Government Agency Debt N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0034 49958444.50 49958444.50 0.0103 N N N N Federal Farm 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Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-05-24 2017-05-24 N N N 0.0053 15001935.00 15001935.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-08-29 2017-03-29 2017-03-29 N N N 0.0053 7001470.00 7001470.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0054 30014640.00 30014640.00 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-03-16 2017-03-16 N N N 0.0054 17006545.00 17006545.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384D55 US313384D555 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0029 24995825.00 24995825.00 0.0051 N N Y 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 68366376.39 68366376.39 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 149989050.00 149989050.00 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 99989300.00 99989300.00 0.0205 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0032 4000104.00 4000104.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384E96 US313384E967 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0034 99969200.00 99969200.00 0.0205 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384F87 US313384F873 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0034 49981650.00 49981650.00 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384J75 US313384J750 U.S. Government Agency Debt N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0037 74951175.00 74951175.00 0.0154 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384M22 US313384M226 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0037 42964052.00 42964052.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384K40 US313384K402 U.S. Government Agency Debt N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0038 49965000.00 49965000.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% to 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 55959736.00 55959736.00 0.0115 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384L56 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0038 49960600.00 49960600.00 0.0103 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 30986577.00 30986577.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-01-17 2017-01-17 N N N 0.0043 9999270.00 9999270.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6BJ5 US3130A6BJ58 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0043 28001456.00 28001456.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-12-02 2016-12-02 N N N 0.0044 6000336.00 6000336.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-01-24 2017-01-24 N N N 0.0044 7999544.00 7999544.00 0.0016 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 37014837.00 37014837.00 0.0076 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 2016-08-03 2016-12-05 2016-12-05 N N N 0.0047 10001410.00 10001410.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 10001420.00 10001420.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 5000710.00 5000710.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-15 2016-10-17 2016-10-17 N N N 0.0047 21001722.00 21001722.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-11-17 2016-11-17 N N N 0.0047 5000500.00 5000500.00 0.0010 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 49923900.00 49923900.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0048 8001120.00 8001120.00 0.0016 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 5002600.00 5002600.00 0.0010 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 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 3000585.00 3000585.00 0.0006 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 3001554.00 3001554.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A6G43 US3130A6G430 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-03-17 2017-03-17 N N N 0.0048 40001200.00 40001200.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2016-11-23 2016-11-23 N N N 0.0048 10001030.00 10001030.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0049 9001782.00 9001782.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0049 18003564.00 18003564.00 0.0037 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 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 5000975.00 5000975.00 0.0010 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 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 11002145.00 11002145.00 0.0023 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 21009849.00 21009849.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0049 10001830.00 10001830.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0049 10001830.00 10001830.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-03-08 2017-03-08 N N N 0.0049 13002340.00 13002340.00 0.0027 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 26011154.00 26011154.00 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 7002023.00 7002023.00 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 5002925.00 5002925.00 0.0010 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 4998505.00 4998505.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2017-01-23 2017-01-23 N N N 0.0051 8002032.00 8002032.00 0.0016 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 2001118.00 2001118.00 0.0004 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 5002685.00 5002685.00 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 12006756.00 12006756.00 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 50027750.00 50027750.00 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 5003295.00 5003295.00 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 5003275.00 5003275.00 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 5003180.00 5003180.00 0.0010 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 2000686.00 2000686.00 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 11003751.00 11003751.00 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 11002321.00 11002321.00 0.0023 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 10006600.00 10006600.00 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 10006600.00 10006600.00 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 10005480.00 10005480.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A5VX4 US3130A5VX40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0054 9001350.00 9001350.00 0.0018 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 6001314.00 6001314.00 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 10003850.00 10003850.00 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 6003960.00 6003960.00 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 6004134.00 6004134.00 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 13008515.00 13008515.00 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 10005780.00 10005780.00 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 5002930.00 5002930.00 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 11009823.00 11009823.00 0.0023 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 16006880.00 16006880.00 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 16010384.00 16010384.00 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 5003160.00 5003160.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 5003885.00 5003885.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 11008547.00 11008547.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-06 2017-01-06 N N N 0.0056 11008580.00 11008580.00 0.0023 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 14007210.00 14007210.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-01-03 2017-01-03 N N N 0.0056 11008470.00 11008470.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MC6 US3130A7MC69 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-04 2017-01-04 2017-01-04 N N N 0.0056 6004638.00 6004638.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2017-04-28 2017-04-28 N N N 0.0056 5000985.00 5000985.00 0.0010 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 22008338.00 22008338.00 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 8005256.00 8005256.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0057 8000256.00 8000256.00 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 8003432.00 8003432.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LJ2 US3130A7LJ22 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-13 2017-01-13 N N N 0.0057 12009636.00 12009636.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LK9 US3130A7LK94 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-13 2017-01-13 N N N 0.0057 6004818.00 6004818.00 0.0012 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 3002733.00 3002733.00 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 11009966.00 11009966.00 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 12010848.00 12010848.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-04-05 2017-04-05 N N N 0.0057 22018304.00 22018304.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0057 5004000.00 5004000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LG8 US3130A7LG82 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0057 9007200.00 9007200.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2017-01-10 2017-01-10 N N N 0.0057 11008734.00 11008734.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0058 18000576.00 18000576.00 0.0037 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 2001278.00 2001278.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-23 2017-01-23 2017-01-23 N N N 0.0058 18011718.00 18011718.00 0.0037 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 11004642.00 11004642.00 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 6005976.00 6005976.00 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 5003830.00 5003830.00 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 12012276.00 12012276.00 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 2002046.00 2002046.00 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 16006512.00 16006512.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0060 11008437.00 11008437.00 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 49937800.00 49937800.00 0.0103 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 7007245.00 7007245.00 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 5005020.00 5005020.00 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 22021978.00 22021978.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2017-10-25 2017-10-25 N N N 0.0064 4001872.00 4001872.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 52021320.00 52021320.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 2001172.00 2001172.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 8004688.00 8004688.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.34% 313396L84 S6XOOCT0IEG5ABCC6L87 US313396L842 U.S. Government Agency Debt N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0034 99918300.00 99918300.00 0.0205 N N N N Freddie Mac Freddie Mac, 0.35% 3134G4XW3 S6XOOCT0IEG5ABCC6L87 US3134G4XW31 U.S. Government Agency Debt N/A N/A 2016-09-26 2016-09-26 2016-09-26 N N N 0.0035 25009700.00 25009700.00 0.0051 N N N N Freddie Mac Freddie Mac, 0.35% 3137EADS5 S6XOOCT0IEG5ABCC6L87 US3137EADS56 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0035 18041510.90 18041510.90 0.0037 N N N N Freddie Mac Freddie Mac, 0.35% 3137EAAJ8 S6XOOCT0IEG5ABCC6L87 US3137EAAJ84 U.S. Government Agency Debt N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0035 30284940.00 30284940.00 0.0062 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 8985096.00 8985096.00 0.0018 N N N N Freddie Mac Freddie Mac, 0.43% 3134G3Z37 S6XOOCT0IEG5ABCC6L87 US3134G3Z379 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0043 10008360.00 10008360.00 0.0021 N N N N Freddie Mac Freddie Mac, 0.44% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0044 97006014.00 97006014.00 0.0199 N N N N Freddie Mac Freddie Mac, 0.48% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-01-13 2017-01-13 N N N 0.0048 60010200.00 60010200.00 0.0123 N N N N Freddie Mac Freddie Mac, 0.49% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-20 2017-04-20 2017-04-20 N N N 0.0049 39990000.00 39990000.00 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 50000300.00 50000300.00 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 100033300.00 100033300.00 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 25006050.00 25006050.00 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 39997496.00 39997496.00 0.0082 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.43% 09658YH20 R0MUWSFPU8MPRO8K5P83 AHH792000 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0043 38998627.20 38998627.20 0.0080 N N 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 13999486.20 13999486.20 0.0029 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 49998165.00 49998165.00 0.0103 N Y Y N Caisse centrale Desjardins Caisse centrale Desjardins, 0.43% 1280C2H28 8TFTWWNRV3KXDI3TJE74 AHH682000 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0043 159993552.00 159993552.00 0.0329 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 49998825.00 49998825.00 0.0103 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.34% 22533TH17 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 4219000.00 4219000.00 0.0009 N Y Y 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 49997020.00 49997020.00 0.0103 N N Y 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 29999478.00 29999478.00 0.0062 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86562KH80 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0050 81990660.20 81990660.20 0.0168 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.53% 86562KHG2 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-08-16 2016-08-16 2016-08-16 N N N 0.0053 49988950.00 49988950.00 0.0103 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.55% 86562KHJ6 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0055 47988000.00 47988000.00 0.0099 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.55% 86562KHN7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0055 49984465.00 49984465.00 0.0103 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 49993035.00 49993035.00 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 49997565.00 49997565.00 0.0103 N N Y 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 47994470.40 47994470.40 0.0099 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 49997970.00 49997970.00 0.0103 N N Y N Gotham Funding Corp. Gotham Funding Corp., 0.55% 38346LHH2 549300Z2ZR7VTUMRPR17 AHE760000 Asset Backed Commercial Paper N/A N/A 2016-08-17 2016-08-17 2016-08-17 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0055 22634539.23 22634539.23 0.0046 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 49989305.00 49989305.00 0.0103 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.31% 912796HJ1 US912796HJ14 U.S. Treasury Debt N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0031 99951400.00 99951400.00 0.0205 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JQ3 US912796JQ39 U.S. Treasury Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0032 99942600.00 99942600.00 0.0205 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% to 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 143907552.00 143907552.00 0.0296 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% to 0.40% 912796KC2 US912796KC24 U.S. Treasury Debt N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 49921100.00 49921100.00 0.0103 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 50963790.00 50963790.00 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KE8 US912796KE89 U.S. Treasury Debt N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0043 99815700.00 99815700.00 0.0205 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 49986400.00 49986400.00 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828VR8 US912828VR83 U.S. Treasury Debt N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0031 20003340.00 20003340.00 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828RJ1 US912828RJ14 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0031 31037045.00 31037045.00 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828LP3 US912828LP38 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0031 19084911.00 19084911.00 0.0039 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 50088850.00 50088850.00 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828LU2 US912828LU23 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0035 13091325.00 13091325.00 0.0027 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 1001051.00 1001051.00 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 10020820.00 10020820.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MD9 US912828MD98 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 14166222.00 14166222.00 0.0029 N Y 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 2016-09-15 2046-02-15 0 - 7.125 33720700.00 35701785.49 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-28 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 35000000.00 35000000.00 0.0072 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 2016-09-30 2042-02-15 0 - 8.5 50518100.00 53056590.81 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 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 North Carolina Capital Management Trust: Cash Portfolio 2016-08-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer