N-MFP1 0000702149 XXXXXXXX 2016-08-31 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. 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U.S. Government Agency Debt N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0034 10019800.00 10019800.00 0.0021 N N N N Fannie Mae Fannie Mae, 0.39% 313589AE3 B1V7KEBTPIMZEU4LTD58 US313589AE34 U.S. Government Agency Debt N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0039 9986000.00 9986000.00 0.0021 N N N N Fannie Mae Fannie Mae, 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 49927800.00 49927800.00 0.0104 N N N N Fannie Mae Fannie Mae, 0.53% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-09-26 2017-01-26 2017-01-26 N N N 0.0053 16007328.00 16007328.00 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 37045029.00 37045029.00 0.0077 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133EEXS4 US3133EEXS45 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0031 50001250.00 50001250.00 0.0104 N N Y 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 30001380.00 30001380.00 0.0062 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133EDUV2 US3133EDUV28 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0033 7502362.50 7502362.50 0.0016 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 49976250.00 49976250.00 0.0104 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 313312N71 US313312N712 U.S. Government Agency Debt N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0040 43494497.28 43494497.28 0.0090 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 49951850.00 49951850.00 0.0104 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 6988800.00 6988800.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EFJV0 US3133EFJV05 U.S. Government Agency Debt N/A N/A 2016-09-15 2016-12-15 2016-12-15 N N N 0.0050 18009018.00 18009018.00 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EDV90 US3133EDV904 U.S. Government Agency Debt N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0050 20001840.00 20001840.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.52% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0052 11004972.00 11004972.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-09-15 2017-05-15 2017-05-15 N N N 0.0054 15004455.00 15004455.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-09-15 2017-03-15 2017-03-15 N N N 0.0055 35019145.00 35019145.00 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-09-16 2017-03-16 2017-03-16 N N N 0.0056 17010659.00 17010659.00 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-09-16 2017-02-16 2017-02-16 N N N 0.0056 17002584.00 17002584.00 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0056 7003346.00 7003346.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-03-06 2017-03-06 N N N 0.0057 30021390.00 30021390.00 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-05-24 2017-05-24 N N N 0.0057 15005460.00 15005460.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.72% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-11-13 2017-11-13 N N N 0.0072 12014268.00 12014268.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 US313384F956 U.S. Government Agency Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0029 49994950.00 49994950.00 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384G52 US313384G525 U.S. Government Agency Debt N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0029 49993500.00 49993500.00 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% to 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 80987688.00 80987688.00 0.0168 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384J67 US313384J677 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0029 59982480.00 59982480.00 0.0125 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384J34 US313384J347 U.S. Government Agency Debt N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0030 15465869.51 15465869.51 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384N88 US313384N885 U.S. Government Agency Debt N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0033 42974458.00 42974458.00 0.0089 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 99995700.00 99995700.00 0.0208 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 49995300.00 49995300.00 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P52 US313384P526 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0034 49968150.00 49968150.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P78 US313384P781 U.S. Government Agency Debt N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0034 49967300.00 49967300.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P94 US313384P948 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0034 28980512.00 28980512.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384Q69 US313384Q698 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0034 31778262.29 31778262.29 0.0066 N N N 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 74977500.00 74977500.00 0.0156 N N Y 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 42980306.00 42980306.00 0.0089 N N Y 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 49982900.00 49982900.00 0.0104 N N Y 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 55979952.00 55979952.00 0.0116 N N Y 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 49979150.00 49979150.00 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-19 2017-01-17 2017-01-17 N N N 0.0046 10001700.00 10001700.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-02 2016-12-02 N N N 0.0047 6001554.00 6001554.00 0.0012 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 49949950.00 49949950.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-01-24 2017-01-24 N N N 0.0048 8001432.00 8001432.00 0.0017 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 7004753.00 7004753.00 0.0015 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 5003555.00 5003555.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-02-03 2017-02-03 N N N 0.0050 3001176.00 3001176.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-05 2016-12-05 2016-12-05 N N N 0.0050 10003280.00 10003280.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 10003290.00 10003290.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 5001645.00 5001645.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-11-17 2016-11-17 N N N 0.0050 5001295.00 5001295.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-10-17 2016-10-17 N N N 0.0050 21004137.00 21004137.00 0.0044 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 4998315.00 4998315.00 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 2002118.00 2002118.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-11-23 2016-11-23 N N N 0.0051 10002700.00 10002700.00 0.0021 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 5004730.00 5004730.00 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 12012696.00 12012696.00 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 50052950.00 50052950.00 0.0104 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 5005880.00 5005880.00 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 5005885.00 5005885.00 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 5005865.00 5005865.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MP7 US3130A7MP72 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0053 11001243.00 11001243.00 0.0023 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 10009440.00 10009440.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2017-01-23 2017-01-23 N N N 0.0054 8003480.00 8003480.00 0.0017 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 9002529.00 9002529.00 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 2016-09-01 2017-03-01 2017-03-01 N N N 0.0055 13013260.00 13013260.00 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 10009700.00 10009700.00 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 5005840.00 5005840.00 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 11015136.00 11015136.00 0.0023 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 2016-11-07 2017-06-06 2017-06-06 N N N 0.0055 10009740.00 10009740.00 0.0021 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 16016272.00 16016272.00 0.0033 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 5004305.00 5004305.00 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 11009471.00 11009471.00 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 2016-09-06 2017-01-06 2017-01-06 N N N 0.0056 11009537.00 11009537.00 0.0023 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 5006025.00 5006025.00 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 14011718.00 14011718.00 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 11009339.00 11009339.00 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 6005130.00 6005130.00 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 5003550.00 5003550.00 0.0010 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 8005096.00 8005096.00 0.0017 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 8009600.00 8009600.00 0.0017 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 2016-09-09 2016-12-09 2016-12-09 N N N 0.0057 8005728.00 8005728.00 0.0017 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 2016-09-13 2017-01-13 2017-01-13 N N N 0.0057 6005442.00 6005442.00 0.0012 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 2016-09-13 2017-01-13 2017-01-13 N N N 0.0057 12010884.00 12010884.00 0.0025 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 3004092.00 3004092.00 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 11015037.00 11015037.00 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 12016428.00 12016428.00 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 22029744.00 22029744.00 0.0046 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 9008082.00 9008082.00 0.0019 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 5004490.00 5004490.00 0.0010 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 11009790.00 11009790.00 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 18011466.00 18011466.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0058 4002536.00 4002536.00 0.0008 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 2002404.00 2002404.00 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 18014724.00 18014724.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-09-01 2017-09-01 N N N 0.0059 8999100.00 8999100.00 0.0019 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 11007733.00 11007733.00 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 6008016.00 6008016.00 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 5008410.00 5008410.00 0.0010 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 16010720.00 16010720.00 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 11013607.00 11013607.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-02-02 2017-02-02 N N N 0.0060 5003885.00 5003885.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-02-03 2017-02-03 N N N 0.0060 3002337.00 3002337.00 0.0006 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 49961250.00 49961250.00 0.0104 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 7009422.00 7009422.00 0.0015 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 5006600.00 5006600.00 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 22029282.00 22029282.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-08 2017-11-08 2017-11-08 N N N 0.0063 15006870.00 15006870.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A84K6 US3130A84K69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-17 2017-02-17 2017-02-17 N N N 0.0063 37027528.00 37027528.00 0.0077 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 4005712.00 4005712.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-05 2017-05-05 2017-05-05 N N N 0.0064 21020160.00 21020160.00 0.0044 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 52085592.00 52085592.00 0.0108 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-08-03 2017-08-03 N N N 0.0065 2002394.00 2002394.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-04 2017-12-04 2017-12-04 N N N 0.0066 8998875.00 8998875.00 0.0019 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 2003080.00 2003080.00 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 8012320.00 8012320.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-04 2017-08-04 2017-08-04 N N N 0.0066 11013167.00 11013167.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0067 6007788.00 6007788.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-11 2017-05-11 2017-05-11 N N N 0.0067 26024284.00 26024284.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0068 16022640.00 16022640.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A6BB2 US3130A6BB23 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-02-13 2017-02-13 N N N 0.0068 1000846.00 1000846.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A6BE6 US3130A6BE61 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-14 2017-02-14 2017-02-14 N N N 0.0068 2001986.00 2001986.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-27 2017-02-27 2017-02-27 N N N 0.0070 6006102.00 6006102.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 10010170.00 10010170.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 10010170.00 10010170.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0071 6006252.00 6006252.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0074 22013882.00 22013882.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-24 2017-02-24 2017-02-24 N N N 0.0077 2002652.00 2002652.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-24 2017-02-24 2017-02-24 N N N 0.0077 12015912.00 12015912.00 0.0025 N N N N Freddie Mac Freddie Mac, 0.20% 313396E90 S6XOOCT0IEG5ABCC6L87 US313396E904 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0020 99996667.00 99996667.00 0.0208 N N Y N Freddie Mac Freddie Mac, 0.31% to 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 30997720.56 30997720.56 0.0064 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 99955800.00 99955800.00 0.0208 N N Y 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 25005050.00 25005050.00 0.0052 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 30186090.00 30186090.00 0.0063 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 8989974.00 8989974.00 0.0019 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 10002260.00 10002260.00 0.0021 N N N N Freddie Mac Freddie Mac, 0.51% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-13 2017-01-13 2017-01-13 N N N 0.0051 60033240.00 60033240.00 0.0125 N N N N Freddie Mac Freddie Mac, 0.52% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-20 2017-04-20 2017-04-20 N N N 0.0052 39988920.00 39988920.00 0.0083 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 25015400.00 25015400.00 0.0052 N N N N Freddie Mac Freddie Mac, 0.71% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-11-13 2017-11-13 N N N 0.0071 50018300.00 50018300.00 0.0104 N N N N Freddie Mac Freddie Mac, 0.71% 3134G5PN9 S6XOOCT0IEG5ABCC6L87 US3134G5PN98 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0071 100023900.00 100023900.00 0.0208 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796JK6 US912796JK68 U.S. Treasury Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0028 27998880.00 27998880.00 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% to 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 150927369.00 150927369.00 0.0313 N Y Y 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 99971700.00 99971700.00 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796JU4 US912796JU41 U.S. Treasury Debt N/A N/A 2016-11-17 2016-11-17 2016-11-17 N N N 0.0030 49971000.00 49971000.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796HQ5 US912796HQ56 U.S. Treasury Debt N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0031 99946400.00 99946400.00 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796JV2 US912796JV24 U.S. Treasury Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0031 99927500.00 99927500.00 0.0207 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 99970500.00 99970500.00 0.0208 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 143945568.00 143945568.00 0.0299 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 49933550.00 49933550.00 0.0104 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 99833000.00 99833000.00 0.0207 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 49995800.00 49995800.00 0.0104 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828F47 US912828F478 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0025 8001456.00 8001456.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 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 81046737.00 81046737.00 0.0168 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 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 63291816.00 63291816.00 0.0131 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 19041040.00 19041040.00 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828F88 US912828F882 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0032 50007700.00 50007700.00 0.0104 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 50058600.00 50058600.00 0.0104 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.38% to 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 64602752.00 64602752.00 0.0134 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% to 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 60097440.00 60097440.00 0.0125 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828H60 US912828H607 U.S. Treasury Debt N/A N/A 2016-09-01 2017-01-31 2017-01-31 N N N 0.0042 130031980.00 130031980.00 0.0270 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 1000803.00 1000803.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0045 15164723.70 15164723.70 0.0031 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.32%, dated 8/31/2016 due 09/01/2016 L3I9ZG2KFGXZ61BMYR72 AJA243000_04240 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2045-05-15 0.5 - 8.875 975794.00 1020751.46 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 1000000.00 1000000.00 0.0002 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.34% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-15 2040-05-15 0 - 8.75 7916000.00 10200109.95 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 10000000.00 10000000.00 0.0021 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.32%, dated 8/31/2016 due 09/01/2016 1V8Y6QCX6YMJ2OELII46 AJA243000_26252 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-15 2046-08-15 0.5 - 8.75 47348528.32 50791914.51 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2018-04-30 0.51 - 0.51 311960.12 312409.21 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 50000000.00 50000000.00 0.0104 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 9955600.00 10200126.84 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 10000000.00 10000000.00 0.0021 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.33% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 1.75 12875000.00 13360773.75 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 13000000.00 13000000.00 0.0027 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 2016-12-31 2045-02-15 1 - 8.5 31631500.00 35886934.58 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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 0.0073 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2044-11-15 3 - 8.5 38162200.00 47264509.90 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-10-21 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 46000000.00 46000000.00 0.0096 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2020-08-15 1 - 2.625 10133300.00 10204650.52 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 10000000.00 10000000.00 0.0021 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.32%, dated 8/31/2016 due 09/01/2016 O2RNE8IBXP4R0TD8PU41 AJA243000_74037 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-15 2045-11-15 0.362 - 8.75 109544923.28 117572870.09 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 115014000.00 115014000.00 0.0239 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2016-09-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer