N-MFP1 0000702149 XXXXXXXX 2016-09-30 0000702149 549300JT9Q5DF216GS94 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. 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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 9992950.00 9992950.00 0.0020 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 49963250.00 49963250.00 0.0100 N N N N Fannie Mae Fannie Mae, 0.54% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-10-26 2017-01-26 2017-01-26 N N N 0.0054 16009536.00 16009536.00 0.0032 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 37074925.00 37074925.00 0.0074 N N N 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 7500675.00 7500675.00 0.0015 N N N N Federal Farm 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Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-03-09 2017-03-09 N N N 0.0053 11006435.00 11006435.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-10-15 2017-05-15 2017-05-15 N N N 0.0055 15011070.00 15011070.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-10-15 2017-03-15 2017-03-15 N N N 0.0056 35024045.00 35024045.00 0.0070 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 2016-10-29 2017-03-29 2017-03-29 N N N 0.0056 7004851.00 7004851.00 0.0014 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 2016-10-24 2017-05-24 2017-05-24 N N N 0.0057 15012585.00 15012585.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-10-16 2017-02-16 2017-02-16 N N N 0.0058 17005049.00 17005049.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-10-17 2017-03-16 2017-03-16 N N N 0.0058 17012869.00 17012869.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-02-27 2017-02-27 N N N 0.0058 23159963.82 23159963.82 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-03-06 2017-03-06 N N N 0.0060 30023940.00 30023940.00 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.69% 3133EFLH8 US3133EFLH82 U.S. Government Agency Debt N/A N/A 2016-10-26 2018-01-26 2018-01-26 N N N 0.0069 56135688.00 56135688.00 0.0112 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 12020688.00 12020688.00 0.0024 N N N 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 59999040.00 59999040.00 0.0120 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384N70 US313384N703 U.S. Government Agency Debt N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0029 24994500.00 24994500.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384V30 US313384V300 U.S. Government Agency Debt N/A N/A 2016-12-30 2016-12-30 2016-12-30 N N N 0.0029 49964555.50 49964555.50 0.0100 N N N 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 15470000.00 15470000.00 0.0031 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384N21 US313384N216 U.S. Government Agency Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0030 99981100.00 99981100.00 0.0200 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313371PV2 US313371PV20 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0032 12027948.00 12027948.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384U23 US313384U237 U.S. Government Agency Debt N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0032 18989151.00 18989151.00 0.0038 N N N 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 42990282.00 42990282.00 0.0086 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 49987150.00 49987150.00 0.0100 N N Y 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 49986550.00 49986550.00 0.0100 N N Y 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 28991851.00 28991851.00 0.0058 N N Y 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 31791078.09 31791078.09 0.0063 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 74998425.00 74998425.00 0.0150 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 42994797.00 42994797.00 0.0086 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 49997600.00 49997600.00 0.0100 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 55996752.00 55996752.00 0.0112 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384L56 US313384L566 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0038 49995250.00 49995250.00 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3133782N0 US3133782N01 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0046 25246242.00 25246242.00 0.0050 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 49973300.00 49973300.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2017-01-17 2017-01-17 N N N 0.0048 10002600.00 10002600.00 0.0020 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 2016-10-24 2017-01-24 2017-01-24 N N N 0.0048 8002344.00 8002344.00 0.0016 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 5003065.00 5003065.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2016-12-02 2016-12-02 N N N 0.0050 6001248.00 6001248.00 0.0012 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 5000210.00 5000210.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-30 2017-06-30 2017-06-30 N N N 0.0051 8000000.00 8000000.00 0.0016 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 5006035.00 5006035.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-12-05 2016-12-05 N N N 0.0052 10002580.00 10002580.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-12-06 2016-12-06 N N N 0.0052 10002620.00 10002620.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-12-06 2016-12-06 N N N 0.0052 5001310.00 5001310.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0052 21001386.00 21001386.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-11-17 2016-11-17 N N N 0.0052 5000975.00 5000975.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 1999878.00 1999878.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 4999695.00 4999695.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-02-03 2017-02-03 N N N 0.0053 3001410.00 3001410.00 0.0006 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 9000954.00 9000954.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-23 2016-11-23 2016-11-23 N N N 0.0054 10002270.00 10002270.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9E49 US3130A9E496 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-08 2017-06-08 2017-06-08 N N N 0.0054 9002133.00 9002133.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-06-22 2017-06-22 N N N 0.0054 8000096.00 8000096.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-10-06 2017-10-06 N N N 0.0055 7997984.00 7997984.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9FH9 US3130A9FH95 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-12 2017-06-12 2017-06-12 N N N 0.0055 8001880.00 8001880.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9GK1 US3130A9GK16 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-13 2017-06-13 2017-06-13 N N N 0.0055 8001872.00 8001872.00 0.0016 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 11007953.00 11007953.00 0.0022 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 6004290.00 6004290.00 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 5004650.00 5004650.00 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 2016-12-05 2017-01-05 2017-01-05 N N N 0.0056 11007942.00 11007942.00 0.0022 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 2016-12-05 2017-01-05 2017-01-05 N N N 0.0056 5003610.00 5003610.00 0.0010 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 2016-12-06 2017-01-06 2017-01-06 N N N 0.0056 11008019.00 11008019.00 0.0022 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 22029832.00 22029832.00 0.0044 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 5003825.00 5003825.00 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 9006885.00 9006885.00 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 11008327.00 11008327.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-24 2017-01-23 2017-01-23 N N N 0.0057 8003944.00 8003944.00 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 2016-12-13 2017-01-13 2017-01-13 N N N 0.0057 12009336.00 12009336.00 0.0024 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 2016-12-13 2017-01-13 2017-01-13 N N N 0.0057 6004668.00 6004668.00 0.0012 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 18013266.00 18013266.00 0.0036 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 5010380.00 5010380.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 16999626.00 16999626.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2017-10-26 2017-10-26 N N N 0.0059 3999164.00 3999164.00 0.0008 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 2016-12-01 2017-09-01 2017-09-01 N N N 0.0059 9003150.00 9003150.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A72W4 US3130A72W44 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0060 25001775.00 25001775.00 0.0050 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 11014740.00 11014740.00 0.0022 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 5003475.00 5003475.00 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 3002100.00 3002100.00 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 49982300.00 49982300.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-09-22 2017-09-22 N N N 0.0060 4000180.00 4000180.00 0.0008 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 15013275.00 15013275.00 0.0030 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 37026122.00 37026122.00 0.0074 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 4007228.00 4007228.00 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 21024948.00 21024948.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-04 2017-12-04 2017-12-04 N N N 0.0064 9002295.00 9002295.00 0.0018 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 52093652.00 52093652.00 0.0104 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 2003294.00 2003294.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A67B7 US3130A67B79 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-07 2017-02-07 2017-02-07 N N N 0.0065 42033810.00 42033810.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-19 2017-12-19 2017-12-19 N N N 0.0065 4000040.00 4000040.00 0.0008 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 8015256.00 8015256.00 0.0016 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 2003814.00 2003814.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-29 2017-06-01 2017-06-01 N N N 0.0066 8008280.00 8008280.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-01 2017-06-01 2017-06-01 N N N 0.0066 18018630.00 18018630.00 0.0036 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 11018117.00 11018117.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-02 2017-06-02 2017-06-02 N N N 0.0066 4004152.00 4004152.00 0.0008 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 6010044.00 6010044.00 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 26031304.00 26031304.00 0.0052 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 16028512.00 16028512.00 0.0032 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 1000848.00 1000848.00 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 2001680.00 2001680.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-07 2017-06-06 2017-06-06 N N N 0.0070 10013540.00 10013540.00 0.0020 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 10009580.00 10009580.00 0.0020 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 10009580.00 10009580.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 10009340.00 10009340.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 10009560.00 10009560.00 0.0020 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 2016-12-27 2017-02-27 2017-02-27 N N N 0.0070 6005748.00 6005748.00 0.0012 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 6005868.00 6005868.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0071 16015648.00 16015648.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-10 2017-03-10 2017-03-10 N N N 0.0071 5004740.00 5004740.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0071 7004053.00 7004053.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0072 13012584.00 13012584.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2017-06-09 2017-06-09 N N N 0.0072 5007685.00 5007685.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-06 2017-06-06 2017-06-06 N N N 0.0073 2003112.00 2003112.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-20 2017-03-20 2017-03-20 N N N 0.0073 12012480.00 12012480.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0073 2002088.00 2002088.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-30 2017-03-30 2017-03-30 N N N 0.0073 5005920.00 5005920.00 0.0010 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 22009702.00 22009702.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-06-01 2017-06-01 N N N 0.0074 8012256.00 8012256.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-08 2017-06-08 2017-06-08 N N N 0.0074 5007830.00 5007830.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0074 8004400.00 8004400.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8KJ1 US3130A8KJ14 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-03-22 2017-03-22 N N N 0.0074 50052450.00 50052450.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-29 2017-03-29 2017-03-29 N N N 0.0074 5005895.00 5005895.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0075 16007936.00 16007936.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0075 11005874.00 11005874.00 0.0022 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 12014424.00 12014424.00 0.0024 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 2002404.00 2002404.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0077 5006150.00 5006150.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0077 22027654.00 22027654.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0077 6007620.00 6007620.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0078 7008659.00 7008659.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0078 14009492.00 14009492.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-24 2017-03-24 2017-03-24 N N N 0.0078 12015852.00 12015852.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-28 2017-03-28 2017-03-28 N N N 0.0078 11014795.00 11014795.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0079 3003906.00 3003906.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-03-23 2017-03-23 N N N 0.0079 11014454.00 11014454.00 0.0022 N N N 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 30985328.56 30985328.56 0.0062 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 99988900.00 99988900.00 0.0200 N N Y 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 30059250.00 30059250.00 0.0060 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 8994411.00 8994411.00 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 10004620.00 10004620.00 0.0020 N N N N Freddie Mac Freddie Mac, 0.45% 3137EADC0 S6XOOCT0IEG5ABCC6L87 US3137EADC05 U.S. Government Agency Debt N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0045 13397690.63 13397690.63 0.0027 N N N N Freddie Mac Freddie Mac, 0.53% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2017-01-13 2017-01-13 N N N 0.0053 60020520.00 60020520.00 0.0120 N N N N Freddie Mac Freddie Mac, 0.54% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0054 40026880.00 40026880.00 0.0080 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 50061300.00 50061300.00 0.0100 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 100055400.00 100055400.00 0.0200 N N N N Freddie Mac Freddie Mac, 0.78% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-21 2017-12-21 2017-12-21 N N N 0.0078 25026525.00 25026525.00 0.0050 N N N 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 150973877.00 150973877.00 0.0301 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 99995500.00 99995500.00 0.0200 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 49989050.00 49989050.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.32% 912796JZ3 US912796JZ38 U.S. Treasury Debt N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0032 49972700.00 49972700.00 0.0100 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 99977600.00 99977600.00 0.0200 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 99977700.00 99977700.00 0.0200 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 99991700.00 99991700.00 0.0200 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 143981280.00 143981280.00 0.0287 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796HU6 US912796HU68 U.S. Treasury Debt N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0034 99966100.00 99966100.00 0.0200 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.36% to 0.38% 912796JY6 US912796JY62 U.S. Treasury Debt N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0038 49980050.00 49980050.00 0.0100 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 34972350.00 34972350.00 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% to 0.43% 912796JJ9 US912796JJ95 U.S. Treasury Debt N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0043 99784400.00 99784400.00 0.0199 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 99910200.00 99910200.00 0.0199 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% to 0.50% 912796KP3 US912796KP37 U.S. Treasury Debt N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0050 49899200.00 49899200.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796KN8 US912796KN88 U.S. Treasury Debt N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0054 34934795.00 34934795.00 0.0070 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 63143451.00 63143451.00 0.0126 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 50009300.00 50009300.00 0.0100 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828H60 US912828H607 U.S. Treasury Debt N/A N/A 2016-10-03 2017-01-31 2017-01-31 N N N 0.0033 130025220.00 130025220.00 0.0259 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 50033050.00 50033050.00 0.0100 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 88633336.00 88633336.00 0.0177 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 60087660.00 60087660.00 0.0120 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 1000857.00 1000857.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.47% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0047 56511392.00 56511392.00 0.0113 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828MS6 US912828MS67 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0046 52560196.00 52560196.00 0.0105 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828SJ0 US912828SJ05 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 15031515.00 15031515.00 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.54% 912828C32 US912828C327 U.S. Treasury Debt N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 31041757.00 31041757.00 0.0062 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.47% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-30 2046-02-15 0.5 - 2.75 9940200.00 10200412.09 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0047 10000000.00 10000000.00 0.0020 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.46%, dated 9/30/2016 due 10/03/2016 E57ODZWZ7FF32TWEFA76 BAA839000_26602 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-13 2046-02-15 0 - 8.875 10543118.67 11223460.74 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0046 11000000.00 11000000.00 0.0022 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-15 2019-07-15 0.75 - 0.75 12257800.00 12240642.68 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 12000000.00 12000000.00 0.0024 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.46%, dated 9/30/2016 due 10/03/2016 CYYGQCGNHMHPSMRL3R97 BAA839000_39304 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-31 2046-08-15 0.5 - 8.75 78463253.70 84755067.04 U.S. Treasuries (including strips) U.S. TREASURY 2016-10-31 2018-04-30 0.053 - 0.592 3211772.81 3217909.86 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0046 86195000.00 86195000.00 0.0172 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.46%, dated 9/30/2016 due 10/03/2016 8NAV47T0Y26Q87Y0QP81 BAA839000_53651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2044-11-15 1.625 - 3.625 3677712.42 4099789.88 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0046 4000000.00 4000000.00 0.0008 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.53% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2020-12-31 1.75 - 1.75 12875000.00 13355044.38 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0053 13000000.00 13000000.00 0.0026 N Y 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 2018-08-31 2044-02-15 1.5 - 3.75 6988000.00 7142612.51 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-29 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 7000000.00 7000000.00 0.0014 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 2016-11-15 2044-02-15 1.25 - 7.5 4635100.00 5131567.61 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 5000000.00 5000000.00 0.0010 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 2016-10-20 2044-02-15 0 - 7.875 39627400.00 47235888.24 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 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 0.0092 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2038-05-15 1.375 - 4.5 7414500.00 10289836.61 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0048 10000000.00 10000000.00 0.0020 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.46%, dated 9/30/2016 due 10/03/2016 VYVVCKR63DVZZN70PB21 BAA839000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-15 2023-08-31 0.375 - 1.375 10178949.62 10200510.85 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0046 10000000.00 10000000.00 0.0020 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2016-10-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer