N-MFP2 0000702149 XXXXXXXX 2017-08-31 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. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 43 105 1430350764.70 1254299852.85 1394925241.13 1270138795.48 2111063317.14 1988296588.24 2287189807.35 2021395226.29 0.3200 0.2800 0.3000 0.2700 0.4700 0.4500 0.4900 0.4400 0.00 4833630559.25 4833632313.85 2256700.47 169797534.69 4666091479.63 4663522930.47 1.0000 0.0106 1.0006 1.0006 1.0006 1.0006 C000020486 1.00 4666091479.63 4663522930.47 1.0006 1.0006 1.0006 1.0006 147603438.81 230598670.49 131424736.84 204807639.29 410458444.26 200228099.41 177056017.44 211230991.56 1170906087.49 961358320.60 0.0089 Y Capital Management of the Carolinas, L.L.C., Management Fees, -75233.92; Fidelity Investments, Management Fees, -112850.89; Fannie Mae Fannie Mae, 0.78% to 1.1% 3135G0PQ0 B1V7KEBTPIMZEU4LTD58 US3135G0PQ06 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0107 8996958.00 8996958.00 0.0019 N N N N Fannie Mae Fannie Mae, 1.01% to 1.05% 3135G0ZL0 B1V7KEBTPIMZEU4LTD58 US3135G0ZL09 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0098 31363435.45 31363435.45 0.0067 N N N N Fannie Mae Fannie Mae, 1.03% 3136G0ZH7 B1V7KEBTPIMZEU4LTD58 US3136G0ZH78 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0066 1125027.00 1125027.00 0.0002 N N Y N Fannie Mae Fannie Mae, 1.03% 313589NX7 B1V7KEBTPIMZEU4LTD58 US313589NX77 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0103 49906500.00 49906500.00 0.0107 N N N N Fannie Mae Fannie Mae, 1.03% 313589NZ2 B1V7KEBTPIMZEU4LTD58 US313589NZ26 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0103 24951825.00 24951825.00 0.0053 N N N N Fannie Mae Fannie Mae, 1.05% 3135G0PP2 B1V7KEBTPIMZEU4LTD58 US3135G0PP23 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0109 5999520.00 5999520.00 0.0013 N N N N Fannie Mae Fannie Mae, 1.08% 3135G0RT2 B1V7KEBTPIMZEU4LTD58 US3135G0RT27 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2017-12-20 2017-12-20 N N N 0.0107 1998754.00 1998754.00 0.0004 N N N N Fannie Mae Fannie Mae, 1.24% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-10-05 2017-10-05 N N N 0.0106 7466244.71 7466244.71 0.0016 N N N N Fannie Mae Fannie Mae, 1.24% 3135G0E66 B1V7KEBTPIMZEU4LTD58 US3135G0E668 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0106 2000076.70 2000076.70 0.0004 N N Y N Fannie Mae Fannie Mae, 1.28% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0103 37032620.68 37032620.68 0.0079 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.74% 3133EDVU3 US3133EDVU36 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0103 3000063.00 3000063.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.03% 313313NU8 US313313NU81 U.S. Government Agency Debt Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0103 99821500.00 99821500.00 0.0214 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.04% 3133EGE50 US3133EGE507 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0099 3749643.75 3749643.75 0.0008 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 1.05% 3133EG7A7 US3133EG7A77 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-03-15 2018-03-15 N N N 0.0107 14998311.90 14998311.90 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.05% 313313QJ0 US313313QJ00 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0105 24927050.00 24927050.00 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.05% 313313QM3 US313313QM39 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0105 29909880.00 29909880.00 0.0064 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.06% 3133EHAR4 US3133EHAR40 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-03-27 2018-03-27 N N N 0.0108 10998905.06 10998905.06 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.08% 3133EFJL2 US3133EFJL23 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0110 9995340.00 9995340.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.08% 3133EE3X6 US3133EE3X61 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2017-10-16 2017-10-16 N N N 0.0109 999692.00 999692.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.08% 3133EFKM8 US3133EFKM86 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0113 1998798.00 1998798.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.09% 3133EHKE2 US3133EHKE27 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-06-25 2018-06-25 N N N 0.0108 2000081.10 2000081.10 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.1% 3133EHVV2 US3133EHVV23 U.S. Government Agency Debt Y N/A N/A 2017-09-24 2018-07-24 2018-07-24 N N N 0.0113 3999127.28 3999127.28 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.12% 3133EGE27 US3133EGE275 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2017-12-12 2017-12-12 N N N 0.0108 12001342.92 12001342.92 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.13% 313313SU3 US313313SU37 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0113 49754850.00 49754850.00 0.0107 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.15% 3133EGU29 US3133EGU297 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0108 7001498.28 7001498.28 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.16% 3133EG2K0 US3133EG2K05 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2018-01-30 2018-01-30 N N N 0.0108 16005086.88 16005086.88 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.17% 3133EGYM1 US3133EGYM14 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2017-10-19 2017-10-19 N N N 0.0102 10001896.20 10001896.20 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.22% 3133EE2E9 US3133EE2E99 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0104 6000727.62 6000727.62 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.22% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0112 12002107.32 12002107.32 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.24% 3133EEQ94 US3133EEQ944 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-11-27 2017-11-27 N N N 0.0109 12599624.00 12599624.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.25% 3133EE3C2 US3133EE3C25 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2018-01-08 2018-01-08 N N N 0.0108 1000570.54 1000570.54 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.26% 3133EEXN5 US3133EEXN57 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-12-08 2017-12-08 N N N 0.0106 8804669.19 8804669.19 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.28% 3133EFLH8 US3133EFLH82 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0114 56031391.36 56031391.36 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0% 313385LD6 US313385LD61 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0000 44000000.00 44000000.00 0.0094 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.8% 3130AAVU9 US3130AAVU93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0099 7996272.88 7996272.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.8% 3130AAVQ8 US3130AAVQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0099 7996272.88 7996272.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.8% 3130AAVR6 US3130AAVR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0099 7996272.88 7996272.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 313385LH7 US313385LH75 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0082 74991675.00 74991675.00 0.0161 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AAW46 US3130AAW464 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-12-06 2017-12-06 N N N 0.0101 7996097.76 7996097.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 313385LJ3 US313385LJ32 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0085 4999305.00 4999305.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 313385LK0 US313385LK05 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0088 3999332.00 3999332.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 313385LL8 US313385LL87 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0089 13497381.00 13497381.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AAU22 US3130AAU229 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0110 11995290.84 11995290.84 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AATZ1 US3130AATZ19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0110 15993721.12 15993721.12 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AATW8 US3130AATW87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0110 3998472.08 3998472.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUM8 US3130AAUM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 1999173.26 1999173.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUG1 US3130AAUG19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 7996693.04 7996693.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUN6 US3130AAUN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 1999173.26 1999173.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAU55 US3130AAU559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 15993386.08 15993386.08 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUH9 US3130AAUH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 4997933.15 4997933.15 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUR7 US3130AAUR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 11994976.68 11994976.68 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUQ9 US3130AAUQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0110 15993134.24 15993134.24 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUS5 US3130AAUS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0110 7996567.12 7996567.12 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUV8 US3130AAUV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0110 4997854.45 4997854.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0110 1999110.36 1999110.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAN95 US3130AAN950 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0108 3999207.80 3999207.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0108 3999146.28 3999146.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0109 8997811.56 8997811.56 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2018-02-09 2018-02-09 N N N 0.0110 3996978.68 3996978.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAT40 US3130AAT403 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2018-02-09 2018-02-09 N N N 0.0110 3996978.68 3996978.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-02-16 2018-02-16 N N N 0.0111 3996834.44 3996834.44 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385LQ7 US313385LQ74 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2017-09-12 2017-09-12 N N N 0.0094 49984700.00 49984700.00 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385LR5 US313385LR57 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2017-09-13 2017-09-13 N N N 0.0094 143952048.00 143952048.00 0.0309 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAYX0 US3130AAYX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0105 6999593.37 6999593.37 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0106 6999468.63 6999468.63 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0107 1999811.58 1999811.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0107 1999811.58 1999811.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0108 3999388.00 3999388.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2017-10-23 2017-10-23 N N N 0.0109 1999546.54 1999546.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AANX2 US3130AANX25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0109 21994815.04 21994815.04 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2018-02-15 2018-02-15 N N N 0.0111 7993710.16 7993710.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-02-20 2018-02-20 N N N 0.0111 3996845.92 3996845.92 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-02-20 2018-02-20 N N N 0.0111 5995268.88 5995268.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-02-23 2018-02-23 N N N 0.0111 3996747.68 3996747.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0095 9000000.00 9000000.00 0.0019 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJK5 US3130AAJK59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0107 6999289.08 6999289.08 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJT6 US3130AAJT68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0107 7999187.52 7999187.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0107 6999185.97 6999185.97 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0107 3999520.20 3999520.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0107 3999505.32 3999505.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0108 7998819.20 7998819.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130AAZ35 US3130AAZ350 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0106 3999742.88 3999742.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LY0 US313385LY09 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0097 88657164.29 88657164.29 0.0190 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385MA1 US313385MA14 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0098 99941700.00 99941700.00 0.0214 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385MG8 US313385MG83 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0099 3997000.00 3997000.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385MH6 US313385MH66 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0099 109914420.00 109914420.00 0.0236 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MN3 US313385MN35 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0100 18982406.00 18982406.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MP8 US313385MP82 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0100 2997138.00 2997138.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MQ6 US313385MQ65 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0100 4995090.00 4995090.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MU7 US313385MU77 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0100 998906.00 998906.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MW3 US313385MW34 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2017-10-12 2017-10-12 N N N 0.0100 12985050.00 12985050.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MX1 US313385MX17 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0100 1997644.00 1997644.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AAVT2 US3130AAVT21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0106 7999934.64 7999934.64 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0093 7999446.40 7999446.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NA0 US313385NA05 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2017-10-16 2017-10-16 N N N 0.0101 63919168.00 63919168.00 0.0137 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NB8 US313385NB87 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0101 998709.00 998709.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NC6 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0101 1997362.00 1997362.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NJ1 US313385NJ14 U.S. Government Agency Debt Y N/A N/A 2017-10-24 2017-10-24 2017-10-24 N N N 0.0101 6989591.00 6989591.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NQ5 US313385NQ56 U.S. Government Agency Debt Y N/A N/A 2017-10-30 2017-10-30 2017-10-30 N N N 0.0101 998345.00 998345.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-04 2017-12-04 2017-12-04 N N N 0.0100 9000347.40 9000347.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABKK1 US3130ABKK14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-12-11 2017-12-11 N N N 0.0101 7000176.05 7000176.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0106 3999882.48 3999882.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 16999254.04 16999254.04 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385NX0 US313385NX08 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0103 3992520.00 3992520.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PA8 US313385PA86 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0103 998045.00 998045.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PF7 US313385PF73 U.S. Government Agency Debt Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N N 0.0103 997903.00 997903.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PG5 US313385PG56 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0103 997875.00 997875.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PV2 US313385PV24 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2017-11-28 2017-11-28 N N N 0.0103 49875350.00 49875350.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABL87 US3130ABL879 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0103 3000031.59 3000031.59 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABAB2 US3130ABAB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-10-20 2017-10-20 N N N 0.0107 5999725.92 5999725.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AAZV3 US3130AAZV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0107 15999673.28 15999673.28 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0109 3999679.32 3999679.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-11-08 2017-11-08 N N N 0.0107 3999844.40 3999844.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDH6 US3130ABDH67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-11-08 2017-11-08 N N N 0.0107 999961.10 999961.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABEJ1 US3130ABEJ15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2017-10-10 2017-10-10 N N N 0.0107 3999903.16 3999903.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QB5 US313385QB50 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0105 997284.00 997284.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QC3 US313385QC34 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0105 1994512.00 1994512.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QF6 US313385QF64 U.S. Government Agency Debt Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0105 2991507.00 2991507.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-02-01 2018-02-01 N N N 0.0109 1999778.76 1999778.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDM5 US3130ABDM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-11-01 2017-11-01 N N N 0.0107 10999627.21 10999627.21 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDJ2 US3130ABDJ24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2017-11-02 2017-11-02 N N N 0.0107 9999653.20 9999653.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBC9 US3130ABBC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-02-02 2018-02-02 N N N 0.0109 3999552.44 3999552.44 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-02-02 2018-02-02 N N N 0.0109 6999069.35 6999069.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-02-02 2018-02-02 N N N 0.0109 3999552.44 3999552.44 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDF0 US3130ABDF02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2017-11-03 2017-11-03 N N N 0.0107 6999751.78 6999751.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB4K9 US3130AB4K99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-01-05 2018-01-05 N N N 0.0108 999920.61 999920.61 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDL7 US3130ABDL79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-11-03 2017-11-03 N N N 0.0107 6999751.85 6999751.85 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-01-11 2018-01-11 N N N 0.0108 3999656.16 3999656.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABES1 US3130ABES14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-11-10 2017-11-10 N N N 0.0107 3999874.28 3999874.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-01-11 2018-01-11 N N N 0.0108 3999656.16 3999656.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-01-11 2018-01-11 N N N 0.0108 3999656.16 3999656.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-01-12 2018-01-12 N N N 0.0108 3999651.80 3999651.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABSS6 US3130ABSS67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2017-11-13 2017-11-13 N N N 0.0108 2999876.55 2999876.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABSR8 US3130ABSR84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2017-11-13 2017-11-13 N N N 0.0108 2999876.55 2999876.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEQ5 US3130ABEQ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-11-15 2017-11-15 N N N 0.0107 13999516.86 13999516.86 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEZ5 US3130ABEZ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-11-15 2017-11-15 N N N 0.0107 6999758.43 6999758.43 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6R2 US3130AB6R25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-01-16 2018-01-16 N N N 0.0108 3999630.84 3999630.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-01-18 2018-01-18 N N N 0.0108 6999342.77 6999342.77 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2017-12-19 2017-12-19 N N N 0.0105 4000038.76 4000038.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-01-19 2018-01-19 N N N 0.0108 9999049.90 9999049.90 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AAZD3 US3130AAZD33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-10-20 2017-10-20 N N N 0.0107 7999797.76 7999797.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0107 7999680.16 7999680.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0105 7000278.74 7000278.74 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2018-01-26 2018-01-26 N N N 0.0109 999896.74 999896.74 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2018-01-26 2018-01-26 N N N 0.0109 10998864.14 10998864.14 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2018-01-26 2018-01-26 N N N 0.0109 5999380.44 5999380.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-02-05 2018-02-05 N N N 0.0109 3999710.80 3999710.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-02-05 2018-02-05 N N N 0.0109 4999638.50 4999638.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-02-05 2018-02-05 N N N 0.0109 20998481.70 20998481.70 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2018-05-08 2018-05-08 N N N 0.0110 1999680.66 1999680.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0110 11998029.60 11998029.60 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-02-12 2018-02-12 N N N 0.0109 13999199.34 13999199.34 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-02-12 2018-02-12 N N N 0.0109 5999656.86 5999656.86 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-02-12 2018-02-12 N N N 0.0109 6999599.67 6999599.67 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRM0 US3130ABRM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0108 999942.23 999942.23 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-02-15 2018-02-15 N N N 0.0108 2999820.06 2999820.06 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRE8 US3130ABRE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0108 9999422.30 9999422.30 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AC5S9 US3130AC5S98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-01-16 2018-01-16 N N N 0.0109 2999792.37 2999792.37 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABTJ5 US3130ABTJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-01-17 2018-01-17 N N N 0.0108 2999898.36 2999898.36 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABV37 US3130ABV373 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2018-01-19 2018-01-19 N N N 0.0109 1999837.22 1999837.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-24 2018-04-24 2018-04-24 N N N 0.0110 8998302.33 8998302.33 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACC93 US3130ACC934 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0109 2999806.92 2999806.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACD76 US3130ACD767 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2018-01-29 2018-01-29 N N N 0.0109 5999357.40 5999357.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2018-02-28 2018-02-28 N N N 0.0107 5999999.88 5999999.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABBE5 US3130ABBE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2018-01-30 2018-01-30 N N N 0.0109 3999567.48 3999567.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQS8 US3130ABQS85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2017-10-30 2017-10-30 N N N 0.0104 7000286.30 7000286.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-03-01 2018-03-01 N N N 0.0109 2999835.78 2999835.78 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYD2 US3130ABYD25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-02-01 2018-02-01 N N N 0.0110 3999609.60 3999609.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYB6 US3130ABYB68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-01-02 2018-01-02 N N N 0.0109 3999819.56 3999819.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABY83 US3130ABY831 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-01-02 2018-01-02 N N N 0.0109 3999819.56 3999819.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYA8 US3130ABYA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-01-02 2018-01-02 N N N 0.0109 3999819.56 3999819.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYP5 US3130ABYP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-01-03 2018-01-03 N N N 0.0109 3999749.88 3999749.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYN0 US3130ABYN07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-01-03 2018-01-03 N N N 0.0109 3999749.88 3999749.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYQ3 US3130ABYQ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-01-05 2018-01-05 N N N 0.0109 6999558.65 6999558.65 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRL2 US3130ABRL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-01-05 2018-01-05 N N N 0.0110 5999484.30 5999484.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJY3 US3130ABJY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-10-06 2017-10-06 N N N 0.0107 20000158.40 20000158.40 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABZH2 US3130ABZH20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2018-02-07 2018-02-07 N N N 0.0109 13999125.42 13999125.42 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRN8 US3130ABRN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2018-01-10 2018-01-10 N N N 0.0110 13998737.62 13998737.62 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0110 4999524.75 4999524.75 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-02-14 2018-02-14 N N N 0.0110 2999683.71 2999683.71 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-02-14 2018-02-14 N N N 0.0110 4999522.95 4999522.95 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-03-15 2018-03-15 N N N 0.0109 2999811.87 2999811.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-03-15 2018-03-15 N N N 0.0109 6999561.03 6999561.03 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABLE4 US3130ABLE45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0108 2999995.47 2999995.47 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-05-15 2018-05-15 N N N 0.0110 2999699.79 2999699.79 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-05-15 2018-05-15 N N N 0.0110 6999299.51 6999299.51 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-03-15 2018-03-15 N N N 0.0109 2999811.87 2999811.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-02-16 2018-02-16 N N N 0.0110 6899329.18 6899329.18 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-03-16 2018-03-16 N N N 0.0109 2999810.88 2999810.88 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-04-17 2018-04-17 N N N 0.0110 2999612.19 2999612.19 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-04-17 2018-04-17 N N N 0.0109 2999797.02 2999797.02 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-03-16 2018-03-16 N N N 0.0109 27998234.88 27998234.88 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-04-17 2018-04-17 N N N 0.0110 1999741.46 1999741.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-03-19 2018-03-19 N N N 0.0110 18997684.47 18997684.47 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBE3 US3130ACBE38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2018-01-22 2018-01-22 N N N 0.0109 2999823.90 2999823.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBJ2 US3130ACBJ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-01-23 2018-01-23 N N N 0.0109 6999444.55 6999444.55 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBM5 US3130ACBM53 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-01-23 2018-01-23 N N N 0.0109 2999761.95 2999761.95 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBL7 US3130ACBL70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-02-23 2018-02-23 N N N 0.0110 6999309.66 6999309.66 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBR4 US3130ACBR41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-02-23 2018-02-23 N N N 0.0119 2998490.91 2998490.91 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABWH5 US3130ABWH56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-24 2018-01-24 2018-01-24 N N N 0.0110 1999822.50 1999822.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBZ6 US3130ACBZ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-24 2018-01-24 2018-01-24 N N N 0.0110 2999760.30 2999760.30 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-03-23 2018-03-23 N N N 0.0111 17997895.62 17997895.62 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBA1 US3130ACBA16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0109 8999460.63 8999460.63 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABW28 US3130ABW280 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0110 999911.27 999911.27 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABY91 US3130ABY914 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-12-29 2017-12-29 N N N 0.0109 11999476.20 11999476.20 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-07-02 2018-07-02 N N N 0.0111 1999747.28 1999747.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-05-03 2018-05-03 N N N 0.0110 7999317.52 7999317.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-07-03 2018-07-03 N N N 0.0111 4999360.90 4999360.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-05-03 2018-05-03 N N N 0.0110 15998635.04 15998635.04 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2018-05-10 2018-05-10 N N N 0.0110 6999343.33 6999343.33 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-07-12 2018-07-12 N N N 0.0111 7998869.92 7998869.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-06-12 2018-06-12 N N N 0.0110 999940.07 999940.07 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-04-19 2018-04-19 N N N 0.0110 4999491.45 4999491.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-04-19 2018-04-19 N N N 0.0110 4999456.45 4999456.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABMK9 US3130ABMK95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-01-19 2018-01-19 N N N 0.0108 49000028.42 49000028.42 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-04-19 2018-04-19 N N N 0.0110 4999456.45 4999456.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABMJ2 US3130ABMJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2018-01-22 2018-01-22 N N N 0.0109 6999993.77 6999993.77 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-03-23 2018-03-23 N N N 0.0110 6999509.23 6999509.23 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-05-25 2018-05-25 N N N 0.0110 1999846.96 1999846.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-03-23 2018-03-23 N N N 0.0110 6999509.23 6999509.23 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-04-27 2018-04-27 N N N 0.0110 7999373.20 7999373.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-06-27 2018-06-27 N N N 0.0111 6999165.53 6999165.53 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-04-27 2018-04-27 N N N 0.0110 1999843.30 1999843.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-02-28 2018-02-28 N N N 0.0111 4999508.95 4999508.95 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-06-28 2018-06-28 N N N 0.0111 2999638.05 2999638.05 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-06-28 2018-06-28 N N N 0.0111 5999276.10 5999276.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYC4 US3130ABYC42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2018-01-30 2018-01-30 N N N 0.0110 9999243.40 9999243.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2018-05-10 2018-05-10 N N N 0.0112 1999709.04 1999709.04 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0112 1999707.88 1999707.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0112 1999723.22 1999723.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-07-12 2018-07-12 N N N 0.0111 2999834.04 2999834.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-06-14 2018-06-14 N N N 0.0112 2999569.47 2999569.47 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 7998817.44 7998817.44 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 1999704.36 1999704.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 1999704.36 1999704.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 6999019.58 6999019.58 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2018-06-22 2018-06-22 N N N 0.0111 5999326.38 5999326.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-07-23 2018-07-23 N N N 0.0111 6999202.56 6999202.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-07-27 2018-07-27 N N N 0.0113 13996702.30 13996702.30 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-06-28 2018-06-28 N N N 0.0111 13998275.34 13998275.34 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-04-20 2018-04-20 N N N 0.0110 4000351.28 4000351.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-08-20 2018-08-20 N N N 0.0112 8998505.46 8998505.46 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-04-20 2018-04-20 N N N 0.0110 4000351.28 4000351.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-08-20 2018-08-20 N N N 0.0112 10998173.34 10998173.34 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-04-20 2018-04-20 N N N 0.0110 9000790.38 9000790.38 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-07-27 2018-07-27 N N N 0.0113 3999419.48 3999419.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-07-27 2018-07-27 N N N 0.0113 3999419.48 3999419.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABW44 US3130ABW447 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0113 3999659.28 3999659.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABWC6 US3130ABWC69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 3999594.52 3999594.52 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABVS2 US3130ABVS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 6999415.15 6999415.15 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABWD4 US3130ABWD43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 10998884.93 10998884.93 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABVV5 US3130ABVV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 3999656.96 3999656.96 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-10-01 2018-10-01 N N N 0.0113 2999515.71 2999515.71 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-10-01 2018-10-01 N N N 0.0113 2999515.71 2999515.71 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-10-19 2018-10-19 N N N 0.0114 4998749.15 4998749.15 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-10-19 2018-10-19 N N N 0.0113 8998761.33 8998761.33 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-08-28 2018-08-28 N N N 0.0114 6998543.09 6998543.09 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-12-27 2018-12-27 N N N 0.0116 1999338.32 1999338.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0114 12000000.00 12000000.00 0.0026 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0108 4000029.44 4000029.44 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2019-01-18 2019-01-18 N N N 0.0117 8997767.46 8997767.46 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABUE4 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2019-01-22 2019-01-22 N N N 0.0117 18995299.40 18995299.40 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0111 13001008.02 13001008.02 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-02-23 2018-02-23 N N N 0.0111 5001017.45 5001017.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0108 8001871.76 8001871.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-12-05 2017-12-05 N N N 0.0108 8001891.92 8001891.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-11-28 2017-11-28 N N N 0.0108 4000956.28 4000956.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0104 6001804.32 6001804.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0107 4000971.32 4000971.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0109 16003762.88 16003762.88 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0108 5000682.30 5000682.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0110 52011076.00 52011076.00 0.0111 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0110 2000457.02 2000457.02 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0110 8001828.08 8001828.08 0.0017 N N N N Freddie Mac Freddie Mac, 0.75% to 1.05% 3137EADL0 S6XOOCT0IEG5ABCC6L87 US3137EADL04 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0098 84866726.98 84866726.98 0.0182 N N N N Freddie Mac Freddie Mac, 0.92% 3134GAQ64 S6XOOCT0IEG5ABCC6L87 US3134GAQ648 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2017-10-12 2017-10-12 N N N 0.0109 49990248.00 49990248.00 0.0107 N N N N Freddie Mac Freddie Mac, 0.94% 3134GBDM1 S6XOOCT0IEG5ABCC6L87 US3134GBDM11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-12-22 2017-12-22 N N N 0.0106 49981573.00 49981573.00 0.0107 N N N N Freddie Mac Freddie Mac, 0.98% 313397ME8 S6XOOCT0IEG5ABCC6L87 US313397ME81 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2017-09-26 2017-09-26 N N N 0.0098 9593337.60 9593337.60 0.0021 N N Y N Freddie Mac Freddie Mac, 1% 313397MP3 S6XOOCT0IEG5ABCC6L87 US313397MP39 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0100 49952300.00 49952300.00 0.0107 N N Y N Freddie Mac Freddie Mac, 1.02% to 1.05% 3134G3M31 S6XOOCT0IEG5ABCC6L87 US3134G3M310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0104 13441139.71 13441139.71 0.0029 N N N N Freddie Mac Freddie Mac, 1.04% 3134GBQJ4 S6XOOCT0IEG5ABCC6L87 US3134GBQJ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2017-11-16 2017-11-16 N N N 0.0105 24998943.00 24998943.00 0.0054 N N N N Freddie Mac Freddie Mac, 1.05% 313397QB0 S6XOOCT0IEG5ABCC6L87 US313397QB07 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0105 49864200.00 49864200.00 0.0107 N N N N Freddie Mac Freddie Mac, 1.05% 313397QL8 S6XOOCT0IEG5ABCC6L87 US313397QL88 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2017-12-13 2017-12-13 N N N 0.0105 74776800.00 74776800.00 0.0160 N N N N Freddie Mac Freddie Mac, 1.05% 313397QM6 S6XOOCT0IEG5ABCC6L87 US313397QM61 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0105 99699600.00 99699600.00 0.0214 N N N N Freddie Mac Freddie Mac, 1.07% 3134GBQM7 S6XOOCT0IEG5ABCC6L87 US3134GBQM73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-05-15 2018-05-15 N N N 0.0109 45993531.48 45993531.48 0.0099 N N N N Freddie Mac Freddie Mac, 1.07% 3134GBWT5 S6XOOCT0IEG5ABCC6L87 US3134GBWT52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-06-28 2018-06-28 N N N 0.0109 47992116.00 47992116.00 0.0103 N N N N Freddie Mac Freddie Mac, 1.13% 313397SP7 S6XOOCT0IEG5ABCC6L87 US313397SP74 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0113 49762600.00 49762600.00 0.0107 N N N N Freddie Mac Freddie Mac, 1.2% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2017-12-21 2017-12-21 N N N 0.0105 25011416.50 25011416.50 0.0054 N N N N Freddie Mac Freddie Mac, 1.2% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0110 50010048.50 50010048.50 0.0107 N N N N Freddie Mac Freddie Mac, 1.3% 3134G9F28 S6XOOCT0IEG5ABCC6L87 US3134G9F287 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-01-05 2018-01-05 N N N 0.0105 5004209.70 5004209.70 0.0011 N N N N Freddie Mac Freddie Mac, 1.3% 3134G9T56 S6XOOCT0IEG5ABCC6L87 US3134G9T569 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-01-16 2018-01-16 N N N 0.0104 5004710.00 5004710.00 0.0011 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.88% 912796LV9 US912796LV95 U.S. Treasury Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0088 57961067.50 57961067.50 0.0124 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.96% 912796KX6 US912796KX60 U.S. Treasury Debt Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0096 49909198.00 49909198.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.97% 912796MD8 US912796MD88 U.S. Treasury Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0097 49887854.00 49887854.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.98% 912796LB3 US912796LB32 U.S. Treasury Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0098 15957919.20 15957919.20 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.99% 912796ME6 US912796ME61 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0099 108732268.75 108732268.75 0.0233 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1% 912796MA4 US912796MA40 U.S. Treasury Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0100 19965727.80 19965727.80 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796RK7 US912796RK76 U.S. Treasury Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0107 64766812.50 64766812.50 0.0139 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796LJ6 US912796LJ67 U.S. Treasury Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0107 17919866.16 17919866.16 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0107 46781188.68 46781188.68 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.08% 912796NS4 US912796NS49 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0108 1990188.74 1990188.74 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.02% 912828PA2 US912828PA23 U.S. Treasury Debt Y N/A N/A 2017-09-30 2017-09-30 2017-09-30 N N N 0.0106 32021201.92 32021201.92 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.03% to 1.1% 912828PK0 US912828PK05 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0109 87248323.23 87248323.23 0.0187 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.05% to 1.08% 912828TW0 US912828TW07 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0106 151920960.00 151920960.00 0.0326 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% 912828PF1 US912828PF10 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0107 4005262.44 4005262.44 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.08% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2017-09-01 2019-07-31 2019-07-31 N N N 0.0109 18997686.37 18997686.37 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.08% to 1.09% 912828HH6 US912828HH67 U.S. Treasury Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0111 41264018.68 41264018.68 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.09% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-09-01 2019-04-30 2019-04-30 N N N 0.0107 42015696.66 42015696.66 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.16% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-09-01 2019-01-31 2019-01-31 N N N 0.0104 58099008.90 58099008.90 0.0125 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.06%, dated 8/31/2017 due 09/01/2017 L3I9ZG2KFGXZ61BMYR72 CBJ191000_04240 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-05-15 0 - 6.625 3824036.00 4088071.71 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 4000000.00 4000000.00 0.0009 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.08% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-07 2023-07-31 0 - 2 24297000.00 24480803.57 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 24000000.00 24000000.00 0.0051 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.06%, dated 8/31/2017 due 09/01/2017 E57ODZWZ7FF32TWEFA76 CBJ191000_26602 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2047-08-15 0 - 8.75 2707970.00 3072490.03 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 3000000.00 3000000.00 0.0006 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 1.06%, dated 8/31/2017 due 09/01/2017 1V8Y6QCX6YMJ2OELII46 CBJ191000_26252 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-15 2046-11-15 0.625 - 8.5 81787147.83 87824761.53 U.S. Treasuries (including strips) U.S. TREASURY 2017-10-31 2019-04-30 0.488 - 0.892 1566546.93 1570739.41 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0106 87419000.00 87419000.00 0.0187 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 1.875 - 1.875 18206700.00 18360628.25 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0109 18000000.00 18000000.00 0.0039 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.06%, dated 8/31/2017 due 09/01/2017 ZBUT11V806EZRVTWT807 CBJ191000_55502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2047-08-15 0.75 - 8.875 1959755.26 2027392.66 U.S. Treasuries (including strips) U.S. TREASURY 2017-10-31 2018-04-30 0.488 - 0.51 15152.80 15183.06 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 2000000.00 2000000.00 0.0004 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.06%, dated 8/31/2017 due 09/01/2017 8NAV47T0Y26Q87Y0QP81 CBJ191000_53651 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-15 2041-11-15 0.875 - 3.125 1000672.97 1022250.84 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 1000000.00 1000000.00 0.0002 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 1.625 12320000.00 12314727.04 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0109 12000000.00 12000000.00 0.0026 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.06%, dated 8/31/2017 due 09/01/2017 7TK5RJIZDFROZCA6XF66 CBJ191000_08126 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-26 2024-08-31 0 - 1.875 1026183.68 1020005.51 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 1000000.00 1000000.00 0.0002 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.07% OXTKY6Q8X53C9ILVV871 CBJ065000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2045-08-15 1.75 - 6 106930500.00 121466251.82 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 119000000.00 119000000.00 0.0255 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 1.08% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2047-08-15 0 - 5.25 1966800.00 2049646.11 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-01 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 2000000.00 2000000.00 0.0004 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.07% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2039-11-15 2039-11-15 4.375 - 4.375 2360000.00 3094525.46 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 3000000.00 3000000.00 0.0006 N Y Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CAA903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2039-05-15 2044-05-15 3.375 - 4.375 9545800.00 12378614.83 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 12000000.00 12000000.00 0.0026 N N Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CAG864000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2043-05-15 1.375 - 4.75 25812900.00 26783738.27 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-25 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 26000000.00 26000000.00 0.0056 N N Y N Societe Generale Societe Generale, 1.07% O2RNE8IBXP4R0TD8PU41 CBD118000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2044-05-15 1.375 - 3.375 11135700.00 11226108.48 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-14 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 11000000.00 11000000.00 0.0024 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 BJH457000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2047-08-15 1.375 - 2.75 13242900.00 13284080.34 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-05 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 13000000.00 13000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 BJH461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2043-05-15 1.375 - 6.375 13228900.00 13282968.34 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-06 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 13000000.00 13000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 CAB496000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-05-15 2045-05-15 3 - 3.375 11777000.00 13410302.71 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 13000000.00 13000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.1% O2RNE8IBXP4R0TD8PU41 CBE779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2044-05-15 3.375 - 6.375 9946400.00 11334871.35 U.S. Treasuries (including strips) Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0113 10999247.60 10999247.60 0.0024 N N N Y Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.06%, dated 8/31/2017 due 09/01/2017 VYVVCKR63DVZZN70PB21 CBJ191000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2047-08-15 1.125 - 2.75 7104376.48 7150884.16 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 7000000.00 7000000.00 0.0015 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2017-09-07 Stephanie Dorsey Stephanie Dorsey President and Treasurer