N-MFP2 0000702149 XXXXXXXX 2022-04-30 0000702149 549300JT9Q5DF216GS94 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 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. 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2022-06-09 2022-06-09 N N N 0.0028 150000051.00 150000051.00 0.0119 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130ARSN2 2549001DPIFGXC1TOL40 US3130ARSN23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-04 2022-07-19 2022-07-19 N N N 0.0028 249999927.50 249999927.50 0.0199 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AQY23 2549001DPIFGXC1TOL40 US3130AQY235 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-16 2022-05-16 2022-05-16 N N N 0.0028 125000028.75 125000028.75 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130ARSD4 2549001DPIFGXC1TOL40 US3130ARSD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-18 2022-07-18 2022-07-18 N N N 0.0028 199999904.00 199999904.00 0.0159 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130ARVD0 2549001DPIFGXC1TOL40 US3130ARVD04 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-25 2022-07-25 2022-07-25 N N N 0.0028 99999962.00 99999962.00 0.0080 N 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40012237.60 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-12 2022-05-12 N N N 0.0027 125002982.50 125002982.50 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313385WR3 2549001DPIFGXC1TOL40 US313385WR39 U.S. Government Agency Debt Y N/A N/A 2022-05-11 2022-05-11 2022-05-11 N N N 0.0036 244999667.58 244999667.58 0.0195 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-26 2022-05-26 N N N 0.0032 14000493.64 14000493.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-08-12 2022-08-12 N N N 0.0029 12002702.40 12002702.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313385WS1 2549001DPIFGXC1TOL40 US313385WS12 U.S. Government Agency Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0037 3999467.96 3999467.96 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313385WT9 2549001DPIFGXC1TOL40 US313385WT94 U.S. Government Agency Debt Y N/A N/A 2022-05-13 2022-05-13 2022-05-13 N N N 0.0038 124981711.25 124981711.25 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385XA9 2549001DPIFGXC1TOL40 US313385XA94 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0041 4998803.00 4998803.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385XE1 2549001DPIFGXC1TOL40 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0042 21993563.02 21993563.02 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313385XH4 2549001DPIFGXC1TOL40 US313385XH48 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0043 35988004.08 35988004.08 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313385XM3 2549001DPIFGXC1TOL40 US313385XM33 U.S. Government Agency Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0044 1999228.66 1999228.66 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385XN1 2549001DPIFGXC1TOL40 US313385XN16 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0066 8994620.97 8994620.97 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385XP6 2549001DPIFGXC1TOL40 US313385XP63 U.S. Government Agency Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0066 28982089.89 28982089.89 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt Y N/A N/A 2022-06-24 2022-06-24 2022-06-24 N N N 0.0069 15983109.76 15983109.76 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0086 14977533.75 14977533.75 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 313385G75 2549001DPIFGXC1TOL40 US313385G753 U.S. Government Agency Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0121 11942806.20 11942806.20 0.0010 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-08-18 2022-08-18 N N N 0.0031 10001914.20 10001914.20 0.0008 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-05-03 2022-08-03 2022-08-03 N N N 0.0030 12002072.40 12002072.40 0.0010 N N N N Freddie Mac Freddie Mac, 0.38% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-07-29 2022-07-29 N N N 0.0030 27005175.09 27005175.09 0.0022 N N N N Freddie Mac Freddie Mac, 0.41% 3134GTS87 S6XOOCT0IEG5ABCC6L87 US3134GTS875 U.S. Government Agency Debt Y N/A N/A 2022-05-05 2022-08-05 2022-08-05 N N N 0.0028 33811620.78 33811620.78 0.0027 N N N N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-09-29 2023-02-15 0 - 7.125 27717800.00 27543414.02 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CITIGROUP INC 1.0000 6 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 27000000.00 27000000.00 0.0022 N N Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.3%, dated 4/29/2022 due 05/02/2022 ANGGYXNX0JLX3X63JN86 JAI673000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-03 2041-08-15 0 - 7.625 3628291.00 3452787.88 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 3385000.00 3385000.00 0.0003 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2027-11-15 2051-08-15 1.125 - 6.125 518130768.00 512998856.73 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 500000000.00 500000000.00 0.0398 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-12-31 2023-12-31 0.75 - 0.75 262410500.00 255006448.56 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 250000000.00 250000000.00 0.0199 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-31 2023-01-31 0 - 1.5 58149900.00 58142059.76 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 57000000.00 57000000.00 0.0045 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.3%, dated 4/29/2022 due 05/02/2022 ZBUT11V806EZRVTWT807 JAI673000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-31 2026-02-28 0 - 7.25 2114672752.00 2061843882.70 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 2021365000.00 2021365000.00 0.1610 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 4/29/2022 due 05/02/2022 OXTKY6Q8X53C9ILVV871 JAI673000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-03 2040-08-15 0 - 7.125 416511844.00 409908467.86 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 401861000.00 401861000.00 0.0320 N Y Y N Societe Generale Societe Generale, 0.30% O2RNE8IBXP4R0TD8PU41 JAH615000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-06-21 2051-05-15 0 - 6 11037500.00 9180330.35 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 9000000.00 9000000.00 0.0007 N N Y N North Carolina Capital Management Trust: Government Portfolio 2022-05-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer