N-MFP2 0000702149 XXXXXXXX 2022-05-31 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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250000000.00 250000000.00 0.0201 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130ARSN2 2549001DPIFGXC1TOL40 US3130ARSN23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-07-19 2022-07-19 N N N 0.0078 249999875.00 249999875.00 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AR6L0 2549001DPIFGXC1TOL40 US3130AR6L01 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0079 925999361.06 925999361.06 0.0745 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AQQ22 2549001DPIFGXC1TOL40 US3130AQQ223 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-22 2022-08-22 N N N 0.0079 544997209.60 544997209.60 0.0439 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AMSQ6 2549001DPIFGXC1TOL40 US3130AMSQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-06-03 2022-06-03 N N N 0.0079 24999995.50 24999995.50 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130ANK41 2549001DPIFGXC1TOL40 US3130ANK413 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-06-03 2022-06-03 N N N 0.0077 320000432.00 320000432.00 0.0258 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AQZM8 2549001DPIFGXC1TOL40 US3130AQZM83 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-09-16 2022-09-16 N N N 0.0078 24000073.20 24000073.20 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AR5Z0 2549001DPIFGXC1TOL40 US3130AR5Z06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-02 2022-08-02 N N N 0.0079 70999862.26 70999862.26 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AQSP9 2549001DPIFGXC1TOL40 US3130AQSP97 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-06-30 2022-06-30 N N N 0.0078 224999662.50 224999662.50 0.0181 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AR5M9 2549001DPIFGXC1TOL40 US3130AR5M92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-30 2022-08-30 N N N 0.0079 354997383.65 354997383.65 0.0286 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AR5N7 2549001DPIFGXC1TOL40 US3130AR5N75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-30 2022-08-30 N N N 0.0079 149998894.50 149998894.50 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AR3W9 2549001DPIFGXC1TOL40 US3130AR3W92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-09-22 2022-09-22 N N N 0.0079 42000031.92 42000031.92 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AR5Y3 2549001DPIFGXC1TOL40 US3130AR5Y31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-07-26 2022-07-26 N N N 0.0079 66000050.16 66000050.16 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 313385YL4 2549001DPIFGXC1TOL40 US313385YL41 U.S. Government Agency Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0079 87956093.28 87956093.28 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 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 0.0079 18990089.22 18990089.22 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-11-23 2022-11-23 N N N 0.0080 27005756.67 27005756.67 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-12-08 2022-12-08 N N N 0.0080 40008372.40 40008372.40 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-12-15 2022-12-15 N N N 0.0081 50007052.00 50007052.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-11-18 2022-11-18 N N N 0.0079 9001892.16 9001892.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-02 2022-12-02 2022-12-02 N N N 0.0080 20004445.80 20004445.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AJZ93 2549001DPIFGXC1TOL40 US3130AJZ930 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-19 2022-08-19 N N N 0.0077 330070524.30 330070524.30 0.0266 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AKBT2 2549001DPIFGXC1TOL40 US3130AKBT23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-10-05 2022-10-05 N N N 0.0078 80023751.20 80023751.20 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-12 2022-08-12 N N N 0.0078 12002065.44 12002065.44 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AJW47 2549001DPIFGXC1TOL40 US3130AJW473 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-05 2022-08-05 N N N 0.0076 90023693.40 90023693.40 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 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 0.0093 14988009.60 14988009.60 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 313385YZ3 2549001DPIFGXC1TOL40 US313385YZ37 U.S. Government Agency Debt Y N/A N/A 2022-07-06 2022-07-06 2022-07-06 N N N 0.0093 199814310.00 199814310.00 0.0161 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385ZA7 2549001DPIFGXC1TOL40 US313385ZA76 U.S. Government Agency Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0094 24976125.75 24976125.75 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385ZH2 2549001DPIFGXC1TOL40 US313385ZH20 U.S. Government Agency Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0094 36957799.65 36957799.65 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 313385B47 2549001DPIFGXC1TOL40 US313385B473 U.S. Government Agency Debt Y N/A N/A 2022-08-10 2022-08-10 2022-08-10 N N N 0.0117 199540482.00 199540482.00 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 313385B96 2549001DPIFGXC1TOL40 US313385B960 U.S. Government Agency Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0118 39901540.00 39901540.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 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 0.0130 11951817.72 11951817.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AS5D7 2549001DPIFGXC1TOL40 US3130AS5D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0170 28996161.27 28996161.27 0.0023 N N N N Freddie Mac Freddie Mac, 0.87% 3134GWTF3 S6XOOCT0IEG5ABCC6L87 US3134GWTF33 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-09-16 2022-09-16 N N N 0.0077 200059358.00 200059358.00 0.0161 N N N N Freddie Mac Freddie Mac, 0.87% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-18 2022-08-18 N N N 0.0080 10001404.40 10001404.40 0.0008 N N N N Freddie Mac Freddie Mac, 0.87% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-03 2022-08-03 N N N 0.0080 12001424.28 12001424.28 0.0010 N N N N Freddie Mac Freddie Mac, 0.88% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-07-29 2022-07-29 N N N 0.0080 27003430.08 27003430.08 0.0022 N N N N Freddie Mac Freddie Mac, 0.91% 3134GTS87 S6XOOCT0IEG5ABCC6L87 US3134GTS875 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-08-05 2022-08-05 N N N 0.0078 33807744.59 33807744.59 0.0027 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.26% 912796Q44 254900HROIFWPRGM1V77 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0026 23999653.44 23999653.44 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796R35 254900HROIFWPRGM1V77 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0048 14998216.65 14998216.65 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.66% 912796W88 254900HROIFWPRGM1V77 US912796W886 U.S. Treasury Debt Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0066 199871556.00 199871556.00 0.0161 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% 912796R50 254900HROIFWPRGM1V77 US912796R506 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0067 17990067.42 17990067.42 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.70% 912796W39 254900HROIFWPRGM1V77 US912796W399 U.S. Treasury Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0070 141923585.54 141923585.54 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.72% 912796R68 254900HROIFWPRGM1V77 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0072 33975095.00 33975095.00 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.78% 912796W96 254900HROIFWPRGM1V77 US912796W969 U.S. Treasury Debt Y N/A N/A 2022-07-12 2022-07-12 2022-07-12 N N N 0.0078 249774357.50 249774357.50 0.0201 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.82% 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0082 117882640.74 117882640.74 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.83% 912796X20 254900HROIFWPRGM1V77 US912796X207 U.S. Treasury Debt Y N/A N/A 2022-07-19 2022-07-19 2022-07-19 N N N 0.0083 259708365.80 259708365.80 0.0209 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.84% 912796X38 254900HROIFWPRGM1V77 US912796X389 U.S. Treasury Debt Y N/A N/A 2022-07-26 2022-07-26 2022-07-26 N N N 0.0084 124838628.75 124838628.75 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.03% 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0103 176538902.88 176538902.88 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.04% 912796T41 254900HROIFWPRGM1V77 US912796T411 U.S. Treasury Debt Y N/A N/A 2022-08-18 2022-08-18 2022-08-18 N N N 0.0104 124715963.75 124715963.75 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.16% 912796XU8 254900HROIFWPRGM1V77 US912796XU84 U.S. Treasury Debt Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0116 124614862.50 124614862.50 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.18% 912796XV6 254900HROIFWPRGM1V77 US912796XV67 U.S. Treasury Debt Y N/A N/A 2022-09-13 2022-09-13 2022-09-13 N N N 0.0118 129762431.65 129762431.65 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.20% 912796U56 254900HROIFWPRGM1V77 US912796U567 U.S. Treasury Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0120 87674517.92 87674517.92 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.26% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0126 88959493.74 88959493.74 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.31% 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0131 133435600.04 133435600.04 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.31% 912796U64 254900HROIFWPRGM1V77 US912796U641 U.S. Treasury Debt Y N/A N/A 2022-09-29 2022-09-29 2022-09-29 N N N 0.0131 5974330.02 5974330.02 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0157 129018879.60 129018879.60 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.61% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0161 198411458.00 198411458.00 0.0160 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% to 0.26% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0087 31980263.04 31980263.04 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0092 47031921.93 47031921.93 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.99% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2022-06-01 2024-04-30 2024-04-30 N N N 0.0098 125025886.25 125025886.25 0.0101 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.09% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-06-01 2023-07-31 2023-07-31 N N N 0.0095 300488013.00 300488013.00 0.0242 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.10% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-06-01 2023-04-30 2023-04-30 N N N 0.0096 310398350.00 310398350.00 0.0250 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.10% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-06-01 2023-10-31 2023-10-31 N N N 0.0096 110215858.50 110215858.50 0.0089 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.11% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-06-01 2023-01-31 2023-01-31 N N N 0.0094 207229989.42 207229989.42 0.0167 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.12% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-06-01 2022-10-31 2022-10-31 N N N 0.0092 160128318.40 160128318.40 0.0129 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.44% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0153 5002148.45 5002148.45 0.0004 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.79%, dated 5/31/2022 due 06/01/2022 L3I9ZG2KFGXZ61BMYR72 JJP071000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-16 2052-02-15 0 - 4.375 267609800.00 255063136.27 U.S. Treasuries (including strips) Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0079 250000000.00 250000000.00 0.0201 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.81% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-20 2040-11-15 0 - 4.25 28774700.00 28577386.51 U.S. Treasuries (including strips) Y N/A N/A 2022-06-06 2022-06-06 2022-06-06 Y CITIGROUP INC 1.0000 6 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0081 28000000.00 28000000.00 0.0023 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.80% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2030-08-15 0.625 - 2.875 563328900.00 510011379.41 U.S. Treasuries (including strips) Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 500000000.00 500000000.00 0.0402 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.75% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.75 - 2.75 1018246900.00 1020021350.17 U.S. Treasuries (including strips) Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0075 1000000000.00 1000000000.00 0.0805 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.80% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2026-05-31 0.25 - 2.125 274477300.00 255005686.11 U.S. Treasuries (including strips) Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 250000000.00 250000000.00 0.0201 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.81% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-07 2051-11-15 0 - 7.25 47633641.00 58147908.56 U.S. Treasuries (including strips) Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0080 57000000.00 57000000.00 0.0046 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.79%, dated 5/31/2022 due 06/01/2022 ZBUT11V806EZRVTWT807 JJP071000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-23 2031-02-15 0 - 7.625 114254254.00 109487196.21 U.S. Treasuries (including strips) Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0079 107338000.00 107338000.00 0.0086 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.80% OXTKY6Q8X53C9ILVV871 JJO919000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-28 2024-05-31 0 - 2.5 511226400.00 510011383.70 U.S. Treasuries (including strips) Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 500000000.00 500000000.00 0.0402 N Y Y N Societe Generale Societe Generale, 0.80% O2RNE8IBXP4R0TD8PU41 JJL527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-07 2051-02-15 0 - 7.625 270345200.00 255080040.90 U.S. Treasuries (including strips) Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 250000000.00 250000000.00 0.0201 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer