N-MFP2 0000702149 XXXXXXXX 2022-08-31 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. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 24 74 8713787827.32 9230751431.78 10456650297.67 9868835909.47 9696951207.67 10105652206.54 11239196322.98 11218213148.77 0.6300 0.6400 0.6900 0.6600 0.7000 0.7000 0.7400 0.7600 863.61 14450980843.78 14454131699.63 45202018.31 156830555.20 14342504026.35 14339813564.88 1.0000 0.0234 1.0001 1.0001 1.0000 1.0000 C000020486 1.00 14342504026.35 14339813564.88 1.0001 1.0001 1.0000 1.0000 310698812.51 345988296.36 368624678.54 139335940.02 530117129.66 220608647.86 268275588.79 149958441.06 1638445143.96 1152805318.58 0.0220 Y Capital Management of the Carolinas, L.L.C., Reimbursement Fees, -282993.96; Fidelity Investments, Reimbursement Fees, -424490.93; U.S. Treasury Bills U.S. Treasury Bills, 1.71% 912796XU8 254900HROIFWPRGM1V77 US912796XU84 U.S. Treasury Debt Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0171 124965143.75 124965143.75 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796XV6 254900HROIFWPRGM1V77 US912796XV67 U.S. Treasury Debt Y N/A N/A 2022-09-13 2022-09-13 2022-09-13 N N N 0.0205 73141656.15 73141656.15 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796U49 254900HROIFWPRGM1V77 US912796U492 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0205 129891557.90 129891557.90 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.09% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0209 315941505.58 315941505.58 0.0220 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.11% 912796U64 254900HROIFWPRGM1V77 US912796U641 U.S. Treasury Debt Y N/A N/A 2022-09-29 2022-09-29 2022-09-29 N N N 0.0211 5990055.36 5990055.36 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.18% 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0218 149678437.50 149678437.50 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0224 245596222.98 245596222.98 0.0171 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0232 355235888.72 355235888.72 0.0248 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796YD5 254900HROIFWPRGM1V77 US912796YD50 U.S. Treasury Debt Y N/A N/A 2022-10-11 2022-10-11 2022-10-11 N N N 0.0237 279259167.60 279259167.60 0.0195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796V63 254900HROIFWPRGM1V77 US912796V631 U.S. Treasury Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0246 25115707.76 25115707.76 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.47% 912796YE3 254900HROIFWPRGM1V77 US912796YE34 U.S. Treasury Debt Y N/A N/A 2022-10-18 2022-10-18 2022-10-18 N N N 0.0247 226266506.25 226266506.25 0.0158 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.60% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0260 149271408.00 149271408.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.68% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0268 149173437.00 149173437.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.72% 912796W62 254900HROIFWPRGM1V77 US912796W621 U.S. Treasury Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0272 155105773.68 155105773.68 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.80% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0280 11924655.72 11924655.72 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.84% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0284 120078205.06 120078205.06 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.85% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0285 37748430.12 37748430.12 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0287 8932104.00 8932104.00 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.91% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0291 191599472.34 191599472.34 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0305 148516218.00 148516218.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0305 128667861.40 128667861.40 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0305 148437162.00 148437162.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.07% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0307 148614534.00 148614534.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.10% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0310 138615661.80 138615661.80 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.10% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0310 148328356.50 148328356.50 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.30% 912796YA1 254900HROIFWPRGM1V77 US912796YA12 U.S. Treasury Debt Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0330 147762916.50 147762916.50 0.0103 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 0.0273 4988567.35 4988567.35 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.83% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2022-09-01 2024-04-30 2024-04-30 N N N 0.0296 124730466.25 124730466.25 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.93% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-07-31 2023-07-31 N N N 0.0282 300294585.00 300294585.00 0.0209 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-09-01 2024-07-31 2024-07-31 N N N 0.0301 313583918.60 313583918.60 0.0219 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-04-30 2023-04-30 N N N 0.0280 310267347.10 310267347.10 0.0216 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-10-31 2023-10-31 N N N 0.0287 110085444.70 110085444.70 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.95% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-01-31 2023-01-31 N N N 0.0272 207185871.51 207185871.51 0.0144 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.96% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-09-01 2022-10-31 2022-10-31 N N N 0.0267 160069740.80 160069740.80 0.0112 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.27%, dated 8/31/2022 due 09/01/2022 8NAV47T0Y26Q87Y0QP81 JLG466000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-05-15 2048-02-15 3 - 3.25 54530175.00 51932348.79 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0225 50717000.00 50717000.00 0.0035 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.27% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-22 2023-02-09 0 - 0 512454800.00 510032220.55 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0224 500000000.00 500000000.00 0.0349 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.27% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2027-06-30 0.125 - 2.5 1824099000.00 1785112581.22 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0224 1750000000.00 1750000000.00 0.1220 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.27%, dated 8/31/2022 due 09/01/2022 ZBUT11V806EZRVTWT807 JLG466000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2027-02-28 0.25 - 2.875 1570140200.00 1479093311.92 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0225 1450000000.00 1450000000.00 0.1011 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.27% OXTKY6Q8X53C9ILVV871 JLG253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-15 2026-09-30 0.25 - 3.125 526994500.00 510032220.94 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0224 500000000.00 500000000.00 0.0349 N Y Y N Societe Generale In a joint trading account with Societe Generale at 2.27%, dated 8/31/2022 due 09/01/2022 O2RNE8IBXP4R0TD8PU41 JLG466000_00925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2048-11-15 2.75 - 6.25 531725100.00 513591996.10 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0225 500000000.00 500000000.00 0.0349 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.35% 3133EMHX3 254900C5LP6DN9OP9V83 US3133EMHX30 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-01 2022-12-01 N N N 0.0238 43995543.68 43995543.68 0.0031 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 0.0322 28867536.99 28867536.99 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0207 173911884.66 173911884.66 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 313385G42 2549001DPIFGXC1TOL40 US313385G423 U.S. Government Agency Debt Y N/A N/A 2022-09-19 2022-09-19 2022-09-19 N N N 0.0218 51941418.88 51941418.88 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 313385G59 2549001DPIFGXC1TOL40 US313385G597 U.S. Government Agency Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0219 103876332.56 103876332.56 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt Y N/A N/A 2022-09-21 2022-09-21 2022-09-21 N N N 0.0220 20973715.14 20973715.14 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 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 0.0220 69908006.00 69908006.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385H41 2549001DPIFGXC1TOL40 US313385H413 U.S. Government Agency Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0222 27954448.20 27954448.20 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0222 5989113.66 5989113.66 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130ASQ36 2549001DPIFGXC1TOL40 US3130ASQ369 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-10-14 2022-10-14 N N N 0.0226 250004872.50 250004872.50 0.0174 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AR3W9 2549001DPIFGXC1TOL40 US3130AR3W92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-22 2022-09-22 N N N 0.0228 42000036.96 42000036.96 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130ASGM5 2549001DPIFGXC1TOL40 US3130ASGM50 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-15 2022-09-15 N N N 0.0227 500000070.00 500000070.00 0.0349 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130ASPW3 2549001DPIFGXC1TOL40 US3130ASPW32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-10-14 2022-10-14 N N N 0.0228 249999827.50 249999827.50 0.0174 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AQZM8 2549001DPIFGXC1TOL40 US3130AQZM83 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-16 2022-09-16 N N N 0.0227 24000031.92 24000031.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AT2W6 2549001DPIFGXC1TOL40 US3130AT2W65 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-29 2022-12-29 N N N 0.0227 200012074.00 200012074.00 0.0139 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130ASQZ5 2549001DPIFGXC1TOL40 US3130ASQZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-10-18 2022-10-18 N N N 0.0228 300000399.00 300000399.00 0.0209 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AT3G0 2549001DPIFGXC1TOL40 US3130AT3G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-27 2022-12-27 N N N 0.0227 200012184.00 200012184.00 0.0139 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ASSY6 2549001DPIFGXC1TOL40 US3130ASSY60 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-10-25 2022-10-25 N N N 0.0230 170000355.30 170000355.30 0.0119 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ASVJ5 2549001DPIFGXC1TOL40 US3130ASVJ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-05 2022-12-05 N N N 0.0229 150007911.00 150007911.00 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ASRA9 2549001DPIFGXC1TOL40 US3130ASRA93 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-10-20 2022-10-20 N N N 0.0228 150003406.50 150003406.50 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-23 2023-01-23 N N N 0.0232 45002054.70 45002054.70 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-18 2022-11-18 N N N 0.0230 9000592.74 9000592.74 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-15 2022-12-15 N N N 0.0231 50004287.00 50004287.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0230 27001936.71 27001936.71 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-08 2022-12-08 N N N 0.0229 67009085.20 67009085.20 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKKN5 2549001DPIFGXC1TOL40 US3130AKKN51 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-16 2022-12-16 N N N 0.0229 3500500.47 3500500.47 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-02 2022-12-02 2022-12-02 N N N 0.0231 20001595.40 20001595.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AKBT2 2549001DPIFGXC1TOL40 US3130AKBT23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-10-05 2022-10-05 N N N 0.0227 80006604.80 80006604.80 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 313385J31 2549001DPIFGXC1TOL40 US313385J310 U.S. Government Agency Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0256 37910018.28 37910018.28 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 313385J49 2549001DPIFGXC1TOL40 US313385J492 U.S. Government Agency Debt Y N/A N/A 2022-10-05 2022-10-05 2022-10-05 N N N 0.0256 149634060.00 149634060.00 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.58% 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt Y N/A N/A 2022-10-19 2022-10-19 2022-10-19 N N N 0.0258 45841648.68 45841648.68 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.58% 313385L38 2549001DPIFGXC1TOL40 US313385L381 U.S. Government Agency Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0258 22919177.77 22919177.77 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 313385L79 2549001DPIFGXC1TOL40 US313385L795 U.S. Government Agency Debt Y N/A N/A 2022-10-24 2022-10-24 2022-10-24 N N N 0.0259 27893591.04 27893591.04 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 313385L95 2549001DPIFGXC1TOL40 US313385L951 U.S. Government Agency Debt Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0259 73471123.98 73471123.98 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.61% 313385L46 2549001DPIFGXC1TOL40 US313385L464 U.S. Government Agency Debt Y N/A N/A 2022-10-21 2022-10-21 2022-10-21 N N N 0.0261 149456145.00 149456145.00 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385M78 2549001DPIFGXC1TOL40 US313385M785 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0287 149277618.00 149277618.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385M94 2549001DPIFGXC1TOL40 US313385M942 U.S. Government Agency Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0287 149253991.50 149253991.50 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385N77 2549001DPIFGXC1TOL40 US313385N775 U.S. Government Agency Debt Y N/A N/A 2022-11-09 2022-11-09 2022-11-09 N N N 0.0288 236703911.50 236703911.50 0.0165 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385P75 2549001DPIFGXC1TOL40 US313385P754 U.S. Government Agency Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0288 36775216.86 36775216.86 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385P83 2549001DPIFGXC1TOL40 US313385P838 U.S. Government Agency Debt Y N/A N/A 2022-11-18 2022-11-18 2022-11-18 N N N 0.0288 3975384.48 3975384.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q58 2549001DPIFGXC1TOL40 US313385Q588 U.S. Government Agency Debt Y N/A N/A 2022-11-23 2022-11-23 2022-11-23 N N N 0.0289 63580988.16 63580988.16 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0289 71517291.12 71517291.12 0.0050 N N N N Freddie Mac Freddie Mac, 2.38% 3134GWTF3 S6XOOCT0IEG5ABCC6L87 US3134GWTF33 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-16 2022-09-16 N N N 0.0228 122003864.96 122003864.96 0.0085 N N N N North Carolina Capital Management Trust: Government Portfolio 2022-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer