N-MFP2 0000702149 XXXXXXXX 2022-10-31 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 17 71 8728156600.51 8558834612.61 8554905288.57 8559420042.11 10721141562.06 11168763043.65 11110550377.53 11452441001.48 0.5800 0.5700 0.5700 0.5700 0.7200 0.7400 0.7400 0.7600 302.56 14890000109.68 14893851495.98 47613488.24 250044676.33 14691420610.45 14688723909.95 1.0000 0.0316 1.0000 0.9999 1.0000 1.0000 C000020486 1.00 14691420610.45 14688723909.95 1.0000 0.9999 1.0000 1.0000 272815707.21 402203463.36 193669560.71 213678203.18 468010585.34 264033258.20 284947747.36 410919069.29 1239510963.45 1366690204.99 0.0302 Y Capital Management of the Carolinas, L.L.C., Reimbursement Fees, -88.85; Fidelity Investments, Reimbursement Fees, -133.27; Fannie Mae Fannie Mae, 3.65% 313589R47 B1V7KEBTPIMZEU4LTD58 US313589R476 U.S. Government Agency Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0365 3988062.40 3988062.40 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 3.11% 3133EMHX3 254900C5LP6DN9OP9V83 US3133EMHX30 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-01 2022-12-01 N N N 0.0311 43998406.32 43998406.32 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.10% 313312AU4 US313312AU46 U.S. Government Agency Debt Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0410 74336881.50 74336881.50 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 175000000.00 175000000.00 0.0119 N Y Y 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 0.0442 28896545.98 28896545.98 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 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 0.0253 449907250.50 449907250.50 0.0306 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.06% 3130AT3G0 2549001DPIFGXC1TOL40 US3130AT3G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-27 2022-12-27 N N N 0.0301 200006286.00 200006286.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.06% 3130AT2W6 2549001DPIFGXC1TOL40 US3130AT2W65 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-29 2022-12-29 N N N 0.0301 200006262.00 200006262.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.06% 3130ATEM5 2549001DPIFGXC1TOL40 US3130ATEM51 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-20 2023-01-20 N N N 0.0303 300002919.00 300002919.00 0.0204 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.06% 3130ATCZ8 2549001DPIFGXC1TOL40 US3130ATCZ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-17 2023-01-17 N N N 0.0301 500024030.00 500024030.00 0.0340 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.07% 3130ATFN2 2549001DPIFGXC1TOL40 US3130ATFN26 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0302 300016353.00 300016353.00 0.0204 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.07% 3130ATAU1 2549001DPIFGXC1TOL40 US3130ATAU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-11 2023-01-11 N N N 0.0303 200003700.00 200003700.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.08% 3130ASVJ5 2549001DPIFGXC1TOL40 US3130ASVJ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-05 2022-12-05 N N N 0.0303 150002467.50 150002467.50 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATQE0 2549001DPIFGXC1TOL40 US3130ATQE08 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-26 2023-01-26 N N N 0.0307 149999653.50 149999653.50 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATMN4 2549001DPIFGXC1TOL40 US3130ATMN43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-02-10 2023-02-10 N N N 0.0297 150041637.00 150041637.00 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATPG6 2549001DPIFGXC1TOL40 US3130ATPG64 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-02-17 2023-02-17 N N N 0.0304 300023112.00 300023112.00 0.0204 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATLQ8 2549001DPIFGXC1TOL40 US3130ATLQ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-02-10 2023-02-10 N N N 0.0304 150010693.50 150010693.50 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0305 45001689.30 45001689.30 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-18 2022-11-18 N N N 0.0304 9000108.81 9000108.81 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-15 2022-12-15 N N N 0.0304 50002286.50 50002286.50 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKKN5 2549001DPIFGXC1TOL40 US3130AKKN51 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-16 2022-12-16 N N N 0.0305 3500112.25 3500112.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-08 2022-12-08 N N N 0.0304 67001999.95 67001999.95 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-02 2022-12-02 N N N 0.0304 20000464.00 20000464.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATKB2 2549001DPIFGXC1TOL40 US3130ATKB23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-04 2023-04-04 N N N 0.0307 150015991.50 150015991.50 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-23 2022-11-23 N N N 0.0304 27000432.00 27000432.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.32% 313385N69 2549001DPIFGXC1TOL40 US313385N692 U.S. Government Agency Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0332 54960334.55 54960334.55 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.37% 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 0.0337 237803847.54 237803847.54 0.0162 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.54% 313385P59 2549001DPIFGXC1TOL40 US313385P598 U.S. Government Agency Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0354 2995674.42 2995674.42 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 37937388.54 37937388.54 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.59% 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 0.0359 3992997.76 3992997.76 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.65% 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 0.0365 108730717.68 108730717.68 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.70% 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 0.0370 63852500.48 63852500.48 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.71% 313385R40 2549001DPIFGXC1TOL40 US313385R404 U.S. Government Agency Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0371 13957499.36 13957499.36 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 313385R57 2549001DPIFGXC1TOL40 US313385R578 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0383 69773823.00 69773823.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.84% 313385R99 2549001DPIFGXC1TOL40 US313385R990 U.S. Government Agency Debt Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0384 25904810.62 25904810.62 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 313385S49 2549001DPIFGXC1TOL40 US313385S493 U.S. Government Agency Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0385 29880494.40 29880494.40 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 313385S56 2549001DPIFGXC1TOL40 US313385S568 U.S. Government Agency Debt Y N/A N/A 2022-12-09 2022-12-09 2022-12-09 N N N 0.0385 149386354.50 149386354.50 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.86% 313385S80 2549001DPIFGXC1TOL40 US313385S808 U.S. Government Agency Debt Y N/A N/A 2022-12-12 2022-12-12 2022-12-12 N N N 0.0386 119470413.60 119470413.60 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 313385T48 2549001DPIFGXC1TOL40 US313385T483 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0387 259736044.86 259736044.86 0.0177 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 313385T97 2549001DPIFGXC1TOL40 US313385T970 U.S. Government Agency Debt Y N/A N/A 2022-12-21 2022-12-21 2022-12-21 N N N 0.0388 268547570.10 268547570.10 0.0183 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 313385U38 2549001DPIFGXC1TOL40 US313385U382 U.S. Government Agency Debt Y N/A N/A 2022-12-23 2022-12-23 2022-12-23 N N N 0.0388 172032248.38 172032248.38 0.0117 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U79 2549001DPIFGXC1TOL40 US313385U796 U.S. Government Agency Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0389 19879541.00 19879541.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U87 2549001DPIFGXC1TOL40 US313385U879 U.S. Government Agency Debt Y N/A N/A 2022-12-28 2022-12-28 2022-12-28 N N N 0.0389 40748663.03 40748663.03 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U95 2549001DPIFGXC1TOL40 US313385U952 U.S. Government Agency Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0389 15900201.92 15900201.92 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.93% 313385T22 2549001DPIFGXC1TOL40 US313385T228 U.S. Government Agency Debt Y N/A N/A 2022-12-14 2022-12-14 2022-12-14 N N N 0.0393 149293840.50 149293840.50 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 313384AM1 2549001DPIFGXC1TOL40 US313384AM15 U.S. Government Agency Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0410 198387736.00 198387736.00 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 313384AS8 2549001DPIFGXC1TOL40 US313384AS84 U.S. Government Agency Debt Y N/A N/A 2023-01-17 2023-01-17 2023-01-17 N N N 0.0410 18836244.51 18836244.51 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 313384BA6 2549001DPIFGXC1TOL40 US313384BA67 U.S. Government Agency Debt Y N/A N/A 2023-01-25 2023-01-25 2023-01-25 N N N 0.0411 23771762.64 23771762.64 0.0016 N N N N Freddie Mac Freddie Mac, 3.18% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2022-11-07 2024-05-03 2024-05-03 N N N 0.0318 48000000.00 48000000.00 0.0033 N N N N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.01%, dated 10/31/2022 due 11/01/2022 8NAV47T0Y26Q87Y0QP81 JMJ802000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2028-11-30 1.5 - 1.5 34986497.00 30110935.70 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0301 29518000.00 29518000.00 0.0020 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.01% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2026-02-28 0.5 - 4.375 541577900.00 510042729.23 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0301 500000000.00 500000000.00 0.0340 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 3.01% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2027-09-30 0.375 - 3.125 2003089600.00 1785149281.41 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0301 1750000000.00 1750000000.00 0.1191 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.01%, dated 10/31/2022 due 11/01/2022 ZBUT11V806EZRVTWT807 JMJ802000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2028-05-31 0.125 - 2.75 1611152400.00 1479123716.95 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0301 1450000000.00 1450000000.00 0.0987 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 3.05% OXTKY6Q8X53C9ILVV871 JMJ665000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-25 2024-03-31 0 - 2.25 518399800.00 510043272.16 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 500000000.00 500000000.00 0.0340 N Y Y N Societe Generale In a joint trading account with Societe Generale at 3.01%, dated 10/31/2022 due 11/01/2022 O2RNE8IBXP4R0TD8PU41 JMJ802000_00925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2052-05-15 1.125 - 7.625 586783000.00 512096402.04 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0301 500000000.00 500000000.00 0.0340 N Y Y N Societe Generale Societe Generale, 3.03% O2RNE8IBXP4R0TD8PU41 JMG672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2050-05-15 1.25 - 3 409010300.00 256355391.00 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0303 250000000.00 250000000.00 0.0170 N Y Y N Societe Generale Societe Generale, 3.03% O2RNE8IBXP4R0TD8PU41 JMH913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2051-05-15 2.25 - 6.125 333662700.00 256780030.95 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0299 250000000.00 250000000.00 0.0170 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0239 94950702.60 94950702.60 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0287 301647665.66 301647665.66 0.0205 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.22% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0322 997818.17 997818.17 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.23% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0323 11976853.32 11976853.32 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.40% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0340 104698781.25 104698781.25 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.42% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0342 64770289.35 64770289.35 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.49% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0349 158456059.41 158456059.41 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.49% 912796X79 254900HROIFWPRGM1V77 US912796X793 U.S. Treasury Debt Y N/A N/A 2022-12-15 2022-12-15 2022-12-15 N N N 0.0349 224038188.00 224038188.00 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0384 129227005.70 129227005.70 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0384 72550725.88 72550725.88 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0384 148973541.00 148973541.00 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.86% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0386 194693170.00 194693170.00 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.91% 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0391 208426079.40 208426079.40 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.99% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0399 10913518.00 10913518.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.03% 912796ZK8 254900HROIFWPRGM1V77 US912796ZK84 U.S. Treasury Debt Y N/A N/A 2023-01-17 2023-01-17 2023-01-17 N N N 0.0403 148729821.00 148729821.00 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.17% 912796YA1 254900HROIFWPRGM1V77 US912796YA12 U.S. Treasury Debt Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0417 148187688.00 148187688.00 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.25% 912796YL7 254900HROIFWPRGM1V77 US912796YL76 U.S. Treasury Debt Y N/A N/A 2023-03-16 2023-03-16 2023-03-16 N N N 0.0425 147642421.50 147642421.50 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.60% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0460 136855488.00 136855488.00 0.0093 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 0.0309 4996979.30 4996979.30 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.97% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2022-11-01 2024-04-30 2024-04-30 N N N 0.0407 124809342.50 124809342.50 0.0085 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.07% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-04-30 2023-04-30 N N N 0.0387 310312641.20 310312641.20 0.0211 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.07% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-07-31 2023-07-31 N N N 0.0395 300243789.00 300243789.00 0.0204 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.08% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-10-31 2023-10-31 N N N 0.0399 110093008.30 110093008.30 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.08% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-11-01 2024-07-31 2024-07-31 N N N 0.0414 413562103.92 413562103.92 0.0281 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.09% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-01-31 2023-01-31 N N N 0.0374 207160375.32 207160375.32 0.0141 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer