N-MFP2 0000702149 XXXXXXXX 2022-11-30 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. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 14 63 9680346627.97 9358267995.75 11135511487.34 10014558358.62 11545317849.24 11643966784.88 13693197832.43 12523854749.83 0.6400 0.6100 0.6400 0.6200 0.7600 0.7600 0.7900 0.7800 371.73 16230925191.84 16232767362.62 89289527.55 293831876.25 16028225385.65 16025540533.25 1.0000 0.0379 1.0000 1.0000 1.0000 1.0000 C000020486 1.00 16028225385.65 16025540533.25 1.0000 1.0000 1.0000 1.0000 267272576.69 282937150.41 332936806.32 338764287.47 1732782958.54 286746194.81 270130684.24 646848823.60 2924473963.74 1626345712.02 0.0365 Y Capital Management of the Carolinas, L.L.C., Reimbursement Fees, -854118.97; BMO Harris Bank NA BMO Harris Bank NA, 3.81% 3Y4U8VZURTYWI1W2K376 JMN185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-21 2023-03-21 0 - 0 18652300.00 18404746.67 U.S. Treasuries (including strips) Y N/A N/A 2022-12-07 2022-12-07 2022-12-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0374 18000000.00 18000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.16% 3Y4U8VZURTYWI1W2K376 JMV128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-21 2023-03-21 0 - 0 12409000.00 12244307.75 U.S. Treasuries (including strips) Y N/A N/A 2022-12-07 2022-12-07 2023-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0407 12000505.20 12000505.20 0.0007 N N Y N Deutsche Bank Securities, Inc. 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at 3.77%, dated 11/30/2022 due 12/01/2022 OXTKY6Q8X53C9ILVV871 JMY778000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-06 2043-11-15 0 - 4.5 39454884.00 38227221.76 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0377 37465000.00 37465000.00 0.0023 N Y Y N Societe Generale In a joint trading account with Societe Generale at 3.77%, dated 11/30/2022 due 12/01/2022 O2RNE8IBXP4R0TD8PU41 JMY778000_00925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2052-11-15 1.125 - 4.75 982026990.00 759906707.03 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0377 740000000.00 740000000.00 0.0462 N Y Y N Societe Generale Societe Generale, 3.79% O2RNE8IBXP4R0TD8PU41 JMX034000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2052-08-15 1.125 - 7.625 564214100.00 512521875.80 U.S. Treasuries (including strips) Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0372 500000000.00 500000000.00 0.0312 N N Y N Societe Generale Societe Generale, 3.79% O2RNE8IBXP4R0TD8PU41 JMX599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2047-08-15 1.875 - 3.625 501851700.00 410540545.98 U.S. Treasuries (including strips) Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0372 400000000.00 400000000.00 0.0250 N N Y N Societe Generale Societe Generale, 3.79% O2RNE8IBXP4R0TD8PU41 JMY416000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2038-05-15 2051-05-15 1.625 - 4.5 597455100.00 462050165.08 U.S. Treasuries (including strips) Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0372 450000000.00 450000000.00 0.0281 N N Y N Fannie Mae Fannie Mae, 3.40% 313589S20 B1V7KEBTPIMZEU4LTD58 US313589S201 U.S. Government Agency Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0340 249860852.50 249860852.50 0.0156 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 3.86% 3133EMHX3 254900C5LP6DN9OP9V83 US3133EMHX30 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0386 44000000.00 44000000.00 0.0027 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 3.91% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-10-10 2023-10-10 N N N 0.0386 11003300.77 11003300.77 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.92% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-11-15 2023-11-15 N N N 0.0386 5001183.05 5001183.05 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.95% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2024-01-23 2024-01-23 N N N 0.0393 15003110.85 15003110.85 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.95% 313313V21 254900C5LP6DN9OP9V83 US313313V218 U.S. Government Agency Debt Y N/A N/A 2022-12-30 2022-12-30 2022-12-30 N N N 0.0395 49838804.00 49838804.00 0.0031 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 3.96% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2024-03-18 2024-03-18 N N N 0.0394 20004362.60 20004362.60 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.96% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2024-06-10 2024-06-10 N N N 0.0395 12001208.04 12001208.04 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.98% 3133EN3G3 254900C5LP6DN9OP9V83 US3133EN3G30 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2024-06-27 2024-06-27 N N N 0.0395 100032954.00 100032954.00 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.00% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2022-12-05 2024-12-05 2024-12-05 N N N 0.0400 5000000.00 5000000.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.33% 313312AU4 US313312AU46 U.S. Government Agency Debt Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0433 74561720.25 74561720.25 0.0047 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 4.59% 313312FA3 US313312FA37 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0459 39243078.80 39243078.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 70000000.00 70000000.00 0.0044 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 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 0.0438 28964751.37 28964751.37 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 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 0.0326 25988422.20 25988422.20 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 29976625.80 29976625.80 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.70% 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 0.0370 149863791.00 149863791.00 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 3130ATEM5 2549001DPIFGXC1TOL40 US3130ATEM51 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-20 2023-01-20 N N N 0.0376 300001764.00 300001764.00 0.0187 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 3130ATCZ8 2549001DPIFGXC1TOL40 US3130ATCZ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-17 2023-01-17 N N N 0.0374 500014905.00 500014905.00 0.0312 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 3130AT3Z8 2549001DPIFGXC1TOL40 US3130AT3Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-23 2022-12-23 N N N 0.0375 12100037.99 12100037.99 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 3130AT2W6 2549001DPIFGXC1TOL40 US3130AT2W65 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-29 2022-12-29 N N N 0.0374 200002676.00 200002676.00 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 3130AT2S5 2549001DPIFGXC1TOL40 US3130AT2S53 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-22 2022-12-22 N N N 0.0376 24999934.75 24999934.75 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 3130AT3G0 2549001DPIFGXC1TOL40 US3130AT3G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-27 2022-12-27 N N N 0.0374 200002564.00 200002564.00 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 3130ATJ99 2549001DPIFGXC1TOL40 US3130ATJ990 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-06 2023-01-06 N N N 0.0378 54999674.40 54999674.40 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 3130ATGL5 2549001DPIFGXC1TOL40 US3130ATGL50 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-21 2022-12-21 N N N 0.0377 68499883.55 68499883.55 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 3130ATFN2 2549001DPIFGXC1TOL40 US3130ATFN26 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-23 2023-01-23 N N N 0.0375 300010638.00 300010638.00 0.0187 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 3130ATAU1 2549001DPIFGXC1TOL40 US3130ATAU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-11 2023-01-11 N N N 0.0377 200001732.00 200001732.00 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.84% 3130ASVJ5 2549001DPIFGXC1TOL40 US3130ASVJ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-05 2022-12-05 N N N 0.0377 217999991.28 217999991.28 0.0136 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 3130ATMN4 2549001DPIFGXC1TOL40 US3130ATMN43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-02-10 2023-02-10 N N N 0.0378 150007528.50 150007528.50 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 3130ATPG6 2549001DPIFGXC1TOL40 US3130ATPG64 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-02-17 2023-02-17 N N N 0.0378 300017427.00 300017427.00 0.0187 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 3130ATLQ8 2549001DPIFGXC1TOL40 US3130ATLQ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-02-10 2023-02-10 N N N 0.0378 150007528.50 150007528.50 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 3130ATQV2 2549001DPIFGXC1TOL40 US3130ATQV23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-30 2023-01-30 N N N 0.0380 124999878.75 124999878.75 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 3130ATQE0 2549001DPIFGXC1TOL40 US3130ATQE08 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-26 2023-01-26 N N N 0.0380 149999817.00 149999817.00 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.86% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-01-23 2023-01-23 N N N 0.0379 45001094.85 45001094.85 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.86% 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 0.0386 149778784.50 149778784.50 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-08 2022-12-08 N N N 0.0378 67000302.84 67000302.84 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 3130ATKB2 2549001DPIFGXC1TOL40 US3130ATKB23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-04-04 2023-04-04 N N N 0.0382 150011205.00 150011205.00 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 3130AKKN5 2549001DPIFGXC1TOL40 US3130AKKN51 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-16 2022-12-16 N N N 0.0378 3500032.87 3500032.87 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-15 2022-12-15 N N N 0.0377 50000766.00 50000766.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-02 2022-12-02 2022-12-02 N N N 0.0379 20000002.60 20000002.60 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.90% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-08-15 2023-08-15 N N N 0.0388 48504506.14 48504506.14 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.90% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-08-17 2023-08-17 N N N 0.0388 12001495.32 12001495.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.90% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-08-21 2023-08-21 N N N 0.0388 37004750.80 37004750.80 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.90% 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 0.0390 260555968.53 260555968.53 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.90% 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 0.0390 172576722.63 172576722.63 0.0108 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.91% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2023-09-21 2023-09-21 N N N 0.0389 40005754.00 40005754.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.93% 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 0.0393 19942182.20 19942182.20 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.94% 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 0.0394 40876921.69 40876921.69 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.94% 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 0.0394 15950193.28 15950193.28 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.96% 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 0.0396 269387891.10 269387891.10 0.0168 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 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 0.0431 198997798.00 198997798.00 0.0124 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 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 0.0432 18893488.28 18893488.28 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.42% 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 0.0442 23839743.84 23839743.84 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.47% 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt Y N/A N/A 2023-03-08 2023-03-08 2023-03-08 N N N 0.0447 66198121.22 66198121.22 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.48% 313384CW7 2549001DPIFGXC1TOL40 US313384CW78 U.S. Government Agency Debt Y N/A N/A 2023-03-10 2023-03-10 2023-03-10 N N N 0.0448 24694660.25 24694660.25 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.48% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2023-03-13 2023-03-13 2023-03-13 N N N 0.0448 9874186.40 9874186.40 0.0006 N N N N Freddie Mac Freddie Mac, 3.94% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2024-05-03 2024-05-03 N N N 0.0388 48007928.64 48007928.64 0.0030 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0000 205000000.00 205000000.00 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.04% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0304 407797085.28 407797085.28 0.0254 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.31% 912796YY9 254900HROIFWPRGM1V77 US912796YY97 U.S. Treasury Debt Y N/A N/A 2022-12-13 2022-12-13 2022-12-13 N N N 0.0331 20975325.00 20975325.00 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.60% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0360 224558664.75 224558664.75 0.0140 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.74% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0374 51846356.64 51846356.64 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.79% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0379 68744815.23 68744815.23 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.82% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0382 150575774.56 150575774.56 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.90% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0390 355718762.70 355718762.70 0.0222 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 209089242.60 209089242.60 0.0130 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.91% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0391 10949950.00 10949950.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.04% 912796ZK8 254900HROIFWPRGM1V77 US912796ZK84 U.S. Treasury Debt Y N/A N/A 2023-01-17 2023-01-17 2023-01-17 N N N 0.0404 596855796.00 596855796.00 0.0372 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.16% 912796XZ7 254900HROIFWPRGM1V77 US912796XZ71 U.S. Treasury Debt Y N/A N/A 2023-02-09 2023-02-09 2023-02-09 N N N 0.0416 148805442.00 148805442.00 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.20% 912796YA1 254900HROIFWPRGM1V77 US912796YA12 U.S. Treasury Debt Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0420 426205073.70 426205073.70 0.0266 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.29% 912796Z69 254900HROIFWPRGM1V77 US912796Z699 U.S. Treasury Debt Y N/A N/A 2023-03-14 2023-03-14 2023-03-14 N N N 0.0429 286467457.80 286467457.80 0.0179 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.52% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0452 137344526.20 137344526.20 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.26% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2022-12-01 2024-04-30 2024-04-30 N N N 0.0438 124780641.25 124780641.25 0.0078 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.36% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-12-01 2023-07-31 2023-07-31 N N N 0.0425 300207711.00 300207711.00 0.0187 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.37% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-12-01 2023-04-30 2023-04-30 N N N 0.0414 310266131.90 310266131.90 0.0194 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.37% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-12-01 2024-07-31 2024-07-31 N N N 0.0445 413472236.94 413472236.94 0.0258 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.37% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-12-01 2023-10-31 2023-10-31 N N N 0.0428 110082661.70 110082661.70 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.38% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-12-01 2023-01-31 2023-01-31 N N N 0.0403 207101384.46 207101384.46 0.0129 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer