N-MFP2 0000702149 XXXXXXXX 2022-12-31 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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Home Loan Bank Federal Home Loan Bank, 0.87% 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0087 57993109.60 57993109.60 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 313384AE9 2549001DPIFGXC1TOL40 US313384AE98 U.S. Government Agency Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0146 62985031.83 62985031.83 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.78% 313384AK5 2549001DPIFGXC1TOL40 US313384AK58 U.S. Government Agency Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0278 38967578.13 38967578.13 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.37% 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 0.0337 199762518.00 199762518.00 0.0120 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.40% 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 0.0340 18968422.38 18968422.38 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.78% 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 0.0378 23936077.44 23936077.44 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.14% 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 0.0414 66483412.58 66483412.58 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.14% 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 0.0414 24801243.75 24801243.75 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.16% 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 0.0416 9916898.80 9916898.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AT6D4 2549001DPIFGXC1TOL40 US3130AT6D49 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-05 2023-01-05 N N N 0.0422 150000112.50 150000112.50 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AUF90 2549001DPIFGXC1TOL40 US3130AUF905 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-30 2023-03-30 N N N 0.0422 500055350.00 500055350.00 0.0299 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AUDS0 2549001DPIFGXC1TOL40 US3130AUDS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-23 2023-03-23 N N N 0.0426 499997170.00 499997170.00 0.0299 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AT5V5 2549001DPIFGXC1TOL40 US3130AT5V55 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0431 4400000.00 4400000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130ATEM5 2549001DPIFGXC1TOL40 US3130ATEM51 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-20 2023-01-20 N N N 0.0423 299999991.00 299999991.00 0.0179 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130ATCZ8 2549001DPIFGXC1TOL40 US3130ATCZ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-17 2023-01-17 N N N 0.0421 525003428.25 525003428.25 0.0314 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AUCV4 2549001DPIFGXC1TOL40 US3130AUCV42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-23 2023-03-23 N N N 0.0422 200019598.00 200019598.00 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AUDV3 2549001DPIFGXC1TOL40 US3130AUDV33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-29 2023-03-29 N N N 0.0401 250157770.00 250157770.00 0.0150 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AT5W3 2549001DPIFGXC1TOL40 US3130AT5W39 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0421 7000010.15 7000010.15 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 3130ATJX6 2549001DPIFGXC1TOL40 US3130ATJX61 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-10 2023-01-10 N N N 0.0422 4200014.11 4200014.11 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 3130ATJT5 2549001DPIFGXC1TOL40 US3130ATJT59 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-06 2023-01-06 N N N 0.0423 11699993.92 11699993.92 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 3130ATAU1 2549001DPIFGXC1TOL40 US3130ATAU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-11 2023-01-11 N N N 0.0423 199999998.00 199999998.00 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 3130ATFZ5 2549001DPIFGXC1TOL40 US3130ATFZ55 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-24 2023-01-24 N N N 0.0424 14100023.27 14100023.27 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 3130ATJ99 2549001DPIFGXC1TOL40 US3130ATJ990 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-06 2023-01-06 N N N 0.0423 177799907.54 177799907.54 0.0106 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 3130ATFN2 2549001DPIFGXC1TOL40 US3130ATFN26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-23 2023-01-23 N N N 0.0423 325002951.00 325002951.00 0.0194 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.32% 3130AUDT8 2549001DPIFGXC1TOL40 US3130AUDT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-04-25 2023-04-25 N N N 0.0429 500000895.00 500000895.00 0.0299 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATMN4 2549001DPIFGXC1TOL40 US3130ATMN43 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-10 2023-02-10 N N N 0.0425 150003160.50 150003160.50 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATQE0 2549001DPIFGXC1TOL40 US3130ATQE08 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-26 2023-01-26 N N N 0.0427 149999313.00 149999313.00 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATPG6 2549001DPIFGXC1TOL40 US3130ATPG64 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-17 2023-02-17 N N N 0.0425 300008352.00 300008352.00 0.0179 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATLQ8 2549001DPIFGXC1TOL40 US3130ATLQ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-10 2023-02-10 N N N 0.0425 150003160.50 150003160.50 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATQV2 2549001DPIFGXC1TOL40 US3130ATQV23 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-30 2023-01-30 N N N 0.0427 124999137.50 124999137.50 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-23 2023-01-23 N N N 0.0426 45000213.30 45000213.30 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATWJ2 2549001DPIFGXC1TOL40 US3130ATWJ21 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-16 2023-03-16 N N N 0.0430 20000125.80 20000125.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATKB2 2549001DPIFGXC1TOL40 US3130ATKB23 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-04 2023-04-04 2023-04-04 N N N 0.0428 150011059.50 150011059.50 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-10-02 2023-10-02 N N N 0.0436 20999890.80 20999890.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-08-21 2023-08-21 N N N 0.0436 37004906.57 37004906.57 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-08-15 2023-08-15 N N N 0.0437 48504967.37 48504967.37 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-08-17 2023-08-17 N N N 0.0436 12001548.24 12001548.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.40% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-09-21 2023-09-21 N N N 0.0437 40006486.80 40006486.80 0.0024 N N N N Freddie Mac Freddie Mac, 4.43% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-05-03 2024-05-03 N N N 0.0435 48006720.00 48006720.00 0.0029 N N N 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 2023-05-11 2023-05-11 0 - 0 12492300.00 12290924.12 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0408 12000000.00 12000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.26% 3Y4U8VZURTYWI1W2K376 JOL406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-17 2023-05-11 0 - 0 48332200.00 48087565.08 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0418 47000000.00 47000000.00 0.0028 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.27% 3Y4U8VZURTYWI1W2K376 JOY575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-05 2026-06-30 0 - 4.477 769566400.00 766088907.18 U.S. Treasuries (including strips) Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0418 750000000.00 750000000.00 0.0449 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.28% 3Y4U8VZURTYWI1W2K376 JOM526000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-17 2023-01-17 0 - 0 29709800.00 29667820.05 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0420 29000000.00 29000000.00 0.0017 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.28% 3Y4U8VZURTYWI1W2K376 JOM522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-17 2023-01-17 0 - 0 8195900.00 8184319.19 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0420 8000000.00 8000000.00 0.0005 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 4.26%, dated 12/30/2022 due 01/03/2023 8NAV47T0Y26Q87Y0QP81 JPE582000_00431 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 579062.00 560247.77 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0426 549000.00 549000.00 0.0000 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 4.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-15 2032-08-15 0.125 - 4.5 529790100.00 510243741.04 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 500000000.00 500000000.00 0.0299 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.25% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2029-08-15 0.75 - 1.625 2026122000.00 1785842931.03 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0425 1750000000.00 1750000000.00 0.1047 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 4.26%, dated 12/30/2022 due 01/03/2023 ZBUT11V806EZRVTWT807 JPE582000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2028-02-15 0.25 - 2.75 1527939400.00 1479700139.92 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0426 1450000000.00 1450000000.00 0.0868 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 4.26%, dated 12/30/2022 due 01/03/2023 OXTKY6Q8X53C9ILVV871 JPE582000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-12 2029-08-15 0 - 6.125 508412600.00 510242045.48 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0426 500000000.00 500000000.00 0.0299 N Y Y N Societe Generale In a joint trading account with Societe Generale at 4.26%, dated 12/30/2022 due 01/03/2023 O2RNE8IBXP4R0TD8PU41 JPE582000_00925 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 2052-08-15 1.375 - 4.5 546353700.00 460805707.14 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0426 450000000.00 450000000.00 0.0269 N Y Y N Societe Generale Societe Generale, 4.27% O2RNE8IBXP4R0TD8PU41 JPE377000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2050-11-15 1.125 - 7.625 596594600.00 513055707.04 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-06 N N N 0.0418 500000000.00 500000000.00 0.0299 N N Y N Societe Generale Societe Generale, 4.28% O2RNE8IBXP4R0TD8PU41 JPD119000 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 2052-11-15 2.75 - 7.125 441268500.00 410898304.18 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0428 400000000.00 400000000.00 0.0239 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0000 52800000.00 52800000.00 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0235 170879713.47 170879713.47 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0246 10990450.57 10990450.57 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.93% 912796ZK8 254900HROIFWPRGM1V77 US912796ZK84 U.S. Treasury Debt Y N/A N/A 2023-01-17 2023-01-17 2023-01-17 N N N 0.0293 599141622.00 599141622.00 0.0358 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.60% 912796ZT9 254900HROIFWPRGM1V77 US912796ZT93 U.S. Treasury Debt Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0360 403360881.97 403360881.97 0.0241 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.78% 912796ZU6 254900HROIFWPRGM1V77 US912796ZU66 U.S. Treasury Debt Y N/A N/A 2023-02-14 2023-02-14 2023-02-14 N N N 0.0378 92538432.40 92538432.40 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.83% 912796YA1 254900HROIFWPRGM1V77 US912796YA12 U.S. Treasury Debt Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0383 81716101.43 81716101.43 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.01% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0401 139043898.00 139043898.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.05% 912796YK9 254900HROIFWPRGM1V77 US912796YK93 U.S. Treasury Debt Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0405 148850787.00 148850787.00 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.44% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0444 137886813.40 137886813.40 0.0082 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.32% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-01-03 2024-04-30 2024-04-30 N N N 0.0447 124759327.50 124759327.50 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.43% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-10-31 2023-10-31 N N N 0.0433 110090075.70 110090075.70 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.43% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-04-30 2023-04-30 N N N 0.0419 310216810.90 310216810.90 0.0186 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.43% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-07-31 2023-07-31 N N N 0.0428 300244680.00 300244680.00 0.0180 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.44% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-01-03 2024-07-31 2024-07-31 N N N 0.0451 413515268.10 413515268.10 0.0247 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.45% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-31 2023-01-31 N N N 0.0414 207041965.11 207041965.11 0.0124 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.57% 912828UH1 254900HROIFWPRGM1V77 US912828UH11 U.S. Treasury Debt Y N/A N/A 2023-01-15 2023-01-15 2023-01-15 N N N 0.0264 257818068.00 257818068.00 0.0154 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2023-01-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer