N-MFP2 0000702149 XXXXXXXX 2023-01-31 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 11 70 9483666544.71 9183297194.78 9070549044.55 8883129730.08 12070235937.25 12496632263.39 12589047719.51 12560234331.74 0.5300 0.5200 0.5000 0.5000 0.6800 0.7000 0.6900 0.7100 0.00 17271591960.21 17271599102.50 450170262.55 614058293.97 17107711071.08 17105022307.65 1.0000 0.0442 1.0001 1.0002 1.0002 1.0001 C000020486 1.00 17107711071.08 17105022307.65 1.0001 1.0002 1.0002 1.0001 541508306.70 235318575.56 507902278.90 394778503.63 520673641.22 335368801.55 205792306.24 311099627.65 1849564526.58 1461196059.44 0.0427 Y Capital Management of the Carolinas, L.L.C., Reimbursement Fees, -885224.43; BMO Harris Bank NA BMO Harris Bank NA, 4.26% 3Y4U8VZURTYWI1W2K376 JQA669000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2031-02-15 0.25 - 4.125 1100159200.00 1020844939.99 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0417 1000000000.00 1000000000.00 0.0585 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 4.29%, dated 1/31/2023 due 02/01/2023 8NAV47T0Y26Q87Y0QP81 JQD610000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-03-31 2028-03-31 1.25 - 1.25 43807305.00 39066605.55 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0429 38296000.00 38296000.00 0.0022 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 4.50% 549300HN4UKV1E2R3U73 JQA306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-10-31 2032-08-15 1.125 - 2.75 157365300.00 145987673.67 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0442 143000000.00 143000000.00 0.0084 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.29%, dated 1/31/2023 due 02/01/2023 MBNUM2BPBDO7JBLYG310 JQD610000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-28 2032-08-15 0 - 4.829 408390900.00 408048551.41 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0429 400000000.00 400000000.00 0.0234 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 4.31% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-07 2023-05-30 0 - 0 10290500.00 10201232.91 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 10000000.00 10000000.00 0.0006 N Y Y N Goldman Sachs & Co. 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at 4.29%, dated 1/31/2023 due 02/01/2023 OXTKY6Q8X53C9ILVV871 JQD610000_07426 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 2052-05-15 0.5 - 7.625 533913300.00 510063327.94 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0429 500000000.00 500000000.00 0.0292 N Y Y N Societe Generale In a joint trading account with Societe Generale at 4.29%, dated 1/31/2023 due 02/01/2023 O2RNE8IBXP4R0TD8PU41 JQD610000_00925 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 1124605200.00 975559527.33 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0429 950000000.00 950000000.00 0.0555 N Y Y N Societe Generale Societe Generale, 4.29% O2RNE8IBXP4R0TD8PU41 JQA666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 233111300.00 206171842.84 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0429 200000000.00 200000000.00 0.0117 N Y Y N Societe Generale Societe Generale, 4.29% O2RNE8IBXP4R0TD8PU41 JPW789000 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 2051-05-15 2.375 - 6.25 562567900.00 514510196.23 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0420 500000000.00 500000000.00 0.0292 N N Y N Societe Generale Societe Generale, 4.30% O2RNE8IBXP4R0TD8PU41 JPT933000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2050-02-15 1.75 - 2.75 418896900.00 309405994.79 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0421 300000000.00 300000000.00 0.0175 N N Y N Societe Generale Societe Generale, 4.48% O2RNE8IBXP4R0TD8PU41 JQD452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2051-11-15 1.875 - 4.375 644515500.00 511825385.47 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0439 500000000.00 500000000.00 0.0292 N N Y N Fannie Mae Fannie Mae, 0.00% 313588BH7 B1V7KEBTPIMZEU4LTD58 US313588BH72 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0000 230000000.00 230000000.00 0.0134 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 4.36% 3133EN7F1 254900C5LP6DN9OP9V83 US3133EN7F11 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-27 2023-10-27 N N N 0.0432 100023182.00 100023182.00 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.40% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-10 2023-10-10 N N N 0.0435 11003004.87 11003004.87 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.41% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-11-15 2023-11-15 N N N 0.0431 5000789.35 5000789.35 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.41% 3133EN6F2 254900C5LP6DN9OP9V83 US3133EN6F20 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-04-15 2024-04-15 N N N 0.0441 249981572.50 249981572.50 0.0146 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.42% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-09-14 2023-09-14 N N N 0.0431 6000239.70 6000239.70 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.44% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-01-23 2024-01-23 N N N 0.0441 15003435.75 15003435.75 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-03-18 2024-03-18 N N N 0.0442 20004781.80 20004781.80 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-06-10 2024-06-10 N N N 0.0443 12001776.36 12001776.36 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.46% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-08-06 2024-08-06 N N N 0.0448 12996592.44 12996592.44 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.47% 3133EN3G3 254900C5LP6DN9OP9V83 US3133EN3G30 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-06-27 2024-06-27 N N N 0.0444 100035971.00 100035971.00 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.50% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-12-05 2024-12-05 N N N 0.0447 5002422.60 5002422.60 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.71% 313312FA3 US313312FA37 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0471 39536625.20 39536625.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313384BH1 2549001DPIFGXC1TOL40 US313384BH11 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0000 220000000.00 220000000.00 0.0129 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AUJC9 2549001DPIFGXC1TOL40 US3130AUJC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-10 2023-04-10 N N N 0.0428 399983288.00 399983288.00 0.0234 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AUHQ0 2549001DPIFGXC1TOL40 US3130AUHQ02 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-06 2023-04-06 N N N 0.0428 189988771.00 189988771.00 0.0111 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.31% 3130AUFS8 2549001DPIFGXC1TOL40 US3130AUFS85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-05 2023-04-05 N N N 0.0427 499978700.00 499978700.00 0.0292 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 2023-02-01 2023-03-29 2023-03-29 N N N 0.0427 249989775.00 249989775.00 0.0146 N N N 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 2023-02-01 2023-03-30 2023-03-30 N N N 0.0427 499979330.00 499979330.00 0.0292 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 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 499988130.00 499988130.00 0.0292 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-24 2023-04-24 N N N 0.0428 77000083.93 77000083.93 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 13999986.98 13999986.98 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 14000004.34 14000004.34 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AUJ70 2549001DPIFGXC1TOL40 US3130AUJ709 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-11 2023-05-11 N N N 0.0430 149995431.00 149995431.00 0.0088 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 2023-02-01 2023-02-17 2023-02-17 N N N 0.0427 299998629.00 299998629.00 0.0175 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATTT4 2549001DPIFGXC1TOL40 US3130ATTT40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-02-03 2023-02-03 N N N 0.0426 172999827.00 172999827.00 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-24 2023-05-24 N N N 0.0431 59998963.20 59998963.20 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-16 2023-06-16 N N N 0.0433 27998952.80 27998952.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-26 2023-05-26 N N N 0.0431 36999283.68 36999283.68 0.0022 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 2023-02-01 2023-02-10 2023-02-10 N N N 0.0425 149999916.00 149999916.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUJ39 2549001DPIFGXC1TOL40 US3130AUJ394 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-09 2023-06-09 N N N 0.0432 15999513.92 15999513.92 0.0009 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 2023-02-01 2023-02-10 2023-02-10 N N N 0.0425 149999916.00 149999916.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-22 2023-05-22 N N N 0.0431 41999346.48 41999346.48 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUQV9 2549001DPIFGXC1TOL40 US3130AUQV95 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-01 2023-05-01 N N N 0.0420 306071781.48 306071781.48 0.0179 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-27 2023-06-27 N N N 0.0433 31999712.64 31999712.64 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-06-02 2023-06-02 N N N 0.0432 59000000.00 59000000.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-07-03 2023-07-03 N N N 0.0428 28006668.48 28006668.48 0.0016 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 2023-02-01 2023-03-16 2023-03-16 N N N 0.0427 20000406.60 20000406.60 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 2023-02-01 2023-04-04 2023-04-04 N N N 0.0427 150005526.00 150005526.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-12-01 2023-12-01 N N N 0.0437 34997868.15 34997868.15 0.0020 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 2023-02-01 2023-10-02 2023-10-02 N N N 0.0437 20999391.00 20999391.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-24 2023-10-24 N N N 0.0436 56997713.16 56997713.16 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-11-21 2023-11-21 N N N 0.0437 55997433.52 55997433.52 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-19 2023-10-19 N N N 0.0436 1999998.24 1999998.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-10 2023-10-10 N N N 0.0436 42000215.88 42000215.88 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-11-27 2023-11-27 N N N 0.0437 27998413.80 27998413.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-10-02 2023-10-02 N N N 0.0436 28000000.00 28000000.00 0.0016 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 2023-02-01 2023-08-21 2023-08-21 N N N 0.0436 37005780.14 37005780.14 0.0022 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 2023-02-01 2023-08-17 2023-08-17 N N N 0.0436 12001883.88 12001883.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-02-02 2024-02-02 N N N 0.0439 45001695.15 45001695.15 0.0026 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 2023-02-01 2023-08-15 2023-08-15 N N N 0.0436 48507690.16 48507690.16 0.0028 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 2023-02-01 2023-09-21 2023-09-21 N N N 0.0436 40008349.20 40008349.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.48% 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 0.0448 7964482.88 7964482.88 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.49% 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 0.0449 24882681.50 24882681.50 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.50% 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 0.0450 9949277.40 9949277.40 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2023-03-20 2023-03-20 2023-03-20 N N N 0.0452 13916598.36 13916598.36 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2023-03-21 2023-03-21 2023-03-21 N N N 0.0452 6957414.59 6957414.59 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0452 198758006.00 198758006.00 0.0116 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.53% 313384DK2 2549001DPIFGXC1TOL40 US313384DK22 U.S. Government Agency Debt Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0453 6955645.83 6955645.83 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.67% 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0467 56550073.92 56550073.92 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.68% 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y N/A N/A 2023-04-10 2023-04-10 2023-04-10 N N N 0.0468 31718552.00 31718552.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.70% 313384EV7 2549001DPIFGXC1TOL40 US313384EV77 U.S. Government Agency Debt Y N/A N/A 2023-04-26 2023-04-26 2023-04-26 N N N 0.0470 40555008.14 40555008.14 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.70% 313384EX3 2549001DPIFGXC1TOL40 US313384EX34 U.S. Government Agency Debt Y N/A N/A 2023-04-28 2023-04-28 2023-04-28 N N N 0.0470 55377815.92 55377815.92 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUHE7 2549001DPIFGXC1TOL40 US3130AUHE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-07-26 2023-07-26 2023-07-26 N N N 0.0485 39998200.00 39998200.00 0.0023 N N N N Freddie Mac Freddie Mac, 4.43% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-05-03 2024-05-03 N N N 0.0433 48005526.72 48005526.72 0.0028 N N N N U.S. Treasury Bills U.S. Treasury Bills, 3.64% 912796ZT9 254900HROIFWPRGM1V77 US912796ZT93 U.S. Treasury Debt Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0364 254723693.32 254723693.32 0.0149 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.08% 912796ZU6 254900HROIFWPRGM1V77 US912796ZU66 U.S. Treasury Debt Y N/A N/A 2023-02-14 2023-02-14 2023-02-14 N N N 0.0408 174828899.67 174828899.67 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.31% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0431 139501804.40 139501804.40 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.37% 912796T33 254900HROIFWPRGM1V77 US912796T338 U.S. Treasury Debt Y N/A N/A 2023-02-23 2023-02-23 2023-02-23 N N N 0.0437 2991837.09 2991837.09 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.39% 912796YK9 254900HROIFWPRGM1V77 US912796YK93 U.S. Treasury Debt Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0439 281735697.50 281735697.50 0.0165 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.42% 912796Y86 254900HROIFWPRGM1V77 US912796Y866 U.S. Treasury Debt Y N/A N/A 2023-03-07 2023-03-07 2023-03-07 N N N 0.0442 219063149.80 219063149.80 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.49% 912796YN3 254900HROIFWPRGM1V77 US912796YN33 U.S. Treasury Debt Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0449 3968177.76 3968177.76 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.57% 912797FD4 254900HROIFWPRGM1V77 US912797FD45 U.S. Treasury Debt Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0457 377327937.54 377327937.54 0.0221 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.59% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0459 134415580.96 134415580.96 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.61% 912797FE2 254900HROIFWPRGM1V77 US912797FE28 U.S. Treasury Debt Y N/A N/A 2023-05-16 2023-05-16 2023-05-16 N N N 0.0461 217097100.00 217097100.00 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.64% 912797FF9 254900HROIFWPRGM1V77 US912797FF92 U.S. Treasury Debt Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0464 345049323.50 345049323.50 0.0202 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.55% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-02-01 2024-04-30 2024-04-30 N N N 0.0466 124838551.25 124838551.25 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-04-30 2023-04-30 N N N 0.0439 310166904.00 310166904.00 0.0181 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-10-31 2023-10-31 N N N 0.0463 110019387.50 110019387.50 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-07-31 2023-07-31 N N N 0.0463 255034858.50 255034858.50 0.0149 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.67% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-02-01 2024-07-31 2024-07-31 N N N 0.0469 413855004.78 413855004.78 0.0242 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2023-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer