N-MFP2 0000702149 XXXXXXXX 2023-02-28 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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U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-02-15 2051-02-15 1.875 - 3 691926100.00 515065096.18 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-03-07 N N N 0.0445 500000000.00 500000000.00 0.0287 N N Y N Societe Generale Societe Generale, 4.56% O2RNE8IBXP4R0TD8PU41 JQE832000 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 2052-05-15 1.25 - 3.875 1109025600.00 825181426.27 U.S. Treasuries (including strips) Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0447 800000000.00 800000000.00 0.0460 N N N Y Federal Farm Credit Bank Federal Farm Credit Bank, 4.61% 3133EN7F1 254900C5LP6DN9OP9V83 US3133EN7F11 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-27 2023-10-27 N N N 0.0457 100021356.00 100021356.00 0.0057 N N N N Federal 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0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.71% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-08-06 2024-08-06 N N N 0.0472 12997189.92 12997189.92 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.72% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2025-01-24 2025-01-24 N N N 0.0470 22005889.62 22005889.62 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.72% 3133EN3G3 254900C5LP6DN9OP9V83 US3133EN3G30 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-06-27 2024-06-27 N N N 0.0468 100037734.00 100037734.00 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.73% 313312FA3 US313312FA37 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0473 39678746.40 39678746.40 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.75% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-12-05 2024-12-05 N N N 0.0469 5004971.85 5004971.85 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 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 0.0388 7993145.44 7993145.44 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.08% 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 0.0408 24971863.00 24971863.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 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 0.0409 9985316.20 9985316.20 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.22% 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 0.0422 13967464.84 13967464.84 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.23% 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 0.0423 6982877.23 6982877.23 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 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 0.0433 6980773.03 6980773.03 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.56% 3130AUHQ0 2549001DPIFGXC1TOL40 US3130AUHQ02 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-06 2023-04-06 N N N 0.0451 189993312.00 189993312.00 0.0109 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.56% 3130AUJC9 2549001DPIFGXC1TOL40 US3130AUJC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-10 2023-04-10 N N N 0.0451 399986416.00 399986416.00 0.0230 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.56% 3130AUFS8 2549001DPIFGXC1TOL40 US3130AUFS85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-05 2023-04-05 N N N 0.0451 499985015.00 499985015.00 0.0287 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.56% 3130AUF90 2549001DPIFGXC1TOL40 US3130AUF905 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-30 2023-03-30 N N N 0.0451 499987165.00 499987165.00 0.0287 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.57% 3130AUDT8 2549001DPIFGXC1TOL40 US3130AUDT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-25 2023-04-25 N N N 0.0451 499987655.00 499987655.00 0.0287 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.57% 3130AV3J9 2549001DPIFGXC1TOL40 US3130AV3J91 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-23 2023-05-23 N N N 0.0464 99969769.00 99969769.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.57% 3130AU7F5 2549001DPIFGXC1TOL40 US3130AU7F51 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-13 2023-03-13 N N N 0.0450 99999245.00 99999245.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.57% 3130AR6R7 2549001DPIFGXC1TOL40 US3130AR6R70 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0448 54999951.05 54999951.05 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.57% 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 0.0457 56757644.55 56757644.55 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-24 2023-04-24 N N N 0.0451 76999434.82 76999434.82 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AUJ70 2549001DPIFGXC1TOL40 US3130AUJ709 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-11 2023-05-11 N N N 0.0453 149996283.00 149996283.00 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-25 2023-04-25 N N N 0.0451 13999884.78 13999884.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-25 2023-04-25 N N N 0.0451 13999865.88 13999865.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUJ39 2549001DPIFGXC1TOL40 US3130AUJ394 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-09 2023-06-09 N N N 0.0455 15999790.72 15999790.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-24 2023-05-24 N N N 0.0454 59999937.00 59999937.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-16 2023-06-16 N N N 0.0455 27999394.92 27999394.92 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-26 2023-05-26 N N N 0.0454 36999971.14 36999971.14 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUQV9 2549001DPIFGXC1TOL40 US3130AUQV95 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-01 2023-05-01 N N N 0.0443 306046193.76 306046193.76 0.0176 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-22 2023-05-22 N N N 0.0453 41999939.52 41999939.52 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUQ56 2549001DPIFGXC1TOL40 US3130AUQ563 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2023-05-04 2023-05-04 N N N 0.0453 49999776.00 49999776.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130AU3Z5 2549001DPIFGXC1TOL40 US3130AU3Z51 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-03 2023-03-03 N N N 0.0450 149999952.00 149999952.00 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-27 2023-06-27 N N N 0.0456 32000040.64 32000040.64 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2023-06-02 2023-06-02 N N N 0.0451 59006500.62 59006500.62 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 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 0.0460 31835154.24 31835154.24 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATWJ2 2549001DPIFGXC1TOL40 US3130ATWJ21 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-16 2023-03-16 N N N 0.0450 120000409.20 120000409.20 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATVV6 2549001DPIFGXC1TOL40 US3130ATVV67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-10 2023-03-10 N N N 0.0450 90000162.00 90000162.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATKB2 2549001DPIFGXC1TOL40 US3130ATKB23 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-04 2023-04-04 N N N 0.0451 150002215.50 150002215.50 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-07-03 2023-07-03 N N N 0.0451 28005548.48 28005548.48 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATTV9 2549001DPIFGXC1TOL40 US3130ATTV95 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0450 99999990.00 99999990.00 0.0057 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-02 2023-10-02 N N N 0.0461 21000577.50 21000577.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-24 2023-10-24 N N N 0.0461 56998278.03 56998278.03 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-11-27 2023-11-27 N N N 0.0461 27999455.68 27999455.68 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-02 2023-10-02 N N N 0.0459 28003395.56 28003395.56 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-10 2023-10-10 N N N 0.0461 42000690.90 42000690.90 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-11-21 2023-11-21 N N N 0.0461 55999109.60 55999109.60 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-12-01 2023-12-01 N N N 0.0461 34999274.10 34999274.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-19 2023-10-19 N N N 0.0461 2000015.78 2000015.78 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.63% 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 0.0463 40704612.63 40704612.63 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-08-21 2023-08-21 N N N 0.0460 37005599.21 37005599.21 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-05-28 2024-05-28 N N N 0.0463 27999952.68 27999952.68 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-08-17 2023-08-17 N N N 0.0460 12001782.72 12001782.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-12-27 2023-12-27 N N N 0.0461 5000879.15 5000879.15 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-08-15 2023-08-15 N N N 0.0460 48507131.93 48507131.93 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-02-02 2024-02-02 N N N 0.0463 45002806.65 45002806.65 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 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 0.0464 55582189.04 55582189.04 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.65% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-09-21 2023-09-21 N N N 0.0461 40008135.20 40008135.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.76% 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y N/A N/A 2023-05-24 2023-05-24 2023-05-24 N N N 0.0476 68238048.18 68238048.18 0.0039 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 0.0519 39957521.20 39957521.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0538 26940479.58 26940479.58 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0536 26948695.68 26948695.68 0.0015 N N N N Freddie Mac Freddie Mac, 4.68% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-05-03 2024-05-03 N N N 0.0456 48003460.80 48003460.80 0.0028 N N N N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0220 62045661.78 62045661.78 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.81% 912796Y86 254900HROIFWPRGM1V77 US912796Y866 U.S. Treasury Debt Y N/A N/A 2023-03-07 2023-03-07 2023-03-07 N N N 0.0381 307763456.25 307763456.25 0.0177 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.02% 912796YK9 254900HROIFWPRGM1V77 US912796YK93 U.S. Treasury Debt Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0402 144855362.50 144855362.50 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.20% 912796Z69 254900HROIFWPRGM1V77 US912796Z699 U.S. Treasury Debt Y N/A N/A 2023-03-14 2023-03-14 2023-03-14 N N N 0.0420 298075976.56 298075976.56 0.0171 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.31% 912796Z77 254900HROIFWPRGM1V77 US912796Z772 U.S. Treasury Debt Y N/A N/A 2023-03-21 2023-03-21 2023-03-21 N N N 0.0431 369077005.40 369077005.40 0.0212 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.48% 912796Z93 254900HROIFWPRGM1V77 US912796Z939 U.S. Treasury Debt Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0448 3982842.84 3982842.84 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.59% 912796CU1 254900HROIFWPRGM1V77 US912796CU14 U.S. Treasury Debt Y N/A N/A 2023-04-18 2023-04-18 2023-04-18 N N N 0.0459 168956483.90 168956483.90 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.62% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0462 134881213.68 134881213.68 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.62% 912797FD4 254900HROIFWPRGM1V77 US912797FD45 U.S. Treasury Debt Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0462 378618608.58 378618608.58 0.0218 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.65% 912797FE2 254900HROIFWPRGM1V77 US912797FE28 U.S. Treasury Debt Y N/A N/A 2023-05-16 2023-05-16 2023-05-16 N N N 0.0465 217843817.40 217843817.40 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.65% 912797FF9 254900HROIFWPRGM1V77 US912797FF92 U.S. Treasury Debt Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0465 346263848.00 346263848.00 0.0199 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.76% 912797FM4 254900HROIFWPRGM1V77 US912797FM44 U.S. Treasury Debt Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0476 167850574.40 167850574.40 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.73% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-04-30 2024-04-30 N N N 0.0486 190710692.30 190710692.30 0.0110 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.79% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-01-31 2024-01-31 N N N 0.0481 47990700.00 47990700.00 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-03-01 2023-04-30 2023-04-30 N N N 0.0463 310069027.70 310069027.70 0.0178 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-07-31 2024-07-31 N N N 0.0487 413858229.84 413858229.84 0.0238 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-03-01 2023-07-31 2023-07-31 N N N 0.0488 99974944.00 99974944.00 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-03-01 2023-10-31 2023-10-31 N N N 0.0488 102970595.56 102970595.56 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.95% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-10-31 2024-10-31 N N N 0.0490 31023144.29 31023144.29 0.0018 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2023-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer