N-MFP2 0000702149 XXXXXXXX 2023-03-31 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 10 66 9047569740.41 8950561462.73 8568860146.63 8060233670.02 9199188180.40 11688213759.57 11078455446.67 11605220846.84 11627983907.23 12625856619.27 0.5200 0.5100 0.4700 0.4400 0.5200 0.6700 0.6400 0.6400 0.6400 0.7100 786.41 17632251009.86 17631344823.52 124029527.81 71087595.95 17684287541.79 17681463921.58 1.0000 0.0487 1.0001 1.0002 1.0002 1.0002 1.0002 C000020486 1.00 17684287541.79 17681463921.58 1.0001 1.0002 1.0002 1.0002 1.0002 456822596.17 459816063.31 143732855.66 484693714.95 1064779743.39 222602224.17 252911122.91 177676545.56 296052126.37 523407595.95 1989504491.29 1726518137.75 0.0473 Y Capital Management of the Carolinas, L.L.C., Reimbursement Fees, -906241.17; Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 4.8%, dated 3/31/2023 due 04/03/2023 L3I9ZG2KFGXZ61BMYR72 JSH397000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-18 2032-11-15 0 - 4.125 647131545.00 623121348.81 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 610659000.00 610659000.00 0.0345 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.78% 3Y4U8VZURTYWI1W2K376 JSG244000 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 2053-02-15 1 - 7.625 1720484800.00 1636103048.19 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0467 1600000000.00 1600000000.00 0.0905 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.77% 549300HN4UKV1E2R3U73 JSB112000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-11-15 2052-08-15 3 - 4.375 149375600.00 146746630.94 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 Y BANK OF AMERICA CORPORATION 1.0000 6 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0466 143000000.00 143000000.00 0.0081 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.8%, dated 3/31/2023 due 04/03/2023 MBNUM2BPBDO7JBLYG310 JSH397000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2028-08-31 1.125 - 2.375 443980200.00 408162921.24 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0480 400000000.00 400000000.00 0.0226 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.79% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-29 2042-11-15 0 - 4 1795465400.00 1785712590.40 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0479 1750000000.00 1750000000.00 0.0990 N Y Y N JP Morgan Securities LLC In a joint trading account with JP Morgan Securities LLC at 4.8%, dated 3/31/2023 due 04/03/2023 ZBUT11V806EZRVTWT807 JSH397000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2027-06-30 0.25 - 4.375 1604333200.00 1479591626.52 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 1450000000.00 1450000000.00 0.0820 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 4.8%, dated 3/31/2023 due 04/03/2023 OXTKY6Q8X53C9ILVV871 JSH397000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-06 2040-05-15 0 - 6.125 9584842.00 9573476.59 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 9382000.00 9382000.00 0.0005 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 4.80% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-31 2031-02-15 0.125 - 2.875 216539200.00 204081646.55 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 200000000.00 200000000.00 0.0113 N Y Y N Societe Generale In a joint trading account with Societe Generale at 4.8%, dated 3/31/2023 due 04/03/2023 O2RNE8IBXP4R0TD8PU41 JSH397000_00925 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 2053-02-15 1.125 - 7.625 1138201400.00 974179896.84 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 950000000.00 950000000.00 0.0537 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 4.15% 313312FA3 US313312FA37 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0415 39858460.80 39858460.80 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 4.84% 3133EM2J0 254900C5LP6DN9OP9V83 US3133EM2J06 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-12 2023-06-12 N N N 0.0477 80000780.00 80000780.00 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.85% 3133EMQ47 254900C5LP6DN9OP9V83 US3133EMQ475 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-07 2023-07-07 N N N 0.0479 196001618.96 196001618.96 0.0111 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.85% 3133ENRS1 254900C5LP6DN9OP9V83 US3133ENRS18 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-17 2023-04-17 N N N 0.0475 124999486.25 124999486.25 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.87% 3133ENZV5 254900C5LP6DN9OP9V83 US3133ENZV54 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-06 2024-05-06 N N N 0.0490 97728677.37 97728677.37 0.0055 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133EPDF9 254900C5LP6DN9OP9V83 US3133EPDF90 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-15 2024-05-15 N N N 0.0485 150041026.50 150041026.50 0.0085 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133EN7F1 254900C5LP6DN9OP9V83 US3133EN7F11 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-27 2023-10-27 N N N 0.0484 100020116.00 100020116.00 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.89% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-23 2024-02-23 N N N 0.0482 6003369.18 6003369.18 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-13 2024-09-13 N N N 0.0487 10005208.30 10005208.30 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-03 2024-09-03 N N N 0.0487 14009355.92 14009355.92 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133EPDV4 254900C5LP6DN9OP9V83 US3133EPDV41 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-21 2023-06-21 N N N 0.0481 150016027.50 150016027.50 0.0085 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-10 2023-10-10 N N N 0.0487 11002655.18 11002655.18 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.93% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-15 2023-11-15 N N N 0.0480 5000283.00 5000283.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.93% 3133EN6F2 254900C5LP6DN9OP9V83 US3133EN6F20 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-15 2024-04-15 N N N 0.0483 250224015.00 250224015.00 0.0141 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.94% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-14 2023-09-14 N N N 0.0482 6000575.16 6000575.16 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EMGG1 254900C5LP6DN9OP9V83 US3133EMGG16 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-06 2023-11-06 N N N 0.0488 19007192.83 19007192.83 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-23 2024-01-23 N N N 0.0492 15003449.40 15003449.40 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-18 2024-03-18 N N N 0.0483 20026487.00 20026487.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-10 2024-06-10 N N N 0.0484 12015990.00 12015990.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.98% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-08-06 2024-08-06 N N N 0.0486 13019704.23 13019704.23 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.99% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2025-01-24 2025-01-24 N N N 0.0496 22006473.72 22006473.72 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.99% 3133EN3G3 254900C5LP6DN9OP9V83 US3133EN3G30 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-27 2024-06-27 N N N 0.0485 100158716.00 100158716.00 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.02% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-12-05 2024-12-05 N N N 0.0489 5010295.70 5010295.70 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.20% 3133ELYS7 254900C5LP6DN9OP9V83 US3133ELYS78 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-08 2023-05-08 N N N 0.0480 60018973.80 60018973.80 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 57000000.00 57000000.00 0.0032 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 3.19% 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 0.0319 31971963.52 31971963.52 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.80% 313384EM7 2549001DPIFGXC1TOL40 US313384EM78 U.S. Government Agency Debt Y N/A N/A 2023-04-18 2023-04-18 2023-04-18 N N N 0.0380 199624698.00 199624698.00 0.0113 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.08% 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 0.0408 55824968.64 55824968.64 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.12% 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 0.0412 40879572.34 40879572.34 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 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 0.0434 68555934.63 68555934.63 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 313384HC6 2549001DPIFGXC1TOL40 US313384HC69 U.S. Government Agency Debt Y N/A N/A 2023-06-20 2023-06-20 2023-06-20 N N N 0.0459 67312188.16 67312188.16 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.65% 313384JS9 2549001DPIFGXC1TOL40 US313384JS93 U.S. Government Agency Debt Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0465 12804298.52 12804298.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.81% 3130ARLB5 2549001DPIFGXC1TOL40 US3130ARLB57 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-05 2023-04-05 2023-04-05 N N N 0.0285 6999026.79 6999026.79 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.83% 3130AUHQ0 2549001DPIFGXC1TOL40 US3130AUHQ02 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-06 2023-04-06 N N N 0.0473 189999667.50 189999667.50 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.83% 3130AUJC9 2549001DPIFGXC1TOL40 US3130AUJC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-10 2023-04-10 N N N 0.0475 399996756.00 399996756.00 0.0226 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.83% 3130AUFS8 2549001DPIFGXC1TOL40 US3130AUFS85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-05 2023-04-05 N N N 0.0473 499999195.00 499999195.00 0.0283 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.84% 3130AUDT8 2549001DPIFGXC1TOL40 US3130AUDT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0476 499991995.00 499991995.00 0.0283 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.84% 3130AV3J9 2549001DPIFGXC1TOL40 US3130AV3J91 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-23 2023-05-23 N N N 0.0476 99999760.00 99999760.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0476 13999895.28 13999895.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0476 13999881.28 13999881.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUJ70 2549001DPIFGXC1TOL40 US3130AUJ709 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-11 2023-05-11 N N N 0.0478 149996787.00 149996787.00 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUMS0 2549001DPIFGXC1TOL40 US3130AUMS03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-20 2023-04-20 N N N 0.0476 219998757.00 219998757.00 0.0124 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-24 2023-04-24 N N N 0.0476 76999541.85 76999541.85 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUQ56 2549001DPIFGXC1TOL40 US3130AUQ563 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-02 2023-05-04 2023-05-04 N N N 0.0478 49999473.00 49999473.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUPT5 2549001DPIFGXC1TOL40 US3130AUPT58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-03 2023-05-03 N N N 0.0478 389996111.70 389996111.70 0.0221 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-16 2023-06-16 N N N 0.0480 27999620.60 27999620.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-24 2023-05-24 N N N 0.0479 59999220.60 59999220.60 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUJ39 2549001DPIFGXC1TOL40 US3130AUJ394 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-09 2023-06-09 N N N 0.0480 15999776.00 15999776.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-26 2023-05-26 N N N 0.0479 36999516.41 36999516.41 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-22 2023-05-22 N N N 0.0479 41999475.42 41999475.42 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUQV9 2549001DPIFGXC1TOL40 US3130AUQV95 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-01 2023-05-01 N N N 0.0469 306019201.50 306019201.50 0.0173 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 0.0470 40011289.20 40011289.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-02 2023-06-02 N N N 0.0476 59003566.55 59003566.55 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-27 2023-06-27 N N N 0.0480 32000394.24 32000394.24 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-03 2023-07-03 N N N 0.0475 28004673.48 28004673.48 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-28 2023-08-28 N N N 0.0486 33999960.90 33999960.90 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATKB2 2549001DPIFGXC1TOL40 US3130ATKB23 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0476 150000054.00 150000054.00 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-02 2023-10-02 N N N 0.0489 21000495.60 21000495.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-05 2024-04-05 N N N 0.0485 67026854.27 67026854.27 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-22 2023-08-22 N N N 0.0486 55000423.50 55000423.50 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-27 2023-11-27 N N N 0.0488 27999654.76 27999654.76 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-01 2023-12-01 N N N 0.0488 34999427.05 34999427.05 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-21 2023-11-21 N N N 0.0488 55999492.08 55999492.08 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-26 2023-10-26 N N N 0.0488 38000718.96 38000718.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-10 2023-10-10 N N N 0.0488 42001617.84 42001617.84 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-24 2023-10-24 N N N 0.0488 56999544.57 56999544.57 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-02 2023-10-02 N N N 0.0486 28003656.24 28003656.24 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATV87 2549001DPIFGXC1TOL40 US3130ATV870 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-08 2023-05-08 N N N 0.0478 75001045.50 75001045.50 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-19 2023-10-19 N N N 0.0488 2000057.70 2000057.70 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-10 2024-06-10 N N N 0.0488 55001217.70 55001217.70 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AVEN8 2549001DPIFGXC1TOL40 US3130AVEN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-14 2023-06-14 N N N 0.0483 249998552.50 249998552.50 0.0141 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-27 2023-12-27 N N N 0.0487 5000927.45 5000927.45 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-21 2023-08-21 N N N 0.0485 37004422.98 37004422.98 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-15 2023-08-15 N N N 0.0485 48505747.74 48505747.74 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-28 2024-05-28 N N N 0.0490 28000476.56 28000476.56 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-02 2024-02-02 N N N 0.0489 45003496.50 45003496.50 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-17 2023-08-17 N N N 0.0485 12001426.92 12001426.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-20 2023-09-20 N N N 0.0491 82000231.24 82000231.24 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-21 2023-09-21 N N N 0.0487 40007432.40 40007432.40 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 0.0517 26991838.44 26991838.44 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 0.0523 26983080.72 26983080.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.28% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0540 53972056.62 53972056.62 0.0031 N N N N Freddie Mac Freddie Mac, 4.95% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-03 2024-05-03 N N N 0.0482 48001299.84 48001299.84 0.0027 N N N N U.S. Treasury Bills U.S. Treasury Bills, 1.16% 912796Z93 254900HROIFWPRGM1V77 US912796Z939 U.S. Treasury Debt Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0116 3999489.44 3999489.44 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796YN3 254900HROIFWPRGM1V77 US912796YN33 U.S. Treasury Debt Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0234 1399461294.00 1399461294.00 0.0791 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.18% 912797FD4 254900HROIFWPRGM1V77 US912797FD45 U.S. Treasury Debt Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0418 380287685.00 380287685.00 0.0215 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.30% 912797FE2 254900HROIFWPRGM1V77 US912797FE28 U.S. Treasury Debt Y N/A N/A 2023-05-16 2023-05-16 2023-05-16 N N N 0.0430 218805347.20 218805347.20 0.0124 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.38% 912797FF9 254900HROIFWPRGM1V77 US912797FF92 U.S. Treasury Debt Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0438 347769359.00 347769359.00 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.40% 912797FM4 254900HROIFWPRGM1V77 US912797FM44 U.S. Treasury Debt Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0440 168635088.70 168635088.70 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-04-30 2024-04-30 N N N 0.0481 190691401.30 190691401.30 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.72% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-01-31 2024-01-31 N N N 0.0476 47979417.12 47979417.12 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.76% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-07-31 2023-07-31 N N N 0.0484 28988590.82 28988590.82 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.76% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-04-30 2023-04-30 N N N 0.0460 310017580.10 310017580.10 0.0175 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.77% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-10-31 2023-10-31 N N N 0.0480 63986670.08 63986670.08 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.77% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-07-31 2024-07-31 N N N 0.0483 413631945.72 413631945.72 0.0234 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.87% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-10-31 2024-10-31 N N N 0.0488 30995670.85 30995670.85 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.11% 9128284H0 254900HROIFWPRGM1V77 US9128284H06 U.S. Treasury Debt Y N/A N/A 2023-04-15 2023-04-15 2023-04-15 N N N 0.0580 166289116.94 166289116.94 0.0094 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2023-04-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer