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21110769.96 21110769.96 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0019 15014946.00 15014946.00 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0024 34046808.14 34046808.14 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y N/A N/A 2022-03-15 2022-03-15 2022-03-15 N N N 0.0017 103464664.93 103464664.93 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0015 3012785.88 3012785.88 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 163318925.34 163318925.34 0.0130 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.09% 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0012 68001751.68 68001751.68 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y N/A N/A 2022-05-15 2022-05-15 2022-05-15 N N N 0.0019 3021679.68 3021679.68 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0016 12997968.75 12997968.75 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0017 5035351.55 5035351.55 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0018 29189179.76 29189179.76 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-07-31 2023-07-31 N N N 0.0010 300043464.00 300043464.00 0.0239 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-10-31 2023-10-31 N N N 0.0011 110020665.70 110020665.70 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-04-30 2023-04-30 N N N 0.0012 310011414.20 310011414.20 0.0247 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-01-31 2023-01-31 N N N 0.0010 207079891.65 207079891.65 0.0165 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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4999975.00 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.01% 313313SE9 US313313SE94 U.S. Government Agency Debt Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0001 4999970.85 4999970.85 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313SX7 US313313SX75 U.S. Government Agency Debt Y N/A N/A 2022-02-10 2022-02-10 2022-02-10 N N N 0.0002 67998564.52 67998564.52 0.0054 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313TF5 US313313TF50 U.S. Government Agency Debt Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0002 14999616.75 14999616.75 0.0012 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313TL2 US313313TL29 U.S. Government Agency Debt Y N/A N/A 2022-02-23 2022-02-23 2022-02-23 N N N 0.0002 24999291.75 24999291.75 0.0020 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-02-18 2022-02-18 N N N 0.0005 11000244.97 11000244.97 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMKF8 US3133EMKF86 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-01-07 2022-01-07 N N N 0.0007 13000011.18 13000011.18 0.0010 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EM6R8 US3133EM6R85 U.S. Government Agency Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0013 6999472.27 6999472.27 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-08 2022-03-08 N N N 0.0006 7000253.40 7000253.40 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMHP0 US3133EMHP06 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-25 2022-03-25 N N N 0.0006 11000463.10 11000463.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385RK4 2549001DPIFGXC1TOL40 US313385RK41 U.S. Government Agency Debt Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0000 151999914.88 151999914.88 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 313385RU2 2549001DPIFGXC1TOL40 US313385RU23 U.S. Government Agency Debt Y N/A N/A 2022-01-14 2022-01-14 2022-01-14 N N N 0.0001 62185809.71 62185809.71 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 313385SJ6 2549001DPIFGXC1TOL40 US313385SJ68 U.S. Government Agency Debt Y N/A N/A 2022-01-28 2022-01-28 2022-01-28 N N N 0.0001 49499656.47 49499656.47 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385SP2 2549001DPIFGXC1TOL40 US313385SP29 U.S. Government Agency Debt Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0002 61798970.41 61798970.41 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385SR8 2549001DPIFGXC1TOL40 US313385SR84 U.S. Government Agency Debt Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0002 96498284.23 96498284.23 0.0077 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385SW7 2549001DPIFGXC1TOL40 US313385SW79 U.S. Government Agency Debt Y N/A N/A 2022-02-09 2022-02-09 2022-02-09 N N N 0.0002 274994348.75 274994348.75 0.0219 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385SY3 2549001DPIFGXC1TOL40 US313385SY36 U.S. Government Agency Debt Y N/A N/A 2022-02-11 2022-02-11 2022-02-11 N N N 0.0002 331992808.88 331992808.88 0.0265 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385TB2 2549001DPIFGXC1TOL40 US313385TB24 U.S. Government Agency Debt Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0002 11999720.04 11999720.04 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385TL0 2549001DPIFGXC1TOL40 US313385TL06 U.S. Government Agency Debt Y N/A N/A 2022-02-23 2022-02-23 2022-02-23 N N N 0.0002 199994334.00 199994334.00 0.0159 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANDR8 2549001DPIFGXC1TOL40 US3130ANDR87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0026 16997587.87 16997587.87 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANFH8 2549001DPIFGXC1TOL40 US3130ANFH87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-25 2022-01-25 2022-01-25 N N N 0.0026 8998662.15 8998662.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANE63 2549001DPIFGXC1TOL40 US3130ANE630 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0026 16997243.11 16997243.11 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANRW2 2549001DPIFGXC1TOL40 US3130ANRW27 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0028 149949486.00 149949486.00 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385UA2 2549001DPIFGXC1TOL40 US313385UA22 U.S. Government Agency Debt Y N/A N/A 2022-03-09 2022-03-09 2022-03-09 N N N 0.0005 124988718.75 124988718.75 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP3Q6 2549001DPIFGXC1TOL40 US3130AP3Q60 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0027 5997093.00 5997093.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385UK0 2549001DPIFGXC1TOL40 US313385UK04 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0005 124987156.25 124987156.25 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP3T0 2549001DPIFGXC1TOL40 US3130AP3T00 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0021 4997637.35 4997637.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP6C4 2549001DPIFGXC1TOL40 US3130AP6C48 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0021 9995190.30 9995190.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AN6G0 2549001DPIFGXC1TOL40 US3130AN6G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0014 10999851.50 10999851.50 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APUC7 2549001DPIFGXC1TOL40 US3130APUC73 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0028 124961290.00 124961290.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APKE4 2549001DPIFGXC1TOL40 US3130APKE40 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0027 4997606.00 4997606.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APY58 2549001DPIFGXC1TOL40 US3130APY583 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0010 159981520.00 159981520.00 0.0128 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APN68 2549001DPIFGXC1TOL40 US3130APN685 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-25 2022-03-25 2022-03-25 N N N 0.0027 2998471.26 2998471.26 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APSG1 2549001DPIFGXC1TOL40 US3130APSG16 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-28 2022-03-28 2022-03-28 N N N 0.0026 9994897.80 9994897.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRW7 2549001DPIFGXC1TOL40 US3130APRW74 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0026 3997943.48 3997943.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRN7 2549001DPIFGXC1TOL40 US3130APRN75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0027 14992288.05 14992288.05 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APSZ9 2549001DPIFGXC1TOL40 US3130APSZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-30 2022-03-30 2022-03-30 N N N 0.0026 7995856.16 7995856.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APPV1 2549001DPIFGXC1TOL40 US3130APPV10 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0019 23988993.12 23988993.12 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APPX7 2549001DPIFGXC1TOL40 US3130APPX75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0020 4997614.90 4997614.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APQ24 2549001DPIFGXC1TOL40 US3130APQ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0020 7996162.40 7996162.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APA70 2549001DPIFGXC1TOL40 US3130APA708 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0028 6998374.04 6998374.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385VE3 2549001DPIFGXC1TOL40 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0009 49988381.50 49988381.50 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385VW3 2549001DPIFGXC1TOL40 US313385VW33 U.S. Government Agency Debt Y N/A N/A 2022-04-22 2022-04-22 2022-04-22 N N N 0.0009 999727.66 999727.66 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% to 0.12% 3130AQGL1 2549001DPIFGXC1TOL40 US3130AQGL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0012 3999977.52 3999977.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AQGC1 2549001DPIFGXC1TOL40 US3130AQGC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0010 16001411.36 16001411.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-18 2022-11-18 N N N 0.0008 9002214.36 9002214.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-23 2022-11-23 N N N 0.0008 27006672.51 27006672.51 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-02 2022-12-02 N N N 0.0008 20004845.80 20004845.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-08 2022-12-08 N N N 0.0009 40008854.00 40008854.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-15 2022-12-15 N N N 0.0008 50012045.50 50012045.50 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-14 2022-04-14 N N N 0.0009 28002467.36 28002467.36 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-25 2022-02-25 N N N 0.0009 5000337.60 5000337.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-22 2022-02-22 N N N 0.0009 11000707.41 11000707.41 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-08-12 2022-08-12 N N N 0.0007 12005215.56 12005215.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-26 2022-05-26 N N N 0.0009 14003012.24 14003012.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313385WJ1 2549001DPIFGXC1TOL40 US313385WJ13 U.S. Government Agency Debt Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0014 14193324.30 14193324.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-10 2022-02-10 N N N 0.0009 23002010.20 23002010.20 0.0018 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-08-03 2022-08-03 N N N 0.0007 12004787.64 12004787.64 0.0010 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-08-18 2022-08-18 N N N 0.0007 10004071.60 10004071.60 0.0008 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-07-29 2022-07-29 N N N 0.0007 27012251.52 27012251.52 0.0022 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWGU4 S6XOOCT0IEG5ABCC6L87 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-04-29 2022-04-29 N N N 0.0011 10002110.00 10002110.00 0.0008 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-18 2022-04-18 N N N 0.0011 24007029.12 24007029.12 0.0019 N N N N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 12/31/2021 due 01/03/2022 L3I9ZG2KFGXZ61BMYR72 IFF764000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2041-11-15 0 - 5.25 12899191.00 13280472.81 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 13020000.00 13020000.00 0.0010 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 12/31/2021 due 01/03/2022 8NAV47T0Y26Q87Y0QP81 IFF764000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2051-08-15 0.75 - 4.5 7584854.00 8328507.87 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 8137000.00 8137000.00 0.0006 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2022-12-29 0 - 0.125 27647600.00 27541500.89 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 27000000.00 27000000.00 0.0022 N N Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 12/31/2021 due 01/03/2022 ANGGYXNX0JLX3X63JN86 IFF764000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2039-02-15 0.12 - 7.625 3321130.00 3320120.95 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 3255000.00 3255000.00 0.0003 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-25 2022-01-25 0 - 0 8160300.00 8160038.87 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 8000000.00 8000000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 12/31/2021 due 01/03/2022 ZBUT11V806EZRVTWT807 IFF764000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2026-08-15 0.125 - 2.875 12405602.00 12450172.82 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 12206000.00 12206000.00 0.0010 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 12/31/2021 due 01/03/2022 OXTKY6Q8X53C9ILVV871 IFF764000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2040-08-15 0.134 - 3.875 523189221.00 528957896.66 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 518584000.00 518584000.00 0.0414 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IFE474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2050-11-15 0 - 7.625 7247900.00 9209392.44 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0005 9000000.00 9000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IFF328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 4946200.00 5100059.87 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 5000000.00 5000000.00 0.0004 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-01-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer