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110143238.70 110143238.70 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-02-01 2023-01-31 2023-01-31 N N N 0.0015 207188382.42 207188382.42 0.0165 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-02-01 2022-10-31 2022-10-31 N N N 0.0014 160122974.40 160122974.40 0.0127 N Y Y N Fannie Mae Fannie Mae, 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-07-29 2022-07-29 N N N 0.0010 5001850.10 5001850.10 0.0004 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-03-11 2022-03-11 N N N 0.0006 32005466.56 32005466.56 0.0025 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 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Government Agency Debt Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N N N 0.0010 19998278.80 19998278.80 0.0016 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 313313UJ5 US313313UJ53 U.S. Government Agency Debt Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0010 7999022.80 7999022.80 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 61799965.39 61799965.39 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 96499838.85 96499838.85 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 274998779.00 274998779.00 0.0218 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 331998157.40 331998157.40 0.0264 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 11999913.36 11999913.36 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 199997556.00 199997556.00 0.0159 N N Y 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 0.0016 149989390.50 149989390.50 0.0119 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 0.0033 5997786.36 5997786.36 0.0005 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 0.0027 4997641.55 4997641.55 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 0.0027 9995162.80 9995162.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130ANR69 2549001DPIFGXC1TOL40 US3130ANR699 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0011 99999158.00 99999158.00 0.0079 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 0.0016 124993098.75 124993098.75 0.0099 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 0.0033 4998152.15 4998152.15 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 0.0021 159965056.00 159965056.00 0.0127 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 0.0032 2998747.98 2998747.98 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 0.0032 9995708.40 9995708.40 0.0008 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 0.0033 14993467.50 14993467.50 0.0012 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 0.0032 3998258.00 3998258.00 0.0003 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 0.0032 7996465.76 7996465.76 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 0.0025 23988255.36 23988255.36 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 0.0026 4997470.00 4997470.00 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 0.0026 7995734.56 7995734.56 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 0.0011 6999929.44 6999929.44 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385UV6 2549001DPIFGXC1TOL40 US313385UV68 U.S. Government Agency Debt Y N/A N/A 2022-03-28 2022-03-28 2022-03-28 N N N 0.0009 6998984.09 6998984.09 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AQJL8 2549001DPIFGXC1TOL40 US3130AQJL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0026 4997878.30 4997878.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385TY2 2549001DPIFGXC1TOL40 US313385TY27 U.S. Government Agency Debt Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 N N N 0.0010 99990561.00 99990561.00 0.0079 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 124987506.25 124987506.25 0.0099 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385UJ3 2549001DPIFGXC1TOL40 US313385UJ31 U.S. Government Agency Debt Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0010 49993892.50 49993892.50 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 124984383.75 124984383.75 0.0099 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385UR5 2549001DPIFGXC1TOL40 US313385UR56 U.S. Government Agency Debt Y N/A N/A 2022-03-24 2022-03-24 2022-03-24 N N N 0.0010 18997309.79 18997309.79 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385UX2 2549001DPIFGXC1TOL40 US313385UX25 U.S. Government Agency Debt Y N/A N/A 2022-03-30 2022-03-30 2022-03-30 N N N 0.0010 3999367.04 3999367.04 0.0003 N N Y 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 0.0027 3998037.04 3998037.04 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 0.0025 15993356.00 15993356.00 0.0013 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 2022-02-01 2022-12-15 2022-12-15 N N N 0.0008 50011017.00 50011017.00 0.0040 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 2022-02-01 2022-11-18 2022-11-18 N N N 0.0008 9002009.43 9002009.43 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 2022-02-01 2022-11-23 2022-11-23 N N N 0.0008 27006060.69 27006060.69 0.0021 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 2022-02-01 2022-12-02 2022-12-02 N N N 0.0008 20004406.60 20004406.60 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 2022-02-01 2022-12-08 2022-12-08 N N N 0.0009 40008116.40 40008116.40 0.0032 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 2022-02-01 2022-04-14 2022-04-14 N N N 0.0009 28001728.44 28001728.44 0.0022 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 2022-02-01 2022-02-22 2022-02-22 N N N 0.0009 11000290.62 11000290.62 0.0009 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 2022-02-01 2022-02-25 2022-02-25 N N N 0.0009 5000149.55 5000149.55 0.0004 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 2022-02-01 2022-05-26 2022-05-26 N N N 0.0009 14002401.56 14002401.56 0.0011 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 2022-02-01 2022-08-12 2022-08-12 N N N 0.0006 12005182.92 12005182.92 0.0010 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 2022-02-01 2022-02-10 2022-02-10 N N N 0.0009 23000470.35 23000470.35 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VD5 2549001DPIFGXC1TOL40 US313385VD51 U.S. Government Agency Debt Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0019 25991364.62 25991364.62 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 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 0.0019 56980768.20 56980768.20 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VF0 2549001DPIFGXC1TOL40 US313385VF00 U.S. Government Agency Debt Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0019 13995202.62 13995202.62 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VG8 2549001DPIFGXC1TOL40 US313385VG82 U.S. Government Agency Debt Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0019 11995824.72 11995824.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VM5 2549001DPIFGXC1TOL40 US313385VM50 U.S. Government Agency Debt Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0019 33987273.80 33987273.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VN3 2549001DPIFGXC1TOL40 US313385VN34 U.S. Government Agency Debt Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0019 23990890.32 23990890.32 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VU7 2549001DPIFGXC1TOL40 US313385VU76 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0019 43981907.64 43981907.64 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 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 0.0019 999578.27 999578.27 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 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 0.0028 14189856.94 14189856.94 0.0011 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-08-03 2022-08-03 N N N 0.0007 12004137.72 12004137.72 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 2022-02-01 2022-08-18 2022-08-18 N N N 0.0007 10003555.30 10003555.30 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 2022-02-01 2022-07-29 2022-07-29 N N N 0.0007 27010471.68 27010471.68 0.0021 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWGU4 S6XOOCT0IEG5ABCC6L87 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-04-29 2022-04-29 N N N 0.0011 10001564.90 10001564.90 0.0008 N N N N Freddie Mac Freddie Mac, 0.19% 313397VV0 S6XOOCT0IEG5ABCC6L87 US313397VV06 U.S. Government Agency Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0019 2998750.62 2998750.62 0.0002 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-04-18 2022-04-18 N N N 0.0011 24005025.12 24005025.12 0.0019 N N N N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 1/31/2022 due 02/01/2022 L3I9ZG2KFGXZ61BMYR72 IGH617000_00324 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 2039-02-15 0 - 6 4205489.00 4193246.41 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 4111000.00 4111000.00 0.0003 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 1/31/2022 due 02/01/2022 8NAV47T0Y26Q87Y0QP81 IGH617000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-15 2051-11-15 0.25 - 4.5 143330097.00 159686307.90 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 155888000.00 155888000.00 0.0124 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 2022-04-19 2051-02-15 0 - 1.875 27556300.00 27541306.89 U.S. Treasuries (including strips) Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 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 0.0021 N N Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 1/31/2022 due 02/01/2022 ANGGYXNX0JLX3X63JN86 IGH617000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2031-02-15 0.304 - 5.375 3293231.00 3354799.18 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 3289000.00 3289000.00 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 2028-11-30 2028-11-30 1.5 - 1.5 8278100.00 8160086.95 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 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 1/31/2022 due 02/01/2022 ZBUT11V806EZRVTWT807 IGH617000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-08 2022-09-30 0 - 1.875 170926157.00 170678891.12 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 167332000.00 167332000.00 0.0133 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 1/31/2022 due 02/01/2022 OXTKY6Q8X53C9ILVV871 IGH617000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-10 2050-02-15 0 - 7.625 185873128.00 184376749.29 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 180741000.00 180741000.00 0.0144 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IGF079000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-16 2050-08-15 0 - 4.375 18988058.00 18360180.49 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 18000000.00 18000000.00 0.0014 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IGG125000 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 2050-08-15 0.125 - 6 10868300.00 9243849.69 U.S. Treasuries (including strips) Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 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 IGH455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 0.875 - 0.875 5130700.00 5100033.81 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 5000000.00 5000000.00 0.0004 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer