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2022-03-01 2022-06-17 2022-06-17 N N N 0.0008 23011447.79 23011447.79 0.0019 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-06-24 2022-06-24 N N N 0.0008 22011653.84 22011653.84 0.0018 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-09 2022-05-09 N N N 0.0008 40014756.00 40014756.00 0.0033 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-04 2022-05-04 N N N 0.0005 33016028.10 33016028.10 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 313313TV0 US313313TV01 U.S. Government Agency Debt Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N N N 0.0006 19999866.80 19999866.80 0.0016 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMJL7 US3133EMJL73 U.S. 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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 0.0035 159976304.00 159976304.00 0.0131 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 0.0016 2999787.87 2999787.87 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 0.0016 9999190.50 9999190.50 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 0.0017 3999656.80 3999656.80 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 0.0016 14998713.00 14998713.00 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 0.0017 7999273.44 7999273.44 0.0007 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 23992648.32 23992648.32 0.0020 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 0.0025 4998418.35 4998418.35 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 7997220.80 7997220.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 99998667.00 99998667.00 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 124997778.75 124997778.75 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 49998223.00 49998223.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 124995280.00 124995280.00 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385UN4 2549001DPIFGXC1TOL40 US313385UN43 U.S. Government Agency Debt Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0008 149993335.50 149993335.50 0.0123 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 18999029.29 18999029.29 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 6999580.21 6999580.21 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385UW4 2549001DPIFGXC1TOL40 US313385UW42 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0008 199987560.00 199987560.00 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 203986858.32 203986858.32 0.0167 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385UY0 2549001DPIFGXC1TOL40 US313385UY08 U.S. Government Agency Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0008 2999800.08 2999800.08 0.0002 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 0.0032 4997778.75 4997778.75 0.0004 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 0.0034 3997861.64 3997861.64 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 0.0034 15991446.56 15991446.56 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 2022-03-01 2022-11-18 2022-11-18 N N N 0.0008 9001803.96 9001803.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-12 2022-05-12 N N N 0.0005 125015913.75 125015913.75 0.0102 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 2022-03-01 2022-11-23 2022-11-23 N N N 0.0008 27005455.08 27005455.08 0.0022 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 2022-03-01 2022-12-15 2022-12-15 N N N 0.0008 50010014.00 50010014.00 0.0041 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 2022-03-01 2022-12-08 2022-12-08 N N N 0.0009 40007353.60 40007353.60 0.0033 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 2022-03-02 2022-12-02 2022-12-02 N N N 0.0008 20004013.60 20004013.60 0.0016 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 2022-03-01 2022-04-14 2022-04-14 N N N 0.0009 28001066.24 28001066.24 0.0023 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 2022-03-01 2022-08-12 2022-08-12 N N N 0.0006 12004349.16 12004349.16 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 2022-03-01 2022-05-26 2022-05-26 N N N 0.0009 14001783.04 14001783.04 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313385WH5 2549001DPIFGXC1TOL40 US313385WH56 U.S. Government Agency Debt Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0014 131964195.00 131964195.00 0.0108 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 25995202.22 25995202.22 0.0021 N N Y 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 56989181.40 56989181.40 0.0047 N N Y 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 13997269.02 13997269.02 0.0011 N N Y 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 11997595.80 11997595.80 0.0010 N N Y 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 33992292.20 33992292.20 0.0028 N N Y 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 23994432.72 23994432.72 0.0020 N N Y 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 43988401.60 43988401.60 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VV5 2549001DPIFGXC1TOL40 US313385VV59 U.S. Government Agency Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0019 34990589.20 34990589.20 0.0029 N N Y 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 52985470.05 52985470.05 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 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 0.0030 14192440.06 14192440.06 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313385XE1 2549001DPIFGXC1TOL40 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0030 21984628.38 21984628.38 0.0018 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-08-18 2022-08-18 N N N 0.0008 10003015.50 10003015.50 0.0008 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-08-03 2022-08-03 N N N 0.0007 12003458.52 12003458.52 0.0010 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-29 2022-07-29 N N N 0.0007 27008827.65 27008827.65 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 2022-03-01 2022-04-29 2022-04-29 N N N 0.0011 10001061.30 10001061.30 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 13996235.68 13996235.68 0.0011 N N Y N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-04-18 2022-04-18 N N N 0.0011 24003174.00 24003174.00 0.0020 N N N N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 2/28/2022 due 03/01/2022 L3I9ZG2KFGXZ61BMYR72 IIA406000_00324 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 2026-10-31 1.125 - 1.125 4155366.00 4050427.16 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 3971000.00 3971000.00 0.0003 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 2/28/2022 due 03/01/2022 8NAV47T0Y26Q87Y0QP81 IIA406000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2026-08-15 1.5 - 2.875 51477677.00 51650838.86 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 50638000.00 50638000.00 0.0041 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 2022-12-29 2027-02-28 0 - 1.875 27381700.00 27541546.92 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 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 2/28/2022 due 03/01/2022 ANGGYXNX0JLX3X63JN86 IIA406000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2043-08-15 0.25 - 3.625 3468678.00 3239524.94 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 3176000.00 3176000.00 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 2046-08-15 2047-11-15 2.25 - 2.75 8758500.00 9270067.33 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 9000000.00 9000000.00 0.0007 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 2/28/2022 due 03/01/2022 ZBUT11V806EZRVTWT807 IIA406000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2022-06-21 0 - 0 12688167.00 12669477.76 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 12421000.00 12421000.00 0.0010 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 2/28/2022 due 03/01/2022 OXTKY6Q8X53C9ILVV871 IIA406000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-08 2041-08-15 0 - 6.125 1145714711.00 1145523832.47 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1123061000.00 1123061000.00 0.0920 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 2/28/2022 due 03/01/2022 O2RNE8IBXP4R0TD8PU41 IIA406000_00925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2050-11-15 0 - 6.125 16554039.00 16168259.45 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 15847000.00 15847000.00 0.0013 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2051-05-15 0.25 - 5.25 19246200.00 18375560.45 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 18000000.00 18000000.00 0.0015 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IHJ628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2024-02-29 1.5 - 1.5 5094700.00 5100074.91 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 5000000.00 5000000.00 0.0004 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer