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3130AQQH9 2549001DPIFGXC1TOL40 US3130AQQH99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-25 2022-04-25 N N N 0.0027 200000060.00 200000060.00 0.0160 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AR5Y3 2549001DPIFGXC1TOL40 US3130AR5Y31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-07-26 2022-07-26 N N N 0.0028 66000023.10 66000023.10 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130ANGY0 2549001DPIFGXC1TOL40 US3130ANGY02 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-05-27 2022-05-27 N N N 0.0027 160999980.68 160999980.68 0.0129 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AR5N7 2549001DPIFGXC1TOL40 US3130AR5N75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-30 2022-08-30 N N N 0.0028 149997741.00 149997741.00 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AR3W9 2549001DPIFGXC1TOL40 US3130AR3W92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-09-22 2022-09-22 N N N 0.0028 41999818.56 41999818.56 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AQSP9 2549001DPIFGXC1TOL40 US3130AQSP97 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-06-30 2022-06-30 N N N 0.0027 225000103.50 225000103.50 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AR5Z0 2549001DPIFGXC1TOL40 US3130AR5Z06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-02 2022-08-02 N N N 0.0028 71000115.02 71000115.02 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130ANK41 2549001DPIFGXC1TOL40 US3130ANK413 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-06-03 2022-06-03 N N N 0.0027 320000012.80 320000012.80 0.0256 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0032 14987866.65 14987866.65 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-11-23 2022-11-23 N N N 0.0029 27007579.98 27007579.98 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-12-15 2022-12-15 N N N 0.0030 50008986.50 50008986.50 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-05-12 2022-05-12 N N N 0.0025 125011960.00 125011960.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-11-18 2022-11-18 N N N 0.0029 9002502.36 9002502.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-12-08 2022-12-08 N N N 0.0028 40012597.20 40012597.20 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-12-02 2022-12-02 N N N 0.0029 20005757.00 20005757.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-14 2022-04-14 N N N 0.0031 28000323.68 28000323.68 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-12 2022-08-12 N N N 0.0028 12003519.84 12003519.84 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-05-26 2022-05-26 N N N 0.0031 14001151.36 14001151.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 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 0.0041 131950832.64 131950832.64 0.0106 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 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 0.0041 14194545.50 14194545.50 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WR3 2549001DPIFGXC1TOL40 US313385WR39 U.S. Government Agency Debt Y N/A N/A 2022-05-11 2022-05-11 2022-05-11 N N N 0.0041 244914919.40 244914919.40 0.0196 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WS1 2549001DPIFGXC1TOL40 US313385WS12 U.S. Government Agency Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0041 3998091.12 3998091.12 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WT9 2549001DPIFGXC1TOL40 US313385WT94 U.S. Government Agency Debt Y N/A N/A 2022-05-13 2022-05-13 2022-05-13 N N N 0.0041 124938893.75 124938893.75 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 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 0.0041 21986429.30 21986429.30 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385XH4 2549001DPIFGXC1TOL40 US313385XH48 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0041 23984358.00 23984358.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 313385XP6 2549001DPIFGXC1TOL40 US313385XP63 U.S. Government Agency Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0062 7991488.72 7991488.72 0.0006 N N N N Freddie Mac Freddie Mac, 0.16% 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 0.0016 13998678.96 13998678.96 0.0011 N N Y N Freddie Mac Freddie Mac, 0.36% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-03 2022-08-03 N N N 0.0029 12002766.96 12002766.96 0.0010 N N N N Freddie Mac Freddie Mac, 0.36% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-18 2022-08-18 N N N 0.0030 10002466.30 10002466.30 0.0008 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-07-29 2022-07-29 N N N 0.0029 27007013.79 27007013.79 0.0022 N N N N Freddie Mac Freddie Mac, 0.39% 3134GWGU4 S6XOOCT0IEG5ABCC6L87 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-29 2022-04-29 N N N 0.0033 10000504.00 10000504.00 0.0008 N N N N Freddie Mac Freddie Mac, 0.43% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-18 2022-04-18 N N N 0.0027 24001936.08 24001936.08 0.0019 N N N N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-01 2041-02-15 0 - 1.875 27683300.00 27543561.21 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-04-18 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 27000000.00 27000000.00 0.0022 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.25 - 2.25 255221400.00 255002164.82 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 250000000.00 250000000.00 0.0200 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2023-12-31 0.75 - 0.75 261156700.00 255002187.42 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 250000000.00 250000000.00 0.0200 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2040-11-15 1.375 - 1.375 66917200.00 55080534.07 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0030 54000000.00 54000000.00 0.0043 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 3/31/2022 due 04/01/2022 OXTKY6Q8X53C9ILVV871 IJF389000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2042-02-15 0.75 - 6.25 536050625.00 537727074.93 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 527179000.00 527179000.00 0.0422 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.30% SUVUFHICNZMP2WKHG940 IJF120000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2029-03-31 2.25 - 2.375 306359600.00 306002559.68 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 300000000.00 300000000.00 0.0240 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-04-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer