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24000159.36 24000159.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130ASGM5 2549001DPIFGXC1TOL40 US3130ASGM50 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-09-15 2022-09-15 N N N 0.0151 500002195.00 500002195.00 0.0366 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130AR5M9 2549001DPIFGXC1TOL40 US3130AR5M92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-08-30 2022-08-30 N N N 0.0151 354998981.15 354998981.15 0.0260 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130AR5Z0 2549001DPIFGXC1TOL40 US3130AR5Z06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-08-02 2022-08-02 N N N 0.0149 71001272.32 71001272.32 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130AR3W9 2549001DPIFGXC1TOL40 US3130AR3W92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-09-22 2022-09-22 N N N 0.0151 42000174.72 42000174.72 0.0031 N N N N Federal Home Loan Bank Federal 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N 0.0151 90010673.10 90010673.10 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385B47 2549001DPIFGXC1TOL40 US313385B473 U.S. Government Agency Debt Y N/A N/A 2022-08-10 2022-08-10 2022-08-10 N N N 0.0167 199621386.00 199621386.00 0.0146 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 313385B96 2549001DPIFGXC1TOL40 US313385B960 U.S. Government Agency Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0168 39914822.00 39914822.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AS5D7 2549001DPIFGXC1TOL40 US3130AS5D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0231 28916111.99 28916111.99 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 313385C20 2549001DPIFGXC1TOL40 US313385C208 U.S. Government Agency Debt Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0169 124725880.00 124725880.00 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0192 23911413.12 23911413.12 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385G42 2549001DPIFGXC1TOL40 US313385G423 U.S. Government Agency Debt Y N/A N/A 2022-09-19 2022-09-19 2022-09-19 N N N 0.0192 51780699.88 51780699.88 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385G59 2549001DPIFGXC1TOL40 US313385G597 U.S. Government Agency Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0192 21906061.98 21906061.98 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0192 5971225.26 5971225.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 313385G75 2549001DPIFGXC1TOL40 US313385G753 U.S. Government Agency Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0193 22899372.47 22899372.47 0.0017 N N N N Freddie Mac Freddie Mac, 1.60% 3134GWTF3 S6XOOCT0IEG5ABCC6L87 US3134GWTF33 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-09-16 2022-09-16 N N N 0.0149 200043746.00 200043746.00 0.0146 N N N N Freddie Mac Freddie Mac, 1.60% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-08-18 2022-08-18 N N N 0.0151 10001105.20 10001105.20 0.0007 N N N N Freddie Mac Freddie Mac, 1.60% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-08-03 2022-08-03 N N N 0.0151 12000890.76 12000890.76 0.0009 N N N N Freddie Mac Freddie Mac, 1.61% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-29 2022-07-29 N N N 0.0152 27001664.82 27001664.82 0.0020 N N N N Freddie Mac Freddie Mac, 1.64% 3134GTS87 S6XOOCT0IEG5ABCC6L87 US3134GTS875 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-08-05 2022-08-05 N N N 0.0151 33804190.86 33804190.86 0.0025 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.65% 912796R68 254900HROIFWPRGM1V77 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0065 33995750.00 33995750.00 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.70% 912796W88 254900HROIFWPRGM1V77 US912796W886 U.S. Treasury Debt Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0070 199980686.00 199980686.00 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.89% 912796W96 254900HROIFWPRGM1V77 US912796W969 U.S. Treasury Debt Y N/A N/A 2022-07-12 2022-07-12 2022-07-12 N N N 0.0089 249926667.50 249926667.50 0.0183 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.99% 912796X38 254900HROIFWPRGM1V77 US912796X389 U.S. Treasury Debt Y N/A N/A 2022-07-26 2022-07-26 2022-07-26 N N N 0.0099 124911241.25 124911241.25 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.00% 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0100 78969611.07 78969611.07 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.27% 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0127 176640607.99 176640607.99 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.55% 912796XU8 254900HROIFWPRGM1V77 US912796XU84 U.S. Treasury Debt Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0155 124644062.50 124644062.50 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796XV6 254900HROIFWPRGM1V77 US912796XV67 U.S. Treasury Debt Y N/A N/A 2022-09-13 2022-09-13 2022-09-13 N N N 0.0157 105860979.86 105860979.86 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0159 133485737.48 133485737.48 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.60% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0160 88983543.13 88983543.13 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% 912796U56 254900HROIFWPRGM1V77 US912796U567 U.S. Treasury Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0165 76711369.35 76711369.35 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.66% 912796U64 254900HROIFWPRGM1V77 US912796U641 U.S. Treasury Debt Y N/A N/A 2022-09-29 2022-09-29 2022-09-29 N N N 0.0166 5975400.00 5975400.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.82% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0182 118433180.39 118433180.39 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796YD5 254900HROIFWPRGM1V77 US912796YD50 U.S. Treasury Debt Y N/A N/A 2022-10-11 2022-10-11 2022-10-11 N N N 0.0187 129318582.90 129318582.90 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.08% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0208 128922407.90 128922407.90 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.14% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0214 1985660.50 1985660.50 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0225 198126812.00 198126812.00 0.0145 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0230 128695522.80 128695522.80 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0248 148174917.00 148174917.00 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.44% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0231 4987109.40 4987109.40 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.68% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2022-07-01 2024-04-30 2024-04-30 N N N 0.0173 124903321.25 124903321.25 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-07-31 2023-07-31 N N N 0.0158 300675921.00 300675921.00 0.0220 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-10-31 2023-10-31 N N N 0.0161 110269674.90 110269674.90 0.0081 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-04-30 2023-04-30 N N N 0.0155 310622151.40 310622151.40 0.0227 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-01-31 2023-01-31 N N N 0.0153 207335410.38 207335410.38 0.0152 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-07-01 2022-10-31 2022-10-31 N N N 0.0151 160160888.00 160160888.00 0.0117 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.50% 912828TE0 254900HROIFWPRGM1V77 US912828TE09 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0452 1020028591.53 1020028591.53 0.0746 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 1.51%, dated 6/30/2022 due 07/01/2022 8NAV47T0Y26Q87Y0QP81 JKD391000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2025-11-30 2031-11-15 0.375 - 1.375 10417188.00 9180399.70 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0151 9000000.00 9000000.00 0.0007 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 1.55% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-11-25 2027-06-30 0 - 3.25 30983000.00 30619804.37 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-28 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0154 30000000.00 30000000.00 0.0022 N N Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 1.51%, dated 6/30/2022 due 07/01/2022 ANGGYXNX0JLX3X63JN86 JKD391000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-12-29 2040-05-15 0 - 1.683 237695600.00 204008387.34 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0151 200000000.00 200000000.00 0.0146 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.48% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2031-02-15 2031-02-15 1.125 - 1.125 590456800.00 510020902.48 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0148 500000000.00 500000000.00 0.0366 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.50% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-11-30 2023-11-30 0.5 - 0.5 1846508000.00 1785074376.13 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0150 1750000000.00 1750000000.00 0.1280 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.51%, dated 6/30/2022 due 07/01/2022 ZBUT11V806EZRVTWT807 JKD391000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2038-02-15 2051-11-15 1.125 - 4.5 625511099.00 533482527.00 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0151 523000000.00 523000000.00 0.0383 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.50% OXTKY6Q8X53C9ILVV871 JKD191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2027-12-31 2042-05-15 0.625 - 5.375 560413800.00 510021252.35 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0150 500000000.00 500000000.00 0.0366 N Y Y N Societe Generale In a joint trading account with Societe Generale at 1.51%, dated 6/30/2022 due 07/01/2022 O2RNE8IBXP4R0TD8PU41 JKD391000_00925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-08-15 2051-05-15 1.25 - 6.875 486726434.00 454395745.21 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0151 442331000.00 442331000.00 0.0324 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2022-07-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer