# EDGAR Filing Document

**Accession Number:** 0000934563
**File Stem:** 0001752724-25-209753
**Filing Date:** 2025-8
**Character Count:** 150072
**Document Hash:** 2403a8aa9b4ff4f28d43787d4ee39efd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-209753.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-209753

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HC CAPITAL TRUST
- **CENTRAL INDEX KEY:** 0000934563

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08918
- **FILM NUMBER:** 251266198

**BUSINESS ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428
- **BUSINESS PHONE:** 610-828-7200

**MAIL ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HC CAPITAL TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 19941222

## Series and Classes Contracts Data

### The U.S. Government Fixed Income Securities Portfolio (Series ID: S000029852)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000091786 | The U.S. Government Fixed Income Securities Portfolio | HCUSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** HC Capital Trust

- **b. Investment Company Act file number:** 811-08918

- **c. CIK number of Registrant:** 0000934563

- **d. LEI of Registrant:** 549300WBB2KZ0XDJW948

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** Five Tower Bridge, 300 Barr Harbor

  - **City:** West Conshohocken

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19428

  - **Telephone number:** 610-828-7200

**Item A.2. Information about the Series.**

- **a. Name of Series:** The U.S. Government Fixed Income Securities Portfolio

- **b. EDGAR series identifier (if any):** S000029852

- **c. LEI of Series:** 549300R2MO8O37TM5195

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1082215510.75

**Total Liabilities:** $301889.81

**Net Assets:** $1081913620.94

**Cash Not Reported:** $6180081.88

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -10.09699534 | **1-Year:** -549.57770089 | **5-Year:** -942.88774221 | **10-Year:** -657.80616602 | **30-Year:** -413.72682887

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091786 | 0.90%                | -1.21%               | 1.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $884784.15               | $4415626.84                                |
| Month 2  | $63936.51                | $-12456243.92                              |
| Month 3  | $-223870.20              | $9187505.59                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Government Bond Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                                           | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2030000 | PA      | $2044352.73   | 0.19%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1079487.50   | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $612328.51    | 0.06%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1695000 | PA      | $1393276.76   | 0.13%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $541104.69    | 0.05%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3152171.86   | 0.29%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1754921.88   | 0.16%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2805000 | PA      | $2830091.59   | 0.26%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3150000 | PA      | $3250652.33   | 0.30%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2209921.88   | 0.20%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2345000 | PA      | $2333458.19   | 0.22%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2520000 | PA      | $2364468.75   | 0.22%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTES                            | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $420875.00    | 0.04%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1335000 | PA      | $1386314.06   | 0.13%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN AUG25C                                                                                       | US BOND FUTR OPTN AUG25C                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       150 | NC      | $110156.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $304625.00    | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $257799.02    | 0.02%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1135000 | PA      | $786342.19    | 0.07%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Investment Trust: State Street Institutional Treasury Plus Money Market Fund; Trust | STATE STREET INSTITUTIONAL TREASURY PLUS MMKT | CUSIP: 85749Q448<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  98239000 | NS      | $98238999.84  | 9.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3134HAPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $500320.50    | 0.05%             | 2029-09-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $2170242.19   | 0.20%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $2192994.15   | 0.20%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2030000 | PA      | $1955302.33   | 0.18%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3015000 | PA      | $2693125.20   | 0.25%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2985000 | PA      | $2912007.41   | 0.27%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2523437.50   | 0.23%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $125491.99    | 0.01%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $133968.75    | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1695000 | PA      | $952113.28    | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3230000 | PA      | $3245392.95   | 0.30%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3910000 | PA      | $3606975.00   | 0.33%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1289699.99   | 0.12%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2265000 | PA      | $2302514.06   | 0.21%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133EPPE9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $301039.80    | 0.03%             | 2026-07-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1760000 | PA      | $1152731.25   | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    282000 | PA      | $294866.25    | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2375000 | PA      | $2406357.41   | 0.22%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $529006.25    | 0.05%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2536914.05   | 0.23%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2790000 | PA      | $2822259.38   | 0.26%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $819375.00    | 0.08%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2510546.88   | 0.23%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2518652.35   | 0.23%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1764218.75   | 0.16%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $2447250.00   | 0.23%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2345000 | PA      | $2259902.15   | 0.21%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3315000 | PA      | $2278156.05   | 0.21%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $526990.23    | 0.05%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $804864.26    | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1995000.00   | 0.18%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1964548.83   | 0.18%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENNESSEE VALLEY AUTHORITY                    | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    250000 | PA      | $243904.75    | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2135000 | PA      | $1993139.26   | 0.18%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3410000 | PA      | $3168902.33   | 0.29%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2125000 | PA      | $2097773.44   | 0.19%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $502031.25    | 0.05%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2180062.50   | 0.20%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1985000 | PA      | $1999112.10   | 0.18%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $845367.19    | 0.08%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220000 | PA      | $1065546.10   | 0.10%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    673000 | PA      | $676443.87    | 0.06%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1205596.48   | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $507226.56    | 0.05%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $327260.85    | 0.03%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1761225.00   | 0.16%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $105199.22    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133EMW40<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    468000 | PA      | $415079.03    | 0.04%             | 2030-07-26      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1156031.25   | 0.11%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3635000 | PA      | $3356411.31   | 0.31%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3230000 | PA      | $3137642.19   | 0.29%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4815000 | PA      | $4946283.96   | 0.46%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2157031.25   | 0.20%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4775000 | PA      | $4096054.69   | 0.38%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1675000 | PA      | $1707453.13   | 0.16%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2225000 | PA      | $2097931.63   | 0.19%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1766542.96   | 0.16%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2205000 | PA      | $1886567.00   | 0.17%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1475000 | PA      | $948609.38    | 0.09%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN OCT25P                                                                                       | US BOND FUTR OPTN OCT25P                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -50 | NC      | $-28906.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3245000 | PA      | $3008216.41   | 0.28%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1366598.43   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4810000 | PA      | $4225472.25   | 0.39%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate Term Treasury ETF                                                                        | VANGUARD INTERMEDIATE TERM TREASURY ETF       | CUSIP: 92206C706<br>LEI: N/A                  | Long             |  | RF                | US        |   3187898 | NS      | $190668179.38 | 17.62%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2545000 | PA      | $2515573.44   | 0.23%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2835000 | PA      | $1995020.51   | 0.18%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1173328.13   | 0.11%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130AEB25<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    300000 | PA      | $295831.50    | 0.03%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2255000 | PA      | $2258611.52   | 0.21%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN SEP25P                                                                                       | US BOND FUTR OPTN SEP25P                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -100 | NC      | $-25000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1747812.50   | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2005000 | PA      | $1944458.40   | 0.18%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2745000 | PA      | $2643134.75   | 0.24%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $1705953.13   | 0.16%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENAF7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $240697.50    | 0.02%             | 2026-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2514746.10   | 0.23%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4990000 | PA      | $4269373.84   | 0.39%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2682525.00   | 0.25%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $1649375.00   | 0.15%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $583429.69    | 0.05%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2520578.11   | 0.23%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $230721.88    | 0.02%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $52480.80     | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $397953.12    | 0.04%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $249623.24    | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $126485.94    | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $809049.81    | 0.07%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4420000 | PA      | $3824508.60   | 0.35%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4605000 | PA      | $4536104.87   | 0.42%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2090000 | PA      | $2097184.38   | 0.19%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2719207.02   | 0.25%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1144968.75   | 0.11%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN SEP25C                                                                                       | US BOND FUTR OPTN SEP25C                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       150 | NC      | $159375.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1315000 | PA      | $1103418.55   | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN AUG25C                                                                                       | US BOND FUTR OPTN AUG25C                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $109375.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5415000 | PA      | $5288085.94   | 0.49%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $2990410.16   | 0.28%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1001328.12   | 0.09%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $791265.23    | 0.07%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1965000 | PA      | $1841573.44   | 0.17%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4655000 | PA      | $4004754.69   | 0.37%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1481484.38   | 0.14%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945000 | PA      | $916207.03    | 0.08%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130AXU63<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $504514.50    | 0.05%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130B2PJ8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    225000 | PA      | $224128.35    | 0.02%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4948828.10   | 0.46%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130AWN63<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    300000 | PA      | $302503.80    | 0.03%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1160224.61   | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2095000 | PA      | $1474683.59   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3235000 | PA      | $3114066.61   | 0.29%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1525000 | PA      | $1397221.68   | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3015585.93   | 0.28%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2580000 | PA      | $1602018.75   | 0.15%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1967671.88   | 0.18%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1177000 | PA      | $945599.96    | 0.09%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN OCT25P                                                                                       | US BOND FUTR OPTN OCT25P                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -100 | NC      | $-28125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2572910.14   | 0.24%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3430000 | PA      | $3365687.50   | 0.31%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130AWGR5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    200000 | PA      | $200590.00    | 0.02%             | 2026-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3005000 | PA      | $2807092.56   | 0.26%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2493945.30   | 0.23%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1225000 | PA      | $1160304.69   | 0.11%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $702843.75    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | 10 YEAR US TREASURY NOTE FUTURE SEP25         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1124 | NC      | $2926547.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4115000 | PA      | $4128984.58   | 0.38%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2648750.00   | 0.24%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1470000 | PA      | $1263683.21   | 0.12%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $97526.60     | 0.01%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1044960.94   | 0.10%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130ANED8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     70000 | PA      | $67762.24     | 0.01%             | 2026-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3860000 | PA      | $3601862.50   | 0.33%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $206868.16    | 0.02%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2215000 | PA      | $1232093.75   | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1677110.54   | 0.16%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1070044.92   | 0.10%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2595429.69   | 0.24%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $3110.16      | 0.00%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125000 | PA      | $897758.79    | 0.08%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENN VALLEY AUTHORITY                         | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $198761.20    | 0.02%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3380000 | PA      | $3296556.25   | 0.30%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1342248.04   | 0.12%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2693173.84   | 0.25%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $278902.15    | 0.03%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3725000 | PA      | $3746535.16   | 0.35%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $676402.34    | 0.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2655000 | PA      | $2560208.19   | 0.24%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    831000 | PA      | $639967.38    | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2744091.79   | 0.25%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1003984.37   | 0.09%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455000 | PA      | $1481826.56   | 0.14%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | US T NOTE 4 625 11 15 26                      | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1945000 | PA      | $1963918.16   | 0.18%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $95587.70     | 0.01%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $598971.09    | 0.06%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2520000 | PA      | $2496375.00   | 0.23%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3385945.31   | 0.31%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1898156.26   | 0.18%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $969960.94    | 0.09%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN AUG25C                                                                                       | US BOND FUTR OPTN AUG25C                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       150 | NC      | $44531.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $340023.44    | 0.03%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3616734.38   | 0.33%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2890000 | PA      | $2690409.38   | 0.25%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5595000 | PA      | $4771048.80   | 0.44%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1715000 | PA      | $1613238.86   | 0.15%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $330326.56    | 0.03%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $891053.52    | 0.08%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1502519.54   | 0.14%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $897917.97    | 0.08%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $447046.88    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $909421.88    | 0.08%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $815937.50    | 0.08%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2650851.55   | 0.25%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4194781.23   | 0.39%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2625000 | PA      | $2562348.63   | 0.24%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2827781.24   | 0.26%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $729726.56    | 0.07%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN OCT25P                                                                                       | US BOND FUTR OPTN OCT25P                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -50 | NC      | $-22656.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3360000 | PA      | $3256443.76   | 0.30%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $172864.20    | 0.02%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2562304.68   | 0.24%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930000 | PA      | $914524.21    | 0.08%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2030000 | PA      | $2048872.65   | 0.19%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3365000 | PA      | $3102109.38   | 0.29%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1370000 | PA      | $1017653.13   | 0.09%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1260644.53   | 0.12%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1980000.00   | 0.18%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $283425.25    | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1413015.62   | 0.13%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3975000 | PA      | $3400022.45   | 0.31%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $759550.78    | 0.07%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3860000 | PA      | $2447632.02   | 0.23%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2280000 | PA      | $2309657.81   | 0.21%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2345000 | PA      | $2283626.94   | 0.21%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1518457.04   | 0.14%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENNESSEE VALLEY AUTHORITY                    | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     85000 | PA      | $87171.07     | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2990000 | PA      | $2765983.58   | 0.26%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2995000 | PA      | $2928080.47   | 0.27%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $956750.00    | 0.09%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1640000 | PA      | $1589967.19   | 0.15%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $205757.81    | 0.02%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1491855.47   | 0.14%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1638140.63   | 0.15%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4650000 | PA      | $4723019.51   | 0.44%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2210000 | PA      | $2237452.33   | 0.21%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $1839039.45   | 0.17%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130B3A29<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    100000 | PA      | $100054.00    | 0.01%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    551000 | PA      | $533609.06    | 0.05%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130AQF65<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    100000 | PA      | $96226.90     | 0.01%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $806843.75    | 0.07%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2301757.80   | 0.21%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1616250.00   | 0.15%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $1205471.88   | 0.11%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4435046.85   | 0.41%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENNESSEE VALLEY AUTH                         | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    140000 | PA      | $157142.16    | 0.01%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $344126.95    | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3133XGAY0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    165000 | PA      | $179528.58    | 0.02%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2149691.41   | 0.20%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $436851.56    | 0.04%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1765000 | PA      | $1772721.88   | 0.16%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $767968.75    | 0.07%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $3057267.57   | 0.28%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN SEP25P                                                                                       | US BOND FUTR OPTN SEP25P                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -50 | NC      | $-21875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2145000 | PA      | $1992168.75   | 0.18%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $735051.56    | 0.07%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $2277407.80   | 0.21%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2010000 | PA      | $2013140.63   | 0.19%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1419583.99   | 0.13%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1723242.18   | 0.16%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2570000 | PA      | $1353667.19   | 0.13%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4015000 | PA      | $3754181.83   | 0.35%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3435000 | PA      | $3349795.89   | 0.31%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2620000 | PA      | $1258521.09   | 0.12%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3605000 | PA      | $2940468.94   | 0.27%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $206082.00    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2285000 | PA      | $2132279.88   | 0.20%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4675000 | PA      | $4122948.23   | 0.38%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $677939.06    | 0.06%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $2055951.55   | 0.19%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2798769.52   | 0.26%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133EPSW6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $100568.40    | 0.01%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2365000 | PA      | $2397056.84   | 0.22%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2615000 | PA      | $2522351.36   | 0.23%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | 30 YEAR US TREASURY BOND FUTURE SEP25         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       497 | NC      | $2506664.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2018750.00   | 0.19%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3361240.61   | 0.31%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499960.94    | 0.05%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $781190.63    | 0.07%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133EMLN0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $64673.18     | 0.01%             | 2030-12-23      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1406562.50   | 0.13%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2593273.44   | 0.24%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENNESSEE VALLEY AUTHORITY                    | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $102397.20    | 0.01%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1740000 | PA      | $1615617.18   | 0.15%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $739730.08    | 0.07%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN OCT25P                                                                                       | US BOND FUTR OPTN OCT25P                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -50 | NC      | $-11718.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $2050880.86   | 0.19%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2502343.75   | 0.23%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2235000 | PA      | $2058120.69   | 0.19%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1455058.59   | 0.13%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $2281592.18   | 0.21%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2148661.52   | 0.20%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iShares US Treasury Bond ETF                                                                                   | ISHARES U S TREASURY BOND ETF                 | CUSIP: 46429B267<br>LEI: 549300YMK9GAMCTG8G20 | Long             |  | RF                | US        |  11042200 | NS      | $253749756.00 | 23.45%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1945000 | PA      | $1991345.69   | 0.18%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1211718.74   | 0.11%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2286750.00   | 0.21%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2686921.88   | 0.25%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163000 | PA      | $159173.32    | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $1686400.40   | 0.16%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2456177.35   | 0.23%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1205000 | PA      | $949455.28    | 0.09%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1598260.54   | 0.15%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133EPNG6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $200668.20    | 0.02%             | 2026-06-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2448144.52   | 0.23%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2425000 | PA      | $2473310.53   | 0.23%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160000 | PA      | $180923.52    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3910000 | PA      | $1927355.09   | 0.18%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENNESSEE VALLEY AUTHORITY                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $110484.20    | 0.01%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3720000 | PA      | $3745575.00   | 0.35%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $304653.12    | 0.03%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95000 | PA      | $103438.57    | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US BOND FUTR OPTN AUG25C                                                                                       | US BOND FUTR OPTN AUG25C                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        50 | NC      | $22656.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2110000 | PA      | $2095493.75   | 0.19%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3134GW4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $383358.40    | 0.04%             | 2026-10-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $420041.01    | 0.04%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2675000 | PA      | $2443445.31   | 0.23%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2935134.77   | 0.27%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1456230.47   | 0.13%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1995000 | PA      | $1518615.83   | 0.14%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $441263.67    | 0.04%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4335000 | PA      | $2499398.44   | 0.23%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130B0TY5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    100000 | PA      | $101544.00    | 0.01%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2185000 | PA      | $2195498.25   | 0.20%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1780000 | PA      | $1782016.40   | 0.16%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1740000 | PA      | $1747476.55   | 0.16%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1758775.38   | 0.16%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3685000 | PA      | $3334637.09   | 0.31%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOC               | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $207270.18    | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $1098281.25   | 0.10%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $703118.75    | 0.06%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $1140925.78   | 0.11%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2625000 | PA      | $1741523.44   | 0.16%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055000 | PA      | $2912274.22   | 0.27%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3197117.17   | 0.30%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2065000 | PA      | $1926419.13   | 0.18%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1716341.79   | 0.16%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1951875.00   | 0.18%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** HC Capital Trust

**Signature:** Colette Bergman

**Name of Signer:** Colette Bergman

**Title:** Treasurer