# EDGAR Filing Document

**Accession Number:** 0000934563
**File Stem:** 0001752724-23-041000
**Filing Date:** 2023-2
**Character Count:** 139861
**Document Hash:** 037c2797295726343a45ec20ca97091a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041000.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041000

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HC CAPITAL TRUST
- **CENTRAL INDEX KEY:** 0000934563
- **IRS NUMBER:** 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:** 23670784

**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 | HC Strategic Shares | 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:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $937060056.23

**Total Liabilities:** $18610022.34

**Net Assets:** $918450033.89

**Cash Not Reported:** $2146778.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -39.58521188 | **1-Year:** -1208.00909562 | **5-Year:** -1353.31241385 | **10-Year:** -924.42842026 | **30-Year:** -276.68521942

**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 | -0.13%               | 1.52%                | -0.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-824629.84              | $-10055523.14                              |
| Month 2  | $-2263223.71             | $15393656.66                               |
| Month 3  | $-1136194.19             | $-15970464.65                              |

### 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 BOND                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1199025.00   | 0.13%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1895000 | PA      | $1692471.88   | 0.18%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3775000 | PA      | $3375675.78   | 0.37%             | 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        |   1130000 | PA      | $995459.38    | 0.11%             | 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        |     70000 | PA      | $76431.25     | 0.01%             | 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        |   3775000 | PA      | $3258296.88   | 0.35%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $140076.90    | 0.02%             | 2026-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $849887.50    | 0.09%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1620000 | PA      | $1524318.75   | 0.17%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2955000 | PA      | $2773544.53   | 0.30%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2605195.31   | 0.28%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1624796.88   | 0.18%             | 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      | $427312.50    | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1485000 | PA      | $1409821.88   | 0.15%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810ET1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $313207.03    | 0.03%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $550970.31    | 0.06%             | 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      | $270897.66    | 0.03%             | 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      | $848944.53    | 0.09%             | 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        |   9200000 | NS      | $9200000.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 313383YJ4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    300000 | PA      | $296975.40    | 0.03%             | 2023-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $1695721.88   | 0.18%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENPG9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $236341.50    | 0.03%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1785000 | PA      | $1660050.00   | 0.18%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1865000 | PA      | $1740569.53   | 0.19%             | 2025-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2885000 | PA      | $2449996.09   | 0.27%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2695000 | PA      | $1715535.94   | 0.19%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $241779.00    | 0.03%             | 2024-09-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4590000 | PA      | $4174748.44   | 0.45%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260000 | PA      | $892631.25    | 0.10%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4005000 | PA      | $3731533.59   | 0.41%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    282000 | PA      | $298347.19    | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3221640.63   | 0.35%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Sht-Term Inflation-Protected Sec Idx                                                                  | VANGUARD SHORT TERM TIPS                      | CUSIP: 922020805<br>LEI: N/A                  | Long             |  | RF                | US        |  10202500 | NS      | $476558775.00 | 51.89%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $555423.44    | 0.06%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2780000 | PA      | $2600603.13   | 0.28%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3065000 | PA      | $2974486.72   | 0.32%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2365625.00   | 0.26%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1525000 | PA      | $1469718.75   | 0.16%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $863437.50    | 0.09%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2885000 | PA      | $2666371.09   | 0.29%             | 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        |   1845000 | PA      | $1633113.28   | 0.18%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $317765.63    | 0.03%             | 2025-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $1512712.50   | 0.16%             | 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      | $562203.13    | 0.06%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2857351.56   | 0.31%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $880156.25    | 0.10%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1951875.00   | 0.21%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3090000 | PA      | $2629879.69   | 0.29%             | 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        |   3750000 | PA      | $3255468.75   | 0.35%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2126437.50   | 0.23%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $426250.00    | 0.05%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1190725.78   | 0.13%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $604183.59    | 0.07%             | 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      | $722738.91    | 0.08%             | 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        |    935000 | PA      | $774004.69    | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $471686.05    | 0.05%             | 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        |    650000 | PA      | $577789.06    | 0.06%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1171000 | PA      | $1114096.72   | 0.12%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $109187.50    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3775000 | PA      | $3642285.16   | 0.40%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $891337.50    | 0.10%             | 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        |   2550000 | PA      | $2178257.81   | 0.24%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2005000 | PA      | $1937017.97   | 0.21%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $521606.25    | 0.06%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4830000 | PA      | $3859471.88   | 0.42%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $1622572.66   | 0.18%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $945346.88    | 0.10%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENJ84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    125000 | PA      | $122404.63    | 0.01%             | 2024-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BILL                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $536437.50    | 0.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2174531.25   | 0.24%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1985000 | PA      | $1922348.44   | 0.21%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3040000 | PA      | $2574975.00   | 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        |   3680000 | PA      | $2808875.00   | 0.31%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3265000 | PA      | $3095628.13   | 0.34%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $3898500.00   | 0.42%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $946687.50    | 0.10%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3690000 | PA      | $3297937.50   | 0.36%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2910468.75   | 0.32%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $1517861.72   | 0.17%             | 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        |   2390000 | PA      | $2209629.69   | 0.24%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1006671.88   | 0.11%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1619687.50   | 0.18%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1785000 | PA      | $1650288.28   | 0.18%             | 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        |   1750000 | PA      | $1315507.81   | 0.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $329185.50    | 0.04%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4881562.50   | 0.53%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENEJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $467095.50    | 0.05%             | 2024-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2065000 | PA      | $1876891.41   | 0.20%             | 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      | $1812500.00   | 0.20%             | 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      | $548906.25    | 0.06%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515000 | PA      | $1434278.91   | 0.16%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2808750.00   | 0.31%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENNESSEE VALLEY AUTHORITY                    | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    110000 | PA      | $111196.14    | 0.01%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    849000 | PA      | $930185.63    | 0.10%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G06G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $359405.20    | 0.04%             | 2025-11-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $262208.59    | 0.03%             | 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        |     30000 | PA      | $30881.25     | 0.00%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305000 | PA      | $2151933.59   | 0.23%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENKS8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $233800.75    | 0.03%             | 2025-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $929046.88    | 0.10%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1245125.00   | 0.14%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5490000 | PA      | $4471776.56   | 0.49%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3305000 | PA      | $3095339.06   | 0.34%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3677187.50   | 0.40%             | 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      | $1218460.94   | 0.13%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $321087.50    | 0.03%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | 10 YEAR US TREASURY NOTE FUTURE MAR23         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        91 | NC      | $-24332.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1635000 | PA      | $1444164.84   | 0.16%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $867360.94    | 0.09%             | 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        |   2000000 | PA      | $1771562.50   | 0.19%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3394453.13   | 0.37%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2720000 | PA      | $2151350.00   | 0.23%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125000 | PA      | $1095644.53   | 0.12%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3085000 | PA      | $2793853.13   | 0.30%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945000 | PA      | $861574.22    | 0.09%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1205000 | PA      | $1131758.59   | 0.12%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $880078.13    | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2070000 | PA      | $1860735.94   | 0.20%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2895000 | PA      | $2325046.88   | 0.25%             | 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        |   2000000 | PA      | $1790312.50   | 0.19%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2595000 | PA      | $2451058.59   | 0.27%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130AJHU6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    700000 | PA      | $640841.60    | 0.07%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $939609.38    | 0.10%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    827000 | PA      | $705146.72    | 0.08%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3380000 | PA      | $3222090.63   | 0.35%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $180354.80    | 0.02%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $944152.34    | 0.10%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2360000 | PA      | $2277031.25   | 0.25%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1366558.59   | 0.15%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2290000 | PA      | $2066009.38   | 0.22%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $745476.56    | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130ASDS5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    450000 | PA      | $437342.40    | 0.05%             | 2024-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1587578.13   | 0.17%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    970000 | PA      | $891945.31    | 0.10%             | 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      | $91893.40     | 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      | $1090156.25   | 0.12%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2355468.75   | 0.26%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5110000 | PA      | $4707587.50   | 0.51%             | 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      | $219480.47    | 0.02%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4115000 | PA      | $3669422.66   | 0.40%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    445000 | PA      | $425878.91    | 0.05%             | 2024-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2910000 | PA      | $1848304.69   | 0.20%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $597250.00    | 0.07%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    218000 | PA      | $235576.25    | 0.03%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $961574.22    | 0.10%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125000 | PA      | $945703.13    | 0.10%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1725000 | PA      | $1714218.75   | 0.19%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $591643.00    | 0.06%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENN VALLEY AUTHORITY                         | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $209537.18    | 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        |   4230000 | PA      | $3982148.44   | 0.43%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3250000 | PA      | $3063125.00   | 0.33%             | 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        |   1265000 | PA      | $1377466.41   | 0.15%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1393812.50   | 0.15%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1835000 | PA      | $1833566.41   | 0.20%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $37581.25     | 0.00%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $449406.00    | 0.05%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1675000 | PA      | $1584968.75   | 0.17%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2785312.50   | 0.30%             | 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        |   1216000 | PA      | $992560.00    | 0.11%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3423675.00   | 0.37%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780000 | PA      | $749531.25    | 0.08%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2525000 | PA      | $2318265.63   | 0.25%             | 2025-03-31      | Fixed         | 0.50%                 | 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      | $87067.00     | 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        |   1370000 | PA      | $906554.69    | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3195000 | PA      | $2716748.44   | 0.30%             | 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        |   2900000 | PA      | $2560156.25   | 0.28%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1636523.44   | 0.18%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3070481.25   | 0.33%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $850968.75    | 0.09%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $566280.47    | 0.06%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625000 | PA      | $1404355.47   | 0.15%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130ANYM6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    100000 | PA      | $96979.60     | 0.01%             | 2023-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5895000 | PA      | $4637707.03   | 0.50%             | 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        |   2600000 | PA      | $2229093.75   | 0.24%             | 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      | $360250.00    | 0.04%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130A0XE5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    250000 | PA      | $245586.75    | 0.03%             | 2024-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $440562.50    | 0.05%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $450500.00    | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $137611.80    | 0.01%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $861406.25    | 0.09%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3535000 | PA      | $3327318.75   | 0.36%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2414843.75   | 0.26%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $488114.06    | 0.05%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1625890.63   | 0.18%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3775000 | PA      | $3523726.56   | 0.38%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2375000 | PA      | $2231757.81   | 0.24%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $911406.25    | 0.10%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1510781.25   | 0.16%             | 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      | $156843.40    | 0.02%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $361948.00    | 0.04%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $980634.38    | 0.11%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                | AID ISRAEL                                    | CUSIP: 46513EFF4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    115000 | PA      | $115374.79    | 0.01%             | 2023-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3465000 | PA      | $2944167.19   | 0.32%             | 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      | $1123614.06   | 0.12%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1205000 | PA      | $1152092.97   | 0.13%             | 2025-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $289095.75    | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1765000 | PA      | $1776031.25   | 0.19%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3250000 | PA      | $3133203.13   | 0.34%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3725000 | PA      | $3485203.13   | 0.38%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1145000 | PA      | $1111544.53   | 0.12%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5385000 | PA      | $4369422.66   | 0.48%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2265000 | PA      | $2116005.47   | 0.23%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $195085.00    | 0.02%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $1940835.94   | 0.21%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2385000 | PA      | $2265750.00   | 0.25%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3860000 | PA      | $2774375.00   | 0.30%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2270625.00   | 0.25%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENWP1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $728970.00    | 0.08%             | 2024-05-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1631718.75   | 0.18%             | 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      | $87823.02     | 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        |   2520000 | PA      | $2164050.00   | 0.24%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $383329.60    | 0.04%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1995000 | PA      | $1882157.81   | 0.20%             | 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        |    780000 | PA      | $628143.75    | 0.07%             | 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        |   2295000 | PA      | $2051156.25   | 0.22%             | 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      | $216656.25    | 0.02%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $350459.38    | 0.04%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $89130.47     | 0.01%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3165000 | PA      | $2208082.03   | 0.24%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    551000 | PA      | $571232.03    | 0.06%             | 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      | $89254.40     | 0.01%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $688534.38    | 0.07%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BONDS                            | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $1242089.06   | 0.14%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                     | TENNESSEE VALLEY AUTH                         | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    190000 | PA      | $214520.45    | 0.02%             | 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        |   1450000 | PA      | $1166570.31   | 0.13%             | 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      | $180732.09    | 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        |   3270000 | PA      | $2836725.00   | 0.31%             | 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      | $407812.50    | 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        |    265000 | PA      | $263136.72    | 0.03%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENGF1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $480446.00    | 0.05%             | 2023-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2710000 | PA      | $2610915.63   | 0.28%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $919635.16    | 0.10%             | 2025-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 3135G0V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $119664.00    | 0.01%             | 2024-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2625000 | PA      | $1632832.03   | 0.18%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1120000 | PA      | $1077475.00   | 0.12%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2425000 | PA      | $2050261.72   | 0.22%             | 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        |   1015000 | PA      | $837850.78    | 0.09%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $1384025.00   | 0.15%             | 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        |   3285000 | PA      | $2843064.84   | 0.31%             | 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        |   2510000 | PA      | $2339006.25   | 0.25%             | 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        |   2610000 | PA      | $1407360.94   | 0.15%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $210072.60    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2428906.25   | 0.26%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2075000 | PA      | $1760183.59   | 0.19%             | 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        |   4455000 | PA      | $3747072.66   | 0.41%             | 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        |   1965000 | PA      | $1277864.06   | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $769625.00    | 0.08%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1955000 | PA      | $1877410.94   | 0.20%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1873607.81   | 0.20%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4105000 | PA      | $3704762.50   | 0.40%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $866487.50    | 0.09%             | 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      | $57850.73     | 0.01%             | 2030-12-23      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1876562.50   | 0.20%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $1937449.22   | 0.21%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3415000 | PA      | $2877671.09   | 0.31%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2614359.38   | 0.28%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133ENP79<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $198616.40    | 0.02%             | 2024-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2740000 | PA      | $2381231.25   | 0.26%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1680000 | PA      | $1502025.00   | 0.16%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1905000 | PA      | $1866304.69   | 0.20%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $1665000.00   | 0.18%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1825000 | PA      | $1722628.91   | 0.19%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130A2UW4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    150000 | PA      | $145615.80    | 0.02%             | 2024-09-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $831829.69    | 0.09%             | 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      | $2373281.25   | 0.26%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1294343.75   | 0.14%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3130312.50   | 0.34%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130AFFX0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    600000 | PA      | $574284.00    | 0.06%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1819687.50   | 0.20%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163000 | PA      | $169545.47    | 0.02%             | 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        |   2000000 | PA      | $1610312.50   | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1100912.50   | 0.12%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $1008019.53   | 0.11%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $1021567.97   | 0.11%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $758523.44    | 0.08%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1288912.50   | 0.14%             | 2024-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1038196.88   | 0.11%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1724375.00   | 0.19%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $1786335.94   | 0.19%             | 2025-09-30      | Fixed         | 0.25%                 | 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      | $184958.88    | 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        |   4330000 | PA      | $2411268.75   | 0.26%             | 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      | $110604.90    | 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        |   1545000 | PA      | $1575900.00   | 0.17%             | 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      | $312506.25    | 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      | $106068.17    | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $761585.16    | 0.08%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP               | CUSIP: 3134GW4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $87117.40     | 0.01%             | 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        |   1645000 | PA      | $1356096.88   | 0.15%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $912500.00    | 0.10%             | 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        |    910000 | PA      | $730275.00    | 0.08%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4710000 | PA      | $3088729.69   | 0.34%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                                  | FEDERAL FARM CREDIT BANK                      | CUSIP: 3133EMRZ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $284867.70    | 0.03%             | 2024-02-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1915000 | PA      | $1630742.19   | 0.18%             | 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      | $214104.60    | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $765342.97    | 0.08%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY BOND                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $2910585.94   | 0.32%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2560000 | PA      | $2216000.00   | 0.24%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                                    | FEDERAL HOME LOAN BANK                        | CUSIP: 3130APU29<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    750000 | PA      | $722653.50    | 0.08%             | 2023-11-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                       | U S TREASURY NOTE                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1635218.75   | 0.18%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** HC Capital Trust

**Signature:** Kenneth Schiltz

**Name of Signer:** Kenneth Schiltz

**Title:** Asst. Treasurer