U.S. TREASURY BOND

NPORT-P false 0000934563 XXXXXXXX S000029852 C000091786 HC Capital Trust 811-08918 0000934563 549300WBB2KZ0XDJW948 Five Tower Bridge, 300 Barr Harbor 5th Floor West Conshohocken 19428 610-828-7200 The U.S. Government Fixed Income Securities Portfolio S000029852 549300R2MO8O37TM5195 2021-06-30 2020-09-30 N 316863156.57 464853.57 316398303.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1040830.82000000 USD N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QH4 163000.00000000 PA USD 255808.13000000 0.080850032245 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G05Q2 200000.00000000 PA USD 197370.40000000 0.062380359859 Long ABS-MBS USGSE US N 2 2030-08-05 Fixed 0.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RK6 1015000.00000000 PA USD 1249084.38000000 0.394782262786 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 313383YJ4 300000.00000000 PA USD 327529.80000000 0.103518191120 Long DBT USGSE US N 2 2023-09-08 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RQ3 1135000.00000000 PA USD 1401192.91000000 0.442857277271 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810FG8 660000.00000000 PA USD 913171.91000000 0.288614667443 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Z52 1205000.00000000 PA USD 1263931.97000000 0.399474952304 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 TENNESSEE VALLEY AUTHORITY 880591DV1 110000.00000000 PA USD 153059.28000000 0.048375505983 Long DBT USGA US N 2 2033-07-15 Fixed 4.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828H86 1000000.00000000 PA USD 1018125.00000000 0.321785859894 Long DBT UST US N 2 2022-01-31 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YK0 1060000.00000000 PA USD 1086665.57000000 0.343448608825 Long DBT UST US N 2 2022-10-15 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RM2 1260000.00000000 PA USD 1686825.00000000 0.533133390415 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Z78 905000.00000000 PA USD 966935.94000000 0.305607182728 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Y61 1050000.00000000 PA USD 1126781.25000000 0.356127463174 Long DBT UST US N 2 2023-07-31 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAG6 1700000.00000000 PA USD 1699734.46000000 0.537213519757 Long DBT UST US N 2 2022-08-31 Fixed 0.12500000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130AGLD5 100000.00000000 PA USD 101336.60000000 0.032028174310 Long DBT USGSE US N 2 2021-07-07 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SE9 900000.00000000 PA USD 1309359.42000000 0.413832630448 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283F5 2275000.00000000 PA USD 2557597.77000000 0.808347499259 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286Z8 1175000.00000000 PA USD 1242929.69000000 0.392837027953 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828P46 235000.00000000 PA USD 251303.13000000 0.079426194014 Long DBT UST US N 2 2026-02-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810FT0 400000.00000000 PA USD 605312.48000000 0.191313440767 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828U24 1885000.00000000 PA USD 2068787.50000000 0.653855434869 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZC7 965000.00000000 PA USD 1002544.48000000 0.316861522484 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810EW4 85000.00000000 PA USD 110606.25000000 0.034957915055 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Q29 965000.00000000 PA USD 997418.02000000 0.315241267270 Long DBT UST US N 2 2023-03-31 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828W71 1950000.00000000 PA USD 2081625.00000000 0.657912820727 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285K2 1105000.00000000 PA USD 1196853.13000000 0.378274193841 Long DBT UST US N 2 2023-10-31 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZT0 1090000.00000000 PA USD 1089659.38000000 0.344394824393 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YX2 1100000.00000000 PA USD 1191953.18000000 0.376725528771 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N SS INST TREAS PLUS MM FUN N/A SS INST TREAS PLUS MM FUN N/A 8590974.03000000 NS USD 8590974.03000000 2.715240236291 Long STIV RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YD6 590000.00000000 PA USD 624662.50000000 0.197429156249 Long DBT UST US N 2 2026-08-31 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YM6 1620000.00000000 PA USD 1704037.50000000 0.538573527052 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZG8 1850000.00000000 PA USD 1856359.38000000 0.586715972367 Long DBT UST US N 2 2022-03-31 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RN0 780000.00000000 PA USD 1024725.00000000 0.323871838212 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828U57 650000.00000000 PA USD 690015.63000000 0.218084491432 Long DBT UST US N 2 2023-11-30 Fixed 2.12500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0S38 200000.00000000 PA USD 204678.20000000 0.064690043549 Long ABS-MBS USGSE US N 2 2022-01-05 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282Y5 1315000.00000000 PA USD 1414857.81000000 0.447176168956 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286F2 850000.00000000 PA USD 949343.75000000 0.300047042287 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810EM6 325000.00000000 PA USD 368011.74000000 0.116312804623 Long DBT UST US N 2 2022-08-15 Fixed 7.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284V9 1405000.00000000 PA USD 1658778.13000000 0.524268971821 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZR4 1475000.00000000 PA USD 1474769.61000000 0.466111731958 Long DBT UST US N 2 2022-05-31 Fixed 0.12500000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAEP0 100000.00000000 PA USD 104849.90000000 0.033138578496 Long ABS-MBS USGSE US N 2 2025-02-12 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828X88 1810000.00000000 PA USD 2040209.38000000 0.644823110824 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZV5 1280000.00000000 PA USD 1284400.00000000 0.405944023030 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828S92 930000.00000000 PA USD 958771.88000000 0.303026871797 Long DBT UST US N 2 2023-07-31 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RS9 1550000.00000000 PA USD 1914492.11000000 0.605089247270 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810FM5 320000.00000000 PA USD 488249.98000000 0.154314980633 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810PX0 255000.00000000 PA USD 398238.29000000 0.125866127037 Long DBT UST US N 2 2038-05-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810FB9 265000.00000000 PA USD 370337.50000000 0.117047878098 Long DBT UST US N 2 2027-11-15 Fixed 6.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828XR6 800000.00000000 PA USD 821500.00000000 0.259641089162 Long DBT UST US N 2 2022-05-31 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810QD3 855000.00000000 PA USD 1335403.13000000 0.422063935658 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828S35 1425000.00000000 PA USD 1472648.44000000 0.465441320650 Long DBT UST US N 2 2023-06-30 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YJ3 890000.00000000 PA USD 902098.48000000 0.285114828823 Long DBT UST US N 2 2021-09-30 Fixed 1.50000000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3134GVJ66 300000.00000000 PA USD 300541.20000000 0.094988246507 Long ABS-MBS USGSE US N 2 2022-06-08 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RE0 1280000.00000000 PA USD 1870400.00000000 0.591153613108 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAJ0 1570000.00000000 PA USD 1568282.73000000 0.495667238139 Long DBT UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0Q22 100000.00000000 PA USD 108074.80000000 0.034157831750 Long ABS-MBS USGSE US N 2 2026-09-24 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZX1 1220000.00000000 PA USD 1219809.44000000 0.385529703678 Long DBT UST US N 2 2022-06-30 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828WJ5 1815000.00000000 PA USD 1965871.88000000 0.621328199728 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAB7 290000.00000000 PA USD 289728.13000000 0.091570696572 Long DBT UST US N 2 2025-07-31 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810EQ7 197000.00000000 PA USD 231290.31000000 0.073100995740 Long DBT UST US N 2 2023-08-15 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RP5 1170000.00000000 PA USD 1571821.88000000 0.496785812406 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810FF0 282000.00000000 PA USD 387573.75000000 0.122495521096 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284U1 1500000.00000000 PA USD 1601718.75000000 0.506234937043 Long DBT UST US N 2 2023-06-30 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286U9 1000000.00000000 PA USD 1032187.50000000 0.326230415970 Long DBT UST US N 2 2022-05-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282R0 1770000.00000000 PA USD 1985165.63000000 0.627426130664 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Z60 1510000.00000000 PA USD 1535009.38000000 0.485150952279 Long DBT UST US N 2 2022-01-31 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810FJ2 350000.00000000 PA USD 518109.38000000 0.163752262603 Long DBT UST US N 2 2029-08-15 Fixed 6.12500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0K36 150000.00000000 PA USD 163717.95000000 0.051744256668 Long ABS-MBS USGSE US N 2 2026-04-24 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE WI 9128284S6 1385000.00000000 PA USD 1480651.56000000 0.467970765317 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZM5 1550000.00000000 PA USD 1549757.89000000 0.489812326837 Long DBT UST US N 2 2022-04-30 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828V72 1350000.00000000 PA USD 1381218.75000000 0.436544297773 Long DBT UST US N 2 2022-01-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YY0 1160000.00000000 PA USD 1234312.50000000 0.390113501967 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YE4 670000.00000000 PA USD 697009.38000000 0.220294917321 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810EV6 300000.00000000 PA USD 395437.50000000 0.124980916854 Long DBT UST US N 2 2025-08-15 Fixed 6.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Y87 745000.00000000 PA USD 788885.12000000 0.249332917566 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285J5 880000.00000000 PA USD 1000175.00000000 0.316112630983 Long DBT UST US N 2 2025-10-31 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZY9 525000.00000000 PA USD 524507.81000000 0.165774533247 Long DBT UST US N 2 2023-07-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283U2 1250000.00000000 PA USD 1314843.75000000 0.415565993095 Long DBT UST US N 2 2023-01-31 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZL7 1735000.00000000 PA USD 1744759.38000000 0.551443975349 Long DBT UST US N 2 2025-04-30 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZQ6 2675000.00000000 PA USD 2665386.59000000 0.842414944937 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAER6 200000.00000000 PA USD 200818.00000000 0.063469999078 Long ABS-MBS USGSE US N 2 2023-05-05 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828T26 735000.00000000 PA USD 761643.75000000 0.240723083144 Long DBT UST US N 2 2023-09-30 Fixed 1.37500000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130AHJY0 250000.00000000 PA USD 254194.50000000 0.080340032670 Long DBT USGSE US N 2 2021-11-19 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810FP8 99000.00000000 PA USD 145746.56000000 0.046064267291 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SH2 1500000.00000000 PA USD 2008125.00000000 0.634682607637 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810ET1 295000.00000000 PA USD 389676.56000000 0.123160129591 Long DBT UST US N 2 2025-02-15 Fixed 7.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810QC5 150000.00000000 PA USD 237093.75000000 0.074935215439 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828J76 315000.00000000 PA USD 322579.69000000 0.101953672614 Long DBT UST US N 2 2022-03-31 Fixed 1.75000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130A2UW4 150000.00000000 PA USD 164916.90000000 0.052123193593 Long DBT USGSE US N 2 2024-09-13 Fixed 2.87500000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 TENNESSEE VALLEY AUTHORITY 880591CS9 100000.00000000 PA USD 155434.80000000 0.049126306470 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YG9 1005000.00000000 PA USD 1079432.81000000 0.341162642076 Long DBT UST US N 2 2026-09-30 Fixed 1.62500000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAEU9 150000.00000000 PA USD 149619.60000000 0.047288369937 Long ABS-MBS USGSE US N 2 2025-07-21 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828G38 2455000.00000000 PA USD 2658304.69000000 0.840176658596 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZA1 1215000.00000000 PA USD 1232085.94000000 0.389409781379 Long DBT UST US N 2 2022-02-28 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282S8 700000.00000000 PA USD 719906.25000000 0.227531640711 Long DBT UST US N 2 2022-08-31 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810FA1 100000.00000000 PA USD 140156.25000000 0.044297408889 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810EX2 200000.00000000 PA USD 274218.76000000 0.086668846640 Long DBT UST US N 2 2026-08-15 Fixed 6.75000000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAET2 250000.00000000 PA USD 249873.75000000 0.078974428001 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAE1 1290000.00000000 PA USD 1282542.25000000 0.405356867542 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283D0 790000.00000000 PA USD 855051.60000000 0.270245317971 Long DBT UST US N 2 2024-10-31 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAD3 1325000.00000000 PA USD 1317960.94000000 0.416551203816 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828TJ9 1065000.00000000 PA USD 1094786.77000000 0.346015373540 Long DBT UST US N 2 2022-08-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY NOTE 9128282D1 1230000.00000000 PA USD 1273626.62000000 0.402539017410 Long DBT UST US N 2 2023-08-31 Fixed 1.37500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G05G4 200000.00000000 PA USD 200128.20000000 0.063251982738 Long ABS-MBS USGSE US N 2 2023-07-10 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283J7 445000.00000000 PA USD 479904.69000000 0.151677390633 Long DBT UST US N 2 2024-11-30 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YQ7 925000.00000000 PA USD 993941.36000000 0.314142443425 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282P4 1335000.00000000 PA USD 1377344.60000000 0.435319844303 Long DBT UST US N 2 2022-07-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810PW2 530000.00000000 PA USD 815289.04000000 0.257678069784 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SK5 1500000.00000000 PA USD 1831406.25000000 0.578829352950 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285L0 1040000.00000000 PA USD 1071850.00000000 0.338766039462 Long DBT UST US N 2 2021-11-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828L57 710000.00000000 PA USD 732853.13000000 0.231623596919 Long DBT UST US N 2 2022-09-30 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAC5 1970000.00000000 PA USD 1969692.29000000 0.622535668277 Long DBT UST US N 2 2022-07-31 Fixed 0.12500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0T78 400000.00000000 PA USD 414552.00000000 0.131022194515 Long ABS-MBS USGSE US N 2 2022-10-05 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286H8 1305000.00000000 PA USD 1347412.50000000 0.425859584967 Long DBT UST US N 2 2022-03-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZS2 1200000.00000000 PA USD 1204687.44000000 0.380750284871 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOC. 31359MFP3 180000.00000000 PA USD 283699.44000000 0.089665284962 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 7.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286S4 1140000.00000000 PA USD 1268428.07000000 0.400895977624 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828XT2 1710000.00000000 PA USD 1822753.13000000 0.576094471025 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283C2 900000.00000000 PA USD 934734.42000000 0.295429656587 Long DBT UST US N 2 2022-10-31 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828XD7 820000.00000000 PA USD 843703.08000000 0.266658535143 Long DBT UST US N 2 2022-05-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SP4 890000.00000000 PA USD 870948.48000000 0.275269643276 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828XG0 365000.00000000 PA USD 377660.94000000 0.119362504924 Long DBT UST US N 2 2022-06-30 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RG5 1130000.00000000 PA USD 1594535.99000000 0.503964773161 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285R7 1260000.00000000 PA USD 1297603.19000000 0.410116987890 Long DBT UST US N 2 2021-12-15 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285Z9 1300000.00000000 PA USD 1400140.56000000 0.442524674350 Long DBT UST US N 2 2024-01-31 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RU4 955000.00000000 PA USD 1262092.19000000 0.398893476366 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828N30 1785000.00000000 PA USD 1864209.38000000 0.589197022336 Long DBT UST US N 2 2022-12-31 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828VB3 1603000.00000000 PA USD 1670125.63000000 0.527855432271 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284X5 745000.00000000 PA USD 801107.81000000 0.253195988222 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Y95 1045000.00000000 PA USD 1136274.27000000 0.359127801643 Long DBT UST US N 2 2026-07-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QY7 671000.00000000 PA USD 859194.56000000 0.271554730810 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE-WI 912828U65 1395000.00000000 PA USD 1421156.25000000 0.449166837029 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128287B0 1000000.00000000 PA USD 1086406.20000000 0.343366633037 Long DBT UST US N 2 2026-06-30 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286T2 1950000.00000000 PA USD 2243109.38000000 0.708951141245 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283P3 795000.00000000 PA USD 862823.44000000 0.272701664901 Long DBT UST US N 2 2024-12-31 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285F3 1040000.00000000 PA USD 1069575.00000000 0.338047009057 Long DBT UST US N 2 2021-10-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283W8 2120000.00000000 PA USD 2466156.14000000 0.779446702658 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285D8 1500000.00000000 PA USD 1621406.25000000 0.512457315550 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QL5 565000.00000000 PA USD 877074.25000000 0.277205737731 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Y79 1000000.00000000 PA USD 1124687.50000000 0.355465718158 Long DBT UST US N 2 2025-07-31 Fixed 2.87500000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 TENNESSEE VALLEY AUTH 880591CP5 190000.00000000 PA USD 313717.93000000 0.099152848490 Long DBT USGA US N 2 2038-01-15 Fixed 6.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285T3 1205000.00000000 PA USD 1350353.13000000 0.426788992607 Long DBT UST US N 2 2025-12-31 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283V0 1285000.00000000 PA USD 1410287.50000000 0.445731689022 Long DBT UST US N 2 2025-01-31 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828VS6 1370000.00000000 PA USD 1462046.88000000 0.462090619999 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828D56 1675000.00000000 PA USD 1815019.62000000 0.573650238572 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810QN1 825000.00000000 PA USD 1360605.51000000 0.430029332363 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YH7 1485000.00000000 PA USD 1560874.29000000 0.493325746440 Long DBT UST US N 2 2024-09-30 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RB6 1116000.00000000 PA USD 1457251.82000000 0.460575106181 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZN3 1085000.00000000 PA USD 1089916.35000000 0.344476041642 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3134A4KX1 150000.00000000 PA USD 234850.65000000 0.074226267262 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828G53 1760000.00000000 PA USD 1795474.91000000 0.567472989891 Long DBT UST US N 2 2021-11-30 Fixed 1.87500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 AID-ISRAEL 46513EFF4 115000.00000000 PA USD 132553.72000000 0.041894573625 Long DBT NUSS IL N 2 2023-09-18 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTES 912810FE3 400000.00000000 PA USD 553625.00000000 0.174977234312 Long DBT UST US N 2 2028-08-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QX9 327000.00000000 PA USD 418968.75000000 0.132418140687 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284L1 980000.00000000 PA USD 1045537.50000000 0.330449781205 Long DBT UST US N 2 2023-04-30 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828R69 1250000.00000000 PA USD 1299023.50000000 0.410565887263 Long DBT UST US N 2 2023-05-31 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286B1 1995000.00000000 PA USD 2329785.94000000 0.736345902588 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130AJ7E3 500000.00000000 PA USD 513847.00000000 0.162405106199 Long DBT USGSE US N 2 2023-02-17 Fixed 1.37500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G05X7 200000.00000000 PA USD 199483.00000000 0.063048062555 Long ABS-MBS USGSE US N 2 2025-08-25 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RT7 1260000.00000000 PA USD 1487587.50000000 0.470162919931 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286G0 1375000.00000000 PA USD 1477695.31000000 0.467036420862 Long DBT UST US N 2 2024-02-29 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828P38 700000.00000000 PA USD 726140.66000000 0.229502071634 Long DBT UST US N 2 2023-01-31 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828XW5 965000.00000000 PA USD 992140.63000000 0.313573309525 Long DBT UST US N 2 2022-06-30 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810QK7 225000.00000000 PA USD 333000.00000000 0.105247087877 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A FEDERAL FARM CREDIT BANK 3133ELWD2 350000.00000000 PA USD 351179.50000000 0.110992851943 Long DBT USGSE US N 2 2022-04-08 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RX8 1075000.00000000 PA USD 1456457.09000000 0.460323925947 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QW1 439000.00000000 PA USD 583458.44000000 0.184406311433 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZH6 335000.00000000 PA USD 335889.83000000 0.106160439804 Long DBT UST US N 2 2023-04-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828W55 925000.00000000 PA USD 947691.36000000 0.299524792331 Long DBT UST US N 2 2022-02-28 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YA2 1205000.00000000 PA USD 1235878.13000000 0.390608330791 Long DBT UST US N 2 2022-08-15 Fixed 1.50000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A FEDERAL FARM CREDIT BANK 3133EKZV1 325000.00000000 PA USD 329033.90000000 0.103993572936 Long DBT USGSE US N 2 2021-08-16 Fixed 1.55000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130A7CV5 500000.00000000 PA USD 502406.00000000 0.158789094390 Long DBT USGSE US N 2 2021-02-18 Fixed 1.37500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0ZR7 250000.00000000 PA USD 272711.75000000 0.086192545097 Long ABS-MBS USGSE US N 2 2024-09-06 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286Y1 1100000.00000000 PA USD 1130250.00000000 0.357223787006 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828G87 1600000.00000000 PA USD 1639500.00000000 0.518175977701 Long DBT UST US N 2 2021-12-31 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YS3 1290000.00000000 PA USD 1420007.75000000 0.448803845196 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130A8QS5 85000.00000000 PA USD 85664.19000000 0.027074794392 Long DBT USGSE US N 2 2021-07-14 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828T91 1200000.00000000 PA USD 1253812.56000000 0.396276638689 Long DBT UST US N 2 2023-10-31 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828TY6 1252000.00000000 PA USD 1291125.00000000 0.408069508514 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828L24 1270000.00000000 PA USD 1312068.75000000 0.414688934030 Long DBT UST US N 2 2022-08-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YP9 1270000.00000000 PA USD 1288653.13000000 0.407288255904 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RV2 705000.00000000 PA USD 953732.81000000 0.301434236832 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828M56 1675000.00000000 PA USD 1840929.69000000 0.581839305882 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A FEDERAL FARM CREDIT BANK 3133ELYR9 200000.00000000 PA USD 200341.80000000 0.063319492582 Long DBT USGSE US N 2 2022-05-06 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284R8 1005000.00000000 PA USD 1126856.25000000 0.356151167473 Long DBT UST US N 2 2025-05-31 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZP8 420000.00000000 PA USD 419737.50000000 0.132661109753 Long DBT UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285M8 1380000.00000000 PA USD 1662037.50000000 0.525299119572 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828X70 1360000.00000000 PA USD 1447762.43000000 0.457575915001 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810EL8 400000.00000000 PA USD 434937.52000000 0.137465187352 Long DBT UST US N 2 2021-11-15 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828R28 810000.00000000 PA USD 840754.73000000 0.265726687541 Long DBT UST US N 2 2023-04-30 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SF6 1795000.00000000 PA USD 2453260.25000000 0.775370862213 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285V8 1075000.00000000 PA USD 1107753.96000000 0.350113748871 Long DBT UST US N 2 2022-01-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828Z94 2165000.00000000 PA USD 2335155.58000000 0.738043016621 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286C9 1535000.00000000 PA USD 1584647.73000000 0.500839516196 Long DBT UST US N 2 2022-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828T67 960000.00000000 PA USD 971549.95000000 0.307065474368 Long DBT UST US N 2 2021-10-31 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZB9 95000.00000000 PA USD 99275.00000000 0.031376590537 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284Z0 1410000.00000000 PA USD 1579861.01000000 0.499326638297 Long DBT UST US N 2 2025-08-31 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SD1 1360000.00000000 PA USD 1853637.57000000 0.585855724390 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130AF5B9 500000.00000000 PA USD 514706.00000000 0.162676599438 Long DBT USGSE US N 2 2021-10-12 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SN9 2250000.00000000 PA USD 2131875.00000000 0.673794701104 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282N9 590000.00000000 PA USD 633143.75000000 0.200109717402 Long DBT UST US N 2 2024-07-31 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286A3 1055000.00000000 PA USD 1183907.81000000 0.374182730682 Long DBT UST US N 2 2026-01-31 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YV6 1590000.00000000 PA USD 1673723.36000000 0.528992521176 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285U0 1650000.00000000 PA USD 1780711.02000000 0.562806754371 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828W48 1145000.00000000 PA USD 1220856.25000000 0.385860555642 Long DBT UST US N 2 2024-02-29 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828F96 1000000.00000000 PA USD 1020156.20000000 0.322427835524 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RZ3 320000.00000000 PA USD 415750.02000000 0.131400837507 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YU8 945000.00000000 PA USD 1016022.61000000 0.321121384143 Long DBT UST US N 2 2026-11-30 Fixed 1.62500000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3134A4AA2 180000.00000000 PA USD 281443.32000000 0.088952221719 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3133XDVS7 180000.00000000 PA USD 181796.58000000 0.057458140033 Long DBT USGSE US N 2 2020-12-11 Fixed 5.25000000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAEK1 500000.00000000 PA USD 501124.50000000 0.158384066933 Long ABS-MBS USGSE US N 2 2020-11-17 Fixed 1.87500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0Q89 350000.00000000 PA USD 354379.55000000 0.112004251173 Long ABS-MBS USGSE US N 2 2021-10-07 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282U3 990000.00000000 PA USD 1054040.63000000 0.333137257692 Long DBT UST US N 2 2024-08-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284D9 990000.00000000 PA USD 1048162.50000000 0.331279431672 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YF1 1330000.00000000 PA USD 1365536.00000000 0.431587649823 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828WZ9 820000.00000000 PA USD 840884.42000000 0.265767677015 Long DBT UST US N 2 2022-04-30 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZF0 2010000.00000000 PA USD 2032612.50000000 0.642422061283 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286X3 300000.00000000 PA USD 329906.25000000 0.104269285540 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YT1 1200000.00000000 PA USD 1218937.44000000 0.385254101694 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAEN5 150000.00000000 PA USD 160244.40000000 0.050646415761 Long ABS-MBS USGSE US N 2 2023-06-19 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZE3 895000.00000000 PA USD 906467.19000000 0.286495591602 Long DBT UST US N 2 2027-03-31 Fixed 0.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SA7 1620000.00000000 PA USD 2200921.96000000 0.695617498302 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 31359MGK3 160000.00000000 PA USD 246122.72000000 0.077788887508 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282W9 910000.00000000 PA USD 941565.63000000 0.297588710518 Long DBT UST US N 2 2022-09-30 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810EY0 218000.00000000 PA USD 298694.05000000 0.094404441227 Long DBT UST US N 2 2026-11-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828UN8 1538000.00000000 PA USD 1605287.50000000 0.507362866608 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128287C8 1020000.00000000 PA USD 1049325.00000000 0.331646848308 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286M7 1050000.00000000 PA USD 1084125.00000000 0.342645643077 Long DBT UST US N 2 2022-04-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828M49 850000.00000000 PA USD 880546.88000000 0.278303287865 Long DBT UST US N 2 2022-10-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YB0 1545000.00000000 PA USD 1681394.45000000 0.531417025330 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G03U5 350000.00000000 PA USD 353579.80000000 0.111751484330 Long ABS-MBS USGSE US N 2 2025-04-22 Fixed 0.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810PT9 70000.00000000 PA USD 110260.93000000 0.034848774141 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828W89 850000.00000000 PA USD 872046.88000000 0.275616800637 Long DBT UST US N 2 2022-03-31 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285P1 750000.00000000 PA USD 813984.38000000 0.257265722439 Long DBT UST US N 2 2023-11-30 Fixed 2.87500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 31359MEU3 95000.00000000 PA USD 137408.57000000 0.043428984510 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZU7 500000.00000000 PA USD 501328.10000000 0.158448416204 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284N7 2340000.00000000 PA USD 2753156.25000000 0.870155188537 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128282A7 2030000.00000000 PA USD 2163535.84000000 0.683801341374 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828XQ8 840000.00000000 PA USD 868612.50000000 0.274531339695 Long DBT UST US N 2 2022-07-31 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828V23 950000.00000000 PA USD 1013828.13000000 0.320427802673 Long DBT UST US N 2 2023-12-31 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QA9 40000.00000000 PA USD 56125.00000000 0.017738717138 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 TENNESSEE VALLEY AUTHORITY 880591EH1 85000.00000000 PA USD 131140.47000000 0.041447905616 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SR0 1695000.00000000 PA USD 1668780.38000000 0.527430256160 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QS0 180000.00000000 PA USD 264178.12000000 0.083495428861 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285N6 835000.00000000 PA USD 945115.63000000 0.298710714007 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0V75 275000.00000000 PA USD 289991.90000000 0.091654063011 Long ABS-MBS USGSE US N 2 2024-07-02 Fixed 1.75000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3133XGAY0 65000.00000000 PA USD 101146.96000000 0.031968237200 Long DBT USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QZ4 827000.00000000 PA USD 1120326.56000000 0.354087411145 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZW3 620000.00000000 PA USD 619515.66000000 0.195802459787 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810PU6 235000.00000000 PA USD 380700.00000000 0.120323022086 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828RR3 1310000.00000000 PA USD 1337428.13000000 0.422703951733 Long DBT UST US N 2 2021-11-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828F21 1035000.00000000 PA USD 1055376.56000000 0.333559488149 Long DBT UST US N 2 2021-09-30 Fixed 2.12500000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 313382AX1 50000.00000000 PA USD 52322.15000000 0.016536798555 Long DBT USGSE US N 2 2023-03-10 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAH4 1595000.00000000 PA USD 1598987.50000000 0.505371705486 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128283Z1 920000.00000000 PA USD 1021200.00000000 0.322757736156 Long DBT UST US N 2 2025-02-28 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286R6 700000.00000000 PA USD 751406.25000000 0.237487446321 Long DBT UST US N 2 2024-04-30 Fixed 2.25000000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAEV7 600000.00000000 PA USD 600401.40000000 0.189761257979 Long ABS-MBS USGSE US N 2 2023-08-24 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828K74 2325000.00000000 PA USD 2518628.79000000 0.796031067840 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 912810QE1 673000.00000000 PA USD 1083424.88000000 0.342424365025 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RH3 1480000.00000000 PA USD 2014187.50000000 0.636598705145 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SJ8 1600000.00000000 PA USD 1902750.08000000 0.601378092726 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RC4 970000.00000000 PA USD 1413926.51000000 0.446881824773 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SC3 1505000.00000000 PA USD 2092185.08000000 0.661250411320 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EADB2 350000.00000000 PA USD 360013.15000000 0.113784791696 Long ABS-MBS USGSE US N 2 2022-01-13 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RY6 1110000.00000000 PA USD 1440918.75000000 0.455412919834 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828X47 585000.00000000 PA USD 600996.12000000 0.189949223589 Long DBT UST US N 2 2022-04-30 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE WI 912828V80 810000.00000000 PA USD 865560.98000000 0.273566884459 Long DBT UST US N 2 2024-01-31 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RD2 645000.00000000 PA USD 958026.56000000 0.302791307954 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Freddie Mac N/A FEDERAL HOME LOAN MORTGAGE CORP. 3137EAEQ8 150000.00000000 PA USD 150603.75000000 0.047599417750 Long ABS-MBS USGSE US N 2 2023-04-20 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828B66 1620000.00000000 PA USD 1760231.25000000 0.556333973131 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YW4 1305000.00000000 PA USD 1347616.34000000 0.425924010091 Long DBT UST US N 2 2022-12-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912810QB7 30000.00000000 PA USD 46007.81000000 0.014541105171 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828M80 1750000.00000000 PA USD 1820273.35000000 0.575310718401 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130AJY52 100000.00000000 PA USD 99948.20000000 0.031589360325 Long DBT USGSE US N 2 2022-08-12 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828R36 2095000.00000000 PA USD 2244268.75000000 0.709317568621 Long DBT UST US N 2 2026-05-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SL3 1695000.00000000 PA USD 1916939.06000000 0.605862623732 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QQ4 551000.00000000 PA USD 872043.57000000 0.275615754487 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810SQ2 820000.00000000 PA USD 804753.08000000 0.254348102492 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128286L9 1100000.00000000 PA USD 1215156.25000000 0.384059028913 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130AEWA4 100000.00000000 PA USD 100007.00000000 0.031607944496 Long DBT USGSE US N 2 2020-10-01 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828XB1 1885000.00000000 PA USD 2046403.13000000 0.646780690855 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810QT8 545000.00000000 PA USD 736260.94000000 0.232700660218 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828YZ7 1375000.00000000 PA USD 1400351.56000000 0.442591362444 Long DBT UST US N 2 2021-12-31 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CAF8 1745000.00000000 PA USD 1743364.06000000 0.551002974247 Long DBT UST US N 2 2023-08-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284F4 955000.00000000 PA USD 1056468.75000000 0.333904682794 Long DBT UST US N 2 2025-03-31 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828V98 1785000.00000000 PA USD 1991948.44000000 0.629569887421 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G04Z3 150000.00000000 PA USD 150500.55000000 0.047566800634 Long ABS-MBS USGSE US N 2 2025-06-17 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828WE6 1897000.00000000 PA USD 2049352.81000000 0.647712958814 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828ZD5 630000.00000000 PA USD 635512.50000000 0.200858378181 Long DBT UST US N 2 2023-03-15 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828J27 2015000.00000000 PA USD 2168643.75000000 0.685415733724 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0V34 200000.00000000 PA USD 214722.20000000 0.067864523280 Long ABS-MBS USGSE US N 2 2024-02-05 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G04Q3 100000.00000000 PA USD 100087.40000000 0.031633355505 Long ABS-MBS USGSE US N 2 2023-05-22 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128284A5 985000.00000000 PA USD 1043792.19000000 0.329898163202 Long DBT UST US N 2 2023-02-28 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY BOND 912810RJ9 1015000.00000000 PA USD 1356293.75000000 0.428666569049 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 9128285C0 1395000.00000000 PA USD 1582889.06000000 0.500283675668 Long DBT UST US N 2 2025-09-30 Fixed 3.00000000 N N N N N N 2020-10-30 HC Capital Trust Christopher E. Sabato Christopher E. Sabato Asst. Treasurer XXXX