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
      2022-06-30
      2022-03-31
      N
    
    
      239861577.30
      404921.96
      239456655.34
      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
      130170.06000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
        
        
      
      
      
      
      
    
    
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SD1
        
          
        
        1360000.00000000
        PA
        USD
        1483037.50000000
        0.619334425219
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBC4
        
          
        
        1545000.00000000
        PA
        USD
        1426469.53000000
        0.595710955694
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-12-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDG3
        
          
        
        775000.00000000
        PA
        USD
        728984.38000000
        0.304432707858
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-10-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RG5
        
          
        
        1130000.00000000
        PA
        USD
        1267189.06000000
        0.529193501930
        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
        912828T91
        
          
        
        200000.00000000
        PA
        USD
        198312.50000000
        0.082817702317
        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 BONDS
        912810PT9
        
          
        
        70000.00000000
        PA
        USD
        91262.50000000
        0.038112325535
        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
        9128285U0
        
          
        
        1250000.00000000
        PA
        USD
        1257617.19000000
        0.525196173067
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-12-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G0K36
        
          
        
        150000.00000000
        PA
        USD
        147534.30000000
        0.061612110880
        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
        9128285J5
        
          
        
        880000.00000000
        PA
        USD
        893750.00000000
        0.373240826708
        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
        91282CDZ1
        
          
        
        1220000.00000000
        PA
        USD
        1186068.75000000
        0.495316677799
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCG4
        
          
        
        315000.00000000
        PA
        USD
        300431.25000000
        0.125463729364
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZV5
        
          
        
        750000.00000000
        PA
        USD
        677695.31000000
        0.283013770921
        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 NOTES
        912810FE3
        
          
        
        400000.00000000
        PA
        USD
        471125.00000000
        0.196747507113
        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 NOTE
        912828YH7
        
          
        
        1485000.00000000
        PA
        USD
        1449963.28000000
        0.605522230293
        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 BONDS
        912810ET1
        
          
        
        295000.00000000
        PA
        USD
        336760.94000000
        0.140635447998
        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 BOND
        912810RP5
        
          
        
        670000.00000000
        PA
        USD
        714178.13000000
        0.298249438498
        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
        912810PX0
        
          
        
        255000.00000000
        PA
        USD
        326838.28000000
        0.136491624981
        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 NOTE
        912828ZD5
        
          
        
        1000000.00000000
        PA
        USD
        989062.50000000
        0.413044481305
        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 BOND
        912810RQ3
        
          
        
        1135000.00000000
        PA
        USD
        1110703.91000000
        0.463843407660
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2046-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        313383YJ4
        
          
        
        300000.00000000
        PA
        USD
        305199.00000000
        0.127454799519
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-09-08
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEQ8
        
          
        
        150000.00000000
        PA
        USD
        147886.35000000
        0.061759131225
        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
        91282CCZ2
        
          
        
        2160000.00000000
        PA
        USD
        2010825.00000000
        0.839744878731
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-09-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828V98
        
          
        
        1785000.00000000
        PA
        USD
        1766034.38000000
        0.737517350475
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAP6
        
          
        
        685000.00000000
        PA
        USD
        663914.84000000
        0.277258879715
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZC7
        
          
        
        965000.00000000
        PA
        USD
        927606.25000000
        0.387379606836
        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 NOTE
        91282CAY7
        
          
        
        1840000.00000000
        PA
        USD
        1660600.00000000
        0.693486676176
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-11-30
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SU3
        
          
        
        695000.00000000
        PA
        USD
        606821.88000000
        0.253416168006
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G0ZR7
        
          
        
        250000.00000000
        PA
        USD
        251079.00000000
        0.104853631920
        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
        912828R28
        
          
        
        810000.00000000
        PA
        USD
        808481.25000000
        0.337631563780
        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
        912810RT7
        
          
        
        1260000.00000000
        PA
        USD
        1177509.38000000
        0.491742181201
        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
        91282CCX7
        
          
        
        1395000.00000000
        PA
        USD
        1325250.00000000
        0.553440453813
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810FF0
        
          
        
        282000.00000000
        PA
        USD
        330028.13000000
        0.137823744982
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEY1
        
          
        
        50000.00000000
        PA
        USD
        48426.60000000
        0.020223534790
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-10-16
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Q29
        
          
        
        465000.00000000
        PA
        USD
        463910.16000000
        0.193734502530
        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 BOND
        912810PW2
        
          
        
        530000.00000000
        PA
        USD
        670201.56000000
        0.279884290143
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2038-02-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEZ8
        
          
        
        250000.00000000
        PA
        USD
        242265.50000000
        0.101173007555
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-11-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDS7
        
          
        
        1280000.00000000
        PA
        USD
        1232800.00000000
        0.514832213892
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828WJ5
        
          
        
        1065000.00000000
        PA
        USD
        1067163.28000000
        0.445660313130
        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
        912828VS6
        
          
        
        1370000.00000000
        PA
        USD
        1377706.25000000
        0.575346819257
        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
        9128285D8
        
          
        
        500000.00000000
        PA
        USD
        505468.75000000
        0.211089873147
        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 NOTE
        91282CBV2
        
          
        
        105000.00000000
        PA
        USD
        100849.22000000
        0.042115855939
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828WE6
        
          
        
        1897000.00000000
        PA
        USD
        1912709.53000000
        0.798770669908
        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
        91282CAK7
        
          
        
        1505000.00000000
        PA
        USD
        1462201.56000000
        0.610633084273
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828U24
        
          
        
        1885000.00000000
        PA
        USD
        1843471.09000000
        0.769855858623
        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
        91282CCW9
        
          
        
        1845000.00000000
        PA
        USD
        1710084.38000000
        0.714151952708
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810EV6
        
          
        
        300000.00000000
        PA
        USD
        341812.50000000
        0.142745040648
        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 BOND
        912810SW9
        
          
        
        640000.00000000
        PA
        USD
        569400.00000000
        0.237788337597
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QL5
        
          
        
        550000.00000000
        PA
        USD
        686382.81000000
        0.286641776160
        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
        912828W71
        
          
        
        950000.00000000
        PA
        USD
        945992.19000000
        0.395057798104
        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 BOND
        912810RX8
        
          
        
        1075000.00000000
        PA
        USD
        1159152.34000000
        0.484076058923
        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 NOTE
        91282CAH4
        
          
        
        1595000.00000000
        PA
        USD
        1435998.44000000
        0.599690343941
        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 BOND
        912810FT0
        
          
        
        400000.00000000
        PA
        USD
        505875.00000000
        0.211259528068
        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
        912828Y87
        
          
        
        745000.00000000
        PA
        USD
        733359.38000000
        0.306259760856
        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 BOND
        912810RD2
        
          
        
        645000.00000000
        PA
        USD
        761906.25000000
        0.318181279579
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-11-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810QE1
        
          
        
        673000.00000000
        PA
        USD
        880999.06000000
        0.367915879702
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-02-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G05Y5
        
          
        
        50000.00000000
        PA
        USD
        45462.95000000
        0.018985878649
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2027-10-08
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZB9
        
          
        
        650000.00000000
        PA
        USD
        609781.25000000
        0.254652036768
        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
        912828J27
        
          
        
        1421000.00000000
        PA
        USD
        1401017.19000000
        0.585081750185
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810FA1
        
          
        
        100000.00000000
        PA
        USD
        119406.25000000
        0.049865496463
        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 NOTE
        912828D56
        
          
        
        1675000.00000000
        PA
        USD
        1671335.94000000
        0.697970134773
        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
        912810QD3
        
          
        
        855000.00000000
        PA
        USD
        1085048.44000000
        0.453129372603
        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
        91282CCV1
        
          
        
        1550000.00000000
        PA
        USD
        1428179.69000000
        0.596425139227
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-08-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Y79
        
          
        
        1000000.00000000
        PA
        USD
        1010625.00000000
        0.422049242509
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-31
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAV3
        
          
        
        2330000.00000000
        PA
        USD
        2063870.31000000
        0.861897242768
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZN3
        
          
        
        705000.00000000
        PA
        USD
        639236.72000000
        0.266952997857
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-04-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RE0
        
          
        
        1030000.00000000
        PA
        USD
        1196409.38000000
        0.499635050151
        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
        9128284L1
        
          
        
        980000.00000000
        PA
        USD
        989953.13000000
        0.413416419182
        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 BOND
        912810SK5
        
          
        
        1000000.00000000
        PA
        USD
        976875.00000000
        0.407954833668
        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
        91282CBB6
        
          
        
        555000.00000000
        PA
        USD
        500280.47000000
        0.208923184569
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-12-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBR1
        
          
        
        335000.00000000
        PA
        USD
        321809.38000000
        0.134391495422
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDY4
        
          
        
        570000.00000000
        PA
        USD
        547289.06000000
        0.228554541206
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285Z9
        
          
        
        1300000.00000000
        PA
        USD
        1304265.63000000
        0.544677126700
        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 NOTE
        9128282U3
        
          
        
        990000.00000000
        PA
        USD
        976232.81000000
        0.407686647344
        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
        91282CBW0
        
          
        
        1190000.00000000
        PA
        USD
        1108373.44000000
        0.462870175158
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RK6
        
          
        
        1015000.00000000
        PA
        USD
        988356.25000000
        0.412749542749
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Y95
        
          
        
        390000.00000000
        PA
        USD
        380006.25000000
        0.158695213319
        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 NOTE
        912828YX2
        
          
        
        1100000.00000000
        PA
        USD
        1064250.00000000
        0.444443692111
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBA8
        
          
        
        1485000.00000000
        PA
        USD
        1432328.91000000
        0.598157903761
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZL7
        
          
        
        235000.00000000
        PA
        USD
        220055.47000000
        0.091897829979
        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
        9128286B1
        
          
        
        1785000.00000000
        PA
        USD
        1806196.88000000
        0.754289696995
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEP0
        
          
        
        100000.00000000
        PA
        USD
        97196.10000000
        0.040590268774
        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
        91282CDJ7
        
          
        
        2500000.00000000
        PA
        USD
        2294140.63000000
        0.958060917848
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828V23
        
          
        
        950000.00000000
        PA
        USD
        949703.13000000
        0.396607531601
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-12-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
        N/A
        FEDERAL FARM CREDIT BANK
        3133ENEJ5
        
          
        
        500000.00000000
        PA
        USD
        479922.00000000
        0.200421240879
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2024-11-18
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286T2
        
          
        
        1860000.00000000
        PA
        USD
        1854768.75000000
        0.774573898297
        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 BOND
        912810RZ3
        
          
        
        320000.00000000
        PA
        USD
        331600.00000000
        0.138480176936
        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
        912828YG9
        
          
        
        600000.00000000
        PA
        USD
        577687.50000000
        0.241249297990
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-09-30
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YE4
        
          
        
        670000.00000000
        PA
        USD
        650946.88000000
        0.271843302528
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-08-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY
        880591DV1
        
          
        
        110000.00000000
        PA
        USD
        128839.15000000
        0.053804789771
        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 BONDS
        912810FP8
        
          
        
        99000.00000000
        PA
        USD
        122914.69000000
        0.051330663507
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130AMRY0
        
          
        
        200000.00000000
        PA
        USD
        195932.80000000
        0.081823910770
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-06-02
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810PU6
        
          
        
        235000.00000000
        PA
        USD
        314165.63000000
        0.131199372827
        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
        912810QB7
        
          
        
        30000.00000000
        PA
        USD
        37523.44000000
        0.015670243095
        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
        91282CDB4
        
          
        
        1200000.00000000
        PA
        USD
        1145437.50000000
        0.478348575600
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCD1
        
          
        
        135000.00000000
        PA
        USD
        132215.63000000
        0.055214848721
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-05-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
        N/A
        FEDERAL FARM CREDIT BANK
        3133ENKS8
        
          
        
        250000.00000000
        PA
        USD
        240869.00000000
        0.100589812238
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2025-01-06
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBH3
        
          
        
        1400000.00000000
        PA
        USD
        1289968.75000000
        0.538706576423
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-01-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBL4
        
          
        
        2965000.00000000
        PA
        USD
        2677765.63000000
        1.118267365005
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCL3
        
          
        
        910000.00000000
        PA
        USD
        868481.25000000
        0.362688290608
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828VB3
        
          
        
        1603000.00000000
        PA
        USD
        1600495.31000000
        0.668386229535
        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
        91282CDK4
        
          
        
        1100000.00000000
        PA
        USD
        1040531.25000000
        0.434538454787
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810QC5
        
          
        
        150000.00000000
        PA
        USD
        193265.63000000
        0.080710068269
        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
        91282CBE0
        
          
        
        1275000.00000000
        PA
        USD
        1226988.28000000
        0.512405169218
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286S4
        
          
        
        340000.00000000
        PA
        USD
        337981.25000000
        0.141145064237
        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
        91282CCP4
        
          
        
        1635000.00000000
        PA
        USD
        1508798.44000000
        0.630092505826
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-07-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RY6
        
          
        
        1110000.00000000
        PA
        USD
        1149196.88000000
        0.479918538229
        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
        912828ZQ6
        
          
        
        1875000.00000000
        PA
        USD
        1634472.66000000
        0.682575582490
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286G0
        
          
        
        1125000.00000000
        PA
        USD
        1126054.69000000
        0.470254079345
        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
        912828ZW3
        
          
        
        620000.00000000
        PA
        USD
        576018.75000000
        0.240552407775
        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 NOTE
        912828YU8
        
          
        
        945000.00000000
        PA
        USD
        909414.84000000
        0.379782653653
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-11-30
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Z52
        
          
        
        1205000.00000000
        PA
        USD
        1167908.59000000
        0.487732774995
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-01-31
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SJ8
        
          
        
        1250000.00000000
        PA
        USD
        1187109.38000000
        0.495751257493
        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 NOTE
        91282CAJ0
        
          
        
        1770000.00000000
        PA
        USD
        1637803.13000000
        0.683966427107
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-08-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
        N/A
        FEDERAL FARM CREDIT BANK
        3133EMGX4
        
          
        
        250000.00000000
        PA
        USD
        248121.00000000
        0.103618335288
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2022-11-23
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCU3
        
          
        
        500000.00000000
        PA
        USD
        486328.13000000
        0.203096518369
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-08-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QZ4
        
          
        
        827000.00000000
        PA
        USD
        888895.78000000
        0.371213645633
        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
        9128285M8
        
          
        
        1380000.00000000
        PA
        USD
        1436493.75000000
        0.599897191397
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        313382AX1
        
          
        
        50000.00000000
        PA
        USD
        50234.15000000
        0.020978389566
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-03-10
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G05X7
        
          
        
        200000.00000000
        PA
        USD
        185960.60000000
        0.077659399249
        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 NOTE
        912828X70
        
          
        
        1360000.00000000
        PA
        USD
        1349375.00000000
        0.563515346058
        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 NOTE
        912828ZE3
        
          
        
        225000.00000000
        PA
        USD
        205664.06000000
        0.085887802829
        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 NOTE
        91282CAB7
        
          
        
        290000.00000000
        PA
        USD
        268839.06000000
        0.112270448118
        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 NOTE
        912828ZT0
        
          
        
        1090000.00000000
        PA
        USD
        1014721.88000000
        0.423760149225
        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 BOND
        912810RC4
        
          
        
        970000.00000000
        PA
        USD
        1123835.94000000
        0.469327502467
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-08-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G0Q22
        
          
        
        100000.00000000
        PA
        USD
        97104.20000000
        0.040551890220
        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 BONDS
        912810QK7
        
          
        
        225000.00000000
        PA
        USD
        268488.28000000
        0.112123958141
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCF6
        
          
        
        2115000.00000000
        PA
        USD
        1966950.00000000
        0.821422147238
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128283J7
        
          
        
        445000.00000000
        PA
        USD
        440550.00000000
        0.183979016734
        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 BOND
        912810TB4
        
          
        
        1425000.00000000
        PA
        USD
        1248210.94000000
        0.521268009121
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284U1
        
          
        
        500000.00000000
        PA
        USD
        504062.50000000
        0.210502606112
        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 BOND
        912810RS9
        
          
        
        800000.00000000
        PA
        USD
        783375.00000000
        0.327146889648
        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 BOND
        912810EY0
        
          
        
        218000.00000000
        PA
        USD
        255673.13000000
        0.106772196261
        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 WI
        9128284S6
        
          
        
        585000.00000000
        PA
        USD
        590667.19000000
        0.246669773768
        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
        912828ZY9
        
          
        
        700000.00000000
        PA
        USD
        683156.25000000
        0.285294325618
        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
        9128285C0
        
          
        
        995000.00000000
        PA
        USD
        1010235.94000000
        0.421886766340
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-09-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G04Z3
        
          
        
        150000.00000000
        PA
        USD
        140529.15000000
        0.058686675382
        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
        91282CDA6
        
          
        
        200000.00000000
        PA
        USD
        194468.75000000
        0.081212505755
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284V9
        
          
        
        1230000.00000000
        PA
        USD
        1259981.25000000
        0.526183433160
        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
        9128285P1
        
          
        
        750000.00000000
        PA
        USD
        757734.38000000
        0.316439056130
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810FB9
        
          
        
        265000.00000000
        PA
        USD
        315184.38000000
        0.131624815168
        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 BOND
        912810QA9
        
          
        
        40000.00000000
        PA
        USD
        45775.00000000
        0.019116194509
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2039-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEX3
        
          
        
        250000.00000000
        PA
        USD
        232067.00000000
        0.096913990413
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2025-09-23
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284D9
        
          
        
        990000.00000000
        PA
        USD
        997579.69000000
        0.416601363024
        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
        91282CCK5
        
          
        
        500000.00000000
        PA
        USD
        488671.88000000
        0.204075296761
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-06-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828M56
        
          
        
        1675000.00000000
        PA
        USD
        1657726.56000000
        0.692286692823
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RB6
        
          
        
        1116000.00000000
        PA
        USD
        1153665.00000000
        0.481784479267
        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
        91282CBT7
        
          
        
        1320000.00000000
        PA
        USD
        1230900.00000000
        0.514038750876
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284Z0
        
          
        
        1010000.00000000
        PA
        USD
        1016785.94000000
        0.424622125685
        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 NOTE
        912828ZF0
        
          
        
        1510000.00000000
        PA
        USD
        1422703.13000000
        0.594138061429
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-03-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G06L2
        
          
        
        100000.00000000
        PA
        USD
        92255.50000000
        0.038527014364
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2026-12-18
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SL3
        
          
        
        1345000.00000000
        PA
        USD
        1210079.69000000
        0.505343937207
        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 NOTE
        91282CBJ9
        
          
        
        1400000.00000000
        PA
        USD
        1269625.00000000
        0.530210779983
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-01-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZH6
        
          
        
        1030000.00000000
        PA
        USD
        1013906.25000000
        0.423419532257
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G04Q3
        
          
        
        100000.00000000
        PA
        USD
        98187.90000000
        0.041004456468
        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 BOND
        912810SE9
        
          
        
        900000.00000000
        PA
        USD
        1053000.00000000
        0.439745555831
        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
        9128282R0
        
          
        
        1770000.00000000
        PA
        USD
        1750364.06000000
        0.730973235016
        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
        912828B66
        
          
        
        1620000.00000000
        PA
        USD
        1632403.13000000
        0.681711321692
        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
        91282CCH2
        
          
        
        1625000.00000000
        PA
        USD
        1511757.81000000
        0.631328374587
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130ANYM6
        
          
        
        100000.00000000
        PA
        USD
        97257.10000000
        0.040615743113
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-08-28
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130AJ7E3
        
          
        
        500000.00000000
        PA
        USD
        499014.50000000
        0.208394500161
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-02-17
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAE1
        
          
        
        1895000.00000000
        PA
        USD
        1645689.06000000
        0.687259687004
        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
        91282CDM0
        
          
        
        250000.00000000
        PA
        USD
        243007.81000000
        0.101483005203
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RV2
        
          
        
        705000.00000000
        PA
        USD
        758425.78000000
        0.316727793146
        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
        9128287B0
        
          
        
        475000.00000000
        PA
        USD
        462976.56000000
        0.193344619861
        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 BONDS
        912810FG8
        
          
        
        425000.00000000
        PA
        USD
        500105.47000000
        0.208850102449
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G03U5
        
          
        
        150000.00000000
        PA
        USD
        141595.65000000
        0.059132058701
        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 NOTE
        91282CBU4
        
          
        
        1490000.00000000
        PA
        USD
        1466485.94000000
        0.612422293261
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-03-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284R8
        
          
        
        505000.00000000
        PA
        USD
        510050.00000000
        0.213003058643
        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
        91282CDH1
        
          
        
        1375000.00000000
        PA
        USD
        1314199.22000000
        0.548825514218
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128283W8
        
          
        
        2120000.00000000
        PA
        USD
        2152462.50000000
        0.898894414500
        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
        9128282A7
        
          
        
        1000000.00000000
        PA
        USD
        958281.25000000
        0.400189858427
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G05Q2
        
          
        
        200000.00000000
        PA
        USD
        174700.20000000
        0.072956919803
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2030-08-05
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEU9
        
          
        
        150000.00000000
        PA
        USD
        139750.65000000
        0.058361564351
        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
        9128283V0
        
          
        
        1020000.00000000
        PA
        USD
        1019681.25000000
        0.425831242214
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-01-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Israel
        213800T8ZHTFZIBYPE21
        AID ISRAEL
        46513EFF4
        
          
        
        115000.00000000
        PA
        USD
        120367.74000000
        0.050267026334
        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 NOTE
        91282CCR0
        
          
        
        215000.00000000
        PA
        USD
        196725.00000000
        0.082154743087
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-07-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SA7
        
          
        
        1620000.00000000
        PA
        USD
        1762509.38000000
        0.736045267774
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285T3
        
          
        
        1205000.00000000
        PA
        USD
        1208953.91000000
        0.504873797841
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-12-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3134A4KX1
        
          
        
        150000.00000000
        PA
        USD
        198680.70000000
        0.082971467098
        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
        91282CAW1
        
          
        
        200000.00000000
        PA
        USD
        193781.25000000
        0.080925397427
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDN8
        
          
        
        1100000.00000000
        PA
        USD
        1057031.25000000
        0.441429054665
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828W48
        
          
        
        1145000.00000000
        PA
        USD
        1140885.16000000
        0.476447463270
        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
        912828ZU7
        
          
        
        700000.00000000
        PA
        USD
        686218.75000000
        0.286573262716
        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
        91282CCS8
        
          
        
        2980000.00000000
        PA
        USD
        2709006.25000000
        1.131313826359
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCT6
        
          
        
        800000.00000000
        PA
        USD
        761875.00000000
        0.318168229201
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G0V34
        
          
        
        200000.00000000
        PA
        USD
        200670.40000000
        0.083802389921
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2024-02-05
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286Z8
        
          
        
        175000.00000000
        PA
        USD
        172457.03000000
        0.072020144837
        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
        912828XB1
        
          
        
        385000.00000000
        PA
        USD
        380247.66000000
        0.158796029060
        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
        912810SX7
        
          
        
        635000.00000000
        PA
        USD
        622002.34000000
        0.259755711995
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YV6
        
          
        
        1090000.00000000
        PA
        USD
        1061728.13000000
        0.443390528650
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY
        880591EH1
        
          
        
        85000.00000000
        PA
        USD
        108288.30000000
        0.045222505862
        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 NOTE
        91282CCY5
        
          
        
        1520000.00000000
        PA
        USD
        1410512.50000000
        0.589047106666
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-09-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAFA2
        
          
        
        100000.00000000
        PA
        USD
        96726.30000000
        0.040394074603
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-12-04
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284N7
        
          
        
        2245000.00000000
        PA
        USD
        2297266.41000000
        0.959366281441
        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 BOND
        912810RN0
        
          
        
        780000.00000000
        PA
        USD
        812418.75000000
        0.339275911478
        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
        91282CCJ8
        
          
        
        795000.00000000
        PA
        USD
        742455.47000000
        0.310058398229
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEV7
        
          
        
        300000.00000000
        PA
        USD
        292346.70000000
        0.122087523349
        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 BOND
        912810EX2
        
          
        
        200000.00000000
        PA
        USD
        234843.75000000
        0.098073594850
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YM6
        
          
        
        1270000.00000000
        PA
        USD
        1238845.31000000
        0.517356808580
        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 BOND
        912810EW4
        
          
        
        85000.00000000
        PA
        USD
        95810.94000000
        0.040011809178
        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 BOND
        912810TD0
        
          
        
        70000.00000000
        PA
        USD
        67035.94000000
        0.027995020603
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QQ4
        
          
        
        551000.00000000
        PA
        USD
        699511.72000000
        0.292124568017
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-05-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130AQF65
        
          
        
        100000.00000000
        PA
        USD
        94193.30000000
        0.039336263118
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2026-12-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YS3
        
          
        
        790000.00000000
        PA
        USD
        755807.81000000
        0.315634497160
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810FM5
        
          
        
        320000.00000000
        PA
        USD
        411200.00000000
        0.171722101194
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTH
        880591CP5
        
          
        
        190000.00000000
        PA
        USD
        261025.23000000
        0.109007298055
        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
        912828ZP8
        
          
        
        250000.00000000
        PA
        USD
        245195.31000000
        0.102396531702
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3133XGAY0
        
          
        
        65000.00000000
        PA
        USD
        85667.66000000
        0.035775852576
        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 NOTE
        91282CBZ3
        
          
        
        1520000.00000000
        PA
        USD
        1415975.00000000
        0.591328312837
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-04-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YD6
        
          
        
        450000.00000000
        PA
        USD
        428906.25000000
        0.179116445684
        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
        9128284X5
        
          
        
        745000.00000000
        PA
        USD
        751751.56000000
        0.313940558023
        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
        912828XT2
        
          
        
        1710000.00000000
        PA
        USD
        1695571.88000000
        0.708091356906
        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
        9128284F4
        
          
        
        955000.00000000
        PA
        USD
        958133.59000000
        0.400128193822
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-03-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G0V75
        
          
        
        125000.00000000
        PA
        USD
        123198.13000000
        0.051449031485
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2024-07-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286F2
        
          
        
        850000.00000000
        PA
        USD
        848671.88000000
        0.354415657729
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-02-28
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G06H1
        
          
        
        250000.00000000
        PA
        USD
        241948.50000000
        0.101040624515
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-11-27
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SQ2
        
          
        
        625000.00000000
        PA
        USD
        489453.13000000
        0.204401556225
        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
        91282CAU5
        
          
        
        1275000.00000000
        PA
        USD
        1144710.94000000
        0.478045155343
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-10-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RJ9
        
          
        
        1015000.00000000
        PA
        USD
        1074631.25000000
        0.448779027867
        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 BOND
        912810SS8
        
          
        
        1370000.00000000
        PA
        USD
        1123828.13000000
        0.469324240917
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBP5
        
          
        
        35000.00000000
        PA
        USD
        32451.56000000
        0.013552164567
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-02-29
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828X88
        
          
        
        1810000.00000000
        PA
        USD
        1801798.44000000
        0.752452855169
        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 BOND
        912810SN9
        
          
        
        1285000.00000000
        PA
        USD
        959132.03000000
        0.400545154461
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3134A4AA2
        
          
        
        180000.00000000
        PA
        USD
        239016.06000000
        0.099816002048
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAF8
        
          
        
        745000.00000000
        PA
        USD
        725443.75000000
        0.302954097880
        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
        91282CAD3
        
          
        
        850000.00000000
        PA
        USD
        762078.13000000
        0.318253058750
        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
        91282CCB5
        
          
        
        2380000.00000000
        PA
        USD
        2241290.63000000
        0.935990117634
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810ST6
        
          
        
        715000.00000000
        PA
        USD
        584065.63000000
        0.243912882342
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285N6
        
          
        
        800000.00000000
        PA
        USD
        809250.00000000
        0.337952603092
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-11-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828G38
        
          
        
        1955000.00000000
        PA
        USD
        1942781.25000000
        0.811328984463
        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
        912828Z78
        
          
        
        2105000.00000000
        PA
        USD
        2011590.63000000
        0.840064615094
        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 BOND
        912810SC3
        
          
        
        1030000.00000000
        PA
        USD
        1148771.88000000
        0.479741053080
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
        N/A
        FEDERAL FARM CREDIT BANK
        3133EMLN0
        
          
        
        75000.00000000
        PA
        USD
        65838.53000000
        0.027494967682
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2030-12-23
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBQ3
        
          
        
        175000.00000000
        PA
        USD
        161792.97000000
        0.067566704199
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-02-28
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285K2
        
          
        
        1105000.00000000
        PA
        USD
        1116567.97000000
        0.466292310153
        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
        91282CBX8
        
          
        
        1430000.00000000
        PA
        USD
        1404304.69000000
        0.586454650010
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-04-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBN0
        
          
        
        1250000.00000000
        PA
        USD
        1233007.81000000
        0.514918997865
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-02-28
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAL5
        
          
        
        1845000.00000000
        PA
        USD
        1646662.50000000
        0.687666207340
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-09-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286R6
        
          
        
        700000.00000000
        PA
        USD
        698140.63000000
        0.291551984223
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-30
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBS9
        
          
        
        1540000.00000000
        PA
        USD
        1436290.63000000
        0.599812366025
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAT8
        
          
        
        1680000.00000000
        PA
        USD
        1548750.00000000
        0.646776761247
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Y61
        
          
        
        1050000.00000000
        PA
        USD
        1059515.63000000
        0.442466561848
        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
        912828U57
        
          
        
        557000.00000000
        PA
        USD
        556129.69000000
        0.232246495387
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YB0
        
          
        
        1550000.00000000
        PA
        USD
        1469835.94000000
        0.613821293842
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828K74
        
          
        
        1825000.00000000
        PA
        USD
        1792777.34000000
        0.748685534530
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130A2UW4
        
          
        
        150000.00000000
        PA
        USD
        151539.30000000
        0.063284647396
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2024-09-13
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RM2
        
          
        
        1010000.00000000
        PA
        USD
        1072493.75000000
        0.447886381974
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAER6
        
          
        
        200000.00000000
        PA
        USD
        196985.80000000
        0.082263656326
        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 BOND
        912810TC2
        
          
        
        590000.00000000
        PA
        USD
        533304.69000000
        0.222714498890
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828P46
        
          
        
        1400000.00000000
        PA
        USD
        1353187.50000000
        0.565107492242
        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
        912810QH4
        
          
        
        163000.00000000
        PA
        USD
        207137.34000000
        0.086503062404
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-05-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SH2
        
          
        
        500000.00000000
        PA
        USD
        536953.13000000
        0.224238131630
        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 NOTE
        912828YY0
        
          
        
        1160000.00000000
        PA
        USD
        1136800.00000000
        0.474741450967
        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
        9128286A3
        
          
        
        1055000.00000000
        PA
        USD
        1058956.25000000
        0.442232957984
        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
        9128282Y5
        
          
        
        1065000.00000000
        PA
        USD
        1055847.66000000
        0.440934773143
        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
        9128283D0
        
          
        
        790000.00000000
        PA
        USD
        785185.94000000
        0.327903160129
        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
        9128282N9
        
          
        
        590000.00000000
        PA
        USD
        585759.38000000
        0.244620212859
        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 BOND
        912810RH3
        
          
        
        1230000.00000000
        PA
        USD
        1327631.25000000
        0.554434892659
        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 NOTE
        91282CAM3
        
          
        
        1990000.00000000
        PA
        USD
        1837951.56000000
        0.767550836033
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31359MGK3
        
          
        
        160000.00000000
        PA
        USD
        209467.52000000
        0.087476173799
        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 BOND
        912810SP4
        
          
        
        1385000.00000000
        PA
        USD
        1066882.81000000
        0.445543185460
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY
        880591CS9
        
          
        
        100000.00000000
        PA
        USD
        131529.90000000
        0.054928479566
        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 BOND
        912810FJ2
        
          
        
        280000.00000000
        PA
        USD
        350175.00000000
        0.146237321949
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31359MEU3
        
          
        
        95000.00000000
        PA
        USD
        117747.75000000
        0.049172886772
        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
        9128283P3
        
          
        
        795000.00000000
        PA
        USD
        789534.38000000
        0.329719121349
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-12-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3134GW4C7
        
          
        
        100000.00000000
        PA
        USD
        92265.10000000
        0.038531023440
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2026-10-27
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBM2
        
          
        
        1250000.00000000
        PA
        USD
        1200390.63000000
        0.501297668379
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SF6
        
          
        
        1645000.00000000
        PA
        USD
        1805644.53000000
        0.754059028944
        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
        912828YQ7
        
          
        
        1000000.00000000
        PA
        USD
        962500.00000000
        0.401951659532
        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 BOND
        912810SZ2
        
          
        
        1885000.00000000
        PA
        USD
        1697972.66000000
        0.709093951717
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
        N/A
        FEDERAL FARM CREDIT BANK
        3133EMRZ7
        
          
        
        300000.00000000
        PA
        USD
        288492.30000000
        0.120477879218
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2024-02-26
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Z94
        
          
        
        1915000.00000000
        PA
        USD
        1795013.28000000
        0.749619290159
        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 WI
        912828V80
        
          
        
        810000.00000000
        PA
        USD
        808987.50000000
        0.337842979912
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOC
        31359MFP3
        
          
        
        180000.00000000
        PA
        USD
        241095.96000000
        0.100684593484
        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
        912828R69
        
          
        
        815000.00000000
        PA
        USD
        812198.44000000
        0.339183907353
        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
        912828S92
        
          
        
        400000.00000000
        PA
        USD
        395750.00000000
        0.165269994036
        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
        912810RU4
        
          
        
        955000.00000000
        PA
        USD
        1004092.97000000
        0.419321387653
        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 BOND
        912810TA6
        
          
        
        1360000.00000000
        PA
        USD
        1177887.50000000
        0.491900088693
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCE9
        
          
        
        660000.00000000
        PA
        USD
        614418.75000000
        0.256588712945
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-05-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130APU29
        
          
        
        200000.00000000
        PA
        USD
        194564.80000000
        0.081252617399
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-11-09
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128283F5
        
          
        
        1775000.00000000
        PA
        USD
        1753921.88000000
        0.732459023746
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G05G4
        
          
        
        200000.00000000
        PA
        USD
        195510.60000000
        0.081647594936
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-07-10
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-02
      HC Capital Trust
      Denise Lewis
      Denise Lewis
      Asst. Treasurer
    
  
  XXXX




HC CAPITAL TRUST

The Value Equity Portfolio

Portfolio of Investments — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks — 99.10%     
     Aerospace & Defense — 1.44%     
 3,065   HEICO Corp.  $471 
 1,057   L3Harris Technologies, Inc.   263 
 5,411   Lockheed Martin Corp.   2,387 
 747   Northrop Grumman Corp.   334 
 18,437   Raytheon Technologies Corp.   1,827 
 6,782   Spirit Aerosystems Holdings, Inc., Class - A   332 
 8,457   The Boeing Co.(a)   1,620 
 4,420   TransDigm Group, Inc.(a)   2,879 
         10,113 
           
     Air Freight & Logistics — 0.71%     
 305   Expeditors International of Washington, Inc.   31 
 4,786   FedEx Corp.   1,107 
 1,886   GXO Logistics, Inc.(a)   135 
 16,845   United Parcel Service, Inc., Class - B   3,613 
 1,886   XPO Logistics, Inc.(a)   137 
         5,023 
           
     Airlines — 0.20%     
 2,805   Alaska Air Group, Inc.(a)   163 
 2,097   Copa Holdings SA, Class - A(a)   175 
 14,344   Delta Air Lines, Inc.(a)   567 
 9,703   JetBlue Airways Corp.(a)   145 
 8,507   Southwest Airlines Co.(a)   390 
         1,440 
           
     Auto Components — 0.33%     
 585   Gentex Corp.   17 
 12,500   Lear Corp.   1,782 
 37,827   The Goodyear Tire & Rubber Co.(a)   541 
         2,340 
           
     Automobiles — 2.04%     
 7,064   General Motors Co.(a)   309 
 13,053   Tesla, Inc.(a)   14,066 
         14,375 
           
     Banks — 4.23%     
 225,733   Bank of America Corp.   9,304 
 16,687   Bank OZK   713 
 18,758   Citigroup, Inc.   1,002 
 1,826   Citizens Financial Group, Inc.   83 
 15,989   Comerica, Inc.   1,446 
 625   Commerce Bancshares, Inc.   45 
 1,552   Cullen/Frost Bankers, Inc.   215 
 3,013   East West Bancorp, Inc.   238 
 13,076   Fifth Third Bancorp   563 
 6,815   First Hawaiian, Inc.   190 
 1,892   First Republic Bank   307 
 41,225   Huntington Bancshares, Inc.   603 
 52,407   JPMorgan Chase & Co.   7,143 
 17,314   KeyCorp   387 
 2,282   M&T Bank Corp.   387 
 10,303   People's United Financial, Inc.   206 
 8,270   PNC Financial Services Group, Inc.   1,525 
 710   SVB Financial Group(a)   397 
 42,174   Synovus Financial Corp.   2,067 
 32,258   Truist Financial Corp.   1,829 
 9,426   Umpqua Holdings Corp.   178 
 6,961   Wells Fargo & Co.   337 
 9,321   Zions Bancorp NA   611 
         29,776 
           

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Beverages — 1.67%     
 4,600   Brown-Forman Corp., Class - B  $308 
 2,846   Constellation Brands, Inc., Class - A   655 
 6,891   Keurig Dr Pepper, Inc.   261 
 4,530   Monster Beverage Corp.(a)   362 
 28,839   PepsiCo, Inc.   4,827 
 85,987   The Coca-Cola Co.   5,332 
         11,745 
           
     Biotechnology — 2.30%     
 34,760   AbbVie, Inc.   5,635 
 2,223   Alnylam Pharmaceuticals, Inc.(a)   363 
 14,171   Amgen, Inc.   3,427 
 6,222   Mirati Therapeutics, Inc.(a)   512 
 3,274   Moderna, Inc.(a)   564 
 3,967   Novavax, Inc.(a)   292 
 5,614   Sage Therapeutics, Inc.(a)   186 
 8,247   Seagen, Inc.(a)   1,188 
 17,938   United Therapeutics Corp.(a)   3,218 
 3,143   Vertex Pharmaceuticals, Inc.(a)   820 
         16,205 
           
     Building Products — 0.57%     
 10,045   A.O. Smith Corp.   642 
 21,311   Carrier Global Corp.   978 
 13,273   Johnson Controls International PLC   870 
 6,549   Masco Corp.   334 
 7,831   Trane Technologies PLC   1,195 
         4,019 
           
     Capital Markets — 2.40%     
 4,496   Affiliated Managers Group, Inc.   634 
 2,506   Ameriprise Financial, Inc.   753 
 2,656   Ares Management Corp., Class - A   216 
 4,582   BlackRock, Inc., Class - A   3,502 
 1,669   CME Group, Inc.   397 
 4,721   Evercore, Inc., Class - A   526 
 16,955   Franklin Resources, Inc.   473 
 2,293   Interactive Brokers Group, Inc., Class - A   151 
 1,491   Intercontinental Exchange, Inc.   197 
 9,972   Invesco Ltd.   230 
 9,493   KKR & Co., Inc.   555 
 20,369   Morgan Stanley   1,780 
 686   Morningstar, Inc.   187 
 629   Nasdaq, Inc.   112 
 3,423   Northern Trust Corp.   399 
 269   S&P Global, Inc.   110 
 7,695   State Street Corp.   670 
 7,780   T. Rowe Price Group, Inc.   1,176 
 25,629   The Charles Schwab Corp.   2,161 
 7,506   The Goldman Sachs Group, Inc.   2,478 
 4,599   Virtu Financial, Inc., Class - A   171 
         16,878 
           
     Chemicals — 1.62%     
 9,702   Air Products & Chemicals, Inc.   2,425 
 4,923   Axalta Coating Systems Ltd.(a)   121 
 1,640   Celanese Corp., Series A   234 
 33,476   CF Industries Holdings, Inc.   3,449 
 9,311   Corteva, Inc.   535 
 9,217   Dow, Inc.   587 
 13,149   DuPont de Nemours, Inc.   968 
 7,173   LyondellBasell Industries N.V., Class - A   738 
 24,876   Olin Corp.   1,301 
 6,716   PPG Industries, Inc.   880 

 

 

 

 

 

 

HC CAPITAL TRUST

The Value Equity Portfolio

Portfolio of Investments (continued) — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Chemicals (continued)     
 1,538   The Scotts Miracle-Gro Co.  $189 
         11,427 
           
     Commercial Services & Supplies — 0.96%     
 11,948   Clean Harbors, Inc.(a)   1,334 
 27,349   Copart, Inc.(a)   3,431 
 3,003   IAA, Inc.(a)   115 
 1,270   Republic Services, Inc.   168 
 2,747   Stericycle, Inc.(a)   162 
 9,682   Waste Management, Inc.   1,535 
         6,745 
           
     Communications Equipment — 0.78%     
 90,637   Cisco Systems, Inc.   5,055 
 31,124   Commscope Holding, Inc.(a)   245 
 774   Motorola Solutions, Inc.   187 
         5,487 
           
     Construction & Engineering — 0.09%     
 3,578   AECOM   275 
 841   Arcosa, Inc.   48 
 2,295   Quanta Services, Inc.   302 
         625 
           
     Construction Materials — 0.14%     
 1,351   Martin Marietta Materials, Inc.   520 
 2,578   Vulcan Materials Co.   474 
         994 
           
     Consumer Finance — 1.13%     
 20,855   American Express Co.   3,900 
 20,025   Capital One Financial Corp.   2,629 
 6,409   Discover Financial Services   706 
 14,450   OneMain Holdings, Inc.   685 
         7,920 
           
     Containers & Packaging — 0.45%     
 262   AptarGroup, Inc.   31 
 27   Avery Dennison Corp.   5 
 22,939   Ball Corp.   2,064 
 10,608   International Paper Co.   490 
 2,050   Packaging Corporation of America   320 
 2,320   Silgan Holdings, Inc.   107 
 2,452   Sonoco Products Co.   153 
         3,170 
           
     Distributors — 0.07%     
 3,827   Genuine Parts Co.   482 
           
     Diversified Consumer Services — 0.30%     
 12,786   Bright Horizons Family Solutions, Inc.(a)   1,697 
 7,498   H&R Block, Inc.   195 
 3,097   Service Corporation International   204 
         2,096 
           
     Diversified Financial Services — 1.20%     
 21,024   Berkshire Hathaway, Inc., Class - B(a)   7,419 
 14,613   Equitable Holdings, Inc.   452 
 17,093   Jefferies Financial Group, Inc.   562 
         8,433 
           
     Diversified Telecommunication Services — 0.49%     
 22,433   AT&T, Inc.   530 

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Diversified Telecommunication Services (continued)     
 35,894   Lumen Technologies, Inc.  $405 
 48,924   Verizon Communications, Inc.   2,492 
         3,427 
           
     Electric Utilities — 1.61%     
 1,604   Alliant Energy Corp.   100 
 30,034   American Electric Power Company, Inc.   2,996 
 3,035   Constellation Energy Corp.   171 
 7,685   Duke Energy Corp.   858 
 1,914   Edison International   134 
 9,746   Eversource Energy   859 
 9,106   Exelon Corp.   434 
 3,311   Hawaiian Electric Industries, Inc.   140 
 35,480   NextEra Energy, Inc.   3,006 
 32,159   The Southern Co.   2,332 
 4,017   Xcel Energy, Inc.   290 
         11,320 
           
     Electrical Equipment — 0.65%     
 3,350   AMETEK, Inc.   446 
 12,355   Eaton Corp. PLC   1,875 
 16,658   Emerson Electric Co.   1,633 
 3,984   Regal Rexnord Corp.   593 
         4,547 
           
     Electronic Equipment, Instruments & Components — 0.03%     
 512   Dolby Laboratories, Inc., Class - A   40 
 1,050   Keysight Technologies, Inc.(a)   166 
         206 
           
     Energy Equipment & Services — 1.01%     
 26,930   Halliburton Co.   1,020 
 10,695   Helmerich & Payne, Inc.   458 
 251,709   Patterson-UTI Energy, Inc.   3,896 
 42,009   Schlumberger N.V.   1,735 
         7,109 
           
     Entertainment — 1.16%     
 2,063   Activision Blizzard, Inc.   165 
 2,970   Liberty Media Corp. - Liberty Formula One, Class - C(a)   207 
 7,509   Netflix, Inc.(a)   2,813 
 36,143   The Walt Disney Co.(a)   4,958 
         8,143 
           
     Equity Real Estate Investment Trusts — 2.84%     
 992   Alexandria Real Estate Equities, Inc.   200 
 3,172   American Campus Communities, Inc.   178 
 3,688   American Homes 4 Rent, Class - A   148 
 5,297   American Tower Corp.   1,331 
 566   Apartment Income REIT Corp.   30 
 2,773   Boston Properties, Inc.   357 
 27,975   Brixmor Property Group, Inc.   722 
 7,024   Camden Property Trust   1,167 
 7,417   Crown Castle International Corp.   1,369 
 5,913   CubeSmart   308 
 968   Digital Realty Trust, Inc.   137 
 6,566   Duke Realty Corp.   381 
 726   Equinix, Inc.   538 
 2,122   Equity Lifestyle Properties, Inc.   162 
 507   Essex Property Trust, Inc.   175 
 2,294   Extra Space Storage, Inc.   472 
 1,385   Federal Realty Investment Trust   169 

 

 

 

 

 

 

HC CAPITAL TRUST

The Value Equity Portfolio

Portfolio of Investments (continued) — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Equity Real Estate Investment Trusts (continued)     
 26,253   Healthcare Trust of America, Inc., Class - A  $823 
 12,588   Healthpeak Properties, Inc.   432 
 10,627   Invitation Homes, Inc.   427 
 5,259   Iron Mountain, Inc.   291 
 21,155   Kimco Realty Corp.   523 
 846   Lamar Advertising Co., Class - A   98 
 3,183   Life Storage, Inc.   447 
 6,040   Medical Properties Trust, Inc.   128 
 2,029   Mid-America Apartment Communities, Inc.   425 
 82,052   Park Hotels & Resorts, Inc.   1,603 
 10,542   Prologis, Inc.   1,703 
 2,688   Public Storage   1,049 
 19,572   Realty Income Corp.   1,356 
 6,543   Rexford Industrial Realty, Inc.   488 
 1,367   Sun Communities, Inc.   240 
 35,601   The Macerich Co.   557 
 4,609   UDR, Inc.   264 
 8,362   VICI Properties, Inc.   238 
 16,526   Vornado Realty Trust   749 
 1,917   Welltower, Inc.   184 
 1,573   WP Carey, Inc.   127 
         19,996 
           
     Food & Staples Retailing — 1.17%     
 3,254   Casey's General Stores, Inc.   645 
 1,943   Costco Wholesale Corp.   1,119 
 9,412   Sysco Corp.   768 
 9,040   The Kroger Co.   519 
 34,781   Walmart, Inc.   5,179 
         8,230 
           
     Food Products — 0.88%     
 13,782   Archer-Daniels-Midland Co.   1,245 
 3,437   Campbell Soup Co.   153 
 16,807   Conagra Brands, Inc.   564 
 5,689   Flowers Foods, Inc.   146 
 12,760   General Mills, Inc.   865 
 2,450   Hormel Foods Corp.   126 
 10,284   Kellogg Co.   663 
 9,502   Mondelez International, Inc., Class - A   597 
 1,277   Post Holdings, Inc.(a)   88 
 6,350   The Hain Celestial Group, Inc.(a)   218 
 1,964   The Hershey Co.   425 
 13,887   The Kraft Heinz Co.   547 
 6,256   Tyson Foods, Inc., Class - A   561 
         6,198 
           
     Gas Utilities — 0.01%     
 808   Atmos Energy Corp.   97 
           
     Health Care Equipment & Supplies — 2.71%     
 48,674   Abbott Laboratories   5,761 
 1,636   Align Technology, Inc.(a)   713 
 2,461   Baxter International, Inc.   191 
 4,797   Becton Dickinson & Co.   1,276 
 3,501   Danaher Corp.   1,027 
 5,780   DENTSPLY SIRONA, Inc.   284 
 783   Dexcom, Inc.(a)   401 
 2,250   Edwards Lifesciences Corp.(a)   265 
 699   ICU Medical, Inc.(a)   156 
 1,653   IDEXX Laboratories, Inc.(a)   904 
 1,719   Intuitive Surgical, Inc.(a)   519 
 37,605   Medtronic PLC   4,172 
 3,499   Penumbra, Inc.(a)   777 

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Health Care Equipment & Supplies (continued)     
 1,498   STERIS PLC  $362 
 6,183   Stryker Corp.   1,653 
 3,112   Tandem Diabetes Care, Inc.(a)   362 
 212   Teleflex, Inc.   75 
 352   The Cooper Companies, Inc.   147 
         19,045 
           
     Health Care Providers & Services — 2.82%     
 3,127   AmerisourceBergen Corp.   484 
 4,252   Anthem, Inc.   2,089 
 24,101   Centene Corp.(a)   2,029 
 12,651   Cigna Corp.   3,030 
 14,322   CVS Health Corp.   1,450 
 1,535   DaVita, Inc.(a)   174 
 4,756   HCA Healthcare, Inc.   1,192 
 2,789   Humana, Inc.   1,214 
 2,131   Laboratory Corporation of America Holdings(a)   562 
 4,072   McKesson Corp.   1,247 
 992   Molina Heathcare, Inc.(a)   331 
 2,928   Quest Diagnostics, Inc.   401 
 11,048   UnitedHealth Group, Inc.   5,633 
         19,836 
           
     Health Care Technology — 0.38%     
 1,939   Cerner Corp.   181 
 11,861   Veeva Systems, Inc., Class - A(a)   2,520 
         2,701 
           
     Hotels, Restaurants & Leisure — 1.58%     
 2,249   Darden Restaurants, Inc.   299 
 148   Hilton Worldwide Holdings, Inc.(a)   22 
 22,330   Hyatt Hotels Corp., Class - A(a)   2,131 
 1,434   Marriott International, Inc., Class - A(a)   252 
 20,166   McDonald's Corp.   4,988 
 6,858   MGM Resorts International   288 
 5,125   Six Flags Entertainment Corp.(a)   223 
 30,827   Starbucks Corp.   2,804 
 546   Vail Resorts, Inc.   142 
         11,149 
           
     Household Durables — 0.33%     
 3,443   D.R. Horton, Inc.   257 
 3,121   Garmin Ltd.   370 
 3,252   Leggett & Platt, Inc.   113 
 6,964   Lennar Corp., Class - A   565 
 83   Lennar Corp., Class - B   6 
 4,132   PulteGroup, Inc.   173 
 17,676   Toll Brothers, Inc.   831 
         2,315 
           
     Household Products — 1.57%     
 2,171   Church & Dwight Co., Inc.   216 
 17,118   Kimberly-Clark Corp.   2,108 
 428   Spectrum Brands Holdings, Inc.   38 
 1,218   The Clorox Co.   169 
 55,572   The Procter & Gamble Co.   8,492 
         11,023 
           
     Independent Power and Renewable Electricity Producers — 0.09%     
 26,502   Vistra Corp.   616 

 

 

 

 

 

 

HC CAPITAL TRUST

The Value Equity Portfolio

Portfolio of Investments (continued) — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Industrial Conglomerates — 0.70%     
 12,155   3M Co.  $1,810 
 16,050   Honeywell International, Inc.   3,123 
 41   Roper Technologies, Inc.   19 
         4,952 
           
     Insurance — 1.96%     
 23,465   Aflac, Inc.   1,511 
 560   Aon PLC, Class - A   182 
 3,483   Arthur J. Gallagher & Co.   608 
 1,195   Assurant, Inc.   217 
 1,344   Brown & Brown, Inc.   97 
 3,252   Cincinnati Financial Corp.   442 
 52,976   Fidelity National Financial, Inc.   2,588 
 9,177   Lincoln National Corp.   600 
 2,577   Marsh & McLennan Companies, Inc.   439 
 2,536   Mercury General Corp.   139 
 26,353   MetLife, Inc.   1,853 
 7,077   Old Republic International Corp.   183 
 6,114   Prudential Financial, Inc.   722 
 26,534   The Allstate Corp.   3,676 
 2,945   The Progressive Corp.   336 
 3,246   W.R. Berkley Corp.   216 
         13,809 
           
     Interactive Media & Services — 5.93%     
 6,267   Alphabet, Inc., Class - A(a)   17,430 
 4,583   Alphabet, Inc., Class - C(a)   12,800 
 51,914   Meta Platforms, Inc., Class - A(a)   11,544 
         41,774 
           
     Internet & Direct Marketing Retail — 3.70%     
 7,719   Amazon.com, Inc.(a)   25,164 
 15,824   eBay, Inc.   906 
         26,070 
           
     IT Services — 3.73%     
 2,831   Accenture PLC, Class - A   955 
 2,108   Akamai Technologies, Inc.(a)   252 
 1,853   Cognizant Technology Solutions Corp.   166 
 8,471   EPAM Systems, Inc.(a)   2,513 
 642   Fidelity National Information Services, Inc.   64 
 13,957   GoDaddy, Inc., Class - A(a)   1,168 
 18,311   MasterCard, Inc., Class - A   6,543 
 14,603   Okta, Inc.(a)   2,204 
 6,910   Paychex, Inc.   943 
 34,290   PayPal Holdings, Inc.(a)   3,966 
 6,313   Shift4 Payments, Inc., Class A(a)   391 
 3,303   Snowflake, Inc., Class - A(a)   757 
 10,501   The Western Union Co.   197 
 4,247   VeriSign, Inc.(a)   945 
 23,246   Visa, Inc., Class - A   5,155 
 43   WEX, Inc.(a)   8 
         26,227 
           
     Leisure Products — 0.14%     
 1,780   Brunswick Corp.   144 
 2,849   Hasbro, Inc.   233 
 10,271   Mattel, Inc.(a)   228 
 3,276   Polaris, Inc.   346 
         951 
           
     Life Sciences Tools & Services — 1.06%     
 4,371   Agilent Technologies, Inc.   578 
 398   Bio-Rad Laboratories, Inc., Class - A(a)   224 

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Life Sciences Tools & Services (continued)     
 1,294   Bruker Corp.  $83 
 438   Charles River Laboratories International, Inc.(a)   124 
 710   IQVIA Holdings, Inc.(a)   164 
 2,796   Mettler-Toledo International, Inc.(a)   3,840 
 485   PerkinElmer, Inc.   85 
 2,339   QIAGEN N.V.(a)   115 
 3,456   Thermo Fisher Scientific, Inc.   2,042 
 720   Waters Corp.(a)   223 
         7,478 
           
     Machinery — 1.46%     
 11,054   AGCO Corp.   1,614 
 12,196   Caterpillar, Inc.   2,719 
 4,945   Colfax Corp.(a)   197 
 5,428   Cummins, Inc.   1,113 
 53   Donaldson Companies, Inc.   3 
 4,752   Dover Corp.   746 
 28   IDEX Corp.   5 
 6,910   Ingersoll Rand, Inc.   348 
 1,442   ITT, Inc.   108 
 1,244   Nordson Corp.   282 
 17,062   Oshkosh Corp.   1,717 
 7,507   Otis Worldwide Corp.   578 
 1,693   Parker Hannifin Corp.   480 
 2,490   The Timken Co.   151 
 1,711   Westinghouse Air Brake Technologies Corp.   165 
 485   Xylem, Inc.   41 
         10,267 
           
     Media — 1.01%     
 1,042   Charter Communications, Inc., Class - A(a)   568 
 108,767   Comcast Corp., Class - A   5,092 
 4,889   Fox Corp., Class - A   193 
 2,709   Liberty Broadband Corp., Class - C(a)   367 
 3,789   Omnicom Group, Inc.   322 
 15,400   Paramount Global, Class - B   582 
         7,124 
           
     Metals & Mining — 0.41%     
 18,550   Newmont Corp.   1,473 
 8,225   Nucor Corp.   1,223 
 1,912   Steel Dynamics, Inc.   160 
         2,856 
           
     Mortgage Real Estate Investment Trusts — 0.07%     
 23,607   AGNC Investment Corp.   309 
 15,165   New Residential Investment Corp.   167 
         476 
           
     Multiline Retail — 0.69%     
 952   Dollar General Corp.   212 
 4,169   Dollar Tree, Inc.(a)   668 
 5,126   Ollie's Bargain Outlet Holdings, Inc.(a)   220 
 17,745   Target Corp.   3,766 
         4,866 
           
     Multi-Utilities — 1.05%     
 2,674   Ameren Corp.   251 
 1,937   CMS Energy Corp.   135 
 1,642   Consolidated Edison, Inc.   155 
 24,990   Dominion Energy, Inc.   2,123 
 1,043   DTE Energy Co.   138 

 

 

 

 

 

 

HC CAPITAL TRUST

The Value Equity Portfolio

Portfolio of Investments (continued) — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Multi-Utilities (continued)     
 72,854   NiSource, Inc.  $2,317 
 5,865   Public Service Enterprise Group, Inc.   411 
 951   Sempra Energy   160 
 17,371   WEC Energy Group, Inc.   1,734 
         7,424 
           
     Oil, Gas & Consumable Fuels — 2.98%     
 19,551   Antero Midstream Corp.   213 
 7,263   Cheniere Energy, Inc.   1,007 
 19,851   Chevron Corp.   3,233 
 5,077   ConocoPhillips   508 
 45,056   Continental Resources, Inc.   2,763 
 64,421   Coterra Energy, Inc.   1,737 
 30,851   Devon Energy Corp.   1,824 
 521   DT Midstream, Inc.   28 
 3,995   EOG Resources, Inc.   476 
 7,396   EQT Corp.   254 
 25,343   Exxon Mobil Corp.   2,093 
 16,993   Hess Corp.   1,819 
 11,538   Marathon Petroleum Corp.   986 
 26,124   Occidental Petroleum Corp.   1,482 
 6,401   ONEOK, Inc.   452 
 6,951   Targa Resources Corp.   525 
 41,203   The Williams Companies, Inc.   1,377 
 2,242   Valero Energy Corp.   228 
         21,005 
           
     Paper & Forest Products — 0.00%     
 964   Sylvamo Corp.(a)   32 
           
     Personal Products — 0.07%     
 1,618   BellRing Brands, Inc.(a)   37 
 1,700   The Estee Lauder Companies, Inc.   463 
         500 
           
     Pharmaceuticals — 3.92%     
 39,853   Bristol-Myers Squibb Co.   2,910 
 1,441   Catalent, Inc.(a)   160 
 19,272   Eli Lilly & Co.   5,519 
 1,000   Jazz Pharmaceuticals PLC(a)   156 
 44,819   Johnson & Johnson   7,943 
 64,349   Merck & Co., Inc.   5,280 
 6,434   Organon & Co.   225 
 99,288   Pfizer, Inc.   5,140 
 8,926   Viatris, Inc.   97 
 790   Zoetis, Inc.   149 
         27,579 
           
     Professional Services — 0.68%     
 26,820   CoStar Group, Inc.(a)   1,786 
 1,081   Equifax, Inc.   256 
 717   Jacobs Engineering Group, Inc.   99 
 1,829   Leidos Holdings, Inc.   198 
 825   Robert Half International, Inc.   94 
 10,910   Verisk Analytics, Inc., Class - A   2,342 
         4,775 
           
     Real Estate Management & Development — 0.11%     
 1,691   CBRE Group, Inc., Class - A(a)   155 
 4,563   Howard Hughes Corp.(a)   473 
 3,559   Zillow Group, Inc., Class - C(a)   175 
         803 
           

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Road & Rail — 1.15%     
 327   AMERCO  $195 
 4,011   CSX Corp.   150 
 2,655   Knight-Swift Transportation Holdings, Inc.   134 
 5,345   Norfolk Southern Corp.   1,525 
 1,462   Old Dominion Freight Line, Inc.   437 
 7,527   Ryder System, Inc.   597 
 18,473   Union Pacific Corp.   5,047 
         8,085 
           
     Semiconductors & Semiconductor Equipment — 5.22%     
 5,394   Advanced Micro Devices, Inc.(a)   590 
 4,123   Analog Devices, Inc.   681 
 21,151   Applied Materials, Inc.   2,788 
 2,567   Broadcom, Inc.   1,616 
 7,850   Enphase Energy, Inc.(a)   1,584 
 113,563   Intel Corp.   5,628 
 3,302   KLA Corp.   1,209 
 1,129   Lam Research Corp.   607 
 6,026   Marvell Technology, Inc.   432 
 2,758   Micron Technology, Inc.   215 
 50,260   NVIDIA Corp.   13,713 
 7,270   QUALCOMM, Inc.   1,111 
 3,842   Skyworks Solutions, Inc.   512 
 23,905   Texas Instruments, Inc.   4,386 
 6,964   Universal Display Corp.   1,163 
 4,675   Wolfspeed, Inc.(a)   532 
         36,767 
           
     Software — 9.84%     
 12,361   Adobe, Inc.(a)   5,632 
 10,190   Autodesk, Inc.(a)   2,184 
 2,417   Bill.com Holdings, Inc.(a)   548 
 27,227   Manhattan Associates, Inc.(a)   3,777 
 139,124   Microsoft Corp.   42,892 
 56,988   Oracle Corp.   4,715 
 8,321   PAYCOM Software, Inc.(a)   2,882 
 8,384   RingCentral, Inc., Class - A(a)   983 
 4,117   Salesforce, Inc.(a)   874 
 8,243   ServiceNow, Inc.(a)   4,590 
 668   Synopsys, Inc.(a)   223 
         69,300 
           
     Specialty Retail — 2.11%     
 1,187   Advance Auto Parts, Inc.   246 
 2,829   AutoNation, Inc.(a)   282 
 22   AutoZone, Inc.(a)   45 
 6,524   Bath & Body Works, Inc.   312 
 7,757   Best Buy Co., Inc.   705 
 631   Burlington Stores, Inc.(a)   115 
 4,224   CarMax, Inc.(a)   408 
 4,609   Dick's Sporting Goods, Inc.   461 
 923   Five Below, Inc.(a)   146 
 36,426   Floor & Decor Holdings, Inc., Class - A(a)   2,951 
 3,466   Foot Locker, Inc.   103 
 3,541   Lowe's Companies, Inc.   716 
 7,287   Penske Automotive Group, Inc.   683 
 1,818   Ross Stores, Inc.   164 
 17,296   The Home Depot, Inc.   5,176 
 21,249   The TJX Companies, Inc.   1,287 
 2,059   Tractor Supply Co.   481 
 2,174   Victoria's Secret & Co.(a)   112 
 3,016   Williams-Sonoma, Inc.   437 
         14,830 

 

 

 

 

 

 

HC CAPITAL TRUST

The Value Equity Portfolio

Portfolio of Investments (continued) — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Technology Hardware, Storage & Peripherals — 7.54%     
 285,426   Apple, Inc.  $49,838 
 83,952   HP, Inc.   3,047 
 2,448   NetApp, Inc.   203 
         53,088 
           
     Textiles, Apparel & Luxury Goods — 0.47%     
 6,619   Capri Holdings Ltd.(a)   340 
 1,404   Carter's, Inc.   129 
 30,504   Hanesbrands, Inc.   454 
 9,274   NIKE, Inc., Class - B   1,248 
 1,533   Ralph Lauren Corp.   174 
 7,801   Tapestry, Inc.   290 
 12,187   Under Armour, Inc., Class - C(a)   190 
 9,099   V.F. Corp.   517 
         3,342 
           
     Tobacco — 0.36%     
 36,600   Altria Group, Inc.   1,913 
 6,325   Philip Morris International, Inc.   594 
         2,507 
           
     Trading Companies & Distributors — 0.32%     
 13,428   Fastenal Co.   798 
 1,130   Watsco, Inc.   344 
 8,335   WESCO International, Inc.(a)   1,085 
         2,227 
           
     Water Utilities — 0.03%     
 1,178   American Water Works Co., Inc.   195 
           
     Wireless Telecommunication Services — 0.43%     
 23,667   T-Mobile US, Inc.(a)   3,038 
     Total Common Stocks   697,598 
           
     Investment Company — 0.69%     
 4,888,800   State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.20%(b)   4,889 
     Total Investment Company   4,889 
           
     Purchased Options on Futures — 0.02%     
     Total Purchased Options on Futures   162 
           
     Total Investments (cost $309,068) — 99.81%   702,649 
     Other assets in excess of liabilities — 0.19%   1,358 
           
     Net Assets - 100.00%  $704,007 
           

 

(a)Represents non-income producing security.
(b)Annualized 7-day yield as of period-end.

 

As of March 31, 2022, 100% of the Portfolio's net assets were managed by Parametric Portfolio Associates, LLC.

 

REIT—Real Estate Investment Trust

 

 

 

 

HC CAPITAL TRUST

The Value Equity Portfolio

Portfolio of Investments (concluded) — March 31, 2022 (Unaudited)

 

The following tables reflect the open derivative positions held by the Portfolio as of March 31, 2022.

 

Futures Contracts Purchased*

 

Description  Number of
Contracts
  Expiration Date   Notional Amount
(000)
   Value and Unrealized Appreciation/ (Depreciation)
(000)
 
E-Mini S&P 500 Future  9  6/17/22  $2,039   $127
E-Mini S&P Midcap 400 Future  3  6/17/22  807   39
         $2,846   $166
   Total Unrealized Appreciation       $166 
   Total Unrealized Depreciation      
   Total Net Unrealized Appreciation/(Depreciation)      $166

 

*Cash has been pledged as collateral for futures contracts held by the Portfolio.

 

Options on Futures Contracts

 

Exchange-traded options on futures contacts written as of March 31, 2022 were as follows:

 

Description    Put/Call   Number of Contracts   Notional Amount
(000)
   Exercise Price   Expiration Date    Value
(000)
 
E-Mini S&P 500 Future Option    Put    6    $ 1,260   $ 4,200.00     4/15/22    $ (2)  
E-Mini S&P 500 Future Option    Put    8    1,700   4,250.00     4/15/22    (4)  
E-Mini S&P 500 Future Option    Put    8    1,680   4,200.00     4/29/22    (9)  
E-Mini S&P 500 Future Option    Put    6    1,335   4,450.00     4/29/22    (19)  
E-Mini S&P 500 Future Option    Put    5    1,050   4,200.00     5/20/22    (12)  
E-Mini S&P 500 Future Option    Put    4    836   4,180.00     5/20/22    (9)  
E-Mini S&P 500 Future Option    Put    8    1,584   3,960.00     5/20/22    (10)  
E-Mini S&P 500 Future Option    Put    8    1,560   3,900.00     5/20/22    (7)  
E-Mini S&P 500 Future Option    Put    8    1,540   3,850.00     5/20/22    (6)  
E-Mini S&P 500 Future Option    Put    4    748   3,740.00     5/20/22    (2)  
E-Mini S&P 500 Future Option    Put    4    740   3,700.00     5/20/22    (2)  
E-Mini S&P 500 Future Option    Put    8    1,460   3,650.00     5/20/22    (4)  
E-Mini S&P 500 Future Option    Put    4    720   3,600.00     5/20/22    (2)  
E-Mini S&P 500 Future Option    Put    5    920   3,680.00     5/20/22    (3)  
E-Mini S&P 500 Future Option    Put    6    1,281   4,270.00     5/20/22    (17)  
E-Mini S&P 500 Future Option    Put    4    700   3,500.00     5/31/22    (2)  
E-Mini S&P 500 Future Option    Put    8    1,560   3,900.00     5/31/22    (10)  
E-Mini S&P 500 Future Option    Put    5    963   3,850.00     5/31/22    (5)  
E-Mini S&P 500 Future Option    Put    8    1,528   3,820.00     5/31/22    (8)  
E-Mini S&P 500 Future Option    Put    5    950   3,800.00     5/31/22    (5)  
E-Mini S&P 500 Future Option    Put    5    925   3,700.00     5/31/22    (4)  
E-Mini S&P 500 Future Option    Put    4    720   3,600.00     5/31/22    (2)  
E-Mini S&P 500 Future Option    Put    8    1,428   3,570.00     5/31/22    (4)  
E-Mini S&P 500 Future Option    Put    6    1,272   4,240.00     5/31/22    (19)  
E-Mini S&P 500 Future Option    Put    4    800   4,000.00     5/31/22    (6)  
E-Mini S&P 500 Future Option    Put    4    690   3,450.00     5/31/22    (2)  
E-Mini S&P 500 Future Option    Put    4    750   3,750.00     6/17/22    (5)  
E-Mini S&P 500 Future Option    Put    4    770   3,850.00     6/17/22    (7)  
E-Mini S&P 500 Future Option    Put    6    1,170   3,900.00     6/17/22    (11)  
E-Mini S&P 500 Future Option    Put    3    593   3,950.00     6/17/22    (6)  
E-Mini S&P 500 Future Option    Put    4    806   4,030.00     6/17/22    (10)  
E-Mini S&P 500 Future Option    Put    3    608   4,050.00   6/17/22   (8)  
                              $ (222)  

 

Exchanged-traded options on futures contacts purchased as of March 31, 2022 were as follows:

 

Description    Put/Call   Number of Contracts   Notional Amount
(000)
   Exercise Price   Expiration Date    Value
(000)
 
E-Mini S&P 500 Future Option    Put    3    $ 675   $ 4,500.00     4/15/22    $ 8  
E-Mini S&P 500 Future Option    Put    4    910   4,550.00     4/15/22    14  
E-Mini S&P 500 Future Option    Put    12    2,400   4,000.00     4/15/22    2  
E-Mini S&P 500 Future Option    Put    4    860   4,300.00     4/29/22    7  
E-Mini S&P 500 Future Option    Put    4    900   4,500.00     4/29/22    16  
E-Mini S&P 500 Future Option    Put    3    690   4,600.00     4/29/22    18  
E-Mini S&P 500 Future Option    Put    4    850   4,250.00     5/20/22    11  
E-Mini S&P 500 Future Option    Put    4    860   4,300.00     5/20/22    13  
E-Mini S&P 500 Future Option    Put    3    678   4,520.00     5/20/22    18  
E-Mini S&P 500 Future Option    Put    4    830   4,150.00     5/31/22    10  
E-Mini S&P 500 Future Option    Put    4    850   4,250.00     5/31/22    13  
E-Mini S&P 500 Future Option    Put    3    678   4,520.00     5/31/22    19  
E-Mini S&P 500 Future Option    Put    3    638   4,250.00   6/17/22   13  
                              $ 162  

 

Amounts designated as "—" are $0 or have been rounded to $0.

 

 

 

 

HC CAPITAL TRUST

The Growth Equity Portfolio

Portfolio of Investments — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks — 98.69%     
     Aerospace & Defense — 0.91%     
 5,461   General Dynamics Corp.  $1,317 
 391   HEICO Corp.   60 
 728   HEICO Corp., Class - A   92 
 4,930   L3Harris Technologies, Inc.   1,225 
 1,511   Northrop Grumman Corp.   676 
 33,522   Raytheon Technologies Corp.   3,322 
 5,365   The Boeing Co.(a)   1,027 
 475   TransDigm Group, Inc.(a)   309 
         8,028 
           
     Air Freight & Logistics — 0.12%     
 4,946   Expeditors International of Washington, Inc.   510 
 7,548   GXO Logistics, Inc.(a)   539 
         1,049 
           
     Airlines — 0.17%     
 12,994   Alaska Air Group, Inc.(a)   753 
 18,665   Delta Air Lines, Inc.(a)   739 
         1,492 
           
     Automobiles — 3.49%     
 71,725   Ford Motor Co.   1,213 
 27,337   Tesla, Inc.(a)   29,458 
         30,671 
           
     Banks — 3.05%     
 33,119   Bank of America Corp.   1,365 
 13,206   Bank OZK   564 
 53,577   Citigroup, Inc.   2,861 
 13,240   Citizens Financial Group, Inc.   600 
 40,559   Comerica, Inc.   3,669 
 1,150   Cullen/Frost Bankers, Inc.   159 
 29,928   East West Bancorp, Inc.   2,365 
 86,090   First Horizon Corp.   2,022 
 3,853   First Republic Bank   625 
 36,888   Huntington Bancshares, Inc.   539 
 23,176   JPMorgan Chase & Co.   3,159 
 74,674   KeyCorp   1,671 
 106,556   Regions Financial Corp.   2,372 
 209   SVB Financial Group(a)   117 
 26,956   Truist Financial Corp.   1,528 
 49,126   Zions Bancorp NA   3,221 
         26,837 
           
     Beverages — 1.22%     
 7,236   Brown-Forman Corp., Class - B   485 
 8,931   Monster Beverage Corp.(a)   714 
 29,046   PepsiCo, Inc.   4,861 
 74,917   The Coca-Cola Co.   4,645 
         10,705 
           
     Biotechnology — 1.38%     
 4,254   AbbVie, Inc.   690 
 9,107   Alnylam Pharmaceuticals, Inc.(a)   1,487 
 15,193   Amgen, Inc.   3,674 
 40,680   CureVac N.V.^(a)   798 
 19,253   Moderna, Inc.(a)   3,317 
 800   Neurocrine Biosciences, Inc.(a)   75 
 2,019   Regeneron Pharmaceuticals, Inc.(a)   1,410 
 1,014   Seagen, Inc.(a)   146 

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Biotechnology (continued)     
 2,251   Vertex Pharmaceuticals, Inc.(a)  $587 
         12,184 
           
     Building Products — 0.25%     
 404   Armstrong World Industries, Inc.   36 
 17,452   Carrier Global Corp.   801 
 50,415   Resideo Technologies, Inc.(a)   1,201 
 1,218   Trane Technologies PLC   186 
         2,224 
           
     Capital Markets — 2.26%     
 2,335   CBOE Global Markets, Inc.   267 
 6,242   CME Group, Inc.   1,485 
 1,203   FactSet Research Systems, Inc.   522 
 2,582   Intercontinental Exchange, Inc.   341 
 143,372   Invesco Ltd.   3,306 
 18,395   Janus Henderson Group PLC   644 
 15,119   KKR & Co., Inc.   884 
 713   LPL Financial Holdings, Inc.   130 
 349   MarketAxess Holdings, Inc.   119 
 1,577   Moody's Corp.   532 
 31,488   Morgan Stanley   2,752 
 390   Morningstar, Inc.   107 
 838   MSCI, Inc.   421 
 9,178   S&P Global, Inc.   3,765 
 2,032   T. Rowe Price Group, Inc.   307 
 16,324   The Charles Schwab Corp.   1,376 
 8,823   The Goldman Sachs Group, Inc.   2,913 
         19,871 
           
     Chemicals — 1.62%     
 3,430   Air Products & Chemicals, Inc.   857 
 13,075   CF Industries Holdings, Inc.   1,348 
 30,407   Ecolab, Inc.   5,368 
 999   FMC Corp.   131 
 5,519   Linde PLC   1,763 
 28,629   LyondellBasell Industries N.V., Class - A   2,944 
 19,809   The Chemours Co.   624 
 4,752   The Sherwin-Williams Co.   1,186 
         14,221 
           
     Commercial Services & Supplies — 0.23%     
 1,845   Cintas Corp.   785 
 6,652   Copart, Inc.(a)   835 
 2,752   Waste Connections, Inc.   384 
         2,004 
           
     Communications Equipment — 0.74%     
 4,776   Arista Networks, Inc.(a)   664 
 101,754   Cisco Systems, Inc.   5,674 
 825   F5, Inc.(a)   172 
 153   Motorola Solutions, Inc.   37 
         6,547 
           
     Construction & Engineering — 0.01%     
 374   Quanta Services, Inc.   49 
           
     Consumer Finance — 0.30%     
 95   Credit Acceptance Corp.(a)   52 
 141,214   SLM Corp.   2,593 
         2,645 
           
     Containers & Packaging — 0.05%     
 1,280   AptarGroup, Inc.   151 

 

 

 

 

 

 

HC CAPITAL TRUST

The Growth Equity Portfolio

Portfolio of Investments (continued) — March 31, 2022 (Unaudited)

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Containers & Packaging (continued)     
 747   Avery Dennison Corp.  $130 
 841   Packaging Corporation of America   131 
         412 
           
     Distributors — 0.06%     
 2,966   Genuine Parts Co.   374 
 381   Pool Corp.   161 
         535 
           
     Diversified Consumer Services — 0.30%     
 516   Bright Horizons Family Solutions, Inc.(a)   68 
 65,482   Chegg, Inc.(a)   2,376 
 1,727   Service Corporation International   114 
 1,276   Terminix Global Holdings, Inc.(a)   58 
         2,616 
           
     Diversified Financial Services — 1.12%     
 17,401   Berkshire Hathaway, Inc., Class - B(a)   6,141 
 49,933   Equitable Holdings, Inc.   1,543 
 32,550   Voya Financial, Inc.   2,160 
         9,844 
           
     Diversified Telecommunication Services — 0.34%     
 55,392   AT&T, Inc.   1,309 
 122,941   Lumen Technologies, Inc.   1,385 
 6,241   Verizon Communications, Inc.   318 
         3,012 
           
     Electric Utilities — 0.98%     
 7,312   Avangrid, Inc.   342 
 15,796   Edison International   1,107 
 60,365   FirstEnergy Corp.   2,767 
 23,487   Hawaiian Electric Industries, Inc.   994 
 4,256   NextEra Energy, Inc.   361 
 36,550   NRG Energy, Inc.   1,402 
 12,422   OGE Energy Corp.   507 
 13,134   Pinnacle West Capital Corp.   1,026 
 5,512   PPL Corp.   157 
         8,663 
           
     Electrical Equipment — 0.28%     
 5,157   AMETEK, Inc.   687 
 13,294   Emerson Electric Co.   1,303 
 1,210   Hubbell, Inc.   222 
 931   Rockwell Automation, Inc.   261 
         2,473 
           
     Electronic Equipment, Instruments & Components — 0.13%     
 12,210   Amphenol Corp., Class - A   920 
 2,343   Vontier Corp.   59 
 376   Zebra Technologies Corp.(a)   156 
         1,135 
           
     Energy Equipment & Services — 0.13%     
 27,567   Schlumberger N.V.   1,139 
           
     Entertainment — 1.31%     
 24,348   Live Nation Entertainment, Inc.(a)   2,864 
 16,766   Netflix, Inc.(a)   6,280 
 15,144   ROBLOX Corp., Class - A(a)   700 
 6,288   Spotify Technology SA(a)   950 

 

 

Shares   Security Description  Value
(000)
 
     Common Stocks (continued)     
     Entertainment (continued)     
 5,256   The Walt Disney Co.(a)  $721 
         11,515 
           
     Equity Real Estate Investment Trusts — 2.47%     
 2,272   American Tower Corp.   571 
 16,012   Equinix, Inc.   11,874 
 1,608   Equity Lifestyle Properties, Inc.   123 
 43,464   Healthcare Trust of America, Inc., Class - A   1,362 
 41,651   Healthpeak Properties, Inc.   1,430 
 94,719   Park Hotels & Resorts, Inc.   1,850 
 52,271   SITE Centers Corp.   873 
 40,605   Ventas, Inc.   2,508 
 25,254   Vornado Realty Trust   1,145 
         21,736 
           
     Food & Staples Retailing — 1.74%     
 18,462   Costco Wholesale Corp.   10,631 
 8,706   Sysco Corp.   711 
 1,413   Walgreens Boots Alliance, Inc.   63 
 26,416   Walmart, Inc.   3,934 
         15,339 
           
     Food Products — 0.82%     
 70,463   Conagra Brands, Inc.   2,365 
 5,224   Hormel Foods Corp.   269 
 413   Lamb Weston Holding, Inc.   25 
 5,092   McCormick & Company, Inc.   508 
 56,218   Mondelez International, Inc., Class - A   3,530 
 1,045   The Hershey Co.   226 
 2,332   The J.M. Smucker Co.   316 
         7,239 
           
     Gas Utilities — 0.45%     
 34,942   National Fuel Gas Co.   2,401 
 42,971   UGI Corp.   1,556 
         3,957 
           
     Health Care Equipment & Supplies — 3.24%     
 42,190   Abbott Laboratories   4,992 
 372   Abiomed, Inc.(a)   123 
 11,112   Baxter International, Inc.   862 
 6,721   Becton Dickinson & Co.   1,788 
 10,892   Boston Scientific Corp.(a)   482 
 22,316   Danaher Corp.   6,546 
 3,939   Dexcom, Inc.(a)   2,015 
 15,477   Edwards Lifesciences Corp.(a)   1,822 
 2,690   IDEXX Laboratories, Inc.(a)   1,472 
 14,634   Intuitive Surgical, Inc.(a)   4,415 
 4,072   ResMed, Inc.   988 
 9,642   Stryker Corp.   2,578 
 3,346   Zimmer Biomet Holdings, Inc.   428 
 334   Zimvie, Inc.(a)   8 
         28,519 
           
     Health Care Providers & Services — 2.52%     
 22,388   Acadia Healthcare Company, Inc.(a)   1,467 
 5,215   Anthem, Inc.   2,562 
 1,650   Centene Corp.(a)   139 
 22,394   CVS Health Corp.   2,266 
 3,283   Henry Schein, Inc.(a)   286