The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio

Fund Profile

Fund profile

Tickers

HCASX

Fund manager

HC Capital Trust

Total assets

$236.18 mm

Liabilities

$14.54 mm

Net assets

$221.64 mm

Number of holdings

1.62 k

Top 200 of 1622 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
VEVFX Vanguard Explorer Value Fund	20.92 mm	346.22 k shares	9.44		Long	USA
SS INST TREAS PLUS MM FUN	17.24 mm	17.24 mm shares	7.78	Short-term investment vehicle	Long	USA
STATE STREET INSTITUTIONAL TREASURY PLUS MMKT	2.75 mm	2.75 mm shares	1.24	Short-term investment vehicle	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	1.80 mm	1.75 mm principal	0.81	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	1.32 mm	1.30 mm principal	0.60	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	1.20 mm	1.18 mm principal	0.54	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	1.14 mm	1.10 mm principal	0.52	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	1.06 mm	1.25 mm principal	0.48	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	997.24 k	975.00 k principal	0.45	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	899.30 k	900.00 k principal	0.41	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	758.79 k	750.00 k principal	0.34	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	550.95 k	550.00 k principal	0.25	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	542.78 k	550.00 k principal	0.24	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	534.06 k	540.67 k principal	0.24	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	529.92 k	525.00 k principal	0.24	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	516.06 k	525.00 k principal	0.23	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	486.88 k	475.00 k principal	0.22	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	484.99 k	520.73 k principal	0.22	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST	483.11 k	500.00 k principal	0.22	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	480.07 k	474.42 k principal	0.22	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	465.62 k	548.60 k principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	454.74 k	444.92 k principal	0.21	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	452.49 k	514.19 k principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	451.00 k	442.19 k principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	450.78 k	443.14 k principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	450.70 k	446.17 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	449.90 k	444.26 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	449.66 k	436.10 k principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	449.25 k	444.75 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	448.09 k	489.62 k principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	444.17 k	524.15 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	443.29 k	433.42 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	442.91 k	443.09 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	435.88 k	426.48 k principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	432.35 k	446.63 k principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	424.68 k	438.56 k principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	414.99 k	445.11 k principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	410.68 k	417.52 k principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	401.84 k	478.20 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	398.90 k	400.00 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	397.81 k	431.51 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	396.05 k	391.40 k principal	0.18	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	395.84 k	466.86 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	394.27 k	474.50 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	392.24 k	387.67 k principal	0.18	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	390.65 k	386.73 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	388.67 k	380.26 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	388.28 k	413.84 k principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	386.15 k	386.30 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	386.11 k	429.28 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	386.01 k	463.49 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	385.54 k	377.27 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	385.08 k	385.24 k principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	384.23 k	382.94 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	383.06 k	374.87 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	382.84 k	374.55 k principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	382.57 k	381.44 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	382.37 k	377.76 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	381.98 k	457.78 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	381.54 k	441.38 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	381.24 k	381.04 k principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	381.15 k	407.57 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	380.76 k	376.23 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	380.60 k	441.19 k principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	380.54 k	379.41 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	379.13 k	370.74 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	377.46 k	436.38 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	377.44 k	369.26 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	377.11 k	415.48 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	376.21 k	371.79 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	375.57 k	370.99 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	374.76 k	366.69 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	374.24 k	369.79 k principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	374.05 k	370.04 k principal	0.17	ABS-mortgage backed security	Long	USA
BBCMS MORTGAGE TRUST 2022 C15	372.82 k	400.00 k principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	372.55 k	438.94 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	372.01 k	410.67 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	371.89 k	427.57 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	371.86 k	371.95 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	371.55 k	363.33 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	371.01 k	445.18 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	370.54 k	428.37 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	370.40 k	370.61 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	370.33 k	370.55 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	369.21 k	375.51 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	369.18 k	364.84 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	367.63 k	363.31 k principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	367.49 k	366.63 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	367.35 k	373.62 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	366.60 k	358.49 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	365.96 k	365.88 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	365.82 k	362.57 k principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	365.12 k	423.32 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	364.95 k	353.28 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	364.82 k	420.05 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	364.74 k	360.46 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	364.49 k	421.64 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	364.22 k	364.25 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	363.76 k	369.59 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	363.59 k	416.98 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	363.34 k	352.53 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	362.02 k	367.95 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	361.97 k	366.44 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	361.87 k	368.13 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	361.79 k	414.49 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	361.69 k	367.61 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	361.03 k	360.20 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	360.58 k	433.04 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	360.53 k	393.76 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	360.04 k	435.33 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	359.39 k	373.80 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	358.71 k	431.71 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	358.59 k	351.76 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	358.44 k	347.82 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	358.24 k	433.36 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	357.97 k	406.92 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	357.89 k	351.67 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	357.53 k	430.28 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	356.51 k	345.85 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	356.04 k	420.31 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	355.37 k	428.66 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	355.18 k	429.67 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	355.01 k	428.23 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	354.95 k	364.32 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	353.16 k	367.61 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	353.10 k	348.95 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	352.72 k	420.91 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	351.80 k	424.68 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	351.31 k	405.79 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	350.58 k	423.20 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	349.87 k	423.03 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	349.46 k	363.76 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	349.22 k	403.31 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	348.76 k	360.16 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	348.49 k	350.00 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	348.20 k	382.25 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	347.92 k	417.75 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	347.90 k	390.00 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	346.35 k	359.54 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	345.26 k	416.30 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	344.75 k	411.01 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	343.77 k	395.72 k principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	343.56 k	405.50 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	343.29 k	355.61 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	343.12 k	339.03 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	342.65 k	382.07 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	342.24 k	396.82 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	341.44 k	345.07 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	341.05 k	333.48 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	340.53 k	354.46 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	340.30 k	390.22 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	339.87 k	393.71 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	339.79 k	411.04 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	339.66 k	385.43 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	338.99 k	390.20 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	338.39 k	427.56 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	338.29 k	390.74 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	338.19 k	330.51 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	338.07 k	391.89 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	338.00 k	362.73 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	336.55 k	405.04 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	336.33 k	381.52 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	336.33 k	406.76 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	335.77 k	405.04 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	335.67 k	403.98 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	334.24 k	372.26 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	332.65 k	401.10 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	331.43 k	400.01 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	331.05 k	381.07 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	330.63 k	375.10 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	328.49 k	396.32 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	328.36 k	373.40 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	328.12 k	372.99 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	328.08 k	395.75 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	327.88 k	414.28 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	327.47 k	372.18 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	327.00 k	376.50 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	326.84 k	394.26 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	326.81 k	374.79 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	326.51 k	377.14 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	326.23 k	370.38 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	326.10 k	374.88 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	325.53 k	392.31 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	325.51 k	393.19 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	325.38 k	383.36 k principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	325.29 k	345.95 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	324.04 k	389.99 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	323.97 k	361.50 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	323.92 k	391.84 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	323.88 k	388.48 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	323.18 k	369.02 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	321.35 k	370.01 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	320.75 k	358.85 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	320.37 k	386.28 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	319.14 k	384.10 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	319.08 k	368.55 k principal	0.14	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE CORPORATION	318.84 k	375.88 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	317.91 k	381.18 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	317.73 k	381.53 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	317.58 k	365.10 k principal	0.14	ABS-mortgage backed security	Long	USA