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ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179NHJ0 28201.76500000 PA USD 29631.19000000 0.011893333370 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31307EF25 40939.91740000 PA USD 43095.16000000 0.017297486349 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128MJ5L0 144106.20000000 PA USD 152024.40000000 0.061019380919 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31418CSE5 32657.15000000 PA USD 34907.66000000 0.014011196903 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WBK79 20033.48000000 PA USD 21532.23000000 0.008642582009 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138ECKK8 940558.44300000 PA USD 1010364.25000000 0.405538854537 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31292SA34 60708.81680000 PA USD 64488.48000000 0.025884312820 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140X4HL3 202864.57000000 PA USD 214039.69000000 0.085911007548 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MJZ94 124831.60000000 PA USD 133081.42000000 0.053416069132 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132A5EN1 99246.36000000 PA USD 105210.18000000 0.042229142492 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179M5L0 68876.06400000 PA USD 72982.57000000 0.029293661012 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36180EH73 48328.35500000 PA USD 51139.28000000 0.020526226094 Long ABS-MBS USGA US N 2 2044-07-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138ETXE1 12707.82000000 PA USD 13525.93000000 0.005429022413 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 312946KG0 115726.88200000 PA USD 128290.99000000 0.051493291782 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N 2020-07-30 HC Capital Trust Christopher E. Sabato Christopher E. Sabato Asst. Treasurer