0001387131-23-010551.txt : 20230829 0001387131-23-010551.hdr.sgml : 20230829 20230829123727 ACCESSION NUMBER: 0001387131-23-010551 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230829 DATE AS OF CHANGE: 20230829 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AFL CIO HOUSING INVESTMENT TRUST CENTRAL INDEX KEY: 0000225030 IRS NUMBER: 526220193 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03493 FILM NUMBER: 231220321 BUSINESS ADDRESS: STREET 1: 1227 25TH STREET, NW STREET 2: SUITE 500 CITY: WASHINGTON STATE: DC ZIP: 20037 BUSINESS PHONE: (202) 331-8055 MAIL ADDRESS: STREET 1: 1227 25TH STREET, NW STREET 2: SUITE 500 CITY: WASHINGTON STATE: DC ZIP: 20037 0000225030 S000009768 AFL CIO HOUSING INVESTMENT TRUST C000026832 AFL CIO HOUSING INVESTMENT TRUST NPORT-P 1 primary_doc.xml NPORT-P false 0000225030 XXXXXXXX S000009768 C000026832 AFL CIO Housing 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Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJSJ0 1221694.63 PA USD 1078175.44 0.02 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QRC40 768623.39 PA USD 697780.91 0.01 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJVQ0 575596.87 PA USD 523624.5 0.01 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYT1 1006113.59 PA USD 910238.01 0.01 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJWU0 1563940.69 PA USD 1419795.4 0.02 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WGQ26 2309977.82 PA USD 2089853.1 0.03 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Federal Home Loan 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254900HROIFWPRGM1V77 3128MJX88 1576813.26 PA USD 1473566.52 0.02 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYH7 485344.9 PA USD 453262.1 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJEB3 597050.35 PA USD 557023.74 0.01 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QQHU9 411368.4 PA USD 395745.9 0.01 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVPU9 269218.44 PA USD 258826.1 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QWS75 729030.31 PA USD 700888.35 0.01 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVPP0 1484506.88 PA USD 1427202.09 0.02 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYJ3 827030.3 PA USD 794846.91 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WDGM0 447195.04 PA USD 431050.45 0.01 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WECW0 1112285.71 PA USD 1069001.78 0.02 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QXA49 1338371.86 PA USD 1286708.16 0.02 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJU81 3228189.73 PA USD 3106601.9 0.05 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJWW6 4188203.52 PA USD 4027839.72 0.06 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJXY1 663885.62 PA USD 638258.37 0.01 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WGUH8 915868.73 PA USD 879942.04 0.01 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJP54 777595.4 PA USD 747092.74 0.01 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJFB2 1690380.02 PA USD 1624071.65 0.03 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJLF6 500119.03 PA USD 480500.91 0.01 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QS4X3 6222787.56 PA USD 5984520.76 0.1 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJX54 4141.93 PA USD 3982.04 0 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31335AWW4 4571.2 PA USD 4393.31 0 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJ2H2 59115.05 PA USD 56759.2 0 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVJF9 74348.15 PA USD 71478.17 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJ2D1 3441144.18 PA USD 3284221.47 0.05 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371E4Y8 37.15 PA USD 37.57 0 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378FZ81 13758.73 PA USD 13978.65 0 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371GVF4 453.42 PA USD 464.48 0 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371GX47 368.39 PA USD 377.06 0 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31380LFK9 10048.8 PA USD 10253.43 0 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31379YRM7 14004.3 PA USD 14295.91 0 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371HDU9 16654.71 PA USD 16775.08 0 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371HFM5 19202.47 PA USD 19347.3 0 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378QD99 10961.46 PA USD 11022.36 0 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371JDS0 4250.09 PA USD 4462.26 0 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371J3C6 101.2 PA USD 105.29 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371J3W2 127.88 PA USD 136.13 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31387JEM4 43435.68 PA USD 45508 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31387JTH9 82671.98 PA USD 86218.43 0 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31387XF83 2038.14 PA USD 2032.17 0 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31388KPY2 21582.95 PA USD 22724.9 0 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H3F7 7237.65 PA USD 7616.68 0 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31388XSQ8 10921.46 PA USD 11336.08 0 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31389F6R8 54429.64 PA USD 57385.47 0 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H6T4 197.28 PA USD 207.42 0 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371JSB1 6940.7 PA USD 7267.72 0 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31389NR23 52553.45 PA USD 55359.71 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FSW0 46153.4 PA USD 48879.93 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FE54 16932 PA USD 17871.86 0 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385WT33 897.75 PA USD 934.03 0 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378QDP3 19578.59 PA USD 19964.23 0 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31401NXX2 95488.79 PA USD 96193.17 0 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31403NFZ5 118346.56 PA USD 121333.73 0 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31403YNJ8 46060.25 PA USD 46997.03 0 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31404EQZ2 21066.19 PA USD 21484.16 0 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405FHB1 142735.96 PA USD 147744.46 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405JZK3 22856.3 PA USD 23403.27 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31404X3E2 192610.09 PA USD 193737.65 0 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405PAT7 96854.26 PA USD 98797.52 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405JA87 70299.69 PA USD 72191.34 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405PBS8 45766.19 PA USD 46695.47 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405KFN6 50975.9 PA USD 52390.17 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405NDX0 81284.78 PA USD 83298.22 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405NDA0 99895.51 PA USD 102645.88 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405QRG5 200776.24 PA USD 208059.3 0 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406GMH9 91683.8 PA USD 94319.28 0 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405TP97 47796 PA USD 49142.25 0 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406S6D0 94519.65 PA USD 98118.42 0 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406PRW1 2223.26 PA USD 2256.99 0 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407D4B8 62340.6 PA USD 62980.35 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407BTX7 100109.23 PA USD 101113.28 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407C6H5 129993.83 PA USD 133886.94 0 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407JLQ3 91815 PA USD 94275.62 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407JMM1 36664.37 PA USD 38055.98 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407G5W4 67948.55 PA USD 70456.21 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406UKE7 61807.34 PA USD 63685.31 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371MER4 51238.47 PA USD 53108 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407UEN3 2199.85 PA USD 2186.49 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407XRZ6 148620.84 PA USD 154364.44 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31409T5V6 24473.15 PA USD 25137.83 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371MQC4 22828.11 PA USD 23471.32 0 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408JCJ8 4289.03 PA USD 4285.99 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408W4C3 126294.2 PA USD 130952.38 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408BYR3 157683.66 PA USD 163687.97 0 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31410R5U9 121942.47 PA USD 125376.77 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31410MDY3 273767.26 PA USD 282674.09 0 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408ERU8 59034.65 PA USD 60721.91 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31409X3M9 40869.51 PA USD 43371.04 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412BWQ1 25643.65 PA USD 26545.61 0 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WGA9 56129.66 PA USD 56936.74 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412XMY7 99501.3 PA USD 103780.69 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371NEU5 53643.19 PA USD 54325.2 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WFV4 120.56 PA USD 123.16 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411X2J3 269.54 PA USD 278.94 0 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413HJT6 8963.61 PA USD 9249.05 0 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414LZ68 180.66 PA USD 186.37 0 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411FHZ0 3093.63 PA USD 3170.42 0 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412SGP4 5535.05 PA USD 5728.16 0 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413DD61 6172.43 PA USD 6369.21 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413UR76 7016.42 PA USD 7242.99 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413YTT8 114448.16 PA USD 118368.48 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414AW65 53436 PA USD 55226.92 0 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414SYM9 20420.76 PA USD 20709.54 0 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414CU97 14939.08 PA USD 14777.43 0 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31415MET8 5044.29 PA USD 5210.99 0 Long 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254900HROIFWPRGM1V77 3140GR3C6 166899.4 PA USD 164081.99 0 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140Q7HV2 2025281.64 PA USD 1994890.47 0.03 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140HFGR4 394514.18 PA USD 387854.43 0.01 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140HFG29 1643505.06 PA USD 1615761.22 0.03 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140H7LL9 3269374.9 PA USD 3214184.91 0.05 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CXP4 38613.19 PA USD 37913.1 0 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CS62 121544.31 PA 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2050-01-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133A4PK6 15329292.42 PA USD 13178255.45 0.21 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140X6R52 11580247.14 PA USD 10397228.78 0.17 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QEBS0 15061802.75 PA USD 12948300.46 0.21 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133KGK23 5545574.36 PA USD 5145585.95 0.08 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133A9ZV0 7059210.25 PA USD 6063133.09 0.1 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133A8LC9 10314225.84 PA USD 8858855.57 0.14 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140X8KN6 13710395.4 PA USD 11767245.74 0.19 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133AB2K5 13583116.23 PA USD 11658005.62 0.19 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XAEY4 11346910.8 PA USD 10119470.07 0.16 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QGE94 6172933.93 PA USD 5510970.1 0.09 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140KEHY7 5483389.68 PA USD 4895370.16 0.08 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XAYT3 4956278.68 PA USD 4592599.34 0.07 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL 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254900HROIFWPRGM1V77 3140XD3U8 24053229.12 PA USD 21342305.12 0.34 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MBCU4 12372461.63 PA USD 10628600.28 0.17 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XFJA0 45207750.57 PA USD 38835853.75 0.62 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XF4J7 24309794.58 PA USD 21674411.08 0.35 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MGDV0 12741579.46 PA USD 11706095.51 0.19 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133B5KV3 12991391.55 PA USD 11935605.84 0.19 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133KNJ79 38474705.25 PA USD 35371985.75 0.56 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHL54 33498348.61 PA USD 31668323.78 0.5 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MWHJ8 11679872.85 PA USD 11311157.95 0.18 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MUW63 12005279.72 PA USD 11626292.25 0.19 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MSUC7 16774925.18 PA USD 16255851.96 0.26 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MSU86 27027642.35 PA USD 26652820.3 0.42 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHVJ3 21042465.62 PA USD 20457097.89 0.33 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MRAX5 16787533.44 PA USD 15865965 0.25 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MXZY3 24522581.63 PA USD 24254152.55 0.39 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DNYG2 19499392.2 PA USD 19300572.5 0.31 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XJBV4 23690235.89 PA USD 23131153.43 0.37 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DN3T8 17506796.52 PA USD 17279055.86 0.28 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140N5Z49 19642779.2 PA USD 19021766.84 0.3 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133BKB99 17660569.72 PA USD 17158243.07 0.27 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQCE4 19661442.35 PA USD 19426256.11 0.31 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQFS0 25000000 PA USD 24697437.5 0.39 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQFW1 23755055 PA USD 23821709.31 0.38 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CCG6 684.18 PA USD 688.84 0 Long ABS-MBS USGA US N 2 2024-09-20 Fixed 9 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CG72 681.99 PA USD 691.7 0 Long ABS-MBS USGA US N 2 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254900HROIFWPRGM1V77 36207NEN0 18427.95 PA USD 18721.86 0 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207UTB4 5316.99 PA USD 5402.32 0 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208UYA9 11640.81 PA USD 11890.03 0 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206DST5 1684.22 PA USD 1712.36 0 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207FFF3 1502.92 PA USD 1528.03 0 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207UJ74 563.55 PA USD 564.81 0 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206AM42 3359.04 PA USD 3387.15 0 Long ABS-MBS 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Long LON US N 3 2024-09-10 Floating 7.2 N N N N N N HIT Advisers, LLC N/A N/A 999 OU LLC Interest USD 490353.2 0.01 Long EC US N 3 N N N N/A N/A N/A 650 NC USD 423955.27 0.01 N/A DCO US N 1 N/A None N/A N N N CME Clearing KJNXBSWZVIKEX4NFOL81 Long CBT SEP 23 CBT ULT TNOTET 2023-09-20 77870578.13 USD 423955.27 N N N 2023-08-28 AFL CIO Housing Investment Trust /s/ Nicholas C. Milano Nicholas C. Milano General Counsel