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7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31388KPY2 17003.6 PA USD 17901.49 0 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385H3F7 4342.22 PA USD 4571.48 0 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31388XSQ8 3297.84 PA USD 3413.25 0 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389F6R8 43978.14 PA USD 46328.6 0 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385H6T4 108.92 PA USD 114.55 0 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371JSB1 1969.45 PA USD 2071.32 0 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389NR23 40445.98 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PA USD 45353.75 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405NDX0 67563.29 PA USD 69592.72 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405NDA0 85095.29 PA USD 87840.25 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405QRG5 173911.41 PA USD 182217.96 0 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406GMH9 79547.12 PA USD 82192.49 0 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405TP97 14837.43 PA USD 15202.82 0 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406S6D0 82697.61 PA USD 86782.95 0 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406PRW1 1443.35 PA USD 1476.2 0 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407D4B8 50612.24 PA USD 51197.78 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407BTX7 73295.09 PA USD 74132.83 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407C6H5 113499.1 PA USD 117207.81 0 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407JLQ3 75557.2 PA USD 78034.37 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407JMM1 32067.14 PA USD 33648.86 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407G5W4 55378.55 PA USD 57923 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406UKE7 54064.1 PA USD 55845.3 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371MER4 32742.7 PA USD 34301.58 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XRZ6 130947.98 PA USD 137574.17 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409T5V6 20239.88 PA USD 20898.59 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371MQC4 18385.52 PA USD 18995.46 0 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408JCJ8 955.19 PA USD 953.68 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL 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PA USD 17163.5 0 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411WGA9 44158.4 PA USD 44656.09 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412XMY7 82959.6 PA USD 87451.23 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NEU5 41140.81 PA USD 41589.71 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411WFV4 95.84 PA USD 98.42 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411X2J3 215.62 PA USD 223.22 0 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413HJT6 6552.65 PA USD 6775.84 0 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL 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3138A9AL8 424046.99 PA USD 428940.58 0.01 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YXL6 622036.06 PA USD 629300.07 0.01 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416YDW5 388492.13 PA USD 392910.65 0.01 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A8G83 40648.61 PA USD 39342.37 0 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AX4P3 440905.25 PA USD 413947.29 0.01 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E6EK8 470213.3 PA USD 441464.08 0.01 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E3AA1 78253.41 PA USD 73567.79 0 Long ABS-MBS 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S6XOOCT0IEG5ABCC6L87 3132DN3T8 14985016.69 PA USD 14764831.35 0.2 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5Z49 17287803.2 PA USD 16613127.66 0.23 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133BKB99 15074675.91 PA USD 14529944.96 0.2 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQCE4 16417750.19 PA USD 16207808.21 0.22 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQFS0 20615220.5 PA USD 20351603.37 0.28 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQFW1 19067219.62 PA USD 19185072.2 0.27 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMAX4 13730745.45 PA USD 14026588.09 0.19 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQXZ4 15092386.67 PA USD 15196047.22 0.21 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSUC3 8517192.4 PA USD 8692186.64 0.12 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTH28 15031678 PA USD 15605988.81 0.22 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GQW65 13778298.3 PA USD 14052775.78 0.19 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GQRA2 8554752.6 PA USD 8765272.23 0.12 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5N0 18012408.4 PA USD 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Clearing KJNXBSWZVIKEX4NFOL81 Short N/A US ULTRA Long Bond SEP 25 2025-09-19 -4493226.56 USD -152648.34 N N N N/A N/A N/A -770 NC USD -356439.48 0 N/A DCO US N 1 CME Clearing KJNXBSWZVIKEX4NFOL81 Short N/A US 10yr ULTRA Bond SEP 25 2025-09-19 -87628093.76 USD -356439.48 N N N 2025-08-20 AFL CIO Housing Investment Trust Nicholas C. Milano Nicholas C. Milano General Counsel