| 1 | | Freddie Mac Series 4765, Class PZ, 3%, due 01/15/2048 | 0.00% | 0.00 | $0.00 |
| 2 | | Fannie Mae Series 2024-73, Class FB, Variable rate, due 10/25/2054 | 0.00% | 0.00 | $0.00 |
| 3 | | Pretium Mortgage Credit Partners LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 | 0.00% | 0.00 | $0.00 |
| 4 | | Fannie Mae FN AL9394, 3%, due 11/01/2046 | 0.00% | 0.00 | $0.00 |
| 5 | USU6 | US LONG BOND(CBT) Sep26 | 0.00% | 0.00 | $0.00 |
| 6 | | REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 | 0.00% | 0.00 | $0.00 |
| 7 | | GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class B1, Variable rate, due 09/27/2060 | 0.00% | 0.00 | $0.00 |
| 8 | UXYU6 | US 10yr Ultra Fut Sep26 | 0.00% | 0.00 | $0.00 |
| 9 | | Freddie Mac Series 4292, Class PB, 3.50%, due 01/15/2044 | 0.00% | 0.00 | $0.00 |
| 10 | | Freddie Mac Series 4753, Class HL, 3%, due 02/15/2048 | 0.00% | 0.00 | $0.00 |
| 11 | | GNMA Series 2031-39, Class DP, 2.50%, due 03/20/2043 | 0.00% | 0.00 | $0.00 |
| 12 | | U.S. Treasury Bill, 0%, due 07/28/2026 | 0.00% | 0.00 | $0.00 |
| 13 | | Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 | 0.00% | 0.00 | $0.00 |
| 14 | | Freddie Mac FR SD0499, 3%, due 08/01/2050 | 0.00% | 0.00 | $0.00 |
| 15 | | Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 | 0.00% | 0.00 | $0.00 |
| 16 | CAAA | First Trust AAA CMBS ETF | 0.00% | 0.00 | $0.00 |
| 17 | | Fannie Mae FN BM4963, 3%, due 05/01/2048 | 0.00% | 0.00 | $0.00 |
| 18 | | Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 | 0.00% | 0.00 | $0.00 |
| 19 | | GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 | 0.00% | 0.00 | $0.00 |
| 20 | | Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 | 0.00% | 0.00 | $0.00 |