| 1 | | GNMA Series 2025-98, Class SX, Variable rate, due 06/20/2055 | 0.00% | 0.00 | $0.00 |
| 2 | SFRH7P 95.75 | 2027-03-12 3 MONTH SOFR FUT Mar27 P 95.75 | 0.00% | 0.00 | $0.00 |
| 3 | | GNMA GN DO5687, 5.72%, due 06/15/2053 | 0.00% | 0.00 | $0.00 |
| 4 | | Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A2, Variable rate, due 10/01/2053 | 0.00% | 0.00 | $0.00 |
| 5 | | FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class A2, 1.716%, due 07/25/2035 | 0.00% | 0.00 | $0.00 |
| 6 | | U.S. Treasury Bond, 0%, due 08/15/2039 | 0.00% | 0.00 | $0.00 |
| 7 | TYU6P 107.5 | 2026-08-21 US 10YR NOTE (CBT)Sep26 P 107.50 | 0.00% | 0.00 | $0.00 |
| 8 | | FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 | 0.00% | 0.00 | $0.00 |
| 9 | TYZ6P 106 | 2026-11-20 US 10YR NOTE (CBT)Dec26 P 106 | 0.00% | 0.00 | $0.00 |
| 10 | SFRZ7P 96.38 | 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 | 0.00% | 0.00 | $0.00 |
| 11 | | Freddie Mac Series 4738, Class TY, 3%, due 12/15/2047 | 0.00% | 0.00 | $0.00 |
| 12 | | GNMA Series 2025-83, Class SB, Variable rate, due 05/20/2055 | 0.00% | 0.00 | $0.00 |
| 13 | | U.S. Treasury Bond, 0%, due 05/15/2036 | 0.00% | 0.00 | $0.00 |
| 14 | | Fannie Mae Series 2025-44, Class CZ, 3.50%, due 07/25/2050 | 0.00% | 0.00 | $0.00 |
| 15 | | FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 | 0.00% | 0.00 | $0.00 |
| 16 | FVU6P 108.5 | 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 | 0.00% | 0.00 | $0.00 |
| 17 | | TENN VALLEY AUTHORITY N/C, 5.375%, due 04/01/2056 | 0.00% | 0.00 | $0.00 |
| 18 | | Freddie Mac Series 5204, Class HZ, 2.50%, due 03/25/2052 | 0.00% | 0.00 | $0.00 |
| 19 | | TENN VALLEY AUTHORITY N/C, 4.25%, due 09/15/2052 | 0.00% | 0.00 | $0.00 |
| 20 | | Freddie Mac FR SD7509, 3%, due 11/01/2049 | 0.00% | 0.00 | $0.00 |