| 1 | | Fannie Mae Series 2022-69, Class FA, Variable rate, due 10/25/2052 | 0.00% | 0.00 | $0.00 |
| 2 | | GNMA GN DO5687, 5.72%, due 06/15/2053 | 0.00% | 0.00 | $0.00 |
| 3 | | FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033 | 0.00% | 0.00 | $0.00 |
| 4 | | PRP Advisors, LLC Series 2025-RCF4, Class A1, Variable rate, due 08/25/2055 | 0.00% | 0.00 | $0.00 |
| 5 | | Fannie Mae FN FM2197, 4.50%, due 03/01/2047 | 0.00% | 0.00 | $0.00 |
| 6 | | FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038 | 0.00% | 0.00 | $0.00 |
| 7 | | GNMA Series 2022-146, Class MF, Variable rate, due 08/20/2052 | 0.00% | 0.00 | $0.00 |
| 8 | | GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035 | 0.00% | 0.00 | $0.00 |
| 9 | | Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 | 0.00% | 0.00 | $0.00 |
| 10 | | Fannie Mae FN AQ0411, 3.50%, due 10/01/2042 | 0.00% | 0.00 | $0.00 |
| 11 | | FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037 | 0.00% | 0.00 | $0.00 |
| 12 | | Fannie Mae FN FA1024, 2.50%, due 05/01/2051 | 0.00% | 0.00 | $0.00 |
| 13 | | Fannie Mae Series 2020-93, Class NI, 3%, due 01/25/2051 | 0.00% | 0.00 | $0.00 |
| 14 | TUU6C 104.75 | 2026-08-21 US 2YR NOTE (CBT) Sep26 C 104.75 | 0.00% | 0.00 | $0.00 |
| 15 | | GNMA Series 2022-63, Class BZ, 3.50%, due 11/20/2046 | 0.00% | 0.00 | $0.00 |
| 16 | | FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033 | 0.00% | 0.00 | $0.00 |
| 17 | | FreddieMac Strip Series 299, Class S1, Variable rate, due 01/15/2043 | 0.00% | 0.00 | $0.00 |
| 18 | | FANNIE MAE Series 2007-25, Class FB, Variable rate, due 04/25/2037 | 0.00% | 0.00 | $0.00 |
| 19 | | GNMA Series 2009-81, Class TZ, 5.50%, due 09/20/2039 | 0.00% | 0.00 | $0.00 |
| 20 | FVU6P 108.5 | 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 | 0.00% | 0.00 | $0.00 |