| 5 Year Treasury Note Future June 26
| - | 15.74% | - | - | 500,800,000 |
| Tcw Fds
| - | 6.09% | - | - | 213,360,997 |
| 2 Year Treasury Note Future June 26
| - | 3.50% | - | - | 117,200,000 |
| United States Treasury Notes 3.5%
| - | 2.43% | - | - | 85,188,000 |
| Federal National Mortgage Association 3.5%
| - | 1.92% | - | - | 71,400,000 |
| TCW Private Asset Income I
| - | 1.72% | - | - | 6,005,604 |
| Federal National Mortgage Association 4.5%
| - | 1.18% | - | - | 41,825,000 |
| Federal Home Loan Mortgage Corp. 4%
| - | 1.16% | - | - | 41,882,282 |
| Federal National Mortgage Association 4%
| - | 1.04% | - | - | 37,425,000 |
| Federal National Mortgage Association 5%
| - | 1.00% | - | - | 34,800,000 |