| US 2YR NOTE (CBT) Sep24 | 13.12 | 24.00 |
| US LONG BOND(CBT) Sep24 | 7.40 | 23.00 |
| US 5YR NOTE (CBT) Sep24 | 6.89 | 24.00 |
| US Dollar | 4.21 | 1,582,203.00 |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 | 3.58 | 1,377,779.00 |
| Fannie Mae FN AS7738, 3%, due 08/01/2046 | 3.40 | 1,445,722.00 |
| GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 | 3.32 | 1,361,677.00 |
| Freddie Mac FR SD7509, 3%, due 11/01/2049 | 3.07 | 1,290,974.00 |
| Fannie Mae Series 2024-6, Class AL, 2%, due 04/01/2040 | 2.99 | 1,500,000.00 |
| Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 | 2.93 | 1,226,608.00 |
