| US 2YR NOTE (CBT) Dec24 | 8.54 | 23.00 |
| U.S. Treasury Note, 3.50%, due 09/30/2026 | 7.12 | 4,000,000.00 |
| US LONG BOND(CBT) Dec24 | 5.32 | 24.00 |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 | 4.91 | 2,922,720.00 |
| U.S. Treasury Note, 3.625%, due 08/31/2029 | 4.47 | 2,500,000.00 |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 | 3.17 | 1,979,000.00 |
| Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2054 | 3.03 | 1,700,000.00 |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 | 2.94 | 1,821,627.00 |
| FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 | 2.94 | 1,792,593.00 |
| FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032 | 2.94 | 1,674,038.00 |
