| UNITED STS TREAS BILLS 0.0 17SEP24 | 58.38 | 74,600,000.00 |
| UNITED STATES TREAS NT 0.25 30SEP25 | 37.15 | 49,425,000.00 |
| SWAPTION 4.5% SOFR 5/10/30 MSX | 2.20 | 745,000,000.00 |
| SWAPTION 05/10/2030 P4.25/SOFR GSY | 1.41 | 150,000,000.00 |
| SWAPTION 05/10/2030 P4.25/SOFR BOY | 1.31 | 135,000,000.00 |
| SWAPTION 4.5% SOFR 5/10/30 BRC | 0.79 | 245,000,000.00 |
| Estimated Cash | 0.04 | 56,658.00 |
| IRS 2.11 5/15/48 | 0.01 | 10000 |
