| TRI-PARTY CITIGROUP GLOBAL MARKETS | 1.97 | 1,930,000.00 |
| Us Treasury N/B 3.875% 8/15/2034 | 0.84 | 855,000.00 |
| US Treasury N/B 0.625% 12/31/2027 | 0.69 | 730,000.00 |
| US Treasury N/B 3.375% 5/15/2033 | 0.58 | 605,000.00 |
| US Treasury Note 3.875% 8/15/2033 | 0.57 | 575,000.00 |
| FNCL 6 8/23 6% | 0.57 | 550,000.00 |
| US Treasury N/B 1.5% 11/30/2028 | 0.57 | 600,000.00 |
| Us Treasury N/B 4.125% 7/31/2031 | 0.56 | 550,000.00 |
| US Treasury N/B 3.5% 1/31/2028 | 0.56 | 550,000.00 |
| G2Sf 5.5 8/23 5.5% | 0.53 | 525,000.00 |
