| US TREASURIES & AGENCIES REPORT |
| Entries 1 - 25 of 85 |
| Security | Rate | Maturity Date | Par Value | Book Value | Market Value | Yield |
|---|---|---|---|---|---|---|
 | ||||||
| FARMER MAC GTD NTS TR | 5.13 | 4/19/2017 | 93,166,700.00 | 99,057,651.02 | 102,110,574.92 | 4.68 |
| FEDERAL HOME LN BANKS | 5.50 | 8/13/2014 | 232,916,750.00 | 254,872,711.28 | 263,668,954.22 | 4.86 |
| FEDERAL HOME LN MTG CORP | - | 12/11/2025 | 139,750,050.00 | 61,394,222.44 | 58,513,030.80 | - |
| FEDERAL HOME LN MTG CORP | 4.50 | 7/15/2013 | 2,049,667.40 | 1,988,157.01 | 2,213,304.32 | 4.17 |
| FEDERAL HOME LN MTG CORP | 5.00 | 7/15/2014 | 2,049,667.40 | 2,025,215.11 | 2,256,663.35 | 4.54 |
| FEDERAL HOME LN MTG CORP | 5.00 | 12/14/2018 | 162,575,891.50 | 157,944,032.91 | 166,138,613.44 | 4.89 |
| FEDERAL HOME LN MTG CORP | 5.13 | 10/18/2016 | 181,675,065.00 | 195,402,820.02 | 199,662,773.67 | 4.66 |
| FEDERAL HOME LN MTG CORP | 5.30 | 5/12/2020 | 6,614,835.70 | 6,300,973.68 | 6,831,167.81 | 5.13 |
| FEDERAL HOME LN MTG CORP | 5.40 | 3/17/2021 | 23,291,675.00 | 24,352,117.32 | 25,030,617.35 | 5.02 |
| FEDERAL HOME LN MTG CORP | 5.50 | 7/18/2016 | 60,558,355.00 | 64,730,576.37 | 68,250,075.01 | 4.88 |
| FEDERAL HOME LN MTG CORP | 6.25 | 7/15/2032 | 27,717,093.25 | 34,058,335.56 | 34,003,858.20 | 5.09 |
| FEDERAL HOME LN MTG CORP | 6.75 | 9/15/2029 | 62,421,689.00 | 77,628,826.94 | 80,046,322.89 | 5.26 |
| FEDERAL HOME LN MTG CORP | 6.75 | 3/15/2031 | 93,166,700.00 | 120,511,158.91 | 120,458,967.18 | 5.22 |
| FEDERAL HOME LOAN BANK | 4.88 | 11/27/2013 | 69,176,274.75 | 69,712,704.56 | 75,553,241.89 | 4.46 |
| FEDERAL HOME LOAN MTG CORP | 5.00 | 1/30/2014 | 85,969,572.43 | 86,573,569.09 | 94,474,479.69 | 4.55 |
| FEDERAL NATL MTG ASSN | - | 10/9/2019 | 186,333,400.00 | 111,626,178.64 | 111,656,106.80 | - |
| FEDERAL NATL MTG ASSN | 4.38 | 7/17/2013 | 73,601,693.00 | 73,421,483.74 | 78,691,914.46 | 4.09 |
| FEDERAL NATL MTG ASSN | 4.63 | 5/1/2013 | 46,583,350.00 | 46,915,045.51 | 49,563,415.84 | 4.35 |
| FEDERAL NATL MTG ASSN | 4.63 | 10/15/2013 | 106,442,954.75 | 112,518,327.66 | 115,463,201.97 | 4.26 |
| FEDERAL NATL MTG ASSN | 4.63 | 10/15/2014 | 144,408,385.00 | 146,110,141.32 | 155,682,533.33 | 4.29 |
| FEDERAL NATL MTG ASSN | 4.75 | 2/21/2013 | 8,385,003.00 | 8,234,076.17 | 9,147,943.27 | 4.35 |
| FEDERAL NATL MTG ASSN | 5.13 | 1/2/2014 | 46,583,350.00 | 49,431,179.32 | 50,515,922.00 | 4.73 |
| FEDERAL NATL MTG ASSN | 5.38 | 4/11/2022 | 145,340,052.00 | 150,610,428.08 | 152,341,417.11 | 5.13 |
| FEDERAL NATL MTG ASSN | 5.63 | 11/15/2021 | 55,434,186.50 | 57,094,996.23 | 58,638,615.05 | 5.32 |
| FEDERAL NATL MTG ASSN | 6.00 | 7/25/2025 | 93,935,325.28 | 94,573,850.00 | 99,155,092.31 | 5.68 |
| Entries 1 - 25 of 85 |