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US TREASURIES & AGENCIES REPORT
Entries 1 - 85 of 85
SecurityRateMaturity
Date   
Par ValueBook ValueMarket ValueYield

FARMER MAC GTD NTS TR5.134/19/201793,166,700.0099,057,651.02102,110,574.924.68
FEDERAL HOME LN BANKS5.508/13/2014232,916,750.00254,872,711.28263,668,954.224.86
FEDERAL HOME LN MTG CORP-   12/11/2025139,750,050.0061,394,222.4458,513,030.80-   
FEDERAL HOME LN MTG CORP4.507/15/20132,049,667.401,988,157.012,213,304.324.17
FEDERAL HOME LN MTG CORP5.007/15/20142,049,667.402,025,215.112,256,663.354.54
FEDERAL HOME LN MTG CORP5.0012/14/2018162,575,891.50157,944,032.91166,138,613.444.89
FEDERAL HOME LN MTG CORP5.1310/18/2016181,675,065.00195,402,820.02199,662,773.674.66
FEDERAL HOME LN MTG CORP5.305/12/20206,614,835.706,300,973.686,831,167.815.13
FEDERAL HOME LN MTG CORP5.403/17/202123,291,675.0024,352,117.3225,030,617.355.02
FEDERAL HOME LN MTG CORP5.507/18/201660,558,355.0064,730,576.3768,250,075.014.88
FEDERAL HOME LN MTG CORP6.257/15/203227,717,093.2534,058,335.5634,003,858.205.09
FEDERAL HOME LN MTG CORP6.759/15/202962,421,689.0077,628,826.9480,046,322.895.26
FEDERAL HOME LN MTG CORP6.753/15/203193,166,700.00120,511,158.91120,458,967.185.22
FEDERAL HOME LOAN BANK4.8811/27/201369,176,274.7569,712,704.5675,553,241.894.46
FEDERAL HOME LOAN MTG CORP5.001/30/201485,969,572.4386,573,569.0994,474,479.694.55
FEDERAL NATL MTG ASSN-   10/9/2019186,333,400.00111,626,178.64111,656,106.80-   
FEDERAL NATL MTG ASSN4.387/17/201373,601,693.0073,421,483.7478,691,914.464.09
FEDERAL NATL MTG ASSN4.635/1/201346,583,350.0046,915,045.5149,563,415.844.35
FEDERAL NATL MTG ASSN4.6310/15/2013106,442,954.75112,518,327.66115,463,201.974.26
FEDERAL NATL MTG ASSN4.6310/15/2014144,408,385.00146,110,141.32155,682,533.334.29
FEDERAL NATL MTG ASSN4.752/21/20138,385,003.008,234,076.179,147,943.274.35
FEDERAL NATL MTG ASSN5.131/2/201446,583,350.0049,431,179.3250,515,922.004.73
FEDERAL NATL MTG ASSN5.384/11/2022145,340,052.00150,610,428.08152,341,417.115.13
FEDERAL NATL MTG ASSN5.6311/15/202155,434,186.5057,094,996.2358,638,615.055.32
FEDERAL NATL MTG ASSN6.007/25/202593,935,325.2894,573,850.0099,155,092.315.68
FEDERAL NATL MTG ASSN6.255/15/2029163,041,725.00185,728,019.07198,230,107.695.14
FEDERAL NATL MTG ASSN6.6311/15/2030173,196,895.30216,652,938.23220,583,642.955.20
FEDERAL NATL MTG ASSN7.131/15/2030274,841,765.00351,610,150.40368,049,501.145.32
FEDERAL NATL MTG ASSN7.251/15/20101,677,000.601,737,453.161,899,101.536.40
FEDERAL NATL MTG ASSN7.255/15/203027,950,010.0035,462,353.7837,977,216.665.34
FREDDIE MAC4.501/15/2014256,208,425.00257,377,214.39275,987,877.964.18
FREDDIE MAC5.503/28/2016139,750,050.00141,786,733.74152,392,326.545.04
TENNESSEE VALLEY AUTH4.881/15/2048108,073,372.00107,232,628.09109,512,437.144.81
TENNESSEE VALLEY AUTH5.384/1/205669,875,025.0069,968,355.2676,242,012.594.93
TENNESSEE VALLEY AUTH5.884/1/2036305,992,051.15346,594,605.23364,550,599.794.94
TENNESSEE VALLEY AUTH8.254/15/204245,418,766.2551,088,906.1056,756,970.626.60
TUNISIA REP9.8012/31/20143,499,446.373,890,199.404,380,850.417.83
UNITED STATES TREAS1.631/15/2018106,500,746.05108,792,063.78115,460,450.381.50
UNITED STATES TREAS BDS1.751/15/2028148,050,364.48143,558,039.43149,764,658.531.73
UNITED STATES TREAS BDS2.001/15/2026142,273,104.84146,837,321.65149,873,500.681.90
UNITED STATES TREAS BDS2.381/15/202544,320,908.5050,220,034.1749,455,881.452.13
UNITED STATES TREAS BDS3.384/15/203234,553,124.8641,285,352.9346,150,500.462.53
UNITED STATES TREAS BDS3.634/15/202898,975,084.74117,529,140.04131,164,665.682.74
UNITED STATES TREAS BDS3.884/15/202960,861,146.7776,676,499.7183,968,796.472.81
UNITED STATES TREAS BDS4.382/15/2038591,608.55563,650.56614,826.964.21
UNITED STATES TREAS BDS4.752/15/20371,141,292.081,086,251.911,257,404.014.31
UNITED STATES TREAS BDS5.005/15/2037473,706,086.15509,915,602.33543,276,729.434.36
UNITED STATES TREAS BDS5.2511/15/202821,148,840.9022,450,371.4124,463,054.984.54
UNITED STATES TREAS BDS5.252/15/202969,409,191.5072,078,418.4480,291,427.994.54
UNITED STATES TREAS BDS6.255/15/203033,074,178.5041,183,510.4843,419,542.634.76
UNITED STATES TREAS BDS6.632/15/202755,900,020.0068,268,641.7074,721,870.104.96
UNITED STATES TREAS BDS6.758/15/2026118,484,750.73147,283,521.45159,960,175.565.00
UNITED STATES TREAS BDS6.888/15/2025305,027,775.80377,663,689.66414,717,318.415.06
UNITED STATES TREAS BDS7.258/15/2022172,358,395.00215,036,441.25236,789,866.075.28
UNITED STATES TREAS BDS7.6311/15/2022212,420,076.00274,877,590.15301,556,165.195.37
UNITED STATES TREAS BDS7.882/15/202127,018,343.0035,175,283.9138,410,291.295.54
UNITED STATES TREAS BDS8.135/15/20215,543,418.657,064,879.638,050,835.175.59
UNITED STATES TREAS BDS8.502/15/202035,170,429.2547,116,098.2851,712,785.095.78
UNITED STATES TREAS BDS8.888/15/201754,448,016.9868,524,674.4479,091,214.586.11
UNITED STATES TREAS BDS8.882/15/201930,745,011.0039,983,687.6245,720,711.725.97
UNITED STATES TREAS BDS9.0011/15/20183,167,667.804,150,470.474,734,877.066.02
UNITED STATES TREAS BDS9.135/15/201847,980,850.5061,057,041.9971,822,833.836.10
UNITED STATES TREAS NTS1.631/15/2015109,825,964.35157,207,658.90120,930,257.621.48
UNITED STATES TREAS NTS1.887/15/2015133,738,281.32136,287,093.18149,271,568.851.68
UNITED STATES TREAS NTS2.001/15/201635,790,891.5338,558,032.6340,199,840.901.78
UNITED STATES TREAS NTS3.382/15/2018369,119,943.73364,771,468.23378,858,556.583.29
UNITED STATES TREAS NTS3.502/15/201822,599,446.4222,013,958.6823,195,695.053.41
UNITED STATES TREAS NTS3.885/15/2018151,116,387.40149,380,968.20159,767,831.283.67
UNITED STATES TREAS NTS4.2511/15/201712,425,363.2813,130,952.7713,533,769.433.90
UNITED STATES TREAS NTS4.502/15/201636,055,512.9037,966,300.0240,453,989.074.01
UNITED STATES TREAS NTS4.6311/15/201640,713,847.9043,432,371.2545,799,587.164.11
UNITED STATES TREAS NTS4.632/15/201726,060,589.3226,167,163.4429,254,776.984.12
UNITED STATES TREAS NTS5.135/15/201621,872,280.3322,445,666.2825,444,501.894.41
UNITED STATES TREASURY NTS4.505/15/20175,584,412.005,577,876.336,204,077.034.05
UNITED STATES TRES BD STRP PRN-   2/15/2015259,935,093.00192,005,552.97216,947,644.60-   
UNITED STATES TRES BD STRP PRN-   5/15/2016139,750,050.0098,995,547.18109,108,260.00-   
UNITED STATES TRES BD STRP PRN-   5/15/2037940,983,670.00269,951,468.38272,587,809.20-   
UNITED STATES TRES BD STRP PRN4.382/15/2038457,448,497.00125,564,550.56128,353,615.574.56
US TREASURY BDS6.1311/15/202764,750,856.5076,676,524.6982,575,541.584.80
US TREASURY BDS6.138/15/202923,291,675.0025,806,553.1029,960,551.104.76
US TREASURY BDS8.0011/15/2021136,712,815.58177,665,154.71197,709,837.115.53
US TREASURY BDS8.138/15/20193,726,668.004,663,579.905,312,319.965.70
US TREASURY NTS4.258/15/201515,357,132.9915,045,821.3217,024,520.283.83
US TREASURY NTS4.5011/15/201512,111,671.0012,809,370.8213,608,442.494.01
US TREASURY SECURITY2.637/15/201793,652,191.67102,930,081.62110,279,146.682.23
Total9,135,165,891.47$8,673,650,328.24$9,169,463,976.00 



Entries 1 - 85 of 85