1 | Total Cash Offset | N/A | 115.04% | 0 |
2 | Citi Tri Party Repo Wisdom Tree | N/A | 1.20% | 2,850,000 |
3 | United States Treasury Notes 2.75% | N/A | 0.51% | 1,330,000 |
4 | United States Treasury Notes 0.88% | N/A | 0.49% | 1,450,000 |
5 | United States Treasury Notes 0.63% | N/A | 0.45% | 1,135,000 |
6 | United States Treasury Notes 0.63% | N/A | 0.43% | 1,300,000 |
|
7 | United States Treasury Notes 0.75% | N/A | 0.43% | 1,090,000 |
8 | United States Treasury Notes 2.88% | N/A | 0.43% | 1,120,000 |
9 | Federal National Mortgage Association 4.5% | N/A | 0.42% | 1,025,000 |
10 | United States Treasury Bonds 2.25% | N/A | 0.42% | 1,300,000 |
11 | United States Treasury Notes 0.38% | N/A | 0.41% | 1,035,000 |
12 | United States Treasury Notes 0.63% | N/A | 0.40% | 1,200,000 |
13 | United States Treasury Notes 1.13% | N/A | 0.40% | 1,155,000 |
14 | United States Treasury Bonds 1.38% | N/A | 0.39% | 1,400,000 |
15 | United States Treasury Notes 1% | N/A | 0.39% | 990,000 |
16 | United States Treasury Notes 1.63% | N/A | 0.39% | 1,110,000 |
17 | United States Treasury Notes 0.38% | N/A | 0.38% | 955,000 |
18 | United States Treasury Notes 0.75% | N/A | 0.38% | 1,000,000 |
19 | United States Treasury Bonds 1.88% | N/A | 0.36% | 1,180,000 |
20 | United States Treasury Notes 0.5% | N/A | 0.36% | 1,000,000 |
21 | United States Treasury Notes 1.25% | N/A | 0.36% | 1,000,000 |
22 | United States Treasury Notes 1.88% | N/A | 0.36% | 1,000,000 |
23 | Federal National Mortgage Association 2% | N/A | 0.35% | 1,014,408 |
24 | Fnma Pass-Thru I 2.5% | N/A | 0.34% | 941,704 |
25 | United States Treasury Bonds 1.75% | N/A | 0.34% | 1,180,000 |
26 | United States Treasury Bonds 2% | N/A | 0.34% | 1,100,000 |
27 | United States Treasury Notes 0.5% | N/A | 0.34% | 950,000 |
28 | Federal National Mortgage Association 5% | N/A | 0.33% | 800,000 |
29 | United States Treasury Notes 1.5% | N/A | 0.32% | 840,000 |
30 | Federal Home Loan Mortgage Corporation 2% | N/A | 0.31% | 898,799 |
31 | Federal National Mortgage Association 2.5% | N/A | 0.31% | 853,798 |
32 | United States Treasury Notes 0.25% | N/A | 0.31% | 800,000 |
33 | United States Treasury Notes 0.25% | N/A | 0.31% | 800,000 |
34 | United States Treasury Notes 0.38% | N/A | 0.31% | 800,000 |
35 | Fnma Pass-Thru I 2% | N/A | 0.30% | 853,147 |
36 | Federal National Mortgage Association 2% | N/A | 0.28% | 821,686 |
37 | Federal National Mortgage Association 2% | N/A | 0.28% | 800,655 |
38 | United States Treasury Bonds 1.13% | N/A | 0.28% | 1,050,000 |
39 | United States Treasury Notes 2.88% | N/A | 0.28% | 705,000 |
40 | United States Treasury Bonds 4% | N/A | 0.27% | 625,000 |
|
41 | United States Treasury Notes 1.25% | N/A | 0.27% | 780,000 |
42 | United States Treasury Notes 3.25% | N/A | 0.27% | 645,000 |
43 | Government National Mortgage Association 2% | N/A | 0.26% | 720,766 |
44 | United States Treasury Bonds 1.88% | N/A | 0.26% | 940,000 |
45 | United States Treasury Notes 1.25% | N/A | 0.26% | 700,000 |
46 | United States Treasury Notes 2.25% | N/A | 0.26% | 650,000 |
47 | United States Treasury Notes 2.63% | N/A | 0.26% | 660,000 |
48 | United States Treasury Notes 2.75% | N/A | 0.26% | 665,000 |
49 | United States Treasury Notes 3.13% | N/A | 0.26% | 655,000 |
50 | Asian Development Bank 1.5% | N/A | 0.25% | 628,000 |
51 | Federal Home Loan Mortgage Corporation 2.5% | N/A | 0.25% | 695,746 |
52 | United States Treasury Bonds 2.25% | N/A | 0.25% | 840,000 |
53 | United States Treasury Bonds 2.38% | N/A | 0.25% | 820,000 |
54 | United States Treasury Notes 0.38% | N/A | 0.25% | 655,000 |
55 | United States Treasury Notes 0.5% | N/A | 0.25% | 660,000 |
56 | United States Treasury Notes 0.75% | N/A | 0.25% | 660,000 |
57 | Government National Mortgage Association 2.5% | N/A | 0.24% | 646,698 |
58 | International Bank for Reconstruction and Development 2.5% | N/A | 0.24% | 609,000 |
59 | United States Treasury Notes 0.75% | N/A | 0.24% | 645,000 |
60 | United States Treasury Notes 1.13% | N/A | 0.24% | 665,000 |
61 | United States Treasury Notes 1.13% | N/A | 0.24% | 630,000 |
62 | United States Treasury Notes 1.25% | N/A | 0.24% | 625,000 |
63 | United States Treasury Notes 1.25% | N/A | 0.24% | 645,000 |
64 | United States Treasury Notes 1.25% | N/A | 0.24% | 665,000 |
65 | United States Treasury Notes 2% | N/A | 0.24% | 605,000 |
66 | United States Treasury Notes 2.38% | N/A | 0.24% | 605,000 |
67 | United States Treasury Notes 2.5% | N/A | 0.24% | 590,000 |
68 | Federal Home Loan Mortgage Corporation 2% | N/A | 0.23% | 671,803 |
69 | Fnma Pass-Thru I 2.5% | N/A | 0.23% | 636,227 |
70 | United States Treasury Bonds 2.88% | N/A | 0.23% | 660,000 |
71 | United States Treasury Notes 0.25% | N/A | 0.23% | 565,000 |
72 | United States Treasury Notes 0.38% | N/A | 0.23% | 605,000 |
73 | United States Treasury Notes 0.5% | N/A | 0.23% | 600,000 |
74 | United States Treasury Notes 0.63% | N/A | 0.23% | 610,000 |
75 | United States Treasury Notes 0.75% | N/A | 0.23% | 615,000 |
76 | United States Treasury Notes 0.88% | N/A | 0.23% | 625,000 |
77 | United States Treasury Notes 1.5% | N/A | 0.23% | 645,000 |
78 | United States Treasury Notes 1.5% | N/A | 0.23% | 630,000 |
79 | United States Treasury Notes 2% | N/A | 0.23% | 585,000 |
80 | Government National Mortgage Association 3% | N/A | 0.22% | 581,461 |
81 | Inter-American Development Bank 0.63% | N/A | 0.22% | 575,000 |
82 | United States Treasury Bonds 3% | N/A | 0.22% | 625,000 |
83 | United States Treasury Notes 0.25% | N/A | 0.22% | 555,000 |
84 | United States Treasury Notes 1% | N/A | 0.22% | 620,000 |
85 | United States Treasury Notes 1.13% | N/A | 0.22% | 570,000 |
86 | United States Treasury Notes 1.38% | N/A | 0.22% | 615,000 |
87 | United States Treasury Notes 1.63% | N/A | 0.22% | 570,000 |
88 | United States Treasury Notes 1.88% | N/A | 0.22% | 580,000 |
89 | United States Treasury Notes 2% | N/A | 0.22% | 560,000 |
90 | United States Treasury Notes 2.13% | N/A | 0.22% | 555,000 |
|
91 | United States Treasury Notes 2.5% | N/A | 0.22% | 560,000 |
92 | Fnma Pass-Thru I 2% | N/A | 0.21% | 598,206 |
93 | Fnma Pass-Thru I 4% | N/A | 0.21% | 510,022 |
94 | United States Treasury Bonds 3.25% | N/A | 0.21% | 570,000 |
95 | United States Treasury Notes 0.88% | N/A | 0.21% | 570,000 |
96 | United States Treasury Notes 1.63% | N/A | 0.21% | 555,000 |
97 | United States Treasury Notes 1.75% | N/A | 0.21% | 580,000 |
98 | United States Treasury Notes 2.38% | N/A | 0.21% | 540,000 |
99 | United States Treasury Notes 2.63% | N/A | 0.21% | 525,000 |
100 | United States Treasury Notes 2.75% | N/A | 0.21% | 535,000 |