| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note |
|
2011-04-05 |
$2,004 |
19.86 |
| Euro$ 90 Day Dec 12 |
|
2012-12-17 |
$732 |
8.14 |
| US Treasury Note 0.75% |
0.75 |
2013-12-15 |
$121,265,000 |
5.45 |
| "irs: Pay A Fixed Rate Of 2.2425 And Receive A Floating Rate Based On 3-Mon |
0.3 |
2015-12-21 |
$98,500,000 |
4.46 |
| FNMA 4% TBA |
4 |
2041-01-13 |
$98,400,000 |
4.43 |
| Irs: Pay A Fixed Rate Of .625% And Recevie A Floating Rate Based On 3-Month |
0.28 |
2012-11-26 |
$96,200,000 |
4.35 |
| "pay A Fixed Rate Of 0.78125% And Receive A Floating Rate Based On 3-Month |
0.3 |
2012-12-01 |
$86,500,000 |
3.92 |
| "receive A Fixed Rate Of .666% And Pay A Floating Rate Based On The 3-Month |
0.67 |
2012-12-08 |
$50,400,000 |
2.28 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$45,605,000 |
2.01 |
| Fannie Mae Pool |
3.5 |
2026-01-01 |
$44,000,000 |
2.01 |
| FNMA |
5.5 |
2041-01-13 |
$39,600,000 |
1.92 |
| Irs: Pay A Fixed Rate Of 2.6950% And Recevie A Floating Rate Based On 3-Mon |
0.29 |
2020-10-28 |
$34,300,000 |
1.55 |
| US Treasury Note 0.5% |
0.5 |
2012-11-30 |
$27,990,000 |
1.27 |
| US Treasury Note |
|
2011-03-31 |
$182 |
0.99 |
| Jp Morgan Com Mtg 2005-Ldp5 CMO |
5.18 |
2044-12-15 |
$19,525,000 |
0.95 |
| Thornburg Mtg Tr 2006-6 CMO |
5.43 |
2036-12-25 |
$20,396,690 |
0.91 |
| Chester A/Rec 12 FRN |
6 |
2013-03-15 |
$12,610,000 |
0.89 |
| Rev Repo |
0.22 |
2011-01-19 |
$31,870,838 |
-1.44 |
| Irs: Pay A Fixed Rate Of 2.6950% And Recevie A Floating Rate Based On 3-Mon |
2.7 |
2020-10-28 |
$34,300,000 |
-1.46 |
| "receive A Fixed Rate Of .666% And Pay A Floating Rate Based On The 3-Month |
0.3 |
2012-12-08 |
$50,400,000 |
-2.28 |
| "pay A Fixed Rate Of 0.78125% And Receive A Floating Rate Based On 3-Month |
0.78 |
2012-12-01 |
$86,500,000 |
-3.92 |
| Irs: Pay A Fixed Rate Of .625% And Recevie A Floating Rate Based On 3-Month |
0.62 |
2012-11-26 |
$96,200,000 |
-4.35 |
| "irs: Pay A Fixed Rate Of 2.2425 And Receive A Floating Rate Based On 3-Mon |
2.24 |
2015-12-21 |
$98,500,000 |
-4.48 |
| Rev Repo |
0.19 |
2011-01-06 |
$107,910,000 |
-4.88 |
| US Treasury Note |
|
2011-04-05 |
$2,043 |
-10.89 |
