| Thornburg Capital Management
| - | 3.54% | - | - | 314,063 |
| United States Treasury Notes 4.625%
| - | 3.49% | - | - | 2,939,000 |
| United States Treasury Notes 4%
| - | 3.08% | - | - | 2,724,000 |
| United States Treasury Notes 4.125%
| - | 3.02% | - | - | 2,650,000 |
| United States Treasury Bonds 3%
| - | 2.24% | - | - | 2,500,000 |
| Federal National Mortgage Association 3%
| - | 1.41% | - | - | 1,384,999 |
| Federal National Mortgage Association 5.5%
| - | 1.28% | - | - | 1,116,788 |
| United States Treasury Bonds 4.75%
| - | 1.22% | - | - | 1,055,000 |
| Government National Mortgage Association 3%
| - | 1.19% | - | - | 1,152,668 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.13% | - | - | 996,657 |