Principal Amount USD ($) | | | | | | Value |
| U.S. Government and Agency Obligations — (continued) | |
69,434 | Fannie Mae, 5.500%, 5/1/38 | $ 73,891 |
328 | Fannie Mae, 6.000%, 9/1/29 | 352 |
940 | Fannie Mae, 6.000%, 8/1/32 | 1,029 |
5,745 | Fannie Mae, 6.000%, 12/1/33 | 6,070 |
5,101 | Fannie Mae, 6.000%, 10/1/37 | 5,585 |
3,868 | Fannie Mae, 6.000%, 12/1/37 | 4,272 |
6,637 | Fannie Mae, 6.500%, 4/1/29 | 6,959 |
2,924 | Fannie Mae, 6.500%, 7/1/29 | 3,177 |
8,853 | Fannie Mae, 6.500%, 5/1/32 | 9,535 |
8,982 | Fannie Mae, 6.500%, 9/1/32 | 9,698 |
3,316 | Fannie Mae, 6.500%, 10/1/32 | 3,533 |
9,038 | Fannie Mae, 7.000%, 1/1/36 | 9,759 |
390,398 | Federal Home Loan Mortgage Corp., 1.500%, 12/1/41 | 335,156 |
98,931 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 84,932 |
98,947 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 84,945 |
490,582 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 421,161 |
197,104 | Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | 169,213 |
295,351 | Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | 253,557 |
190,247 | Federal Home Loan Mortgage Corp., 2.500%, 8/1/51 | 174,078 |
42,866 | Federal Home Loan Mortgage Corp., 3.000%, 2/1/43 | 41,370 |
67,263 | Federal Home Loan Mortgage Corp., 3.000%, 4/1/43 | 64,929 |
41,962 | Federal Home Loan Mortgage Corp., 3.000%, 5/1/43 | 40,494 |
85,494 | Federal Home Loan Mortgage Corp., 3.000%, 6/1/46 | 82,168 |
21,166 | Federal Home Loan Mortgage Corp., 3.000%, 12/1/46 | 20,338 |
167,999 | Federal Home Loan Mortgage Corp., 3.000%, 2/1/47 | 162,039 |
8,337 | Federal Home Loan Mortgage Corp., 3.000%, 11/1/47 | 7,997 |
99,848 | Federal Home Loan Mortgage Corp., 3.000%, 3/1/52 | 94,521 |
99,816 | Federal Home Loan Mortgage Corp., 3.000%, 3/1/52 | 94,367 |
459,877 | Federal Home Loan Mortgage Corp., 3.000%, 3/1/52 | 435,663 |
90,096 | Federal Home Loan Mortgage Corp., 3.500%, 3/1/42 | 89,240 |
110,379 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 109,331 |
102,472 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 101,374 |
97,942 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 96,892 |
10,306 | Federal Home Loan Mortgage Corp., 3.500%, 6/1/47 | 10,151 |
99,000 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 96,586 |
75,000 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 72,948 |
29,000 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 28,288 |
127,683 | Federal Home Loan Mortgage Corp., 4.000%, 2/1/40 | 129,386 |
161,149 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 163,290 |
157,237 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 159,076 |
99,092 | Federal Home Loan Mortgage Corp., 4.000%, 1/1/41 | 100,409 |