Principal Amount USD ($) | | | | | | Value |
| U.S. Government and Agency Obligations — (continued) | |
95,799 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | $ 75,821 |
96,810 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 76,621 |
475,390 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 376,252 |
190,453 | Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | 150,737 |
286,313 | Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | 226,606 |
191,789 | Federal Home Loan Mortgage Corp., 2.000%, 11/1/51 | 151,340 |
2,028,957 | Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | 1,601,000 |
193,931 | Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | 153,237 |
98,217 | Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | 77,623 |
486,863 | Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | 384,169 |
97,249 | Federal Home Loan Mortgage Corp., 2.000%, 4/1/52 | 76,769 |
197,896 | Federal Home Loan Mortgage Corp., 2.000%, 4/1/52 | 156,154 |
775,510 | Federal Home Loan Mortgage Corp., 2.500%, 5/1/51 | 637,855 |
178,619 | Federal Home Loan Mortgage Corp., 2.500%, 8/1/51 | 146,801 |
194,905 | Federal Home Loan Mortgage Corp., 2.500%, 4/1/52 | 159,715 |
290,024 | Federal Home Loan Mortgage Corp., 2.500%, 8/1/52 | 237,659 |
295,333 | Federal Home Loan Mortgage Corp., 2.500%, 9/1/52 | 242,071 |
99,809 | Federal Home Loan Mortgage Corp., 2.500%, 9/1/52 | 81,789 |
40,484 | Federal Home Loan Mortgage Corp., 3.000%, 2/1/43 | 35,513 |
63,187 | Federal Home Loan Mortgage Corp., 3.000%, 4/1/43 | 55,442 |
81,047 | Federal Home Loan Mortgage Corp., 3.000%, 6/1/46 | 70,582 |
19,962 | Federal Home Loan Mortgage Corp., 3.000%, 12/1/46 | 17,366 |
157,546 | Federal Home Loan Mortgage Corp., 3.000%, 2/1/47 | 138,077 |
8,059 | Federal Home Loan Mortgage Corp., 3.000%, 11/1/47 | 7,013 |
83,490 | Federal Home Loan Mortgage Corp., 3.500%, 3/1/42 | 75,847 |
106,920 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 97,073 |
94,219 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 85,235 |
88,782 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 79,986 |
9,011 | Federal Home Loan Mortgage Corp., 3.500%, 6/1/47 | 8,108 |
95,383 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 84,392 |
73,852 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 65,021 |
28,722 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 25,284 |
100,000 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/37 | 95,584 |
116,623 | Federal Home Loan Mortgage Corp., 4.000%, 2/1/40 | 109,585 |
143,809 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 134,312 |
146,506 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 137,664 |
91,168 | Federal Home Loan Mortgage Corp., 4.000%, 1/1/41 | 85,666 |
47,900 | Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | 44,836 |
21,597 | Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | 20,179 |
13,086 | Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | 12,183 |
15,420 | Federal Home Loan Mortgage Corp., 4.000%, 12/1/48 | 14,255 |