Principal Amount USD ($) | | | | | | Value |
| U.S. Government and Agency Obligations — (continued) | |
111,213 | Federal Home Loan Mortgage Corp., 4.000%, 2/1/40 | $ 108,909 |
135,139 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 132,338 |
137,651 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 134,798 |
86,112 | Federal Home Loan Mortgage Corp., 4.000%, 1/1/41 | 84,327 |
11,933 | Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | 11,627 |
22,374 | Federal Home Loan Mortgage Corp., 4.000%, 9/1/51 | 21,413 |
15,498 | Federal Home Loan Mortgage Corp., 4.500%, 8/1/34 | 15,541 |
51,512 | Federal Home Loan Mortgage Corp., 4.500%, 5/1/40 | 51,751 |
26,587 | Federal Home Loan Mortgage Corp., 4.500%, 7/1/40 | 26,710 |
50,472 | Federal Home Loan Mortgage Corp., 4.500%, 5/1/41 | 50,706 |
11,358 | Federal Home Loan Mortgage Corp., 5.000%, 11/1/34 | 11,579 |
10,608 | Federal Home Loan Mortgage Corp., 5.000%, 8/1/37 | 10,815 |
2,689 | Federal Home Loan Mortgage Corp., 5.000%, 5/1/39 | 2,728 |
6,653 | Federal Home Loan Mortgage Corp., 5.000%, 12/1/39 | 6,751 |
23,009 | Federal Home Loan Mortgage Corp., 5.000%, 10/1/49 | 22,976 |
202,347 | Federal Home Loan Mortgage Corp., 5.000%, 12/1/49 | 203,355 |
96,451 | Federal Home Loan Mortgage Corp., 5.000%, 10/1/52 | 98,691 |
199,353 | Federal Home Loan Mortgage Corp., 5.000%, 4/1/53 | 198,224 |
399,575 | Federal Home Loan Mortgage Corp., 5.000%, 4/1/53 | 397,331 |
100,000 | Federal Home Loan Mortgage Corp., 5.000%, 4/1/53 | 99,590 |
7,115 | Federal Home Loan Mortgage Corp., 5.500%, 11/1/34 | 7,380 |
194,841 | Federal Home Loan Mortgage Corp., 5.500%, 7/1/49 | 199,331 |
3,852 | Federal Home Loan Mortgage Corp., 6.000%, 1/1/38 | 4,005 |
8,035 | Federal Home Loan Mortgage Corp., 6.000%, 10/1/38 | 8,351 |
3,546 | Federal Home Loan Mortgage Corp., 6.500%, 10/1/33 | 3,721 |
29,974 | Federal Home Loan Mortgage Corp., 6.500%, 1/1/53 | 31,116 |
197,692 | Federal Home Loan Mortgage Corp., 6.500%, 2/1/53 | 210,375 |
899,343 | Federal National Mortgage Association, 1.500%, 11/1/41 | 740,855 |
550,582 | Federal National Mortgage Association, 1.500%, 1/1/42 | 453,553 |
368,062 | Federal National Mortgage Association, 1.500%, 1/1/42 | 303,197 |
468,937 | Federal National Mortgage Association, 1.500%, 2/1/42 | 386,293 |
186,280 | Federal National Mortgage Association, 1.500%, 3/1/42 | 153,450 |
597,098 | Federal National Mortgage Association, 2.000%, 10/1/51 | 497,631 |
188,781 | Federal National Mortgage Association, 2.000%, 3/1/52 | 157,146 |