Principal Amount USD ($) | | | | | | Value |
| U.S. Government and Agency Obligations — 17.6% of Net Assets | |
352,798 | Federal Home Loan Mortgage Corp., 1.500%, 12/1/41 | $ 263,934 |
91,282 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 68,289 |
89,981 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 67,315 |
444,257 | Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | 332,352 |
177,454 | Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | 132,755 |
267,448 | Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | 200,077 |
93,859 | Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | 69,264 |
715,783 | Federal Home Loan Mortgage Corp., 2.500%, 5/1/51 | 552,304 |
185,349 | Federal Home Loan Mortgage Corp., 2.500%, 4/1/52 | 142,445 |
75,045 | Federal Home Loan Mortgage Corp., 3.000%, 6/1/46 | 62,341 |
18,080 | Federal Home Loan Mortgage Corp., 3.000%, 12/1/46 | 14,972 |
7,722 | Federal Home Loan Mortgage Corp., 3.000%, 11/1/47 | 6,405 |
48,183 | Federal Home Loan Mortgage Corp., 3.000%, 8/1/50 | 39,671 |
98,733 | Federal Home Loan Mortgage Corp., 3.000%, 11/1/51 | 80,363 |
58,615 | Federal Home Loan Mortgage Corp., 3.000%, 8/1/52 | 47,668 |
84,818 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 73,112 |
78,944 | Federal Home Loan Mortgage Corp., 3.500%, 8/1/46 | 67,950 |
8,619 | Federal Home Loan Mortgage Corp., 3.500%, 6/1/47 | 7,379 |
84,495 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 71,125 |
243,520 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 205,582 |
103,796 | Federal Home Loan Mortgage Corp., 4.000%, 2/1/40 | 92,792 |
127,069 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 113,780 |
131,681 | Federal Home Loan Mortgage Corp., 4.000%, 11/1/40 | 117,935 |
80,717 | Federal Home Loan Mortgage Corp., 4.000%, 1/1/41 | 72,291 |
11,773 | Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | 10,368 |
14,208 | Federal Home Loan Mortgage Corp., 4.500%, 8/1/34 | 13,202 |
48,087 | Federal Home Loan Mortgage Corp., 4.500%, 5/1/40 | 44,466 |
25,056 | Federal Home Loan Mortgage Corp., 4.500%, 7/1/40 | 23,168 |
47,211 | Federal Home Loan Mortgage Corp., 4.500%, 5/1/41 | 43,654 |
10,309 | Federal Home Loan Mortgage Corp., 5.000%, 11/1/34 | 10,025 |
9,861 | Federal Home Loan Mortgage Corp., 5.000%, 8/1/37 | 9,556 |
2,415 | Federal Home Loan Mortgage Corp., 5.000%, 5/1/39 | 2,305 |
6,503 | Federal Home Loan Mortgage Corp., 5.000%, 12/1/39 | 6,201 |
22,797 | Federal Home Loan Mortgage Corp., 5.000%, 10/1/49 | 21,125 |
183,022 | Federal Home Loan Mortgage Corp., 5.000%, 12/1/49 | 170,941 |
92,520 | Federal Home Loan Mortgage Corp., 5.000%, 10/1/52 | 87,199 |
99,357 | Federal Home Loan Mortgage Corp., 5.000%, 4/1/53 | 91,676 |
6,646 | Federal Home Loan Mortgage Corp., 5.500%, 11/1/34 | 6,542 |
182,576 | Federal Home Loan Mortgage Corp., 5.500%, 7/1/49 | 175,963 |
97,980 | Federal Home Loan Mortgage Corp., 5.500%, 7/1/53 | 93,043 |
3,709 | Federal Home Loan Mortgage Corp., 6.000%, 1/1/38 | 3,720 |