Principal Amount USD ($) | | | | | | Value |
| Saudi Arabia — 0.1% | |
215,000 | Saudi Government International Bond, 5.750%, 1/16/54 (144A) | $ 200,488 |
| Total Saudi Arabia | $200,488 |
|
|
| Total Foreign Government Bonds (Cost $470,520) | $390,573 |
|
|
| U.S. Government and Agency Obligations — 17.6% of Net Assets | |
1,376,714 | Federal Home Loan Mortgage Corp., 1.500%, 3/1/42 | $ 1,074,101 |
90,054 | Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | 68,145 |
690,504 | Federal Home Loan Mortgage Corp., 2.500%, 5/1/51 | 552,573 |
178,130 | Federal Home Loan Mortgage Corp., 2.500%, 4/1/52 | 141,355 |
89,303 | Federal Home Loan Mortgage Corp., 3.000%, 12/1/46 | 75,940 |
7,558 | Federal Home Loan Mortgage Corp., 3.000%, 11/1/47 | 6,464 |
45,888 | Federal Home Loan Mortgage Corp., 3.000%, 8/1/50 | 38,805 |
249,879 | Federal Home Loan Mortgage Corp., 3.000%, 9/1/51 | 206,594 |
92,600 | Federal Home Loan Mortgage Corp., 3.000%, 11/1/51 | 77,898 |
494,554 | Federal Home Loan Mortgage Corp., 3.000%, 6/1/52 | 408,786 |
350,390 | Federal Home Loan Mortgage Corp., 3.000%, 6/1/52 | 289,503 |
56,012 | Federal Home Loan Mortgage Corp., 3.000%, 8/1/52 | 47,107 |
80,502 | Federal Home Loan Mortgage Corp., 3.500%, 12/1/46 | 71,562 |
82,728 | Federal Home Loan Mortgage Corp., 3.500%, 3/1/48 | 73,142 |
79,752 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 69,418 |
234,463 | Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | 205,081 |
417,539 | Federal Home Loan Mortgage Corp., 4.000%, 10/1/42 | 383,492 |
11,604 | Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | 10,572 |
13,470 | Federal Home Loan Mortgage Corp., 4.500%, 3/1/47 | 12,754 |
8,508 | Federal Home Loan Mortgage Corp., 5.000%, 5/1/40 | 8,290 |
19,182 | Federal Home Loan Mortgage Corp., 5.000%, 3/1/44 | 18,730 |
6,620 | Federal Home Loan Mortgage Corp., 5.500%, 1/1/39 | 6,591 |
171,170 | Federal Home Loan Mortgage Corp., 5.500%, 7/1/49 | 168,731 |
93,949 | Federal Home Loan Mortgage Corp., 5.500%, 7/1/53 | 91,976 |
3,342 | Federal Home Loan Mortgage Corp., 6.000%, 1/1/38 | 3,383 |
7,031 | Federal Home Loan Mortgage Corp., 6.000%, 10/1/38 | 7,115 |
98,870 | Federal Home Loan Mortgage Corp., 6.000%, 4/1/53 | 98,669 |
219,099 | Federal Home Loan Mortgage Corp., 6.000%, 2/1/54 | 217,149 |
99,823 | Federal Home Loan Mortgage Corp., 6.000%, 2/1/54 | 101,032 |
3,273 | Federal Home Loan Mortgage Corp., 6.500%, 10/1/33 | 3,360 |
26,379 | Federal Home Loan Mortgage Corp., 6.500%, 1/1/53 | 26,692 |
171,000 | Federal Home Loan Mortgage Corp., 6.500%, 2/1/53 | 177,573 |
90,873 | Federal Home Loan Mortgage Corp., 6.500%, 8/1/53 | 92,025 |
297,814 | Federal Home Loan Mortgage Corp., 6.500%, 8/1/53 | 307,016 |