Principal Amount USD ($) | | | | | | Value |
| U.S. Government and Agency Obligations — (continued) | |
271,631 | Fannie Mae, 3.000%, 7/1/43 | $ 271,425 |
610,045 | Fannie Mae, 3.000%, 8/1/43 | 608,160 |
1,870,749 | Fannie Mae, 3.000%, 9/1/43 | 1,865,473 |
360,967 | Fannie Mae, 3.000%, 3/1/45 | 359,253 |
3,678,951 | Fannie Mae, 3.000%, 6/1/45 | 3,661,427 |
1,253,407 | Fannie Mae, 3.000%, 3/1/47 | 1,243,625 |
5,427,143 | Fannie Mae, 3.000%, 3/1/52 | 5,327,430 |
320,000,000 | Fannie Mae, 3.000%, 4/1/52 (TBA) | 313,357,798 |
9,000,000 | Fannie Mae, 3.000%, 5/1/52 (TBA) | 8,790,107 |
1,208,135 | Fannie Mae, 3.500%, 6/1/28 | 1,239,905 |
351,916 | Fannie Mae, 3.500%, 11/1/40 | 358,580 |
282,855 | Fannie Mae, 3.500%, 10/1/41 | 288,763 |
1,917,147 | Fannie Mae, 3.500%, 11/1/41 | 1,964,029 |
219,415 | Fannie Mae, 3.500%, 6/1/42 | 223,962 |
1,022,067 | Fannie Mae, 3.500%, 7/1/42 | 1,043,243 |
1,066,508 | Fannie Mae, 3.500%, 8/1/42 | 1,087,604 |
157,606 | Fannie Mae, 3.500%, 10/1/42 | 156,737 |
111,933 | Fannie Mae, 3.500%, 11/1/42 | 113,969 |
280,118 | Fannie Mae, 3.500%, 12/1/42 | 285,938 |
209,733 | Fannie Mae, 3.500%, 12/1/42 | 214,087 |
613,906 | Fannie Mae, 3.500%, 4/1/45 | 626,176 |
2,104,598 | Fannie Mae, 3.500%, 6/1/45 | 2,142,923 |
4,269,596 | Fannie Mae, 3.500%, 8/1/45 | 4,358,267 |
4,024,311 | Fannie Mae, 3.500%, 9/1/45 | 4,118,307 |
1,701,403 | Fannie Mae, 3.500%, 9/1/45 | 1,730,386 |
526,242 | Fannie Mae, 3.500%, 10/1/45 | 535,716 |
6,077,205 | Fannie Mae, 3.500%, 11/1/45 | 6,203,358 |
1,550,142 | Fannie Mae, 3.500%, 5/1/46 | 1,580,320 |
170,170 | Fannie Mae, 3.500%, 10/1/46 | 172,721 |
4,196,629 | Fannie Mae, 3.500%, 1/1/47 | 4,263,349 |
3,332,596 | Fannie Mae, 3.500%, 1/1/47 | 3,393,480 |
1,626,549 | Fannie Mae, 3.500%, 1/1/47 | 1,648,827 |
34,719 | Fannie Mae, 3.500%, 2/1/47 | 35,348 |
130,840 | Fannie Mae, 3.500%, 7/1/47 | 132,234 |
94,443 | Fannie Mae, 3.500%, 10/1/47 | 96,128 |
303,326 | Fannie Mae, 3.500%, 12/1/47 | 310,126 |
3,018,033 | Fannie Mae, 3.500%, 12/1/47 | 3,061,174 |
29,278 | Fannie Mae, 3.500%, 2/1/49 | 28,870 |
33,698 | Fannie Mae, 3.500%, 4/1/49 | 32,764 |
941,895 | Fannie Mae, 3.500%, 5/1/49 | 960,077 |
1,432,267 | Fannie Mae, 3.500%, 5/1/49 | 1,461,709 |