a
a
Principal
Amount
a
Value
a
a
a
a
a
U.S.
Government
and
Agency
Securities
30.8%
U.S.
Treasury
Notes
,
4.125
%,
1/31/27
...................................................
$
20,000,000
$
20,014,638
4.25
%,
3/15/27
...................................................
11,000,000
11,016,715
4.5
%,
4/15/27
....................................................
15,000,000
15,045,677
4
%,
12/15/27
.....................................................
10,000,000
9,970,703
3.875
%,
12/31/27
..................................................
10,000,000
9,950,781
4.25
%,
1/15/28
...................................................
10,000,000
10,001,172
3.75
%,
4/15/28
...................................................
20,000,000
19,832,812
3.75
%,
5/15/28
...................................................
20,000,000
19,823,438
Total
U.S.
Government
and
Agency
Securities
(Cost
$
116,040,173
)
................
115,655,936
Mortgage-Backed
Securities
43.8%
a
Federal
Home
Loan
Mortgage
Corp.
(FHLMC)
Adjustable
Rate
13.3%
FHLMC
,
5.54
%
-
5.625
%,
(
6-month
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
4/01/36
-
1/01/37
.......................................
179,002
181,865
FHLMC
,
5.928
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
7/01/46
...................................................
4,967,087
5,155,749
FHLMC
,
6.036
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
11/01/46
..................................................
3,538,951
3,712,549
FHLMC
,
6.057
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
6/01/47
...................................................
3,070,694
3,187,537
FHLMC
,
6.074
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
10/01/46
..................................................
2,257,116
2,343,906
FHLMC
,
6.098
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
8/01/47
...................................................
2,824,680
2,933,524
FHLMC
,
6.146
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
9/01/37
...................................................
2,778,717
2,887,818
FHLMC
,
6.157
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
11/01/46
..................................................
2,692,736
2,812,257
FHLMC
,
5.575
%
-
6.951
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
8/01/34
-
5/01/45
.......................................
21,892,565
22,588,423
FHLMC
,
5.73
%
-
7.358
%,
(
1-year
CMT
T-Note
+/-
MBS
Margin),
8/01/33
-
6/01/37
..
4,000,985
4,125,689
49,929,317
Federal
Home
Loan
Mortgage
Corp.
(FHLMC)
Fixed
Rate
0.8%
FHLMC
Pool,
30
Year
,
5.5
%,
12/01/54
....................................
1,548,801
1,536,368
FHLMC
Pool,
30
Year
,
6
%,
5/01/53
......................................
1,345,311
1,367,831
2,904,199
a
Federal
National
Mortgage
Association
(FNMA)
Adjustable
Rate
25.1%
FNMA
,
4.233
%,
(
COFI
11th
District
+/-
MBS
Margin),
4/01/34
..................
2,795,878
2,770,808
FNMA
,
4.64
%,
(
1-month
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
8/01/27
...................................................
9,798
9,771
FNMA
,
3.982
%
-
4.963
%,
(
COFI
11th
District
+/-
MBS
Margin),
8/01/26
-
12/01/37
...
1,139,741
1,126,722
FNMA
,
5.05
%,
(
3-year
CMT
T-Note
+/-
MBS
Margin),
7/01/34
..................
9,727
9,771
FNMA
,
5.88
%,
(
6-month
H15BDI
+/-
MBS
Margin),
11/01/34
...................
27,543
27,409
FNMA
,
5.898
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
5/01/47
...................................................
2,662,292
2,765,707
FNMA
,
5.97
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
9/01/38
...................................................
4,266,383
4,414,273
FNMA
,
6.003
%,
(
1-year
CMT
T-Note
+/-
MBS
Margin),
5/01/36
.................
2,769,172
2,873,075
FNMA
,
3.564
%
-
6.011
%,
(
5-year
CMT
T-Note
+/-
MBS
Margin),
4/01/27
-
2/01/30
...
7,362
7,342
FNMA
,
6.146
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
7/01/42
...................................................
1,638,225
1,698,836
FNMA
,
6.15
%,
(
1-year
Refinitiv
USD
IBOR
Consumer
Cash
Fallbacks
+/-
MBS
Margin),
4/01/40
...................................................
1,725,787
1,790,508