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TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | ||||||||
SCHEDULE OF INVESTMENTS (Unaudited) | ||||||||
September 30, 2021 | ||||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | ||||
U.S. GOVERNMENT & AGENCIES — 63.9% | ||||||||
FEDERAL HOME LOAN MORTGAGE CORP. — 36.0%(a) | ||||||||
73,882 | Freddie Mac Gold Pool G08448 | 5.0000 | 05/01/41 | $ 83,325 | ||||
559,142 | Freddie Mac Gold Pool Q18571 | 3.5000 | 05/01/43 | 605,035 | ||||
523,838 | Freddie Mac Gold Pool Q20545 | 3.5000 | 07/01/43 | 570,740 | ||||
149,172 | Freddie Mac Gold Pool U92432 | 4.0000 | 02/01/44 | 164,582 | ||||
44,717 | Freddie Mac Multifamily Structured Pass Through Series KF06 A(b),(c) | US0001M + 0.330% | 0.4120 | 11/25/21 | 44,722 | |||
72,830 | Freddie Mac Multifamily Structured Pass Through Series KF14 A(b),(c) | US0001M + 0.650% | 0.7320 | 01/25/23 | 72,909 | |||
1,000,000 | Freddie Mac Multifamily Structured Pass Through Series K029 A2 A2(c),(d) | 3.3200 | 02/25/23 | 1,036,326 | ||||
117,082 | Freddie Mac Multifamily Structured Pass Through Series K725 A1(c) | 2.6660 | 05/25/23 | 118,336 | ||||
440,865 | Freddie Mac Multifamily Structured Pass Through Series KF22 A(b),(c) | US0001M + 0.500% | 0.5830 | 07/25/23 | 441,485 | |||
1,067,935 | Freddie Mac Multifamily Structured Pass Through Series Q105 A(b),(c) | SOFR30A + 0.200% | 0.2500 | 08/25/24 | 1,068,211 | |||
157,410 | Freddie Mac Multifamily Structured Pass Through Series KJ28 A1 Class A-1(c) | 1.7660 | 02/25/25 | 161,130 | ||||
2,538,911 | Freddie Mac Multifamily Structured Pass Through Series KJ20 A2(c) | 3.7990 | 12/25/25 | 2,750,975 | ||||
2,021,678 | Freddie Mac Multifamily Structured Pass Through Series KF60 A(b),(c) | US0001M + 0.490% | 0.5730 | 02/25/26 | 2,031,235 | |||
1,890,000 | Freddie Mac Multifamily Structured Pass Through Series KJ21 A2(c) | 3.7000 | 09/25/26 | 2,069,750 | ||||
1,943,692 | Freddie Mac Multifamily Structured Pass Through Series KF72 A(b),(c) | US0001M + 0.500% | 0.5830 | 11/25/26 | 1,958,307 | |||
5,317,613 | Freddie Mac Multifamily Structured Pass Through Series KF74 AS(b),(c) | MSOFR1MC + 0.530% | 0.5800 | 01/25/27 | 5,354,895 | |||
2,534,677 | Freddie Mac Multifamily Structured Pass Through Series KF77 AL(b),(c) | US0001M + 0.700% | 0.7820 | 02/25/27 | 2,561,816 | |||
3,329,715 | Freddie Mac Multifamily Structured Pass Through Series KF77 AS(b),(c) | SOFR30A + 0.900% | 0.9500 | 02/25/27 | 3,360,150 | |||
1,124,984 | Freddie Mac Multifamily Structured Pass Through Series KF81 AL(b),(c) | US0001M + 0.360% | 0.4430 | 06/25/27 | 1,132,780 | |||
842,617 | Freddie Mac Multifamily Structured Pass Through Series KF81 AS(b),(c) | SOFR30A + 0.400% | 0.4500 | 06/25/27 | 846,029 | |||
3,680,391 | Freddie Mac Multifamily Structured Pass Through Series KF86 AS(b),(c) | SOFR30A + 0.320% | 0.3700 | 08/25/27 | 3,690,284 | |||
4,114,611 | Freddie Mac Multifamily Structured Pass Through Series KF86 AL(b),(c) | US0001M + 0.290% | 0.3720 | 08/25/27 | 4,125,717 | |||
534,868 | Freddie Mac Multifamily Structured Pass Through Series KF93 AS(b),(c) | SOFR30A + 0.310% | 0.3600 | 10/25/27 | 536,363 | |||
444,285 | Freddie Mac Multifamily Structured Pass Through Series KF93 AL(b),(c) | US0001M + 0.280% | 0.3620 | 10/25/27 | 445,370 | |||
7,274,247 | Freddie Mac Multifamily Structured Pass Through Series K-F100 AS(b),(c) | SOFR30A + 0.180% | 0.2300 | 01/25/28 | 7,284,898 | |||
7,200,000 | Freddie Mac Multifamily Structured Pass Through Series K-F107 AS(b),(c) | SOFR30A + 0.250% | 0.3000 | 03/25/28 | 7,229,718 | |||
3,105,000 | Freddie Mac Multifamily Structured Pass Through Series K-F121 AS(b),(c) | SOFR30A + 0.180% | 0.2300 | 08/25/28 | 3,109,225 | |||
4,485,000 | Freddie Mac Multifamily Structured Pass Through Series KS12 A(b),(c) | US0001M + 0.650% | 0.7320 | 08/25/29 | 4,499,772 | |||
5,076,282 | Freddie Mac Multifamily Structured Pass Through Series KF75 AL(b),(c) | US0001M + 0.510% | 0.5920 | 12/25/29 | 5,145,209 | |||
6,000,773 | Freddie Mac Multifamily Structured Pass Through Series KF78 AL(b),(c) | US0001M + 0.800% | 0.8830 | 03/25/30 | 6,078,106 | |||
6,000,773 | Freddie Mac Multifamily Structured Pass Through Series KF78 AS(b),(c) | SOFR30A + 1.000% | 1.0500 | 03/25/30 | 6,082,182 | |||
2,360,000 | Freddie Mac Multifamily Structured Pass Through Series KS14 AS(b),(c) | SOFR30A + 0.370% | 0.4200 | 04/25/30 | 2,369,815 | |||
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
FEDERAL HOME LOAN MORTGAGE CORP. — 36.0%(a) (Continued) | |||||||
2,145,000 | Freddie Mac Multifamily Structured Pass Through Series KS14 AL(b),(c) | US0001M + 0.340% | 0.4220 | 04/25/30 | $ 2,153,232 | ||
1,600,098 | Freddie Mac Multifamily Structured Pass Through Series KF79 AL(b),(c) | US0001M + 0.470% | 0.5520 | 05/25/30 | 1,610,146 | ||
1,478,510 | Freddie Mac Multifamily Structured Pass Through Series KF79 AS(b),(c) | SOFR30A + 0.580% | 0.6300 | 05/25/30 | 1,490,319 | ||
1,446,617 | Freddie Mac Multifamily Structured Pass Through Series KF82 AL(b),(c) | US0001M + 0.370% | 0.4520 | 06/25/30 | 1,452,079 | ||
964,412 | Freddie Mac Multifamily Structured Pass Through Series KF82 AS(b),(c) | SOFR30A + 0.420% | 0.4700 | 06/25/30 | 970,640 | ||
3,050,383 | Freddie Mac Multifamily Structured Pass Through Series KF80 AL(b),(c) | US0001M + 0.440% | 0.5230 | 06/25/30 | 3,069,614 | ||
1,711,657 | Freddie Mac Multifamily Structured Pass Through Series KF80 AS(b),(c) | SOFR30A + 0.510% | 0.5600 | 06/25/30 | 1,724,342 | ||
2,104,858 | Freddie Mac Multifamily Structured Pass Through Series KF84 AS(b),(c) | SOFR30A + 0.320% | 0.3700 | 07/25/30 | 2,114,458 | ||
2,497,881 | Freddie Mac Multifamily Structured Pass Through Series KF84 AL(b),(c) | US0001M + 0.300% | 0.3820 | 07/25/30 | 2,504,811 | ||
9,948,346 | Freddie Mac Multifamily Structured Pass Through Series KF85 AS(b),(c) | SOFR30A + 0.330% | 0.3800 | 08/25/30 | 9,993,027 | ||
3,730,067 | Freddie Mac Multifamily Structured Pass Through Series KF85 AL(b),(c) | US0001M + 0.300% | 0.3820 | 08/25/30 | 3,740,357 | ||
2,815,000 | Freddie Mac Multifamily Structured Pass Through Series KF97 AS(b),(c) | SOFR30A + 0.250% | 0.3000 | 12/25/30 | 2,828,013 | ||
772,638 | Freddie Mac Multifamily Structured Pass Through Series Q008 A(b),(c) | US0001M + 0.390% | 0.4720 | 10/25/45 | 775,136 | ||
1,365,000 | Freddie Mac Multifamily Structured Pass Through(c),(d) | 1.2420 | 05/25/51 | 1,373,492 | |||
5,199 | Freddie Mac Non Gold Pool 845830(b) | US0006M + 1.664% | 1.9130 | 07/01/24 | 5,235 | ||
94,550 | Freddie Mac Non Gold Pool 847103(b) | H15T1Y + 2.303% | 2.4280 | 01/01/33 | 95,182 | ||
754,490 | Freddie Mac Non Gold Pool 780722(b) | H15T1Y + 2.220% | 2.2200 | 08/01/33 | 808,262 | ||
86,621 | Freddie Mac Non Gold Pool 972132(b) | H15T1Y + 2.225% | 2.3500 | 11/01/33 | 92,328 | ||
146,667 | Freddie Mac Non Gold Pool 1B2025(b) | US0012M + 1.862% | 2.2260 | 06/01/34 | 155,463 | ||
94,549 | Freddie Mac Non Gold Pool 1B2721(b) | US0012M + 1.727% | 2.1020 | 01/01/35 | 98,787 | ||
128,085 | Freddie Mac Non Gold Pool 783000(b) | H15T1Y + 2.280% | 2.4050 | 01/01/35 | 128,573 | ||
121,370 | Freddie Mac Non Gold Pool 783028(b) | H15T1Y + 2.250% | 2.3750 | 02/01/35 | 129,723 | ||
81,132 | Freddie Mac Non Gold Pool 1Q0160(b) | US0012M + 1.764% | 2.0440 | 09/01/35 | 84,677 | ||
151,956 | Freddie Mac Non Gold Pool 848575(b) | H15T1Y + 2.256% | 2.3720 | 02/01/36 | 162,048 | ||
124,042 | Freddie Mac Non Gold Pool 848685(b) | H15T1Y + 2.285% | 2.4090 | 02/01/36 | 131,096 | ||
102,686 | Freddie Mac Non Gold Pool 1Q0092(b) | H15T1Y + 2.245% | 2.3670 | 03/01/36 | 109,984 | ||
61,845 | Freddie Mac Non Gold Pool 1H2695(b) | H15T1Y + 2.165% | 2.2900 | 04/01/36 | 61,936 | ||
227,519 | Freddie Mac Non Gold Pool 1L1358(b) | H15T1Y + 2.500% | 2.6010 | 05/01/36 | 243,687 | ||
165,459 | Freddie Mac Non Gold Pool 1J1382(b) | US0012M + 1.640% | 2.0150 | 11/01/36 | 167,226 | ||
520,883 | Freddie Mac Non Gold Pool 848690(b) | H15T1Y + 2.247% | 2.3230 | 03/01/37 | 557,747 | ||
18,629 | Freddie Mac Non Gold Pool 1J1540(b) | US0012M + 2.180% | 2.5550 | 03/01/37 | 18,757 | ||
99,331 | Freddie Mac Non Gold Pool 1Q1104(b) | US0012M + 1.726% | 2.1070 | 04/01/37 | 103,724 | ||
53,374 | Freddie Mac Non Gold Pool 1Q1097(b) | US0012M + 1.899% | 2.2740 | 04/01/37 | 53,788 | ||
44,615 | Freddie Mac Non Gold Pool 972257(b) | US0012M + 1.785% | 2.0350 | 05/01/37 | 44,889 |
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
FEDERAL HOME LOAN MORTGAGE CORP. — 36.0%(a) (Continued) | |||||||
38,372 | Freddie Mac Non Gold Pool 1Q1131(b) | US0006M + 1.776% | 1.9610 | 06/01/37 | $ 38,400 | ||
30,226 | Freddie Mac Non Gold Pool 848565(b) | US0012M + 1.739% | 2.1800 | 12/01/37 | 30,438 | ||
665,149 | Freddie Mac Non Gold Pool 1Q1380(b) | US0012M + 1.986% | 2.2710 | 03/01/38 | 694,421 | ||
73,029 | Freddie Mac Non Gold Pool 1Q1446(b) | H15T1Y + 1.940% | 2.0650 | 09/01/38 | 73,365 | ||
1,205,872 | Freddie Mac Non Gold Pool 848949(b) | H15T1Y + 2.247% | 2.2720 | 09/01/38 | 1,295,786 | ||
64,600 | Freddie Mac Non Gold Pool 848568(b) | H15T1Y + 2.209% | 2.3160 | 09/01/38 | 64,949 | ||
81,758 | Freddie Mac Non Gold Pool 1Q1302(b) | US0012M + 1.667% | 1.9330 | 11/01/38 | 82,312 | ||
33,036 | Freddie Mac Non Gold Pool 1Q0647(b) | US0012M + 1.791% | 2.0610 | 11/01/38 | 33,406 | ||
408,503 | Freddie Mac Non Gold Pool 849046(b) | US0012M + 1.895% | 2.1450 | 09/01/41 | 433,638 | ||
108,245 | Freddie Mac Non Gold Pool 2B7388(b) | US0012M + 1.842% | 2.2020 | 01/01/46 | 112,755 | ||
665,187 | Freddie Mac Pool SB8031 | 2.5000 | 02/01/35 | 694,087 | |||
49,199 | Freddie Mac REMICS Series 1628 LZ(c) | 6.5000 | 12/15/23 | 51,170 | |||
230,865 | Freddie Mac REMICS Series 2903 Z(c) | 5.0000 | 12/15/24 | 246,700 | |||
33,431 | Freddie Mac REMICS Series 3104 DH(c) | 5.0000 | 01/15/26 | 35,145 | |||
61,845 | Freddie Mac REMICS Series 2102 PE(c) | 6.5000 | 12/15/28 | 69,764 | |||
42,983 | Freddie Mac REMICS Series 2131 ZB(c) | 6.0000 | 03/15/29 | 47,220 | |||
17,970 | Freddie Mac REMICS Series 2412 OF(b),(c) | US0001M + 0.950% | 1.0340 | 12/15/31 | 18,197 | ||
9,885 | Freddie Mac REMICS Series 2450 FW(b),(c) | US0001M + 0.500% | 0.5840 | 03/15/32 | 9,851 | ||
34,308 | Freddie Mac REMICS Series 2448 FV(b),(c) | US0001M + 1.000% | 1.0840 | 03/15/32 | 34,779 | ||
119,738 | Freddie Mac REMICS Series 2526 FC(b),(c) | US0001M + 0.400% | 0.4840 | 11/15/32 | 120,033 | ||
51,288 | Freddie Mac REMICS Series 2581 FD(b),(c) | US0001M + 0.750% | 0.8340 | 12/15/32 | 50,802 | ||
15,475 | Freddie Mac REMICS Series 2557 WF(b),(c) | US0001M + 0.400% | 0.4840 | 01/15/33 | 15,372 | ||
33,151 | Freddie Mac REMICS Series 2768 PW(c) | 4.2500 | 03/15/34 | 35,306 | |||
10,394 | Freddie Mac REMICS Series 2881 AG(c) | 4.5000 | 08/15/34 | 10,438 | |||
246,554 | Freddie Mac REMICS Series 2978 JG(c) | 5.5000 | 05/15/35 | 277,861 | |||
337,727 | Freddie Mac REMICS Series 3036 NE(c) | 5.0000 | 09/15/35 | 382,951 | |||
247,913 | Freddie Mac REMICS Series 3620 AT(b),(c) | 3.8400 | 12/15/36 | 263,737 | |||
214,806 | Freddie Mac REMICS Series 3412 AY(c) | 5.5000 | 02/15/38 | 224,866 | |||
74,030 | Freddie Mac REMICS Series 3862 GA(c) | 4.0000 | 04/15/41 | 79,485 | |||
166,326 | Freddie Mac REMICS Series 3561 W(c) | 2.7040 | 06/15/48 | 177,646 | |||
121,787,055 | |||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION — 14.4%(a) | |||||||
666,000 | Fannie Mae(e) | 2.0000 | 04/25/50 | 667,405 | |||
2,704,000 | Fannie Mae(e) | 2.0000 | 04/25/50 | 2,704,844 |
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION — 14.4%(a) (Continued) | |||||||
34,650 | Fannie Mae Pool 762519 | 5.5000 | 11/01/23 | $ 35,715 | |||
4,096 | Fannie Mae Pool 303212(b) | US0006M + 2.093% | 2.2440 | 02/01/25 | 4,128 | ||
2,040,000 | Fannie Mae Pool BL0481 | 3.5800 | 01/01/26 | 2,230,683 | |||
34,868 | Fannie Mae Pool 684842(b) | H15T1Y + 2.434% | 2.9770 | 01/01/30 | 34,878 | ||
62,964 | Fannie Mae Pool 583934(b) | H15T1Y + 2.270% | 2.6450 | 05/01/31 | 63,166 | ||
87,189 | Fannie Mae Pool 619105(b) | H15T1Y + 2.125% | 2.2500 | 05/01/32 | 86,890 | ||
21,890 | Fannie Mae Pool 642012(b) | H15T1Y + 2.265% | 2.3900 | 05/01/32 | 21,835 | ||
120,934 | Fannie Mae Pool 699985(b) | H15T1Y + 2.141% | 2.2660 | 04/01/33 | 121,190 | ||
167,581 | Fannie Mae Pool 555375 | 6.0000 | 04/01/33 | 196,527 | |||
117,167 | Fannie Mae Pool 721424(b) | H15T1Y + 2.287% | 2.3030 | 06/01/33 | 117,052 | ||
24,375 | Fannie Mae Pool 725052(b) | H15T1Y + 2.163% | 2.6630 | 07/01/33 | 24,324 | ||
18,148 | Fannie Mae Pool 732087(b) | H15T1Y + 2.440% | 2.4400 | 08/01/33 | 18,254 | ||
139,053 | Fannie Mae Pool 751930(b) | US0012M + 1.750% | 2.2500 | 10/01/33 | 139,367 | ||
70,601 | Fannie Mae Pool AL1271(b) | H15T1Y + 2.287% | 2.3620 | 10/01/33 | 71,118 | ||
467,823 | Fannie Mae Pool AD0541(b) | H15T1Y + 2.188% | 2.2160 | 11/01/33 | 500,669 | ||
47,131 | Fannie Mae Pool 766907(b) | US0012M + 1.800% | 2.1750 | 03/01/34 | 49,886 | ||
42,870 | Fannie Mae Pool 783245(b) | 12MTA + 1.200% | 1.2990 | 04/01/34 | 43,647 | ||
52,846 | Fannie Mae Pool 725392(b) | H15T1Y + 2.205% | 2.3230 | 04/01/34 | 53,153 | ||
109,970 | Fannie Mae Pool AL0332(b) | H15T1Y + 2.149% | 2.2230 | 09/01/34 | 116,275 | ||
727,676 | Fannie Mae Pool AL1270(b) | H15T1Y + 2.212% | 2.2680 | 10/01/34 | 779,162 | ||
88,904 | Fannie Mae Pool 813844(b) | US0006M + 1.527% | 1.7300 | 01/01/35 | 92,504 | ||
218,729 | Fannie Mae Pool 805753(b) | H15T1Y + 2.313% | 2.4380 | 01/01/35 | 233,727 | ||
21,175 | Fannie Mae Pool 995552(b) | H15T1Y + 2.162% | 2.2350 | 05/01/35 | 21,396 | ||
38,542 | Fannie Mae Pool 894530(b) | H15T1Y + 2.480% | 2.6050 | 05/01/35 | 40,905 | ||
8,272 | Fannie Mae Pool 823235(b) | US0012M + 2.473% | 2.7230 | 06/01/35 | 8,380 | ||
39,984 | Fannie Mae Pool 995269(b) | US0006M + 1.544% | 1.7670 | 07/01/35 | 41,632 | ||
170,593 | Fannie Mae Pool 889822(b) | US0012M + 1.573% | 1.9260 | 07/01/35 | 177,247 | ||
91,241 | Fannie Mae Pool AL0361(b) | H15T1Y + 2.223% | 2.2230 | 07/01/35 | 92,048 | ||
72,451 | Fannie Mae Pool 735667 | 5.0000 | 07/01/35 | 82,480 | |||
148,400 | Fannie Mae Pool 838948(b) | US0006M + 1.510% | 1.7150 | 08/01/35 | 154,421 | ||
69,752 | Fannie Mae Pool 832249(b) | US0012M + 1.556% | 1.7290 | 08/01/35 | 69,716 | ||
148,709 | Fannie Mae Pool 829608(b) | H15T1Y + 2.223% | 2.2230 | 08/01/35 | 160,185 | ||
68,142 | Fannie Mae Pool 838444(b) | H15T1Y + 2.223% | 2.2230 | 08/01/35 | 68,265 | ||
12,991 | Fannie Mae Pool 844532(b) | 12MTA + 1.769% | 1.8700 | 11/01/35 | 13,542 |
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION — 14.4%(a) (Continued) | |||||||
13,654 | Fannie Mae Pool 846695(b) | US0006M + 2.670% | 2.9200 | 11/01/35 | $ 13,775 | ||
252,161 | Fannie Mae Pool 813637(b) | H15T1Y + 2.185% | 2.3100 | 01/01/36 | 262,089 | ||
35,979 | Fannie Mae Pool 863729(b) | H15T1Y + 2.268% | 2.3930 | 01/01/36 | 36,067 | ||
125,669 | Fannie Mae Pool 846749(b) | US0006M + 2.428% | 2.5530 | 01/01/36 | 127,093 | ||
24,999 | Fannie Mae Pool 880366(b) | US0006M + 1.430% | 1.6480 | 02/01/36 | 25,956 | ||
143,907 | Fannie Mae Pool 880373(b) | US0012M + 1.540% | 1.9450 | 02/01/36 | 151,760 | ||
16,384 | Fannie Mae Pool 995134(b) | H15T1Y + 2.158% | 2.2490 | 06/01/36 | 16,955 | ||
38,100 | Fannie Mae Pool 886376(b) | 12MTA + 2.284% | 2.3590 | 08/01/36 | 40,476 | ||
157,783 | Fannie Mae Pool 920847(b) | H15T1Y + 2.500% | 2.5920 | 08/01/36 | 170,202 | ||
9,160 | Fannie Mae Pool 879683(b) | H15T1Y + 2.145% | 2.1710 | 09/01/36 | 9,339 | ||
16,972 | Fannie Mae Pool 995949(b) | 12MTA + 2.325% | 2.4180 | 09/01/36 | 17,204 | ||
66,672 | Fannie Mae Pool 995008(b) | 12MTA + 2.210% | 2.3310 | 10/01/36 | 70,648 | ||
159,173 | Fannie Mae Pool 900197(b) | US0012M + 2.075% | 2.5750 | 10/01/36 | 170,834 | ||
69,266 | Fannie Mae Pool AE0870(b) | US0012M + 1.663% | 2.0160 | 11/01/36 | 73,176 | ||
18,228 | Fannie Mae Pool 906281(b) | US0012M + 1.754% | 2.1290 | 01/01/37 | 18,507 | ||
464,704 | Fannie Mae Pool 910289(b) | US0012M + 1.761% | 2.1560 | 03/01/37 | 493,956 | ||
710,375 | Fannie Mae Pool AL1890(b) | US0012M + 1.888% | 2.2530 | 03/01/37 | 741,847 | ||
257,136 | Fannie Mae Pool 889819(b) | US0012M + 1.547% | 1.9190 | 04/01/37 | 270,448 | ||
126,759 | Fannie Mae Pool 888310(b) | US0012M + 1.587% | 1.9280 | 04/01/37 | 127,865 | ||
42,956 | Fannie Mae Pool 748848(b) | H15T1Y + 2.274% | 2.2740 | 06/01/37 | 46,272 | ||
69,148 | Fannie Mae Pool 888628(b) | US0012M + 1.770% | 2.1240 | 07/01/37 | 69,474 | ||
139,607 | Fannie Mae Pool AD0959(b) | US0006M + 2.193% | 2.4430 | 07/01/37 | 147,100 | ||
114,022 | Fannie Mae Pool AB5688 | 3.5000 | 07/01/37 | 122,604 | |||
58,083 | Fannie Mae Pool AL0920 | 5.0000 | 07/01/37 | 66,100 | |||
4,621 | Fannie Mae Pool 899633 | 5.5000 | 07/01/37 | 5,170 | |||
213,703 | Fannie Mae Pool AL1288(b) | US0012M + 1.595% | 1.8490 | 09/01/37 | 222,412 | ||
132,923 | Fannie Mae Pool AE0354(b) | US0012M + 1.742% | 2.0630 | 09/01/37 | 141,136 | ||
24,645 | Fannie Mae Pool AL0883(b) | US0012M + 1.074% | 1.5650 | 01/01/38 | 24,772 | ||
133,844 | Fannie Mae Pool 964244(b) | US0012M + 1.669% | 1.9190 | 07/01/38 | 135,885 | ||
109,276 | Fannie Mae Pool 964760(b) | US0012M + 1.639% | 1.8890 | 08/01/38 | 110,321 | ||
7,884 | Fannie Mae Pool 725320(b) | H15T1Y + 2.259% | 2.3290 | 08/01/39 | 7,983 | ||
28,538 | Fannie Mae Pool AC8301(b) | US0012M + 1.810% | 2.1850 | 12/01/39 | 28,664 | ||
45,956 | Fannie Mae Pool AC2472 | 5.0000 | 06/01/40 | 51,266 | |||
2,780,955 | Fannie Mae Pool BM1078(b) | H15T1Y + 2.172% | 2.2400 | 12/01/40 | 2,975,248 |
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION — 14.4%(a) (Continued) | |||||||
29,454 | Fannie Mae Pool AL2559(b) | US0012M + 1.805% | 2.0720 | 07/01/41 | $ 29,577 | ||
484,017 | Fannie Mae Pool AJ0875(b) | US0012M + 1.800% | 2.3000 | 10/01/41 | 512,136 | ||
49,076 | Fannie Mae Pool AI4385(b) | US0012M + 1.800% | 2.1750 | 12/01/41 | 49,416 | ||
564,474 | Fannie Mae Pool AO4163 | 3.5000 | 06/01/42 | 608,896 | |||
320,847 | Fannie Mae Pool AB5519 | 3.5000 | 07/01/42 | 346,095 | |||
3,959,090 | Fannie Mae Pool AO8169 | 3.5000 | 09/01/42 | 4,283,658 | |||
477,403 | Fannie Mae Pool AB7016 | 4.0000 | 11/01/42 | 522,206 | |||
886,195 | Fannie Mae Pool AQ6238 | 3.5000 | 12/01/42 | 958,891 | |||
484,912 | Fannie Mae Pool AQ9715 | 3.0000 | 01/01/43 | 516,787 | |||
610,592 | Fannie Mae Pool MA1404 | 3.5000 | 04/01/43 | 660,681 | |||
234,022 | Fannie Mae Pool AB9096 | 4.0000 | 04/01/43 | 255,987 | |||
30,448 | Fannie Mae Pool 803338(b) | 12MTA + 1.200% | 1.2990 | 09/01/44 | 31,138 | ||
396,449 | Fannie Mae Pool MA3536 | 4.0000 | 12/01/48 | 425,212 | |||
7,655 | Fannie Mae REMICS Series 2003-41 JW(c) | 5.0000 | 05/25/23 | 7,672 | |||
76,507 | Fannie Mae REMICS Series 2005-100 BQ(c) | 5.5000 | 11/25/25 | 78,965 | |||
4 | Fannie Mae REMICS Series 1999-57 FC(b),(c) | US0001M + 0.250% | 0.3340 | 11/17/29 | 4 | ||
228,020 | Fannie Mae REMICS Series 2000-45 FD(b),(c) | US0001M + 0.550% | 0.6370 | 12/18/30 | 227,833 | ||
156,401 | Fannie Mae REMICS Series 2000-45 FG(b),(c) | US0001M + 0.550% | 0.6370 | 12/18/30 | 156,272 | ||
70,544 | Fannie Mae REMICS Series 2002-30 FB(b),(c) | US0001M + 1.000% | 1.0860 | 08/25/31 | 71,196 | ||
47,548 | Fannie Mae REMICS Series 2002-16 VF(b),(c) | US0001M + 0.550% | 0.6360 | 04/25/32 | 47,394 | ||
15,088 | Fannie Mae REMICS Series 2002-71 AP(c) | 5.0000 | 11/25/32 | 16,187 | |||
143,868 | Fannie Mae REMICS Series 2011-39 ZA(c) | 6.0000 | 11/25/32 | 164,577 | |||
95,158 | Fannie Mae REMICS Series 2003-134 FC(b),(c) | US0001M + 0.600% | 0.6860 | 12/25/32 | 95,748 | ||
3,326 | Fannie Mae REMICS Series 2003-35 FG(b),(c) | US0001M + 0.300% | 0.3860 | 05/25/33 | 3,293 | ||
36,616 | Fannie Mae REMICS Series 2005-29 WQ(c) | 5.5000 | 04/25/35 | 41,919 | |||
115,415 | Fannie Mae REMICS Series 2009-50 PT(c),(d) | 5.9240 | 05/25/37 | 132,374 | |||
102,857 | Fannie Mae REMICS Series 2008-86 LA(c),(d) | 3.4920 | 08/25/38 | 107,815 | |||
143,412 | Fannie Mae REMICS Series 2010-135 FD(b),(c) | US0001M + 0.500% | 0.5860 | 06/25/39 | 142,776 | ||
461,831 | Fannie Mae REMICS Series 2010-60 HB(c) | 5.0000 | 06/25/40 | 522,563 | |||
3,354,984 | Fannie Mae REMICS Series 2010-141 FB(b),(c) | US0001M + 0.470% | 0.5560 | 12/25/40 | 3,401,990 | ||
1,966,705 | Fannie Mae REMICS Series 2012-121 AF(b),(c) | US0001M + 0.380% | 0.4660 | 11/25/42 | 1,980,590 | ||
113,625 | Fannie Mae REMICS Series 2013-63 YF(b),(c) | US0001M + 1.000% | 1.0860 | 06/25/43 | 113,001 | ||
3,664,042 | Fannie Mae REMICS Series 2014-19 FQ(b),(c) | US0001M + 0.350% | 0.4360 | 04/25/44 | 3,690,713 | ||
2,348,581 | Fannie Mae REMICS Series 2014-63 FL(b),(c) | US0001M + 0.400% | 0.4860 | 10/25/44 | 2,363,839 |
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION — 14.4%(a) (Continued) | |||||||
1,688,320 | Fannie Mae REMICS Series 2015-4 BF(b),(c) | US0001M + 0.400% | 0.4860 | 02/25/45 | $ 1,700,208 | ||
2,644,100 | Fannie Mae REMICS Series 2020-35 FA(b),(c) | US0001M + 0.500% | 0.5960 | 06/25/50 | 2,643,367 | ||
300,313 | Fannie Mae-Aces Series 2015-M17 FA(b),(c) | US0001M + 0.930% | 1.0160 | 11/25/22 | 300,577 | ||
1,975,975 | Fannie Mae-Aces Series 2017-M3 A2(c),(d) | 2.5490 | 12/25/26 | 2,090,751 | |||
2,970,000 | Fannie Mae-Aces Series 2017-M14 A2(c),(d) | 2.9640 | 11/25/27 | 3,210,753 | |||
48,842,277 | |||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION — 13.5% | |||||||
223,906 | Ginnie Mae II Pool 891616(b) | H15T1Y + 1.400% | 1.4900 | 06/20/58 | 229,556 | ||
1,105 | Ginnie Mae II Pool 751387(d) | 4.7420 | 01/20/61 | 1,179 | |||
13,871 | Ginnie Mae II Pool 710065(d) | 4.8100 | 02/20/61 | 14,743 | |||
72,700 | Ginnie Mae II Pool 751408(d) | 4.8170 | 06/20/61 | 74,912 | |||
10,655 | Ginnie Mae II Pool 710084(d) | 4.7000 | 08/20/61 | 10,869 | |||
54,538 | Ginnie Mae II Pool 894704(b) | H15T1Y + 0.865% | 0.9550 | 10/20/61 | 55,763 | ||
323,097 | Ginnie Mae II Pool 896982(b) | H15T1Y + 1.140% | 1.2300 | 12/20/61 | 328,327 | ||
26,027 | Ginnie Mae II Pool 773431(d) | 4.5310 | 12/20/61 | 28,018 | |||
1,391 | Ginnie Mae II Pool 773437(d) | 4.4850 | 02/20/62 | 1,424 | |||
1,550 | Ginnie Mae II Pool 757339(d) | 4.8620 | 02/20/62 | 1,596 | |||
8,294 | Ginnie Mae II Pool 759745(d) | 4.8150 | 05/20/62 | 8,972 | |||
590,955 | Ginnie Mae II Pool 897906(b) | H15T1Y + 0.830% | 0.9200 | 06/20/62 | 603,932 | ||
2,550 | Ginnie Mae II Pool 757348(d) | 4.8490 | 06/20/62 | 2,682 | |||
1,333,501 | Ginnie Mae II Pool 896363(b) | H15T1Y + 0.716% | 0.8060 | 07/20/62 | 1,356,300 | ||
20,449 | Ginnie Mae II Pool 766540(d) | 4.5830 | 07/20/62 | 20,422 | |||
3,365 | Ginnie Mae II Pool 766556(d) | 4.7550 | 08/20/62 | 3,623 | |||
331,255 | Ginnie Mae II Pool 899072(b) | US0001M + 2.020% | 2.1160 | 10/20/62 | 344,265 | ||
12,850 | Ginnie Mae II Pool 777432(d) | 4.5990 | 10/20/62 | 13,166 | |||
4,287 | Ginnie Mae II Pool 765229(d) | 4.5530 | 11/20/62 | 4,345 | |||
2,833 | Ginnie Mae II Pool 766542(d) | 4.5900 | 11/20/62 | 2,809 | |||
104,399 | Ginnie Mae II Pool 777440(d) | 4.5060 | 12/20/62 | 111,010 | |||
1,259,718 | Ginnie Mae II Pool 899633(b) | US0001M + 2.045% | 2.1450 | 01/20/63 | 1,314,375 | ||
514,361 | Ginnie Mae II Pool 898433(b) | US0001M + 2.165% | 2.2630 | 01/20/63 | 535,412 | ||
811,825 | Ginnie Mae II Pool 899650(b) | US0001M + 1.890% | 1.9860 | 02/20/63 | 845,348 | ||
94,143 | Ginnie Mae II Pool 898416(b) | US0001M + 1.930% | 2.0270 | 02/20/63 | 97,849 | ||
1,223,275 | Ginnie Mae II Pool 899765(b) | US0001M + 1.999% | 2.0940 | 02/20/63 | 1,274,248 | ||
470,364 | Ginnie Mae II Pool 898436(b) | US0001M + 2.200% | 2.2960 | 02/20/63 | 488,234 |
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION — 13.5% (Continued) | |||||||
429,116 | Ginnie Mae II Pool 899651(b) | US0001M + 2.339% | 2.4370 | 02/20/63 | $ 450,188 | ||
90,976 | Ginnie Mae II Pool 777428(d) | 4.2850 | 02/20/63 | 91,541 | |||
32,646 | Ginnie Mae II Pool AF5211(b) | H15T1Y + 1.390% | 1.4800 | 11/20/63 | 33,248 | ||
54,771 | Ginnie Mae II Pool AE9606(b) | H15T1Y + 1.140% | 1.2300 | 08/20/64 | 56,136 | ||
61,841 | Ginnie Mae II Pool AK0197(b) | H15T1Y + 0.703% | 0.7920 | 09/20/64 | 63,035 | ||
29,881 | Ginnie Mae II Pool AG8190(b) | H15T1Y + 1.136% | 1.2260 | 09/20/64 | 30,530 | ||
52,377 | Ginnie Mae II Pool AG8209(b) | H15T1Y + 0.884% | 0.9740 | 10/20/64 | 53,571 | ||
42,590 | Ginnie Mae II Pool AG8275(b) | H15T1Y + 1.136% | 1.2260 | 03/20/65 | 43,565 | ||
916,181 | Government National Mortgage Association Series 2011-129 FB(b),(c) | US0001M + 0.250% | 0.3350 | 06/16/26 | 909,746 | ||
11,987 | Government National Mortgage Association Series 2012-124 HT(c),(d) | 6.5000 | 07/20/32 | 11,748 | |||
55,157 | Government National Mortgage Association Series 2003-72 Z(c),(d) | 5.2970 | 11/16/45 | 60,055 | |||
63,634 | Government National Mortgage Association Series 2010-H03 FA(b),(c) | US0001M + 0.550% | 0.6380 | 03/20/60 | 63,938 | ||
182,311 | Government National Mortgage Association Series 2011-H01 AF(b),(c) | US0001M + 0.450% | 0.5400 | 11/20/60 | 182,914 | ||
291,243 | Government National Mortgage Association Series 2010-H28 FE(b),(c) | US0001M + 0.400% | 0.4900 | 12/20/60 | 291,878 | ||
232,444 | Government National Mortgage Association Series 2011-H03 FA(b),(c) | US0001M + 0.500% | 0.5900 | 01/20/61 | 233,450 | ||
385,784 | Government National Mortgage Association Series 2011-H06 FA(b),(c) | US0001M + 0.450% | 0.5400 | 02/20/61 | 387,094 | ||
508,244 | Government National Mortgage Association Series 2011-H07 FA(b),(c) | US0001M + 0.500% | 0.5900 | 02/20/61 | 509,930 | ||
51,744 | Government National Mortgage Association Series 2011-H08 FA(b),(c) | US0001M + 0.600% | 0.6900 | 02/20/61 | 52,033 | ||
214,004 | Government National Mortgage Association Series 2011-H08 FG(b),(c) | US0001M + 0.480% | 0.5700 | 03/20/61 | 214,876 | ||
246,485 | Government National Mortgage Association Series 2011-H09 AF(b),(c) | US0001M + 0.500% | 0.5900 | 03/20/61 | 247,453 | ||
101,206 | Government National Mortgage Association Series 2011-H11 FA(b),(c) | US0001M + 0.500% | 0.5900 | 03/20/61 | 101,662 | ||
14,466 | Government National Mortgage Association Series 2015-H05 FA(b),(c) | US0001M + 0.300% | 0.3900 | 04/20/61 | 14,315 | ||
24,960 | Government National Mortgage Association Series 2012-H21 CF(b),(c) | US0001M + 0.700% | 0.7900 | 05/20/61 | 24,943 | ||
89,385 | Government National Mortgage Association Series 2011-H15 FA(b),(c) | US0001M + 0.450% | 0.5400 | 06/20/61 | 89,682 | ||
4,186 | Government National Mortgage Association Series 2011-H23 HA(c) | 3.0000 | 12/20/61 | 4,362 | |||
330,235 | Government National Mortgage Association Series 2012-H11 FA(b),(c) | US0001M + 0.700% | 0.7900 | 02/20/62 | 330,931 | ||
498,739 | Government National Mortgage Association Series 2012-H20 PT(b),(c) | 0.9190 | 07/20/62 | 498,132 | |||
10,778 | Government National Mortgage Association Series 2012-H29 HF(b),(c) | US0001M + 0.500% | 0.5900 | 10/20/62 | 10,703 | ||
19,931 | Government National Mortgage Association Series 2013-H02 GF(b),(c) | US0001M + 0.500% | 0.5900 | 12/20/62 | 19,819 | ||
1,125,961 | Government National Mortgage Association Series 2013-H22 FT(b),(c) | H15T1Y + 0.650% | 0.7200 | 04/20/63 | 1,122,142 | ||
23,386 | Government National Mortgage Association Series 2015-H13 FL(b),(c) | US0001M + 0.280% | 0.3700 | 05/20/63 | 23,241 | ||
963,043 | Government National Mortgage Association Series 2013-H25 SA(b),(c) | US0001M + 0.750% | 0.8400 | 10/20/63 | 976,206 | ||
4,376,326 | Government National Mortgage Association Series 2014-H12 HZ(c),(d) | 4.6010 | 06/20/64 | 4,637,850 | |||
653,227 | Government National Mortgage Association Series 2014-H14 GF(b),(c) | US0001M + 0.470% | 0.5600 | 07/20/64 | 655,338 |
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
U.S. GOVERNMENT & AGENCIES — 63.9% (Continued) | |||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION — 13.5% (Continued) | |||||||
446,185 | Government National Mortgage Association Series 2014-H16 FL(b),(c) | US0001M + 0.470% | 0.5730 | 07/20/64 | $ 447,675 | ||
1,069,915 | Government National Mortgage Association Series 2014-H15 FA(b),(c) | US0001M + 0.500% | 0.5900 | 07/20/64 | 1,076,876 | ||
757,924 | Government National Mortgage Association Series 2014-H14 FA(b),(c) | US0001M + 0.500% | 0.6030 | 07/20/64 | 763,341 | ||
28,626 | Government National Mortgage Association Series 2018-H02 FJ(b),(c) | US0001M + 0.200% | 0.2900 | 10/20/64 | 28,610 | ||
212,117 | Government National Mortgage Association Series 2015-H04 FL(b),(c) | US0001M + 0.470% | 0.5600 | 02/20/65 | 213,399 | ||
2,253 | Government National Mortgage Association Series 2015-H09 HA(c) | 1.7500 | 03/20/65 | 2,263 | |||
3,323 | Government National Mortgage Association Series 2015-H11 FA(b),(c) | US0001M + 0.250% | 0.3400 | 04/20/65 | 3,286 | ||
74,463 | Government National Mortgage Association Series 2015-H12 FL(b),(c) | US0001M + 0.230% | 0.3200 | 05/20/65 | 74,353 | ||
33,055 | Government National Mortgage Association Series 2015-H19 FH(b),(c) | US0001M + 0.300% | 0.3900 | 07/20/65 | 32,880 | ||
1,097,668 | Government National Mortgage Association Series 2015-H27 FA(b),(c) | US0001M + 0.750% | 0.8400 | 09/20/65 | 1,110,760 | ||
633,485 | Government National Mortgage Association Series 2016-H02 FH(b),(c) | US0001M + 1.000% | 1.0900 | 01/20/66 | 642,617 | ||
4,464,070 | Government National Mortgage Association Series 2017-H05 FC(b),(c) | US0001M + 0.750% | 0.8400 | 02/20/67 | 4,523,932 | ||
254,204 | Government National Mortgage Association Series 2018-H04 FG(b),(c) | US0001M + 0.280% | 0.3700 | 02/20/68 | 254,065 | ||
1,182,477 | Government National Mortgage Association Series 2018-H11 FJ(b),(c) | US0012M + 0.080% | 0.3270 | 06/20/68 | 1,169,580 | ||
2,893,681 | Government National Mortgage Association Series 2018-H16 FA(b),(c) | US0001M + 0.420% | 0.5100 | 09/20/68 | 2,902,529 | ||
4,116,189 | Government National Mortgage Association Series 2020-H04 FP(b),(c) | US0001M + 0.500% | 0.5900 | 06/20/69 | 4,146,506 | ||
190,694 | Government National Mortgage Association Series 2019-H13 FT(b),(c) | H15T1Y + 0.450% | 0.5200 | 08/20/69 | 190,619 | ||
5,461,053 | Government National Mortgage Association Series 2020-H02 FG(b),(c) | US0001M + 0.600% | 0.6900 | 01/20/70 | 5,523,355 | ||
2,358,253 | Government National Mortgage Association Series 2020-H07 FL(b),(c) | US0001M + 0.650% | 0.7370 | 04/20/70 | 2,382,765 | ||
45,759,045 | |||||||
TOTAL U.S. GOVERNMENT & AGENCIES (Cost $213,550,926) | 216,388,377 | ||||||
| U.S. TREASURY NOTES — 31.2% | ||||||
14,535,000 | United States Treasury Note | 0.1250 | 02/28/23 | 14,526,199 | |||
3,965,000 | United States Treasury Note | 1.3750 | 06/30/23 | 4,044,687 | |||
17,485,000 | United States Treasury Note | 1.2500 | 07/31/23 | 17,807,722 | |||
15,725,000 | United States Treasury Note | 0.2500 | 09/30/23 | 15,713,022 | |||
2,350,000 | United States Treasury Note | 0.3750 | 04/15/24 | 2,347,521 | |||
9,480,000 | United States Treasury Note | 0.3750 | 01/31/26 | 9,275,217 | |||
3,125,000 | United States Treasury Note | 0.5000 | 02/28/26 | 3,071,655 | |||
805,000 | United States Treasury Note | 0.7500 | 04/30/26 | 798,648 | |||
12,450,000 | United States Treasury Note | 0.7500 | 08/31/26 | 12,312,856 | |||
TRANSWESTERN INSTITUTIONAL SHORT DURATION GOVERNMENT BOND FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
September 30, 2021 | |||||||
Principal Amount ($) | Coupon Rate (%) | Maturity | Fair Value | ||||
U.S. TREASURY NOTES — 31.2% (Continued) | |||||||
21,335,000 | United States Treasury Note | 1.1250 | 02/15/31 | $ 20,648,281 | |||
5,030,000 | United States Treasury Note | 1.2500 | 08/15/31 | 4,902,285 | |||
TOTAL U.S. TREASURY NOTES (Cost $105,596,972) | 105,448,093 | ||||||
SHORT-TERM INVESTMENTS — 5.4% | |||||||
U.S. TREASURY BILLS — 5.4% | |||||||
6,245,000 | United States Treasury Bill | – | 10/07/21 | 6,244,972 | |||
11,985,000 | United States Treasury Bill | – | 10/12/21 | 11,984,933 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $18,229,907) | 18,229,905 | ||||||
TOTAL INVESTMENTS - 100.5% (Cost $337,377,805) | $ 340,066,375 | ||||||
LIABILITIES IN EXCESS OF OTHER ASSETS - (0.5)% | (1,555,407) | ||||||
NET ASSETS - 100.0% | $ 338,510,968 | ||||||
REMIC | - Real Estate Mortgage Investment Conduit |
12MTA | Federal Reserve US 12 Month Cumulative Avg 1 Year CMT |
H15T1Y | US Treasury Yield Curve Rate T Note Constant Maturity 1 Year |
MSOFR1MC | SOFR 1M Historical Calendar Day Compounded |
SOFR30A | United States 30 Day Average SOFR Secured Overnight Financing Rate |
US0001M | ICE LIBOR USD 1 Month |
US0006M | ICE LIBOR USD 6 Month |
US0012M | ICE LIBOR USD 12 Month |
(a) | Issuer operates under a Congressional charter; its securities are neither issued nor guaranteed by the U.S. government. The Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation currently operate under a federal conservatorship. |
(b) | Variable rate security; the rate shown represents the rate on September 30, 2021. |
(c) | Collateralized mortgage obligation (CMO). |
(d) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. |
(e) | To be announced security. |