1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-22
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000027731 | CFSTX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
112 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Government National Mortgage Association | — | 38381BSX3 US38381BSX37 | ABS-MBS USGA | 85,972.41 PA |
| 0.295% |
| US |
| Fannie Mae Fannie Mae Pool | — | 3138MDVZ2 US3138MDVZ28 | ABS-MBS USGSE | 89,337.58 PA | $87.3K | 0.312% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AE6C6 US3136AE6C64 | ABS-MBS USGSE | 93,283.12 PA | $90.9K | 0.325% | US |
| Freddie Mac Freddie Mac Non Gold Pool | — | 31326J2M1 US31326J2M14 | ABS-MBS USGSE | 89,885.96 PA | $93.0K | 0.333% | US |
| Terwin Mortgage Trust Terwin Mortgage Trust 2004-7HE | — | 881561FX7 US881561FX75 | ABS-MBS CORP | 99,210.59 PA | $98.0K | 0.351% | US |
| MFRA Trust MFA 2021-NQM1 Trust | — | 55283FAA6 US55283FAA66 | ABS-MBS CORP | 105,690.89 PA | $99.5K | 0.356% | US |
| GSR Mortgage Loan Trust GSR Mortgage Loan Trust 2006-AR1 | — | 3623414D8 US3623414D82 | ABS-MBS CORP | 109,165.01 PA | $102.0K | 0.365% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AVHA0 US3136AVHA03 | ABS-MBS USGSE | 125,326.37 PA | $104.3K | 0.373% | US |
| Countrywide Asset-Backed Certificates CWABS Inc Asset-Backed Certificates Trust 200… | — | 126673BB7 US126673BB70 | ABS-O CORP | 111,391.12 PA | $109.8K | 0.393% | US |
| Fannie Mae Fannie Mae REMICS | — | 31393UPS6 US31393UPS68 | ABS-MBS USGSE | 110,003.99 PA | $113.5K | 0.406% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AUR29 US3136AUR295 | ABS-MBS USGSE | 129,714.82 PA | $124.4K | 0.445% | US |
| Government National Mortgage Association | — | 38379MHL1 US38379MHL19 | ABS-MBS USGA | 139,568.03 PA | $126.2K | 0.452% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136A9HT8 US3136A9HT88 | ABS-MBS USGSE | 139,534.78 PA | $128.2K | 0.459% | US |
| Fannie Mae Fannie Mae Pool | — | 31418BTL0 US31418BTL08 | ABS-MBS USGSE | 132,819.66 PA | $128.6K | 0.460% | US |
| MFRA Trust MFA 2021-NQM2 Trust | — | 55283WAA9 US55283WAA99 | ABS-MBS CORP | 158,558.89 PA | $142.8K | 0.511% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AT7F5 US3136AT7F50 | ABS-MBS USGSE | 154,922.47 PA | $143.2K | 0.513% | US |
| Government National Mortgage Association | — | 38379L4S2 US38379L4S22 | ABS-MBS USGA | 164,746.74 PA | $147.2K | 0.527% | US |
| Fannie Mae Fannie Mae REMICS | — | 31398NRT3 US31398NRT36 | ABS-MBS USGSE | 154,568.96 PA | $151.1K | 0.541% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136B3M64 US3136B3M644 | ABS-MBS USGSE | 156,519.34 PA | $151.3K | 0.542% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AS5Z5 US3136AS5Z50 | ABS-MBS USGSE | 157,311.44 PA | $156.7K | 0.561% | US |
| Verus Securitization Trust Verus Securitization Trust 2021-2 | — | 92538FAA2 US92538FAA21 | ABS-MBS CORP | 182,275.67 PA | $166.9K | 0.597% | US |
| Government National Mortgage Association | — | 38381B7K4 US38381B7K40 | ABS-MBS USGA | 179,126.83 PA | $173.2K | 0.620% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BALK8 US3136BALK82 | ABS-MBS USGSE | 190,495.31 PA | $181.5K | 0.650% | US |
| Fannie Mae Fannie Mae Pool | — | 3138X1MZ6 US3138X1MZ63 | ABS-MBS USGSE | 190,580.07 PA | $181.6K | 0.650% | US |
| Government National Mortgage Association | — | 38380MYR6 US38380MYR68 | ABS-MBS USGA | 199,357.82 PA | $186.7K | 0.668% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AMS83 US3136AMS837 | ABS-MBS USGSE | 196,104.51 PA | $191.0K | 0.684% | US |
| Fannie Mae Fannie Mae Pool | — | 31418BE93 US31418BE932 | ABS-MBS USGSE | 202,286.42 PA | $196.5K | 0.703% | US |
| Credit Suisse Mortgage Trust CSMC 2021-NQM5 Trust | — | 22946DAA0 US22946DAA00 | ABS-MBS CORP | 244,049.94 PA | $201.6K | 0.722% | US |
| Barclays Mortgage Loan Trust Barclays Mortgage Loan Trust 2021-NQM1 | — | 06744UAA9 US06744UAA97 | ABS-MBS CORP | 225,856.07 PA | $207.1K | 0.741% | US |
| GCAT GCAT 2021-NQM6 Trust | — | 36167KAA6 US36167KAA60 | ABS-MBS CORP | 240,111.7 PA | $220.2K | 0.788% | US |
| Government National Mortgage Association | — | 38383WYX8 US38383WYX81 | ABS-MBS USGA | 242,569.28 PA | $240.5K | 0.861% | US |
| United States Treasury U.S. Treasury Notes | — | 912828YB0 US912828YB05 | DBT UST | 300,000 PA | $278.9K | 0.998% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CDK4 US91282CDK45 | DBT UST | 300,000 PA | $295.8K | 1.059% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BBQQ8 US3136BBQQ80 | ABS-MBS USGSE | 324,232.22 PA | $303.8K | 1.088% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BAZ72 US3136BAZ728 | ABS-MBS USGSE | 320,541.36 PA | $304.6K | 1.090% | US |
| Government National Mortgage Association | — | 38378PLQ9 US38378PLQ99 | ABS-MBS USGA | 329,004.54 PA | $309.0K | 1.106% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CLR0 US91282CLR06 | DBT UST | 350,000 PA | $351.9K | 1.260% | US |
| Government National Mortgage Association | — | 38381HZZ7 US38381HZZ71 | ABS-MBS USGA | 415,291.2 PA | $385.7K | 1.381% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BXF41 US3136BXF417 | ABS-MBS USGSE | 389,840.78 PA | $387.9K | 1.389% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137H1UF1 US3137H1UF13 | ABS-MBS USGSE | 454,198.23 PA | $395.6K | 1.416% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HAJF4 US3137HAJF45 | ABS-MBS USGSE | 420,047.15 PA | $421.8K | 1.510% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137H6TW5 US3137H6TW51 | ABS-MBS USGSE | 448,172.07 PA | $424.9K | 1.521% | US |
| Freddie Mac Freddie Mac Non Gold Pool | — | 3142BGWP0 US3142BGWP07 | ABS-MBS USGSE | 487,866.3 PA | $478.8K | 1.714% | US |
| Government National Mortgage Association | — | 38378FVA5 US38378FVA55 | ABS-MBS USGA | 540,563.75 PA | $480.9K | 1.721% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618N5TX7 US3618N5TX74 | ABS-MBS USGA | 482,959.39 PA | $482.5K | 1.727% | US |
| United States Treasury U.S. Treasury Bills | — | 912797RF6 US912797RF64 | STIV UST | 500,000 PA | $496.2K | 1.776% | US |
| FEDERAL HOME LOAN BANK Federal Home Loan Banks | — | 3130B5Q50 US3130B5Q505 | DBT USGSE | 500,000 PA | $498.5K | 1.785% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CLH2 US91282CLH24 | DBT UST | 500,000 PA | $499.7K | 1.789% | US |
| Government National Mortgage Association | — | 38381HZN4 US38381HZN42 | ABS-MBS USGA | 585,217.57 PA | $547.2K | 1.959% | US |
| United States Treasury U.S. Treasury Bills | — | 912797SA6 US912797SA68 | STIV UST | 600,000 PA | $589.1K | 2.109% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($27.96M), not of the fund’s net assets ($27.94M). The two differ by cash, derivatives filed with no market value, and rounding.