1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000117280 | FFSAX | NOT_LISTED | not exchange-listed | — |
| C000117281 | FRACX | NOT_LISTED | not exchange-listed | — |
| C000117282 | MXIIX | NOT_LISTED | not exchange-listed | — |
| C000117283 | TFSLX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
382 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Sequoia Mortgage Trust 2013-5 SEMT 2013-5 A2 | — | 81745AAB3 US81745AAB35 | ABS-O CORP |
| $3.19M |
| 0.190% |
| US |
| Fresb Mortgage Trust FRESB 2020-SB81 X1 | — | 30317QAJ6 US30317QAJ67 | ABS-O USGSE | 66,269,379.92 PA | $3.17M | 0.189% | US |
| Argentina (Republic Of) BONCAP 2.4 05/31/27 | — | — AR0571277315 | DBT NUSS | 4,200,000,000 PA | $3.15M ARS | 0.188% | AR |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHMS K-165 XAM | — | 3137HHJ44 US3137HHJ441 | ABS-O USGSE | 46,617,000 PA | $3.15M | 0.188% | US |
| Federal Home Loan Banks FHMS K745 XAM | — | 3137H2NJ9 US3137H2NJ90 | ABS-O USGSE | 146,903,000 PA | $3.11M | 0.185% | US |
| Federal Home Loan Mortgage Corp. FHMS K-1516 X1 | — | 3137FUZK3 US3137FUZK38 | ABS-O USGSE | 29,599,464.97 PA | $3.06M | 0.182% | US |
| Uruguay (Republic Of) URUGUA 8.25 05/21/31 | — | 917288BM3 US917288BM35 | DBT NUSS | 120,000,000 PA | $3.05M UYU | 0.182% | UY |
| Citigroup Global Markets Holdings Inc. C 17.9008 06/29/32 Emtn | — | 173074ZT5 US173074ZT53 | DBT CORP | 4,000,000,000 PA | $3.04M NGN | 0.181% | US |
| Ally Bank Sandy (Utah) ABCLN 2024-A E | — | 02007GZ89 US02007GZ890 | ABS-O CORP | 2,977,145.08 PA | $3.04M | 0.181% | US |
| Federal Home Loan Banks FHMS K747 X3 | — | 3137H5E29 US3137H5E292 | ABS-O USGSE | 52,159,495 PA | $3.03M | 0.181% | US |
| JP Morgan Chase Commercial Mortgage Securitie… JPMMT 2014-IVR6 B4 | — | 46643QAG3 US46643QAG38 | ABS-O CORP | 2,981,500 PA | $3.02M | 0.180% | US |
| Santander Drive Auto Receivables Trust 2013-A SEMT 2018-2 B1 | — | 81746QCB5 US81746QCB59 | ABS-O CORP | 3,208,870.34 PA | $3.01M | 0.179% | US |
| J P Morgan Mtg Tr 2018-5 JPMMT 2018-5 B4 | — | 46649KBH7 US46649KBH77 | ABS-O CORP | 3,306,970.97 PA | $3.00M | 0.179% | US |
| Chile (Republic Of) BTPCL 5 10/01/28 | — | P3718SAY4 CL0002686989 | DBT NUSS | 2,700,000,000 PA | $2.97M CLP | 0.177% | CL |
| Paraguay (Republic of) PARGUY 8.5 04/04/38 144A | — | 699149CC2 US699149CC21 | DBT NUSS | 19,521,000,000 PA | $2.96M PYG | 0.176% | PY |
| Ally Bank Sandy (Utah) ABCLN 2024-B D | — | 02007G4E0 US02007G4E01 | ABS-O CORP | 2,933,846.98 PA | $2.95M | 0.176% | US |
| Eversource Energy ES V6.35 08/15/56 B | — | 30040WBD9 US30040WBD92 | DBT CORP | 2,954,000 PA | $2.91M | 0.174% | US |
| Federal Home Loan Mortgage Corp. FHMS K109 X1 | — | 3137FTG27 US3137FTG271 | ABS-O USGSE | 55,251,823.07 PA | $2.90M | 0.173% | US |
| Federal Home Loan Mortgage Corp. FHMS K116 X3 | — | 3137FWHW3 US3137FWHW34 | ABS-O USGSE | 26,000,000 PA | $2.89M | 0.172% | US |
| JPMorgan Chase Bank, National Association JPMWM 2021-CL1 M3 | — | 46591HBM1 US46591HBM16 | ABS-O CORP | 2,920,276.12 PA | $2.89M | 0.172% | US |
| JP Morgan Mortgage Trust JPMMT 2020-5 A5 | — | 46653JAJ0 US46653JAJ07 | ABS-O CORP | 3,282,149.91 PA | $2.86M | 0.171% | US |
| Carlyle Finance LLC Carlyle Finance LLC CARLYLE FINANCE L.L.C. 4.… | — | 14314C105 US14314C1053 | EP CORP | 163,194 NS | $2.86M | 0.170% | US |
| Sequoia Mortgage Trust 2004 11 SEMT 2013-7 A2 | — | 81745CAB9 US81745CAB90 | ABS-O CORP | 3,120,777.43 PA | $2.84M | 0.169% | US |
| Turkey (Republic of) TURKGB 32.6 02/10/27 2Y | — | M8T85VMQ7 TRT100227T13 | DBT NUSS | 132,000,000 PA | $2.79M TRY | 0.166% | TR |
| Federal Home Loan Banks FHMS K745 X3 | — | 3137H2NH3 US3137H2NH35 | ABS-O USGSE | 47,774,075 PA | $2.78M | 0.166% | US |
| JP Morgan Mortgage Trust JPMMT 2018-6 1A7 | — | 46650JAG9 US46650JAG94 | ABS-O CORP | 3,043,567.97 PA | $2.78M | 0.165% | US |
| Federal Home Loan Banks FHMS K136 X3 | — | 3137H4SL5 US3137H4SL57 | ABS-O USGSE | 21,000,000 PA | $2.78M | 0.165% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHMS K538 X1 | — | 3137HKSB1 US3137HKSB12 | ABS-O USGSE | 138,444,522.92 PA | $2.77M | 0.165% | US |
| Federal Home Loan Banks FHMS K137 X3 | — | 3137H5DS3 US3137H5DS31 | ABS-O USGSE | 20,601,000 PA | $2.76M | 0.165% | US |
| EUROPEAN BK RECON & DEV EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT | — | ZD4889477 XS2783648012 | ABS-O CORP | 275,000,000 PA | $2.75M INR | 0.164% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHMS K546 X1 | — | 3137HN4T2 US3137HN4T20 | ABS-O USGSE | 82,817,917.56 PA | $2.70M | 0.161% | US |
| NRP Mortgage Trust 2013-1 NRPMT 2013-1 A1 | — | 62942KAA4 US62942KAA43 | ABS-O CORP | 2,898,094.89 PA | $2.66M | 0.158% | US |
| Citigroup Global Markets Holdings Inc. C 0 09/24/26 3mtn | — | 173074ZS7 US173074ZS70 | DBT CORP | 4,000,000,000 PA | $2.64M NGN | 0.157% | US |
| Ukraine (Republic of) UKRAIN 4.5 02/01/35 144A | — | 903724CB6 US903724CB62 | DBT NUSS | 5,000,000 PA | $2.62M | 0.156% | UA |
| Federal Home Loan Banks FHMS K136 XAM | — | 3137H4SM3 US3137H4SM31 | ABS-O USGSE | 96,839,687 PA | $2.62M | 0.156% | US |
| GS Mortgage-Backed Securities Trust 2020-Pj3 GSMBS 2020-INV1 A14 | — | 36258KAS7 US36258KAS78 | ABS-O CORP | 2,924,089.41 PA | $2.53M | 0.151% | US |
| Credit Suisse Commercial Mortgage Trust CSMC 2013-IVR1 A1 | — | 12646UAA6 US12646UAA60 | ABS-O CORP | 2,804,970.93 PA | $2.53M | 0.151% | US |
| PROGRESS RESIDENTIAL TST 2020-SFR3 PROG 2021-SFR3 H | — | 74333VAS3 US74333VAS34 | ABS-O CORP | 2,489,672 PA | $2.48M | 0.148% | US |
| Federal Home Loan Mortgage Corp. FHMS K118 X3 | — | 3137F62Q9 US3137F62Q91 | ABS-O USGSE | 24,368,853 PA | $2.45M | 0.146% | US |
| Fresb Mortgage Trust FRESB 2021-SB86 X1 | — | 30320MAH4 US30320MAH43 | ABS-O USGSE | 118,470,481.59 PA | $2.44M | 0.145% | US |
| Credit Suisse Commercial Mortgage Trust CSMC 2013-IVR3 A2 | — | 12646XAJ1 US12646XAJ19 | ABS-O CORP | 2,654,593.91 PA | $2.43M | 0.145% | US |
| Federal Home Loan Mortgage Corp. FHMS K130 XAM | — | 3137H1YZ3 US3137H1YZ31 | ABS-O USGSE | 41,864,611 PA | $2.42M | 0.144% | US |
| Sequoia Mortgage Trust 2013-4 SEMT 2013-4 A1 | — | 81744YAA4 US81744YAA47 | ABS-O CORP | 2,760,243.41 PA | $2.42M | 0.144% | US |
| Federal Home Loan Mortgage Corp. FHMS K111 XAM | — | 3137FUZG2 US3137FUZG26 | ABS-O USGSE | 35,663,000 PA | $2.39M | 0.142% | US |
| Federal Home Loan Mortgage Corp. FHMS K115 X3 | — | 3137FWGA2 US3137FWGA23 | ABS-O USGSE | 21,702,896 PA | $2.31M | 0.138% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHMS K557 X1 | — | 3137HQSR3 US3137HQSR34 | ABS-O USGSE | 175,000,000 PA | $2.30M | 0.137% | US |
| CSMC Trust 2013-TH1 CSMC 2013-TH1 A1 | — | 22944PAA5 US22944PAA57 | ABS-O CORP | 2,556,049.79 PA | $2.26M | 0.135% | US |
| Galton Funding Mortgage Trust 2017-1 GFMT 2017-1 B2 | — | 36416UBJ3 US36416UBJ34 | ABS-O CORP | 2,383,994.82 PA | $2.26M | 0.135% | US |
| Federal Home Loan Mortgage Corp. FHMS K111 X3 | — | 3137FUZF4 US3137FUZF43 | ABS-O USGSE | 19,436,545 PA | $2.26M | 0.135% | US |
| Federal Home Loan Mortgage Corp. FHMS K-1519 X3 | — | 3137F8ZP1 US3137F8ZP13 | ABS-O USGSE | 11,201,391 PA | $2.25M | 0.134% | 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 ($1.68B), not of the fund’s net assets ($1.68B). The two differ by cash, derivatives filed with no market value, and rounding.