1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-22
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000174208 | FTMAX | NOT_LISTED | not exchange-listed | — |
| C000239642 | FTMCX | NOT_LISTED | not exchange-listed | — |
| C000174209 | FTMIX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
707 positions in this filing
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 4.0% of reported value reaches a classification.
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| AMSR Trust AMSR 2023-SFR2 Trust | — | 00178YAG6 US00178YAG61 | ABS-O CORP | 2,700,000 PA | $2.57M | 0.199% | US |
| Easy Street Mortgage Loan Trus Easy Street Mortgage Loan Trust 2025-RTL2 | — | 27786YAA6 US27786YAA64 | ABS-MBS CORP | 2,550,000 PA | $2.56M | 0.197% | US |
| Preston Ridge Partners Mortgag PRPM 2025-RPL3 LLC | — | 69392NAE0 US69392NAE04 | ABS-MBS CORP | 2,750,000 PA | $2.55M | 0.197% | US |
| Amicus Therapeutics Inc Amicus Therapeutics, Inc. | — | 03152W109 US03152W1099 | EC CORP | 175,201 NS | $2.53M | 0.196% | US |
| Verus Securitization Trust Verus Securitization Trust 2024-7 | — | 924925AH3 US924925AH38 | ABS-MBS CORP | 2,510,000 PA | $2.51M | 0.194% | US |
| Oaktree ABF Equipment ST LLC Oaktree ABF Equipment St (*** Please punctuat… | — | 67403GAB2 US67403GAB23 | ABS-O CORP | 2,500,000 PA | $2.51M | 0.193% | US |
| Empower CLO Ltd. Empower CLO 2023-2 Ltd. | — | 29247BAN7 US29247BAN73 | ABS-CBDO CORP | 2,500,000 PA | $2.50M | 0.193% | KY |
| Neuberger Berman CLO Ltd Neuberger Berman Loan Advisers CLO 31 Ltd. | — | 64132JAW5 US64132JAW53 | ABS-CBDO CORP | 2,500,000 PA | $2.50M | 0.193% | KY |
| RMLS CLASS E LLC / | — | — — | DBT CORP | 1 PA | $2.49M | 0.192% | US |
| Elmwood CLO X Ltd Elmwood CLO X Ltd. | — | 29002VBC1 US29002VBC19 | ABS-CBDO CORP | 2,500,000 PA | $2.49M | 0.192% | KY |
| DataBank Issuer LLC DataBank Issuer | — | 23802WAQ4 US23802WAQ42 | ABS-O CORP | 2,500,000 PA | $2.49M | 0.192% | US |
| Regatta 35 Funding Ltd. | — | 75903YAJ4 US75903YAJ47 | ABS-CBDO CORP | 2,500,000 PA | $2.48M | 0.191% | KY |
| VCAT Asset Securitization, LLC VCAT 2026-NPL2 LLC | — | 921968AA1 US921968AA13 | ABS-MBS CORP | 2,479,890.88 PA | $2.47M | 0.191% | US |
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2025-CCM1 | — | 46593MAB3 US46593MAB37 | ABS-MBS CORP | 2,478,283.17 PA | $2.47M | 0.190% | US |
| Elmwood CLO IX Ltd Elmwood CLO IX Ltd. | — | 29003UAQ2 US29003UAQ22 | ABS-CBDO CORP | 2,500,000 PA | $2.46M | 0.190% | KY |
| Upgrade Master Pass-Thru Trust Upgrade Master Pass-Thru Trust Series 2025-ST8 | — | 91535UAE6 US91535UAE64 | ABS-O CORP | 3,000,000 PA | $2.41M | 0.186% | US |
| Riserva CLO, Ltd. Riserva Clo Ltd. | — | 76761RBE8 US76761RBE80 | ABS-CBDO CORP | 2,500,000 PA | $2.40M | 0.186% | KY |
| The Huntington National Bank Huntington Bank Auto Credit-Linked Notes Seri… | — | 44644NAZ2 US44644NAZ24 | ABS-O CORP | 2,400,000 PA | $2.40M | 0.186% | US |
| Toorak Mortgage Corp. Toorak Mortgage Trust 2024-2 | — | 89055KAB8 US89055KAB89 | ABS-MBS CORP | 2,365,000 PA | $2.39M | 0.184% | US |
| JP Morgan Mortgage Trust J.P. Morgan Mortgage Trust 2023-6 | — | 465989AB7 US465989AB72 | ABS-MBS CORP | 2,394,831.74 PA | $2.38M | 0.184% | US |
| COMM Mortgage Trust COMM 2013-CCRE12 Mortgage Trust | — | 12591KAG0 US12591KAG04 | ABS-MBS CORP | 2,483,073.48 PA | $2.38M | 0.184% | US |
| GCAT GCAT 2025-INV5 Trust | — | 36173VBA3 US36173VBA35 | ABS-MBS CORP | 2,328,331.88 PA | $2.36M | 0.182% | US |
| Chase Mortgage Finance Corpora Chase Mortgage Finance Trust Series 2007-A1 | — | 161630CP1 US161630CP15 | ABS-MBS CORP | 2,443,670.75 PA | $2.34M | 0.181% | US |
| Sixth Street CLO XVI, LTD. Sixth Street CLO XXII Ltd. | — | 83011LAQ9 US83011LAQ95 | ABS-CBDO CORP | 2,350,000 PA | $2.32M | 0.179% | KY |
| Mill City Mortgage Trust Mill City Mortgage Loan Trust 2019-GS2 | — | 59981TAS4 US59981TAS42 | ABS-MBS CORP | 3,025,000 PA | $2.31M | 0.179% | US |
| Verus Securitization Trust Verus Securitization Trust 2024-INV2 | — | 92540NAF0 US92540NAF06 | ABS-MBS CORP | 2,300,000 PA | $2.30M | 0.178% | US |
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2024-INV1 | — | 46658PAB8 US46658PAB85 | ABS-MBS CORP | 2,295,739.78 PA | $2.29M | 0.177% | US |
| Chase Mortgage Finance Corpora Chase Home Lending Mortgage Trust 2025-8 | — | 16162UAD5 US16162UAD54 | ABS-MBS CORP | 2,272,734.97 PA | $2.29M | 0.176% | US |
| Homeward Opportunities Fund I Homeward Opportunities Fund Trust 2025-RRTL2 | — | 437923AE5 US437923AE51 | ABS-MBS CORP | 2,250,000 PA | $2.27M | 0.175% | US |
| GS Mortgage-Backed Securities GS Mortgage-Backed Securities Trust 2020-NQM1 | — | 36259WAE1 US36259WAE12 | ABS-MBS CORP | 2,350,000 PA | $2.26M | 0.175% | US |
| Trestles CLO LTD Trestles CLO VI Ltd. | — | 894940AQ8 US894940AQ82 | ABS-CBDO CORP | 2,250,000 PA | $2.25M | 0.173% | KY |
| JP Morgan Chase Commercial Mor J.P. Morgan Chase Commercial Mortgage Securit… | — | 466317AG9 US466317AG94 | ABS-MBS CORP | 2,282,438.13 PA | $2.24M | 0.173% | US |
| CBAMR Ltd CBAM 2018-5 Ltd. | — | 12516LAL9 US12516LAL99 | ABS-CBDO CORP | 2,250,000 PA | $2.21M | 0.170% | KY |
| Santander Bank Auto Credit-Lin Santander Bank Auto Credit-Linked Notes Serie… | — | 80290CCW2 US80290CCW29 | ABS-O CORP | 2,200,000 PA | $2.19M | 0.169% | US |
| Farmer Mac Agricultural Real E FARM 2023-1 Mortgage Trust | — | 30767YAC9 US30767YAC93 | ABS-MBS CORP | 2,821,165.72 PA | $2.18M | 0.169% | US |
| ACM Auto Trust ACM Auto Trust 2025-4 | — | 00161LAC2 US00161LAC28 | ABS-O CORP | 2,191,914 PA | $2.17M | 0.168% | US |
| Pretium Mortgage Credit Partne PRET 2025-NPL8 LLC | — | 69392EAB6 US69392EAB65 | ABS-MBS CORP | 2,150,000 PA | $2.16M | 0.166% | US |
| Preston Ridge Partners Mortgag PRPM 2025-7 LLC | — | 69382YAC2 US69382YAC21 | ABS-MBS CORP | 2,139,000 PA | $2.15M | 0.166% | US |
| SPX 04/30/26 P6205 04/26 6205.0 PUT / | — | — — | DE OTHER | 332 NC | $2.15M | 0.166% | US |
| Siddhi Acquisition Corp Siddhi Acquisition Corp. - Class A | SDHI | G8118C124 KYG8118C1244 | EC CORP | 206,171 NS | $2.14M | 0.165% | US |
| BX Trust BX Commercial Mortgage Trust 2024-BIO2 | — | 05613GAG7 US05613GAG73 | ABS-MBS CORP | 2,200,000 PA | $2.13M | 0.164% | US |
| LHOME Mortgage Trust LHOME Mortgage Trust 2025-RTL3 | — | 50205YAC7 US50205YAC75 | ABS-MBS CORP | 2,100,000 PA | $2.12M | 0.163% | US |
| Pretium Mortgage Credit Partne PRET 2025-NPL9 LLC | — | 740937AB3 US740937AB30 | ABS-MBS CORP | 2,100,000 PA | $2.11M | 0.163% | US |
| GS Mortgage-Backed Securities GS Mortgage-Backed Securities Trust 2025-PJ5 | — | 36272DAB2 US36272DAB29 | ABS-MBS CORP | 2,116,800.62 PA | $2.11M | 0.162% | US |
| Lionheart Holdings Lionheart Holdings - Class A | CUB | G5501C109 KYG5501C1096 | EC CORP | 194,016 NS | $2.09M | 0.161% | US |
| HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust 2006-10 | — | 41162CAA9 US41162CAA99 | ABS-MBS CORP | 2,559,188.56 PA | $2.08M | 0.160% | US |
| GoodLeap Sustainable Home Impr Goodleap Sustainable Home Solutions Trust 202… | — | 38237YAA8 US38237YAA82 | ABS-O CORP | 2,137,144.26 PA | $2.07M | 0.160% | US |
| Exeter Automobile Receivables Exeter Automobile Receivables Trust 2024-3 | — | 30165AAG0 US30165AAG04 | ABS-O CORP | 2,000,000 PA | $2.06M | 0.159% | US |
| Launch One Acquisition Corp Launch One Acquisition Corp. | LPAA | G5S86M100 KYG5S86M1005 | EC CORP | 191,384 NS | $2.04M | 0.158% | US |
| Saluda Grade Alternative Mortg Saluda Grade Alternative Mortgage Trust 2025-… | — | 79582BAA3 US79582BAA35 | ABS-MBS CORP | 2,023,751.05 PA | $2.04M | 0.157% | US |
Percentages are of the reported value of positions above ($1.58B), not of the fund’s net assets ($1.30B). The two differ by cash, derivatives filed with no market value, and rounding.