1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-24
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000201533 | FSMTX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
6,235 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY451600 12/16/72 B | — | — — | DCR CORP | 20,000 NC |
| -0.000% |
| GB |
| LIMETREE BAY CAYMAN, LTD. LIMETREE BAY CAYMAN LTD | — | — — | EC CORP | 464 NS | $0.00 | 0.000% | KY |
| SAKS GLOBAL ENTERPRISES LLC SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 14… | — | 79380MAB1 US79380MAB19 | DBT CORP | 1 PA | $0.00 | 0.000% | US |
| HEUBACH HOLDING USA LLC HEUBACH HOLDING USA LLC TERM INITIAL TL 12/31… | — | — — | LON CORP | 81,990.37 PA | $0.01 | 0.000% | US |
| CREST 2004-1 LTD/CORP CREST 2004-1A H1 3ML+369 1/40 | — | 22608WAS8 US22608WAS89 | ABS-CBDO CORP | 209,686.2 PA | $0.02 | 0.000% | KY |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034 | — | 3137B9ED3 US3137B9ED36 | ABS-CBDO USGSE | 6.64 PA | $0.02 | 0.000% | US |
| TABERNA PFD FDG VI LTD / INC TBRNA 2006-6A F1 TSFR3M+476.161 12/36 | — | 87331AAL8 US87331AAL89 | ABS-CBDO CORP | 535,339.91 PA | $0.05 | 0.000% | KY |
| SAKS GLOBAL ENTERPRISES LLC SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 14… | — | — — | DBT CORP | 583,637 PA | $0.06 | 0.000% | US |
| DEL MONTE FOODS CORP II INC DEL MONTE TERM FLFO B 1LN 8/2/2028 | — | 24521WAF6 US24521WAF68 | LON CORP | 694,749.4 PA | $0.07 | 0.000% | US |
| DEL MONTE FOODS CORP II INC DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST… | — | 24521WAB5 US24521WAB54 | LON CORP | 772,925 PA | $0.08 | 0.000% | US |
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 | — | 3136A7HT2 US3136A7HT23 | ABS-CBDO USGSE | 57.96 PA | $0.13 | 0.000% | US |
| DEL MONTE FOODS CORP II INC DEL MONTE FOODS TERM 1LN SUPER_PRIORITY SECON… | — | 24521WAC3 US24521WAC38 | LON CORP | 4,625,470.88 PA | $0.46 | 0.000% | US |
| FORBES ENERGY SVCS LTD FORBES ENERGY SVCS LTD NEW | — | 345143200 US3451432005 | EC CORP | 55,600 NS | $0.56 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 6% 04/01/2029# | — | 31293NPA2 US31293NPA27 | ABS-MBS USGSE | 1.01 PA | $1.01 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 8.5% 05/01/2027# | — | 31283GYN1 US31283GYN14 | ABS-MBS USGSE | 1.06 PA | $1.07 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 8/27 #397106 | — | 31378FDK8 US31378FDK84 | ABS-MBS USGSE | 1.71 PA | $1.71 | 0.000% | US |
| KLOECKNER PENTAPLAST OF AMERICA INC KLOECKNER PENTAPLAST REORG NEW EQUITY | — | — — | EC CORP | 161,271 NS | $1.90 EUR | 0.000% | LU |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 5/27 #439558 | — | 36207RJB2 US36207RJB24 | ABS-MBS USGA | 1.89 PA | $1.91 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 10/26 #250736 | — | 31371FPV8 US31371FPV84 | ABS-MBS USGSE | 2.17 PA | $2.18 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 10/26 #250701 | — | 31371FNS7 US31371FNS73 | ABS-MBS USGSE | 2.3 PA | $2.31 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.00% 1/27 #780499 | — | 36225ARU6 US36225ARU69 | ABS-MBS USGA | 2.4 PA | $2.41 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 8.5% 01/01/2028# | — | 31283G7J0 US31283G7J05 | ABS-MBS USGSE | 2.58 PA | $2.62 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.00% 5/27 #780570 | — | 36225AT34 US36225AT340 | ABS-MBS USGA | 2.65 PA | $2.66 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 10/27 #401913 | — | 31378LN65 US31378LN656 | ABS-MBS USGSE | 2.86 PA | $2.90 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 1/27 #250799 | — | 31371FRU8 US31371FRU83 | ABS-MBS USGSE | 3.25 PA | $3.27 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 6/26 #349340 | — | 31376ABH0 US31376ABH05 | ABS-MBS USGSE | 3.68 PA | $3.68 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 8.5% 12/01/2027# | — | 31283G6V4 US31283G6V42 | ABS-MBS USGSE | 3.74 PA | $3.79 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 10/26 #313182 | — | 31374F2P3 US31374F2P35 | ABS-MBS USGSE | 3.82 PA | $3.84 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.00% 10/27 #313828 | — | 31374GSR9 US31374GSR91 | ABS-MBS USGSE | 4.2 PA | $4.41 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 8.5% 08/01/2027# | — | 31283G6U6 US31283G6U68 | ABS-MBS USGSE | 4.88 PA | $4.90 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 8/28 #482687 | — | 36209VF41 US36209VF414 | ABS-MBS USGA | 5.13 PA | $5.13 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 8.5% 05/01/2027# | — | 31283GYU5 US31283GYU56 | ABS-MBS USGSE | 5.97 PA | $6.03 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 4/29 #323645 | — | 31374TP60 US31374TP604 | ABS-MBS USGSE | 6.6 PA | $6.75 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 4/27 #440301 | — | 36207SDE0 US36207SDE00 | ABS-MBS USGA | 6.73 PA | $6.78 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 8.5% 08/01/2026# | — | 31292GQ41 US31292GQ413 | ABS-MBS USGSE | 7.2 PA | $7.23 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.00% 5/28 #433788 | — | 36207J2V4 US36207J2V44 | ABS-MBS USGA | 7.76 PA | $7.86 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.00% 6/28 #471698 | — | 36209G7K7 US36209G7K77 | ABS-MBS USGA | 8.01 PA | $8.03 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.00% 5/28 #455124 | — | 36208MSM8 US36208MSM81 | ABS-MBS USGA | 8.37 PA | $8.50 | 0.000% | US |
| CSMC SER 2014-3R CSMC SER 2014-3R VAR 05/27/2037 | — | 12648GAJ6 US12648GAJ67 | ABS-CBDO CORP | 87,210.17 PA | $8.72 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 1/28 #412598 | — | 31378YKK9 US31378YKK90 | ABS-MBS USGSE | 8.95 PA | $9.00 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 9/27 #395754 | — | 31378DTK6 US31378DTK62 | ABS-MBS USGSE | 9.06 PA | $9.21 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 8.00% 8/30 #C01034 | — | 31292HEF7 US31292HEF73 | ABS-MBS USGSE | 8.87 PA | $9.34 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 7/27 #447688 | — | 36208DJ97 US36208DJ978 | ABS-MBS USGA | 9.5 PA | $9.60 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 7/27 #451321 | — | 36208HLA2 US36208HLA22 | ABS-MBS USGA | 9.85 PA | $9.91 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.00% 2/27 #361825 | — | 31376P4J1 US31376P4J19 | ABS-MBS USGSE | 10 PA | $10.09 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 12/27 #780798 | — | 36225A3F5 US36225A3F51 | ABS-MBS USGA | 10.1 PA | $10.22 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.00% 2/28 #436199 | — | 36207MRU2 US36207MRU26 | ABS-MBS USGA | 10.32 PA | $10.43 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 6% 04/01/2029# | — | 31293PFU4 US31293PFU49 | ABS-MBS USGSE | 10.3 PA | $10.57 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.00% 10/26 #442063 | — | 36207UB80 US36207UB807 | ABS-MBS USGA | 10.59 PA | $10.58 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.00% 1/28 #251409 | — | 31371GGS3 US31371GGS30 | ABS-MBS USGSE | 10.39 PA | $10.91 | 0.000% | 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 ($23.75B), not of the fund’s net assets ($22.70B). The two differ by cash, derivatives filed with no market value, and rounding.