1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-24
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000203455 | FHPFX | NOT_LISTED | not exchange-listed | — |
1,346 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6% 03/01/2056 #TBA | — | 21H060630 US21H0606309 | ABS-MBS USGA |
| 69,825,000 PA |
| $71.24M |
| 8.323% |
| US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5.5% 03/01/2056 #TBA | — | 21H052637 US21H0526374 | ABS-MBS USGA | 69,700,000 PA | $70.60M | 8.248% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 03/01/2056 #TBA | — | 01F020638 US01F0206387 | ABS-MBS USGA | 66,025,000 PA | $54.68M | 6.388% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5.5% 04/01/2056 #TBA | — | 21H052645 US21H0526457 | ABS-MBS USGA | 49,950,000 PA | $50.54M | 5.905% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2% 03/01/2056 #TBA | — | 21H020634 US21H0206340 | ABS-MBS USGA | 48,475,000 PA | $41.06M | 4.797% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 03/01/2056 #TBA | — | 01F060634 US01F0606347 | ABS-MBS USGA | 34,450,000 PA | $35.34M | 4.128% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 04/01/2056 #TBA | — | 01F020646 US01F0206460 | ABS-MBS USGA | 35,950,000 PA | $29.78M | 3.479% | US |
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 03/01/2041 #TBA | — | 01F050437 US01F0504377 | ABS-MBS USGA | 28,900,000 PA | $29.34M | 3.428% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6% 04/01/2056 #TBA | — | 21H060648 US21H0606481 | ABS-MBS USGA | 26,600,000 PA | $27.12M | 3.169% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2% 04/01/2056 #TBA | — | 21H020642 US21H0206423 | ABS-MBS USGA | 24,700,000 PA | $20.92M | 2.445% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 03/01/2056 #TBA | — | 01F052631 US01F0526313 | ABS-MBS USGA | 15,825,000 PA | $16.08M | 1.879% | US |
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 04/01/2041 #TBA | — | 01F050445 US01F0504450 | ABS-MBS USGA | 14,900,000 PA | $15.12M | 1.766% | US |
| Fidelity Revere Street Trust Fidelity Cash Central Fund | — | 31635A105 US31635A1051 | STIV RF | 14,518,764.76 NS | $14.52M | 1.697% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 15YR 6% 09/01/2039#SB1334 | — | 3132CXPT3 US3132CXPT36 | ABS-MBS USGSE | 9,956,961.77 PA | $10.38M | 1.213% | US |
| UNITED STATES TREASURY BOND UNITED STATES TREASURY BOND 4.625% 11/15/2044 | — | 912810UF3 US912810UF39 | DBT UST | 9,480,000 PA | $9.57M | 1.118% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2.5% 02/20/2052#MA7881 | — | 36179WXJ2 US36179WXJ25 | ABS-MBS USGA | 9,192,065.64 PA | $8.11M | 0.948% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5% 11/20/2054#MB0025 | — | 3618N5A33 US3618N5A332 | ABS-MBS USGA | 8,026,782.53 PA | $8.07M | 0.942% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 3% 03/20/2052# | — | 36179WZA9 US36179WZA97 | ABS-MBS USGA | 8,626,181.54 PA | $7.92M | 0.925% | US |
| BMO 2025-5C9 MTG TR BMO 2025-5C9 MTG TR 5.7785% 04/15/2058 | — | 096933AC0 US096933AC06 | ABS-MBS CORP | 7,400,000 PA | $7.81M | 0.912% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5% 03/01/2056 #TBA | — | 21H050631 US21H0506319 | ABS-MBS USGA | 7,050,000 PA | $7.07M | 0.827% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5% 04/01/2056 #TBA | — | 21H050649 US21H0506491 | ABS-MBS USGA | 7,050,000 PA | $7.07M | 0.825% | US |
| UST NOTES UST NOTES 3.5% 01/15/2029 | — | 91282CPT2 US91282CPT26 | DBT UST | 6,750,000 PA | $6.77M | 0.791% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 3% 04/20/2052#MA7988 | — | 36179W2V9 US36179W2V97 | ABS-MBS USGA | 7,324,495.9 PA | $6.72M | 0.785% | US |
| FANNIE MAE FANNIEMAE 30YR 3% 12/01/2051#FA0145 | — | 3140W0ET8 US3140W0ET86 | ABS-MBS USGSE | 7,244,514.5 PA | $6.62M | 0.773% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6.5% 03/01/2056 #TBA | — | 21H062636 US21H0626364 | ABS-MBS USGA | 6,050,000 PA | $6.29M | 0.735% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2.5% 01/20/2051#MA7136 | — | 36179V4V9 US36179V4V97 | ABS-MBS USGA | 6,903,700.75 PA | $6.10M | 0.713% | US |
| FEDERAL HOME LOAN MORTGAGE COR PORATION FHLM 30YR 6% 06/01/2054#RJ1709 | — | 3142GR3T5 US3142GR3T57 | ABS-MBS USGSE | 5,546,847.04 PA | $5.79M | 0.677% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 15YR 6% 07/01/2039#SB1215 | — | 3132CXK43 US3132CXK430 | ABS-MBS USGSE | 5,301,098.96 PA | $5.49M | 0.642% | US |
| ENTERPRISE FLEET FING 2023-3 LLC ENTERPRISE FLEET FING 2023-3 LLC 6.41% 06/20/… | — | 29374LAC4 US29374LAC46 | ABS-CBDO CORP | 5,248,000 PA | $5.42M | 0.634% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FEDERAL HOME LN MTG MLT CTF GT 2025-K551 AS 4… | — | 3137HNWW4 US3137HNWW42 | ABS-MBS USGSE | 5,299,144.1 PA | $5.30M | 0.619% | US |
| FANNIE MAE FANNIEMAE 30YR 5.5% 02/01/2055#FA0629 | — | 3140W0VX0 US3140W0VX06 | ABS-MBS USGSE | 5,111,093.36 PA | $5.27M | 0.615% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 1.5% 04/01/2051#SD8139 | — | 3132DWBG7 US3132DWBG78 | ABS-MBS USGSE | 6,606,254.62 PA | $5.25M | 0.613% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 6% 11/01/2054#FA2958 | — | 3140W3JC4 US3140W3JC46 | ABS-MBS USGSE | 4,864,735.62 PA | $5.08M | 0.593% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 15YR 1.5% 06/01/2036#MA4359 | — | 31418DZZ8 US31418DZZ85 | ABS-MBS USGSE | 5,506,207.68 PA | $5.03M | 0.587% | US |
| TOYOTA LEASE OWNER TR 2026-A TOYOTA LEASE OWNER TRUST 2026-A 4.09% 02/22/2… | — | 89240MAB0 US89240MAB00 | ABS-CBDO CORP | 5,000,000 PA | $5.00M | 0.584% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 2% 05/51#SD7541 | — | 3132DVLW3 US3132DVLW36 | ABS-MBS USGSE | 5,711,990.41 PA | $4.82M | 0.564% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 04/01/2056 #TBA | — | 01F060642 US01F0606420 | ABS-MBS USGA | 4,650,000 PA | $4.77M | 0.557% | US |
| WORLD FINL NETWORK CC MASTR TR WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/20… | — | 981464HR4 US981464HR44 | ABS-CBDO CORP | 4,500,000 PA | $4.58M | 0.535% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 6.5% 09/01/2054#SD6617 | — | 3132DUK63 US3132DUK632 | ABS-MBS USGSE | 4,143,443.38 PA | $4.41M | 0.515% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 2.5% 08/01/2050#SD7523 | — | 3132DVLC7 US3132DVLC71 | ABS-MBS USGSE | 4,967,605.06 PA | $4.40M | 0.514% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 03/01/2056 #TBA | — | 01F022634 US01F0226344 | ABS-MBS USGA | 4,975,000 PA | $4.31M | 0.503% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 03/01/2056 #TBA | — | 01F032633 US01F0326334 | ABS-MBS USGA | 4,500,000 PA | $4.24M | 0.495% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA II 3.5% 07/20/2052#MA8149 | — | 36179XBS4 US36179XBS45 | ABS-MBS USGA | 4,461,427.1 PA | $4.23M | 0.494% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHMS K555 SOFR30A+50 11/25/2030 | — | 3137HQ6C0 US3137HQ6C04 | ABS-MBS USGSE | 4,200,000 PA | $4.20M | 0.491% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 3.5% 04/01/2052#CB3331 | — | 3140QNVZ2 US3140QNVZ28 | ABS-MBS USGSE | 4,367,725.4 PA | $4.16M | 0.486% | US |
| AFFIRM ASSET SECURITIZATION TR 2024-B AFFIRM ASSET SECURITIZATION TR 2024-B A 4.62%… | — | 00835AAA6 US00835AAA60 | ABS-CBDO CORP | 4,100,000 PA | $4.11M | 0.480% | US |
| WHEELS FLEET LEASE FUNDING 1 LLC WHEELS FLEET LEASE FUNDING 1 LLC 4.8% 09/19/2… | — | 96328GBZ9 US96328GBZ90 | ABS-CBDO CORP | 3,999,701.7 PA | $4.04M | 0.473% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 1.5% 04/01/2051#QC0798 | — | 3133AJ3F8 US3133AJ3F86 | ABS-MBS USGSE | 5,018,308.46 PA | $3.99M | 0.466% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 5.5% 01/01/2056#SL3999 | — | 31427RNR7 US31427RNR74 | ABS-MBS USGSE | 3,743,045.35 PA | $3.87M | 0.452% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2% 10/20/2050#MA6930 | — | 36179VVX5 US36179VVX53 | ABS-MBS USGA | 4,557,098.08 PA | $3.86M | 0.451% | 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 ($1.08B), not of the fund’s net assets ($855.95M). The two differ by cash, derivatives filed with no market value, and rounding.