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 |
|---|---|---|---|---|
| C000227168 | FFIAX | NOT_LISTED | not exchange-listed | — |
| C000262097 | FFIRX | NOT_LISTED | not exchange-listed | — |
| C000207154 | FPFIX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
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 ($2.09B), not of the fund’s net assets ($2.09B). The two differ by cash, derivatives filed with no market value, and rounding.
390 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Sequoia Mortgage Trust Sequoia Mortgage Trust 2021-5 | — | 81748XAE4 US81748XAE40 | ABS-MBS CORP | 1,787,946.5 PA | $1.57M | 0.075% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XQ5L7 US3140XQ5L70 | ABS-MBS USGSE | 1,763,667.62 PA | $1.59M | 0.076% | US |
| FHLMC Multifamily Structured P Freddie Mac Multifamily Structured Pass-Throu… | — | 3137FRUT6 US3137FRUT62 | ABS-MBS USGSE | 1,718,000 PA | $1.60M | 0.077% | US |
| Enterprise Fleet Financing LLC Enterprise Fleet Financing 2022-4 LLC | — | 29374GAC5 US29374GAC50 | ABS-O CORP | 1,601,000 PA | $1.61M | 0.077% | US |
| FRONTIER COMMUNICATIONS Frontier Communications Holdings LLC | — | 35908MAB6 US35908MAB63 | DBT CORP | 1,636,000 PA | $1.64M | 0.079% | US |
| SFS Auto Receivables Securitiz SFS Auto Receivables Securitization Trust 202… | — | 81885FAE6 US81885FAE60 | ABS-O CORP | 1,665,000 PA | $1.65M | 0.079% | US |
| Diamond Issuer LLC | — | 25267TAS0 US25267TAS06 | ABS-O CORP | 1,718,000 PA | $1.66M | 0.080% | US |
| Onslow Bay Financial LLC OBX 2021-J3 Trust | — | 67448XAD8 US67448XAD84 | ABS-MBS CORP | 1,851,355.37 PA | $1.66M | 0.080% | US |
| FHLMC Multifamily Structured P Freddie Mac Multifamily Structured Pass-Throu… | — | 3137FEZU7 US3137FEZU77 | ABS-MBS USGSE | 1,691,000 PA | $1.68M | 0.081% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DU42 US31418DU421 | ABS-MBS USGSE | 1,978,049.8 PA | $1.68M | 0.081% | US |
| OKLAHOMA ST DEV FIN AUTH Oklahoma Development Finance Authority | — | 6789084F8 US6789084F85 | DBT MUN | 1,694,071.39 PA | $1.69M | 0.081% | US |
| SBA TOWER TRUST SBA Tower Trust | — | 78403DAR1 US78403DAR17 | DBT CORP | 1,767,000 PA | $1.69M | 0.081% | US |
| John Deere Owner Trust John Deere Owner Trust 2023-C | — | 47787CAD5 US47787CAD56 | ABS-O CORP | 1,664,000 PA | $1.69M | 0.081% | US |
| GREAT AMERICA LEASING RECEIVAB GreatAmerica Leasing Receivables Funding LLC … | — | 39154TCD8 US39154TCD81 | ABS-O CORP | 1,675,000 PA | $1.69M | 0.081% | US |
| Enterprise Fleet Financing LLC Enterprise Fleet Financing 2024-4 LLC | — | 29374MAD0 US29374MAD02 | ABS-O CORP | 1,693,000 PA | $1.71M | 0.082% | US |
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2021-8 | — | 46592TAF0 US46592TAF03 | ABS-MBS CORP | 1,903,122.52 PA | $1.72M | 0.082% | US |
| Progress Residential Trust Progress Residential 2024-SFR5 Trust | — | 74332HAA4 US74332HAA41 | ABS-O CORP | 1,827,621.91 PA | $1.73M | 0.083% | US |
| Porsche Financial Auto Securit Porsche Financial Auto Securitization Trust 2… | — | 73328QAD6 US73328QAD60 | ABS-O CORP | 1,721,000 PA | $1.73M | 0.083% | US |
| FHLMC Multifamily Structured P Freddie Mac Multifamily Structured Pass-Throu… | — | 3137FTFY8 US3137FTFY88 | ABS-MBS USGSE | 1,920,000 PA | $1.74M | 0.083% | US |
| Avis Budget Rental Car Funding Avis Budget Rental Car Funding AESOP LLC | — | 05377RHY3 US05377RHY36 | ABS-O CORP | 1,728,000 PA | $1.77M | 0.085% | US |
| FHLMC Multifamily Structured P Freddie Mac Multifamily Structured Pass-Throu… | — | 3137FWG79 US3137FWG796 | ABS-MBS USGSE | 1,978,000 PA | $1.77M | 0.085% | US |
| Golub Capital Partners Funding Golub Capital Partners ABS Funding 2021-1 Ltd. | — | 38178HAA6 US38178HAA68 | ABS-O CORP | 1,911,390.38 PA | $1.82M | 0.087% | KY |
| CNH Equipment Trust CNH Equipment Trust 2023-B | — | 12666DAD3 US12666DAD30 | ABS-O CORP | 1,805,000 PA | $1.84M | 0.088% | US |
| CAPSTONE ACQ HLDGS BANK DEBT 11/12/2029 / | — | — — | LON CORP | 1,823,710.18 PA | $1.85M | 0.089% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XM6A9 US3140XM6A97 | ABS-MBS USGSE | 2,145,467.83 PA | $1.87M | 0.090% | US |
| Wells Fargo Mortgage Backed Se Wells Fargo Mortgage Backed Securities 2022-2… | — | 949930AD3 US949930AD32 | ABS-MBS CORP | 2,106,723.95 PA | $1.88M | 0.090% | US |
| FHLMC Multifamily Structured P Freddie Mac Multifamily Structured Pass-Throu… | — | 3137F72P9 US3137F72P90 | ABS-MBS USGSE | 2,108,000 PA | $1.88M | 0.090% | US |
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2021-10 | — | 46654AAG4 US46654AAG40 | ABS-MBS CORP | 2,161,927.03 PA | $1.90M | 0.091% | US |
| WHARF Commercial Mortgage Trus WHARF Commercial Mortgage Trust 2025-DC | — | 92987LAA5 US92987LAA52 | ABS-MBS CORP | 1,900,000 PA | $1.92M | 0.092% | US |
| Fannie Mae Fannie Mae Pool | — | 31418D7A4 US31418D7A45 | ABS-MBS USGSE | 2,251,221.62 PA | $1.94M | 0.093% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DX72 US31418DX722 | ABS-MBS USGSE | 2,243,780.67 PA | $1.95M | 0.093% | US |
| Toyota Auto Receivables Owner Toyota Auto Receivables 2023-B Owner Trust | — | 891941AE6 US891941AE65 | ABS-O CORP | 1,973,000 PA | $1.98M | 0.095% | US |
| Progress Residential Trust Progress Residential 2024-SFR3 Trust | — | 74331VAA4 US74331VAA44 | ABS-O CORP | 2,110,172.39 PA | $2.00M | 0.096% | US |
| CarMax Auto Owner Trust Carmax Auto Owner Trust 2023-2 | — | 142921AE5 US142921AE59 | ABS-O CORP | 2,027,000 PA | $2.04M | 0.098% | US |
| DISH NETWORK CORP DISH Network Corp. | — | 25470MAG4 US25470MAG42 | DBT CORP | 2,000,000 PA | $2.06M | 0.099% | US |
| World Omni Auto Receivables Tr World Omni Auto Receivables Trust 2023-B | — | 98164QAE8 US98164QAE89 | ABS-O CORP | 2,055,000 PA | $2.06M | 0.099% | US |
| Fannie Mae Fannie Mae Pool | — | 31418EAA8 US31418EAA82 | ABS-MBS USGSE | 2,521,788.22 PA | $2.13M | 0.102% | US |
| Sequoia Mortgage Trust Sequoia Mortgage Trust 2021-4 | — | 81748WAD8 US81748WAD83 | ABS-MBS CORP | 2,383,759.42 PA | $2.14M | 0.103% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KYV30 US3133KYV303 | ABS-MBS USGSE | 2,567,273.69 PA | $2.16M | 0.104% | US |
| CarMax Auto Owner Trust Carmax Auto Owner Trust 2023-3 | — | 14319BAD4 US14319BAD47 | ABS-O CORP | 2,146,000 PA | $2.17M | 0.104% | US |
| General Motors GMF Floorplan Owner Revolving Trust | — | 361886CW2 US361886CW21 | ABS-O CORP | 2,130,000 PA | $2.18M | 0.104% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DU67 US31418DU678 | ABS-MBS USGSE | 2,481,589.94 PA | $2.18M | 0.104% | US |
| Fannie Mae Fannie Mae Pool | — | 3140JCE42 US3140JCE427 | ABS-MBS USGSE | 2,433,254.22 PA | $2.22M | 0.106% | US |
| FHLMC Multifamily Structured P Freddie Mac Multifamily Structured Pass-Throu… | — | 3137FREH0 US3137FREH09 | ABS-MBS USGSE | 2,381,000 PA | $2.24M | 0.107% | US |
| PHI Group Inc/DE PHI Group, Inc. | — | 69360B104 US69360B1044 | EC CORP | 75,292 NS | $2.25M | 0.108% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XRYW9 US3140XRYW90 | ABS-MBS USGSE | 2,673,466.38 PA | $2.27M | 0.109% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KYTV1 US3133KYTV10 | ABS-MBS USGSE | 2,578,901.9 PA | $2.27M | 0.109% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XQFP7 US3140XQFP77 | ABS-MBS USGSE | 2,681,690.04 PA | $2.28M | 0.109% | US |
| Freddie Mac Freddie Mac Pool | — | 3132D9QJ6 US3132D9QJ66 | ABS-MBS USGSE | 2,618,801.38 PA | $2.28M | 0.109% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DW40 US31418DW401 | ABS-MBS USGSE | 2,696,932.31 PA | $2.29M | 0.110% | US |