1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-01
2 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000234546 | FSMMX | NOT_LISTED | not exchange-listed | — |
| C000234545 | FSMSX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
Positions resolved to the master through ISIN, then rolled up through the taxonomy. -14.4% of reported value reaches a classification.
Percentages are of the reported value of positions above ($369.88M), not of the fund’s net assets ($1.49B). The two differ by cash, derivatives filed with no market value, and rounding.
678 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38383K4A7 US38383K4A75 | DBT USGA | 13,762,219.68 PA | $1.03M | 0.069% | US |
| GENWORTH FINANCIAL, INC. GENWORTH HOLDINGS INC VARIABLE RATE 11/15/2036 | — | 37247DAG1 US37247DAG16 | DBT CORP | 1,256,000 PA | $1.02M | 0.068% | US |
| UPSTART SECURITIZATION TRUST UPSTART SECURITIZATION TRUST 2025-3 UPST 2025… | — | 91684FAE8 US91684FAE88 | ABS-MBS OTHER | 1,000,000 PA | $1.02M | 0.068% | US |
| BLUE STREAM ISSUER LLC BLUE STREAM ISSUER LLC BSTRM 2023-1A C | — | 09606BAE4 US09606BAE48 | ABS-MBS OTHER | 1,000,000 PA | $1.02M | 0.068% | US |
| BLUEPEAK FIBER BLUEPEAK ABS ISSUER LLC BPEAK 2025-1A B | — | 09631QAB6 US09631QAB68 | ABS-MBS OTHER | 1,000,000 PA | $1.01M | 0.068% | US |
| PRPM LLC PRPM 2025-NQM1 TRUST PRPM 2025-NQM1 B1 | — | 74391EAF8 US74391EAF88 | ABS-MBS OTHER | 1,000,000 PA | $1.01M | 0.068% | US |
| SAIF SECURITIZATION TRUST SAIF SECURITIZATION TRUST 2025-CES1 SAIF 2025… | — | 78438CAE1 US78438CAE12 | ABS-MBS OTHER | 1,000,000 PA | $1.01M | 0.068% | US |
| GEE AUTOMOTIVE HOLDINGS, L.L.C. GEE AUTOMOTIVE HOLDINGS LLC 144A 7.250000% 03… | — | 36846VAA1 US36846VAA17 | DBT CORP | 1,006,000 PA | $1.01M | 0.068% | US |
| HOME RE LIMITED HOME RE 2026-1 LTD HMIR 2026-1 M2 | — | 436956AD8 US436956AD88 | ABS-MBS OTHER | 1,000,000 PA | $1.01M | 0.068% | US |
| NEPTUNE BIDCO US INC. NEPTUNE BIDCO US INC 144A 10.375000% 05/15/20… | — | 640695AC6 US640695AC66 | DBT CORP | 994,000 PA | $1.00M | 0.067% | US |
| HOME RE LIMITED HOME RE 2026-1 LTD HMIR 2026-1 M1C | — | 436956AC0 US436956AC06 | ABS-MBS OTHER | 1,000,000 PA | $1.00M | 0.067% | US |
| A10 ISSUER LLC A10 2025-FL6 ISSUER LLC A10 2025-FL6 E | — | 00028AAL9 US00028AAL98 | ABS-CBDO CORP | 1,000,000 PA | $1.00M | 0.067% | US |
| ACORE ISSUER LLC ACORE 2026-FL1 ISSUER LLC ACORE 2026-FL1 E | — | 00485EAL7 US00485EAL74 | ABS-CBDO CORP | 1,000,000 PA | $1000.0K | 0.067% | US |
| SWITCH ABS ISSUER LLC SWITCH ABS ISSUER LLC SWTCH 2026-1A A21 | — | 871044BA0 US871044BA09 | ABS-MBS OTHER | 1,000,000 PA | $999.8K | 0.067% | US |
| COMM MORTGAGE TRUST COMM 2024-WCL1 MORTGAGE TRUST COMM 2024-WCL1 D | — | 20047DAG9 US20047DAG97 | ABS-MBS OTHER | 1,000,000 PA | $999.3K | 0.067% | US |
| FORTRESS CREDIT BSL LIMITED FORTRESS CREDIT BSL III LTD FCBSL 2015-1A ER | — | 34960HAE9 US34960HAE99 | ABS-CBDO CORP | 1,000,000 PA | $996.1K | 0.067% | KY |
| WEST COMMERCIAL MORTGAGE TRUST WCORE COMMERCIAL MORTGAGE TRUST 2024-CORE WCO… | — | 951913AJ1 US951913AJ17 | ABS-MBS OTHER | 1,000,000 PA | $995.3K | 0.067% | US |
| BEACON MOBILITY FINANCE CORP. BEACON MOBILITY CORP 144A 7.250000% 08/01/2030 | — | 073644AA4 US073644AA49 | DBT CORP | 957,000 PA | $988.5K | 0.066% | US |
| GENMAB A/S GENMAB A/S/GENMAB FINANCE LLC 144A 7.250000% … | — | 37230JAB8 US37230JAB89 | DBT NUSS | 938,000 PA | $981.8K | 0.066% | DK |
| HERC HOLDINGS INC. HERC HOLDINGS INC 144A 7.000000% 06/15/2030 | — | 42704LAF1 US42704LAF13 | DBT CORP | 953,000 PA | $977.2K | 0.066% | US |
| CPS AUTO RECEIVABLES TRUST CPS AUTO RECEIVABLES TRUST 2026-A CPS 2026-A E | — | 22410MAE9 US22410MAE93 | ABS-MBS OTHER | 1,000,000 PA | $973.9K | 0.065% | US |
| GS MORTGAGE-BACKED SECURITIES TRUST GS MORTGAGE-BACKED SECURITIES TRUST 2025-HE2 … | — | 362934AE1 US362934AE17 | ABS-MBS OTHER | 950,000 PA | $971.3K | 0.065% | US |
| RATE MORTGAGE TRUST RATE MORTGAGE TRUST 2024-J4 RATE 2024-J4 B4 | — | 75408TCL8 US75408TCL89 | ABS-MBS OTHER | 1,191,000 PA | $966.7K | 0.065% | US |
| THE GEO GROUP, INC. GEO GROUP INC/THE 10.250000% 04/15/2031 | — | 36162JAH9 US36162JAH95 | DBT CORP | 899,000 PA | $959.0K | 0.064% | US |
| FIESTA PURCHASER, INC. FIESTA PURCHASER INC 144A 7.875000% 03/01/2031 | — | 31659AAA4 US31659AAA43 | DBT CORP | 935,000 PA | $951.9K | 0.064% | US |
| Nomura Nomura Interest Rate 5Y10Y USD TRS | — | TMVVU5X00 — | DE OTHER | 205,000 NC | $948.5K | 0.064% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38380XRP4 US38380XRP41 | DBT USGA | 8,812,079.75 PA | $947.3K | 0.064% | US |
| OCTAGON INVESTMENT PARTNERS, LTD. OCTAGON INVESTMENT PARTNERS 48 LTD OCT48 2020… | — | 67577QAG9 US67577QAG91 | ABS-CBDO CORP | 1,000,000 PA | $941.4K | 0.063% | KY |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38380XYA9 US38380XYA98 | DBT USGA | 8,590,411.08 PA | $938.7K | 0.063% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38385CG36 US38385CG368 | DBT USGA | 59,660,646.69 PA | $938.6K | 0.063% | US |
| Federal National Mortgage Association FANNIE MAE REMICS FNR 2022-40 PS | — | 3136BNQM1 US3136BNQM15 | DBT USGA | 16,171,387.5 PA | $936.2K | 0.063% | US |
| KKR FINANCIAL CLO, LTD. KKR CLO 23 LTD KKR 23 E | — | 48252XAA9 US48252XAA90 | ABS-CBDO CORP | 1,000,000 PA | $932.3K | 0.063% | KY |
| COLT MORTGAGE LOAN TRUST COLT 2025-4 MORTGAGE LOAN TRUST COLT 2025-4 B1 | — | 12674HAE2 US12674HAE27 | ABS-MBS OTHER | 920,000 PA | $932.2K | 0.063% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38381N4K1 US38381N4K14 | DBT USGA | 20,537,448.67 PA | $931.8K | 0.062% | US |
| FORTRESS CREDIT BSL LIMITED FORTRESS CREDIT BSL VIII LTD FCBSL 2019-2A E | — | 34962FAA9 US34962FAA93 | ABS-CBDO CORP | 1,000,000 PA | $926.6K | 0.062% | KY |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH … MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH … | — | 61762DAJ0 US61762DAJ00 | ABS-MBS OTHER | 1,030,000 PA | $924.0K | 0.062% | US |
| FLAGSTAR BANK, NATIONAL ASSOCIATION FLAGSTAR BANCORP INC VARIABLE RATE 11/01/2030 | — | 337930AD3 US337930AD30 | DBT CORP | 973,000 PA | $922.1K | 0.062% | US |
| HOMES TRUST HOMES 2025-NQM5 TRUST HOMES 2025-NQM5 B2 | — | 43762CAH4 US43762CAH43 | ABS-MBS OTHER | 930,000 PA | $918.4K | 0.062% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38381N6K9 US38381N6K95 | DBT USGA | 22,844,907.3 PA | $917.5K | 0.062% | US |
| LFS TOPCO LLC LFS TOPCO LLC 144A 8.750000% 07/15/2030 | — | 50203TAB2 US50203TAB26 | DBT CORP | 960,000 PA | $917.2K | 0.062% | US |
| ARES MANAGEMENT CORPORATION Ares Management Corp PREFERRED STOCK | — | 03990B309 US03990B3096 | EP OTHER | 25,260 NS | $913.9K | 0.061% | US |
| TMS INTERNATIONAL CORP. TMS INTERNATIONAL CORP/DE 144A 6.250000% 04/1… | — | 87261QAC7 US87261QAC78 | DBT CORP | 945,000 PA | $911.9K | 0.061% | US |
| ARBOR REALTY SR, INC. ARBOR REALTY SR INC 144A 7.875000% 07/15/2030 | — | 03881NAJ6 US03881NAJ63 | DBT CORP | 980,000 PA | $906.2K | 0.061% | US |
| LIBERTY ENERGY INC. LIBERTY ENERGY INC 144A ZERO COUPON 03/01/2032 | — | 53115LAC8 US53115LAC81 | DBT CORP | 892,000 PA | $905.4K | 0.061% | US |
| SABLE INTERNATIONAL FINANCE LIMITED SABLE INTERNATIONAL FINANCE LTD 144A 7.125000… | — | 785712AK6 US785712AK68 | DBT NUSS | 901,000 PA | $890.0K | 0.060% | PA |
| THE E.W. SCRIPPS COMPANY SCRIPPS ESCROW II INC 144A 3.875000% 01/15/20… | — | 81105DAA3 US81105DAA37 | DBT CORP | 961,000 PA | $888.9K | 0.060% | US |
| 1988 CLO LTD 1988 CLO 5 LTD MUZ88 2024-5A D1 | — | 68252PAN6 US68252PAN69 | ABS-CBDO CORP | 850,000 PA | $849.3K | 0.057% | KY |
| US 10YR FUT OPTN May26P 110.5 US 10YR FUT OPTN May26P 110.5 LONG | — | 01Z9WMJF9 — | DIR OTHER | 1,693 NC | $846.5K | 0.057% | US |
| PPL CAPITAL FUNDING, INC. PPL CAPITAL FUNDING INC 144A 3.000000% 12/01/… | — | 69352PAU7 US69352PAU75 | DBT CORP | 808,000 PA | $843.6K | 0.057% | US |
| ACRISURE, LLC ACRISURE LLC / ACRISURE FINANCE INC 144A 8.25… | — | 00489LAK9 US00489LAK98 | DBT CORP | 845,000 PA | $835.4K | 0.056% | US |