1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-28
6 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000153978 | JBFRX | NOT_LISTED | not exchange-listed | — |
| C000001857 | JHBIX | NOT_LISTED | not exchange-listed | — |
| C000106442 | JHBSX | NOT_LISTED | not exchange-listed | — |
| C000001856 | JHCBX | NOT_LISTED | not exchange-listed | — |
| C000001854 | JHNBX | NOT_LISTED | not exchange-listed | — |
| C000113488 | JHRBX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
1,143 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO | — | 38380JQ50 US38380JQ504 | ABS-MBS USGA |
| $1.33M |
| 0.005% |
| US |
| Fannie Mae Pool FANNIE MAE POOL FN 07/42 FIXED 3 | — | 31417CH57 US31417CH570 | ABS-MBS USGSE | 1,459,737.36 PA | $1.38M | 0.005% | US |
| FREDDIE MAC GOLD POOL FG 05/46 FIXED 3 | — | 31335AUC0 US31335AUC07 | ABS-MBS USGSE | 1,530,249.42 PA | $1.43M | 0.005% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO | — | 38379U7Q3 US38379U7Q30 | ABS-MBS USGA | 38,415,728.61 PA | $1.44M | 0.005% | US |
| Fannie Mae Pool FANNIE MAE POOL FN 09/46 FIXED 3 | — | 3140FECE2 US3140FECE20 | ABS-MBS USGSE | 1,557,807.52 PA | $1.46M | 0.005% | US |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5 | — | 3128M7ZW9 US3128M7ZW93 | ABS-MBS USGSE | 1,480,491.81 PA | $1.55M | 0.006% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO | — | 38380JMW5 US38380JMW52 | ABS-MBS USGA | 53,700,941.7 PA | $1.59M | 0.006% | US |
| Fannie Mae Pool FANNIE MAE POOL FN 12/52 FIXED VAR | — | 3140XJY72 US3140XJY728 | ABS-MBS USGSE | 1,561,961.12 PA | $1.61M | 0.006% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO | — | 38380PTT1 US38380PTT11 | ABS-MBS USGA | 29,556,839.28 PA | $1.64M | 0.006% | US |
| Verus Securitization Trust 2021-R1 VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 … | — | 92538BAA1 US92538BAA17 | ABS-MBS CORP | 1,747,389.46 PA | $1.70M | 0.006% | US |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 … | — | 12595VAE7 US12595VAE74 | ABS-MBS CORP | 220,604,544.77 PA | $1.70M | 0.006% | US |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1… | — | 31574XAA6 US31574XAA63 | ABS-MBS CORP | 1,978,853.03 PA | $1.76M | 0.006% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO | — | 38380JUL0 US38380JUL06 | ABS-MBS USGA | 63,895,081.27 PA | $1.97M | 0.007% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO | — | 38380JFE3 US38380JFE38 | ABS-MBS USGA | 72,550,144.76 PA | $1.99M | 0.007% | US |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1… | — | 62955MAB2 US62955MAB28 | ABS-O CORP | 2,100,079.09 PA | $2.08M | 0.008% | US |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 | — | 3132J7YK2 US3132J7YK21 | ABS-MBS USGSE | 2,267,534.4 PA | $2.14M | 0.008% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO | — | 38380JWY0 US38380JWY09 | ABS-MBS USGA | 69,922,747.67 PA | $2.20M | 0.008% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO | — | 38380PV76 US38380PV766 | ABS-MBS USGA | 37,893,497.9 PA | $2.21M | 0.008% | US |
| Fannie Mae Pool FANNIE MAE POOL FN 10/42 FIXED 3 | — | 31417DKF9 US31417DKF95 | ABS-MBS USGSE | 2,401,299.47 PA | $2.26M | 0.008% | US |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 | — | 3132WHBN4 US3132WHBN42 | ABS-MBS USGSE | 2,490,880.58 PA | $2.33M | 0.008% | US |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 0… | — | 37185LAS1 US37185LAS16 | DBT CORP | 2,481,000 PA | $2.51M | 0.009% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2025 35 IO | — | 38381L7W6 US38381L7W60 | ABS-MBS USGA | 48,708,811.99 PA | $2.83M | 0.010% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2024 193 IO | — | 38381LG97 US38381LG970 | ABS-MBS USGA | 47,397,769.7 PA | $2.95M | 0.011% | US |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A… | — | 034651AA7 US034651AA74 | ABS-MBS CORP | 3,065,764.31 PA | $2.96M | 0.011% | US |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 | — | 3132WHMA0 US3132WHMA02 | ABS-MBS USGSE | 3,212,198.56 PA | $2.99M | 0.011% | US |
| ALTERA INFRA/TEEKAY OFC EQUITY | — | — — | EC CORP | 75,183 NS | $3.04M | 0.011% | US |
| Howard Midstream Energy Partners LLC HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 1… | — | 442722AC8 US442722AC80 | DBT CORP | 2,921,000 PA | $3.08M | 0.011% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO | — | 38380PY57 US38380PY570 | ABS-MBS USGA | 69,727,466.39 PA | $3.20M | 0.012% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO | — | 38380RE71 US38380RE719 | ABS-MBS USGA | 53,165,656.25 PA | $3.26M | 0.012% | US |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A | — | 55283FAA6 US55283FAA66 | ABS-MBS CORP | 3,577,792.19 PA | $3.38M | 0.012% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO | — | 38380NPW3 US38380NPW38 | ABS-MBS USGA | 60,573,683.53 PA | $3.46M | 0.013% | US |
| Alcoa Nederland Holding B.V. ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A … | — | 013822AH4 US013822AH42 | DBT CORP | 3,340,000 PA | $3.53M | 0.013% | NL |
| Fannie Mae Pool FANNIE MAE POOL FN 01/49 FIXED VAR | — | 3140XFX97 US3140XFX975 | ABS-MBS USGSE | 3,652,225.22 PA | $3.58M | 0.013% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO | — | 38381ERF7 US38381ERF78 | ABS-MBS USGA | 58,563,215.52 PA | $3.60M | 0.013% | US |
| OBX 2020-EXP2 Trust OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A | — | 67448VAM2 US67448VAM28 | ABS-MBS CORP | 4,136,769.85 PA | $3.62M | 0.013% | US |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1… | — | 36262EAA4 US36262EAA47 | ABS-MBS CORP | 3,988,287.69 PA | $3.71M | 0.013% | US |
| American Airlines 2016-3 Class A Pass Through… AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 0… | — | 023771S25 US023771S255 | DBT CORP | 3,903,793.6 PA | $3.76M | 0.014% | US |
| Corporacion Quiport S.A. CORP QUIPORT SA SR SECURED 144A 12/37 9 | — | 22000FAA8 XS3226519612 | DBT CORP | 3,477,000 PA | $3.80M | 0.014% | EC |
| National Rural Utilities Cooperative Finance … NATIONAL RURAL UTILITIES COOPE SR UNSECURED 0… | — | 637432CT0 US637432CT02 | DBT CORP | 3,187,000 PA | $3.83M | 0.014% | US |
| Fannie Mae Pool FANNIE MAE POOL FN 08/51 FIXED VAR | — | 3140XCB72 US3140XCB721 | ABS-MBS USGSE | 4,363,265.03 PA | $3.84M | 0.014% | US |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 1… | — | 37954FAL8 US37954FAL85 | DBT CORP | 3,749,000 PA | $3.88M | 0.014% | US |
| Taylor Morrison Communities Inc. TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 1… | — | 87724RAK8 US87724RAK86 | DBT CORP | 3,813,000 PA | $3.94M | 0.014% | US |
| Ares Strategic Income Fund ARES STRATEGIC INCOME FUND SR UNSECURED 03/28… | — | 04020EAG2 US04020EAG26 | DBT CORP | 3,961,000 PA | $3.99M | 0.015% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO | — | 38383Y3A8 US38383Y3A85 | ABS-MBS USGA | 66,709,216.36 PA | $4.02M | 0.015% | US |
| HPS Corporate Lending Fund HPS CORPORATE LENDING FUND SR UNSECURED 04/32… | — | 40440VAK1 US40440VAK17 | DBT CORP | 4,107,000 PA | $4.10M | 0.015% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO | — | 38384GVP2 US38384GVP26 | ABS-MBS USGA | 50,338,274.26 PA | $4.17M | 0.015% | US |
| Fannie Mae Pool FANNIE MAE POOL FN 04/45 FIXED 3.5 | — | 3138WEHE2 US3138WEHE28 | ABS-MBS USGSE | 4,380,423.41 PA | $4.22M | 0.015% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO | — | 38380PXL3 US38380PXL39 | ABS-MBS USGA | 71,555,193.51 PA | $4.30M | 0.016% | US |
| Ovintiv Inc. OVINTIV INC COMPANY GUAR 11/31 7.2 | — | 698900AG2 US698900AG20 | DBT CORP | 3,846,000 PA | $4.31M | 0.016% | US |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 | — | 31335AYT9 US31335AYT95 | ABS-MBS USGSE | 4,709,331.95 PA | $4.38M | 0.016% | 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 ($27.83B), not of the fund’s net assets ($27.53B). The two differ by cash, derivatives filed with no market value, and rounding.