1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000022420 | JAEHX | NOT_LISTED | not exchange-listed | — |
| C000022419 | JAEJX | NOT_LISTED | not exchange-listed | — |
| C000022418 | JAEKX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
1,303 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 18,419,000 PA |
| 12.848% |
| US |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 8,765,000 PA | $8.63M | 6.107% | US |
| State Street Bank and Trust Company SCC GOVERMENT MM GVXX 20301231 00001.00000000… | — | 7839989D1 — | STIV RF | 6,859,196.45 NS | $6.86M | 4.854% | US |
| The United Kingdom UNITED KINGDOM GILT BONDS REGS 03/31 4.125 | — | YJ2653774 GB00BVP99673 | DBT NUSS | 4,030,000 PA | $5.25M GBP | 3.718% | GB |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/31 1… | — | ZR6098787 NZGOVDT531C0 | DBT NUSS | 9,420,000 PA | $4.74M NZD | 3.352% | NZ |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6 | — | EF3237759 BRSTNCNTB0O7 | DBT NUSS | 5,110,000 PA | $4.21M BRL | 2.980% | BR |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10 | — | AQ6084745 BRSTNCNTF1Q6 | DBT NUSS | 18,504,000 PA | $3.38M BRL | 2.393% | BR |
| MEXICAN BONOS BONDS 04/32 8 | — | YJ7057252 MX0MGO0001O3 | DBT NUSS | 57,776,400 PA | $3.06M MXN | 2.165% | MX |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 3,046,000 PA | $2.94M | 2.078% | US |
| JAPANESE GOVERNMENT CPI LINKED BONDS 03/35 0.… | — | YO7824296 JP1120301R56 | DBT NUSS | 375,049,332 PA | $2.26M JPY | 1.599% | JP |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/36 4… | — | YV1744767 NZGOVDT536C9 | DBT NUSS | 3,765,000 PA | $2.08M NZD | 1.474% | NZ |
| COLOMBIAN TES BONDS 09/30 7.75 | — | EK6999263 COL17CT03342 | DBT NUSS | 9,034,700,000 PA | $1.98M COP | 1.399% | CO |
| Korea Treasury Bond KOREA TREASURY BOND BONDS 06/35 2.625 | — | YP9354505 KR103502GF62 | DBT NUSS | 3,191,260,000 PA | $1.88M KRW | 1.332% | KR |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 0… | — | BU6855664 CZ0001006431 | DBT NUSS | 41,500,000 PA | $1.77M CZK | 1.252% | CZ |
| GNMA II TBA 30 YR 2.5 JUMBOS | — | 21H022648 US21H0226488 | ABS-MBS USGA | 1,857,000 PA | $1.59M | 1.128% | US |
| COLOMBIAN TES BONDS 06/32 7 | — | AM1281642 COL17CT03490 | DBT NUSS | 7,792,200,000 PA | $1.56M COP | 1.103% | CO |
| GNMA II TBA 30 YR 3 JUMBOS | — | 21H030641 US21H0306413 | ABS-MBS USGA | 1,725,000 PA | $1.54M | 1.089% | US |
| FANNIE MAE POOL MBS 30YR TBA | — | 01F042657 US01F0426571 | ABS-MBS USGSE | 1,490,000 PA | $1.44M | 1.016% | US |
| Australia Government Bond AUSTRALIA GOVERNMENT BOND BONDS 06/31 1.5 | — | ZS8444920 AU0000047003 | DBT NUSS | 2,415,000 PA | $1.42M AUD | 1.008% | AU |
| JH COLLATERAL | — | — — | STIV RF | 135,661.11 NS | $1.36M | 0.960% | US |
| United States Treasury Note/Bond UNITED STATES TREASURY NOTE/BO 02/46 4.625 | — | 912810UT3 US912810UT33 | DBT UST | 1,400,000 PA | $1.35M | 0.955% | US |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 0… | — | BMYRRTII4 CZ0001006431 | DBT NUSS | 31,500,000 PA | $1.34M CZK | 0.950% | CZ |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 06/55 2.8 | — | YN9906580 JP1300871R70 | DBT NUSS | 248,250,000 PA | $1.33M JPY | 0.942% | JP |
| FREDDIE MAC POOL FR 12/55 FIXED 5.5 | — | 3142J6CN1 US3142J6CN16 | ABS-MBS USGSE | 1,298,887.84 PA | $1.30M | 0.923% | US |
| PPL Capital Funding Inc. PPL CAPITAL FUNDING INC COMPANY GUAR 144A 12/… | — | 69352PAU7 US69352PAU75 | DBT CORP | 1,238,000 PA | $1.29M | 0.915% | US |
| Exelon Corporation EXELON CORP SR UNSECURED 144A 03/29 3.25 | — | 30161NBT7 US30161NBT72 | DBT CORP | 1,220,000 PA | $1.26M | 0.892% | US |
| Korea Treasury Bond KOREA TREASURY BOND BONDS 12/35 3.25 | — | YJ8526396 KR103502GFC1 | DBT NUSS | 1,915,920,000 PA | $1.19M KRW | 0.842% | KR |
| COLOMBIAN TES BONDS 07/36 6.25 | — | BN5058530 COL17CT03748 | DBT NUSS | 6,492,200,000 PA | $1.12M COP | 0.796% | CO |
| The Southern Company SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25 | — | 842587EC7 US842587EC73 | DBT CORP | 1,090,000 PA | $1.11M | 0.785% | US |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | — | 01F062630 US01F0626303 | ABS-MBS USGSE | 993,000 PA | $1.03M | 0.726% | US |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10 | — | ZP2084801 BRSTNCNTF204 | DBT NUSS | 5,800,000 PA | $1.01M BRL | 0.711% | BR |
| COLOMBIAN TES BONDS 07/46 11.5 | — | YW3418426 COL17CT03938 | DBT NUSS | 4,070,600,000 PA | $994.2K COP | 0.704% | CO |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | — | 01F060659 US01F0606594 | ABS-MBS USGSE | 975,000 PA | $992.3K | 0.702% | US |
| UNITED STATES TREASURY INFLATI 02/56 2.375 | — | 912810US5 US912810US59 | DBT UST | 1,063,678.2 PA | $987.6K | 0.699% | US |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 982,000 PA | $986.1K | 0.698% | US |
| The United Kingdom UNITED KINGDOM GILT BONDS REGS 10/61 0.5 | — | BJ4579378 GB00BMBL1D50 | DBT NUSS | 2,910,000 PA | $922.5K GBP | 0.653% | GB |
| ITALY BUONI POLIENNALI DEL TES SR UNSECURED 1… | — | YL7910604 IT0005668238 | DBT NUSS | 770,000 PA | $903.5K EUR | 0.639% | IT |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | — | 01F052656 US01F0526560 | ABS-MBS USGSE | 895,000 PA | $897.5K | 0.635% | US |
| Alliant Energy Corporation ALLIANT ENERGY CORP SR UNSECURED 144A 05/28 3… | — | 018802AD0 US018802AD07 | DBT CORP | 835,000 PA | $884.7K | 0.626% | US |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | — | 01F022634 US01F0226344 | ABS-MBS USGSE | 1,048,000 PA | $881.1K | 0.624% | US |
| Wells Fargo and Company WELLS FARGO and CO PREFERRED STOCK 7.5 | — | 949746804 US9497468044 | EP CORP | 744 NS | $859.3K | 0.608% | US |
| COLOMBIAN TES SR UNSECURED 02/37 3.75 | — | AX5504979 COL17CT03623 | DBT NUSS | 4,152,001,395 PA | $858.0K COP | 0.607% | CO |
| GNMA II TBA 30 YR 5.5 JUMBOS | — | 21H052645 US21H0526457 | ABS-MBS USGA | 835,000 PA | $839.6K | 0.594% | US |
| INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3 | — | ZK9672989 IN0020230051 | DBT NUSS | 79,030,000 PA | $783.6K INR | 0.555% | IN |
| Australia Government Bond AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 0… | — | AU5557122 AU0000024044 | DBT NUSS | 1,350,000 PA | $774.3K AUD | 0.548% | AU |
| CenterPoint Energy Inc. CENTERPOINT ENERGY INC SR UNSECURED 144A 08/2… | — | 15189TBQ9 US15189TBQ94 | DBT CORP | 725,000 PA | $765.7K | 0.542% | US |
| Australia Government Bond AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 0… | — | BK4676346 AU0000097495 | DBT NUSS | 2,155,000 PA | $749.0K AUD | 0.530% | AU |
| ICELAND RIKISBREF BONDS 02/38 6.5 | — | YR6906709 IS0000037265 | DBT NUSS | 93,345,000 PA | $724.9K ISK | 0.513% | IS |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA | — | 01F052441 US01F0524417 | ABS-MBS USGSE | 690,000 PA | $703.2K | 0.498% | US |
| Romania ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED R… | — | YQ7562081 XS3021378388 | DBT NUSS | 595,000 PA | $686.8K EUR | 0.486% | RO |
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 ($170.16M), not of the fund’s net assets ($141.31M). The two differ by cash, derivatives filed with no market value, and rounding.