1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000028734 | JAFLX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
680 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| CROTON PARK CLO LTD CRTPK 2024-1A A2 | — | 227800AC3 US227800AC31 | ABS-CBDO CORP | 994,000 PA | $991.8K | 0.161% | KY |
| Applovin Corp. APP 5.375 12/01/31 | — | 03831WAC2 US03831WAC29 | DBT CORP | 980,000 PA | $989.6K | 0.160% | US |
| BX COMMERCIAL MORTGAGE TRUST 2025-B BOCA 2025-BOCA A | — | 05619RAA0 US05619RAA05 | ABS-O CORP | 990,000 PA | $989.0K | 0.160% | US |
| CONE 2024-DWF1 CONE 2024-DFW1 A | — | 20682AAA8 US20682AAA88 | ABS-O CORP | 993,000 PA | $986.3K | 0.160% | US |
| CF HIPPOLYTA ISSUER LLC SORT 2022-1A A1 | — | 12530MAL9 US12530MAL90 | ABS-O CORP | 995,571.32 PA | $981.2K | 0.159% | US |
| 2023-MIC TRUST/THE THE 2023-MIC A | — | 87256GAA0 US87256GAA04 | ABS-O CORP | 920,808 PA | $980.7K | 0.159% | US |
| Government National Mortgage Association G2 MA7313 | — | 36179WDS4 US36179WDS44 | ABS-MBS USGA | 1,089,421.56 PA | $973.8K | 0.158% | US |
| Government National Mortgage Association G2-30YR-Multi | — | 21H050649 US21H0506491 | ABS-MBS USGA | 982,425 PA | $972.3K | 0.158% | US |
| LPL Holdings Inc. LPLA 6 05/20/34 | — | 50212YAK0 US50212YAK01 | DBT CORP | 953,000 PA | $972.0K | 0.158% | US |
| GCAT 2023-INV1 TRUST GCAT 2023-INV1 A1 | — | 36830QAA0 US36830QAA04 | ABS-O CORP | 956,322.04 PA | $965.3K | 0.156% | US |
| Tallgrass Energy Partners, LP and Tallgrass E… TEP 7.375 02/15/29 144A | — | 87470LAL5 US87470LAL53 | DBT CORP | 936,000 PA | $962.9K | 0.156% | US |
| Federal National Mortgage Association FN FS7643 | — | 3140XPP52 US3140XPP525 | ABS-MBS USGSE | 923,640.86 PA | $960.1K | 0.156% | US |
| PNW TRUST 2026-ARTE PNW 2026-ARTE A | — | 73020TAA7 US73020TAA79 | ABS-O CORP | 956,000 PA | $953.6K | 0.155% | US |
| Atlas Warehouse Lending Co. LP ATWALD 6.25 01/15/30 | — | 049463AE2 US049463AE27 | DBT CORP | 924,000 PA | $950.3K | 0.154% | US |
| Standard Building Solutions Inc. BMCAUS 6.5 08/15/32 144A | — | 853191AA2 US853191AA25 | DBT CORP | 948,000 PA | $948.5K | 0.154% | US |
| Alpha Generation LLC Alpha Generation LLC Term Loan B 275 2031-09-… | — | 02072UAC6 US02072UAC62 | LON CORP | 940,100 PA | $936.9K | 0.152% | US |
| Health Care Service Corp A Mutual Legal Reser… HCSERV 5.2 06/15/29 144A | — | 42218SAK4 US42218SAK42 | DBT CORP | 915,000 PA | $928.1K | 0.150% | US |
| CVS Health Corp CVS 5.45 09/15/35 | — | 126650EK2 US126650EK24 | DBT CORP | 919,000 PA | $922.6K | 0.150% | US |
| Atlas Warehouse Lending Co. LP ATWALD 6.05 01/15/28 | — | 049463AD4 US049463AD44 | DBT CORP | 909,000 PA | $921.2K | 0.149% | US |
| Priority 1 Issuer Logistics DAC PRPM 2025-RPL4 A1 | — | 74448NAA2 US74448NAA28 | ABS-O CORP | 949,541.53 PA | $914.8K | 0.148% | US |
| TRACKSIDE RAIL LLC MWCX 2026-1A A | — | 89239YAA9 US89239YAA91 | ABS-O CORP | 936,000 PA | $914.3K | 0.148% | US |
| Government National Mortgage Association G2 MA7473 | — | 36179WJS8 US36179WJS89 | ABS-MBS USGA | 1,019,156.99 PA | $910.7K | 0.148% | US |
| Government National Mortgage Association GN 784182 | — | 3622A2UF7 US3622A2UF75 | ABS-MBS USGA | 923,457.74 PA | $910.7K | 0.148% | US |
| Federal National Mortgage Association FN FS3713 | — | 3140XKDT4 US3140XKDT48 | ABS-MBS USGSE | 951,310.79 PA | $904.5K | 0.147% | US |
| CF HIPPOLYTA ISSUER LLC SORT 2021-1A A1 | — | 12530MAE5 US12530MAE57 | ABS-O CORP | 1,111,286.56 PA | $897.3K | 0.145% | US |
| Federal Home Loan Mortgage Corp. FR RA5285 | — | 3133KL2S5 US3133KL2S53 | ABS-MBS USGSE | 1,052,289.78 PA | $896.9K | 0.145% | US |
| Equinix Asia Financing Corporation Pte Ltd. EQIX 4.4 03/15/31 | — | 29447KAA3 US29447KAA34 | DBT CORP | 915,000 PA | $895.7K | 0.145% | SG |
| Angel Oak Mortgage Trust AOMT 2025-6 A1 | — | 034937AA0 US034937AA05 | ABS-O CORP | 890,748.78 PA | $894.0K | 0.145% | US |
| CBAMR 2018-8 LTD/ CBAMR 2018-8 LLC CBAMR 2018-5A A1R | — | 12516LAC9 US12516LAC90 | ABS-CBDO CORP | 892,000 PA | $892.2K | 0.145% | KY |
| Federal National Mortgage Association FN FS1184 | — | 3140XGJ67 US3140XGJ675 | ABS-MBS USGSE | 960,370.75 PA | $891.9K | 0.145% | US |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-… GRADE 2025-LOC5 A1A | — | 79581XAB4 US79581XAB47 | ABS-O CORP | 890,316.03 PA | $891.3K | 0.144% | US |
| Federal Home Loan Mortgage Corp. FN MA4079 | — | 31418DQ96 US31418DQ965 | ABS-MBS USGSE | 1,001,095.89 PA | $890.7K | 0.144% | US |
| Federal National Mortgage Association FN CB8134 | — | 3140QUBC9 US3140QUBC95 | ABS-MBS USGSE | 869,640.13 PA | $888.5K | 0.144% | US |
| Morgan Stanley MS V2.943 01/21/33 | — | 61747YEL5 US61747YEL56 | DBT CORP | 978,000 PA | $879.4K | 0.143% | US |
| Blackstone Private Credit Fund BCRED 7.3 11/27/28 | — | 09261HBC0 US09261HBC07 | DBT CORP | 860,000 PA | $877.6K | 0.142% | US |
| Morgan Stanley Capital I Trust 2011-C2 MSC 2018-H4 A4 | — | 61691RAE6 US61691RAE62 | ABS-O CORP | 883,008 PA | $875.4K | 0.142% | US |
| BLP TRUST 2025-IND2 BLP 2025-IND2 A | — | 05556WAA4 US05556WAA45 | ABS-O CORP | 866,000 PA | $863.6K | 0.140% | US |
| LPL Holdings Inc. LPLA 5.75 06/15/35 | — | 50212YAQ7 US50212YAQ70 | DBT CORP | 866,000 PA | $862.6K | 0.140% | US |
| SALUDA GRADE ALTERNATIVE MTG TR 202 GRADE 2024-RTL5 A1 | — | 795935AA3 US795935AA37 | ABS-O CORP | 859,678 PA | $860.6K | 0.139% | US |
| OASIS SECURITISATION 21-2A OASIS 2025-1A A | — | 53161AAA9 US53161AAA97 | ABS-O CORP | 858,000 PA | $858.6K | 0.139% | US |
| LPL Holdings Inc. LPLA 5.15 06/15/30 | — | 50212YAP9 US50212YAP97 | DBT CORP | 854,000 PA | $857.7K | 0.139% | US |
| BX Trust 2018-Bilt BX 2021-LBA AJV | — | 05609BCD9 US05609BCD91 | ABS-O CORP | 848,000 PA | $846.8K | 0.137% | US |
| SEB FUNDING LLC SEB4P 2026-1A A2 | — | 78433DAD6 US78433DAD66 | ABS-O CORP | 852,000 PA | $846.8K | 0.137% | US |
| U.S. Bancorp. USB V5.424 02/12/36 | — | 91159HJU5 US91159HJU59 | DBT CORP | 826,000 PA | $844.0K | 0.137% | US |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024-CES5 A1A | — | 74938KAA5 US74938KAA51 | ABS-O CORP | 838,025.26 PA | $841.3K | 0.136% | US |
| Morgan Stanley MS V5.424 07/21/34 MTN | — | 61747YFG5 US61747YFG52 | DBT CORP | 823,000 PA | $835.1K | 0.135% | US |
| U.S. Bancorp. USB V5.046 02/12/31 | — | 91159HJT8 US91159HJT86 | DBT CORP | 822,000 PA | $834.0K | 0.135% | US |
| Sunoco LP SUN 5.625 03/15/31 144A | — | 86765KAF6 US86765KAF66 | DBT CORP | 835,000 PA | $831.2K | 0.135% | US |
| Gracie Point International Funding 2020-B GPIF 2025-1A A | — | 38411WAA0 US38411WAA09 | ABS-O CORP | 820,000 PA | $820.2K | 0.133% | US |
| Citigroup Inc. C V6.625 PERP | — | 172967QJ3 US172967QJ33 | DBT CORP | 816,000 PA | $816.6K | 0.132% | 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 ($645.19M), not of the fund’s net assets ($617.00M). The two differ by cash, derivatives filed with no market value, and rounding.