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 | — |
as filed
N-PORT Item C.4.a
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 ($645.19M), not of the fund’s net assets ($617.00M). The two differ by cash, derivatives filed with no market value, and rounding.
680 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Federal Home Loan Banks FR QF0488 | — | 3133BMRH0 US3133BMRH07 | ABS-MBS USGSE | 303,373.41 PA | $309.4K | 0.050% | US |
| Freddie Mac Stacr Remic Trust 2022-DNA7 STACR 2021-HQA3 M2 | — | 35564KJP5 US35564KJP57 | ABS-MBS USGSE | 306,930 PA | $308.0K | 0.050% | US |
| DB Master Finance LLC DNKN 2017-1A A2II | — | 233046AF8 US233046AF89 | ABS-O CORP | 304,520 PA | $301.8K | 0.049% | US |
| Figre Trust 2023-HE1 FIGRE 2025-HE4 A | — | 31684PAA0 US31684PAA03 | ABS-O CORP | 301,651.76 PA | $301.8K | 0.049% | US |
| Coopr Residential Mortgage Trust 2025 CES4 COOPR 2025-CES4 A1A | — | 12636SAA3 US12636SAA33 | ABS-O CORP | 303,009.62 PA | $301.7K | 0.049% | US |
| Federal Home Loan Mortgage Corp. FR QD7069 | — | 3133B42A2 US3133B42A27 | ABS-MBS USGSE | 351,304.77 PA | $300.9K | 0.049% | US |
| OASIS SECURITISATION 24-1A OASIS 2024-1A A | — | 53161XAA9 US53161XAA90 | ABS-O CORP | 301,000 PA | $300.2K | 0.049% | US |
| Federal Home Loan Mortgage Corp. FR SD0943 | — | 3132DNBL6 US3132DNBL64 | ABS-MBS USGSE | 320,714.17 PA | $298.6K | 0.048% | US |
| Federal National Mortgage Association FN BW7369 | — | 3140N0FK6 US3140N0FK67 | ABS-MBS USGSE | 298,696.95 PA | $297.9K | 0.048% | US |
| Rckt Mortgage Trust 2025-CES9 RCKT 2025-CES9 A1A | — | 74942JAA2 US74942JAA25 | ABS-O CORP | 298,518.93 PA | $295.7K | 0.048% | US |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 CSTL 2026-GATE3 A | — | 228920AA2 US228920AA28 | ABS-O CORP | 298,000 PA | $295.1K | 0.048% | US |
| FREMF 2023-K511 MORTGAGE TRUST FREMF 2023-K511 C | — | 30334FAG5 US30334FAG54 | ABS-MBS USGSE | 310,000 PA | $291.3K | 0.047% | US |
| Angel Oak Mortgage Trust AOMT 2020-2 A1A | — | 03464XAL4 US03464XAL47 | ABS-O CORP | 295,400.55 PA | $278.4K | 0.045% | US |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024-CES1 A1A | — | 749424AA5 US749424AA57 | ABS-O CORP | 272,618.96 PA | $273.7K | 0.044% | US |
| BX COMMERCIAL MORTGAGE TRUST 2026-CSMO BX 2026-CSMO C | — | 12433LAE5 US12433LAE56 | ABS-O CORP | 273,000 PA | $272.7K | 0.044% | US |
| Federal National Mortgage Association FN CB2681 | — | 3140QM6T6 US3140QM6T66 | ABS-MBS USGSE | 292,491.53 PA | $272.4K | 0.044% | US |
| Ballyrock Clo 2018-1 Ltd/ Llc BALLY 2020-14A A1BR | — | 05874XAN9 US05874XAN93 | ABS-CBDO CORP | 270,000 PA | $270.0K | 0.044% | KY |
| Fnma Pass-Thru I FN FA3182 | — | 3140W3RC5 US3140W3RC53 | ABS-MBS USGSE | 261,252.99 PA | $268.6K | 0.044% | US |
| PRPM 2024-RCF2 LLC PRPM 2024-RCF2 A1 | — | 693987AA7 US693987AA72 | ABS-O CORP | 272,232.12 PA | $267.3K | 0.043% | US |
| Federal National Mortgage Association CAS 2023-R06 1M1 | — | 20754EAA3 US20754EAA38 | ABS-MBS USGSE | 266,688.98 PA | $267.3K | 0.043% | US |
| Vistra Operations Co LLC VST 4.7 01/31/31 144A | — | 92840VAY8 US92840VAY83 | DBT CORP | 269,000 PA | $264.7K | 0.043% | US |
| Federal National Mortgage Association FN FS3377 | — | 3140XJXF5 US3140XJXF50 | ABS-MBS USGSE | 273,850.67 PA | $261.4K | 0.042% | US |
| Freddie Mac Stacr Remic Trust 2022-DNA7 STACR 2023-HQA3 M1 | — | 35564K3G2 US35564K3G29 | ABS-MBS USGSE | 257,534.24 PA | $258.7K | 0.042% | US |
| Bank 2018-Bnk10 BANK 2018-BN12 A4 | — | 06541KBA5 US06541KBA51 | ABS-O CORP | 260,123 PA | $258.4K | 0.042% | US |
| BX COML MTG TR 2024-VLT5 BX 2024-VLT5 B | — | 05614JAC9 US05614JAC99 | ABS-O CORP | 251,000 PA | $250.5K | 0.041% | US |
| Octagon Investment Partners XXIV Ltd. OCT42 2019-3A A2RR | — | 67576PBA4 US67576PBA49 | ABS-CBDO CORP | 250,000 PA | $249.6K | 0.040% | KY |
| Federal Home Loan Mortgage Corp. FR SI2017 | — | 3133USG21 US3133USG214 | ABS-MBS USGSE | 261,161.86 PA | $249.3K | 0.040% | US |
| Federal Home Loan Mortgage Corp. FR SD2897 | — | 3132DQGE0 US3132DQGE08 | ABS-MBS USGSE | 245,012.03 PA | $249.0K | 0.040% | US |
| LPL Holdings Inc. LPLA 4 03/15/29 144A | — | 50212YAD6 US50212YAD67 | DBT CORP | 250,000 PA | $242.8K | 0.039% | US |
| Federal Home Loan Mortgage Corp. FR SD1551 | — | 3132DNWL3 US3132DNWL36 | ABS-MBS USGSE | 253,217.69 PA | $241.7K | 0.039% | US |
| Connecticut Avenue Securities Trust 2025-R03 CAS 2025-R02 1M1 | — | 20754TAC6 US20754TAC62 | ABS-MBS USGSE | 239,370.59 PA | $239.3K | 0.039% | US |
| Freddie Mac Stacr Remic Trust STACR 2025-DNA1 M1 | — | 35564NFZ1 US35564NFZ15 | ABS-MBS USGSE | 239,283.96 PA | $239.0K | 0.039% | US |
| ONSLOW BAY FINANCIAL OBX 2022-INV1 A1 | — | 67115NAA8 US67115NAA81 | ABS-O CORP | 275,579.24 PA | $238.8K | 0.039% | US |
| Federal National Mortgage Association FN MA3521 | — | 31418C4F8 US31418C4F86 | ABS-MBS USGSE | 246,795.19 PA | $235.5K | 0.038% | US |
| NRZ Fht Excess LLC NZES 2021-FHT1 A | — | 62955MAB2 US62955MAB28 | ABS-O CORP | 234,603.48 PA | $232.4K | 0.038% | US |
| Federal National Mortgage Association CAS 2024-R01 1M1 | — | 20753UAA8 US20753UAA88 | ABS-MBS USGSE | 227,953.85 PA | $227.9K | 0.037% | US |
| Federal Home Loan Mortgage Corp. FR QI2699 | — | 3133W87L1 US3133W87L17 | ABS-MBS USGSE | 222,565 PA | $227.7K | 0.037% | US |
| Federal National Mortgage Association FN CB6851 | — | 3140QSTH4 US3140QSTH45 | ABS-MBS USGSE | 228,890.69 PA | $223.8K | 0.036% | US |
| Federal National Mortgage Association FN AL5942 | — | 3138ENS83 US3138ENS833 | ABS-MBS USGSE | 221,606.29 PA | $223.6K | 0.036% | US |
| LHOME MORTGAGE TRUST 2026-RTL1 LHOME 2026-RTL1 A1 | — | 50206JAA3 US50206JAA34 | ABS-O CORP | 223,000 PA | $222.3K | 0.036% | US |
| Federal National Mortgage Association FN CB0456 | — | 3140QKQJ0 US3140QKQJ02 | ABS-MBS USGSE | 255,316.99 PA | $215.1K | 0.035% | US |
| Freddie Mac Stacr Remic Trust 2022-DNA7 STACR 2023-DNA2 M1A | — | 35564KT58 US35564KT581 | ABS-MBS USGSE | 213,043.65 PA | $215.0K | 0.035% | US |
| BX Trust 2018-Bilt BX 2019-OC11 B | — | 05606FAG8 US05606FAG81 | ABS-O CORP | 222,000 PA | $210.2K | 0.034% | US |
| Wendys Funding Llc WEN 2021-1A A2I | — | 95058XAK4 US95058XAK46 | ABS-O CORP | 224,574.79 PA | $207.9K | 0.034% | US |
| MVW 2025-2 LLC MVWOT 2025-2A A | — | 55389RAA3 US55389RAA32 | ABS-O CORP | 207,536.94 PA | $203.9K | 0.033% | US |
| DATA 2024 CNTR2 MORTGAGE TRUST DATA 2024-CTR2 A | — | 238020AA9 US238020AA91 | ABS-O CORP | 206,594 PA | $203.4K | 0.033% | US |
| Compass Datacenters Issuer II LLC CMPDC 2024-2A A1 | — | 20469AAD1 US20469AAD19 | ABS-O CORP | 201,000 PA | $200.3K | 0.032% | US |
| Federal Home Loan Mortgage Corp. FR QG3598 | — | 3133C37K6 US3133C37K62 | ABS-MBS USGSE | 201,546.2 PA | $200.1K | 0.032% | US |
| Government National Mortgage Association G2 MA5264 | — | 36179TZ57 US36179TZ577 | ABS-MBS USGA | 209,631.81 PA | $199.9K | 0.032% | US |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-CES1 GSMBS 2026-CES1 A1 | — | 36277LAA1 US36277LAA17 | ABS-O CORP | 199,682.24 PA | $198.6K | 0.032% | US |