1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000042871 | JNBAX | NOT_LISTED | not exchange-listed | — |
| C000042872 | JNBCX | NOT_LISTED | not exchange-listed | — |
| C000042873 | JNBSX | NOT_LISTED | not exchange-listed | — |
| C000195048 | JNBZX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
2,806 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| N/A U.S. Treasury 10 Year Note | — | — — | DIR OTHER | 10,828 NC |
| -0.285% |
| US |
| N/A U.S. Treasury 5 Year Note | — | — — | DIR OTHER | 12,143 NC | -$24.30M | -0.278% | US |
| N/A EURO STOXX 50 Index | — | — DE000C7YK3S8 | DE OTHER | -3,968 NC | -$8.67M EUR | -0.099% | DE |
| British Pound | — | — — | STIV OTHER | -193,422.13 OU | -$263.2K GBP | -0.003% | GB |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$77.3K N/A | -0.001% | N/A |
| Norwegian Krone | — | — — | STIV OTHER | -279,189.21 OU | -$30.1K NOK | -0.000% | NO |
| Brazilian Real | — | — — | STIV OTHER | -1.6 OU | -$0.32 BRL | -0.000% | BR |
| New Zealand Dollar | — | — — | STIV OTHER | -0.01 OU | -$0.01 NZD | -0.000% | NZ |
| Swedish Krona | — | — — | STIV OTHER | 0.03 OU | $0.00 SEK | 0.000% | SE |
| Hong Kong Dollar | — | — — | STIV OTHER | 0.03 OU | $0.00 HKD | 0.000% | HK |
| Polish Zloty - New | — | — — | STIV OTHER | 0.01 OU | $0.00 PLN | 0.000% | PL |
| Danish Krone | — | — — | STIV OTHER | 0.01 OU | $0.00 DKK | 0.000% | DK |
| Russian Roubles | — | — — | STIV OTHER | 0.02 OU | $0.00 RUB | 0.000% | RU |
| Residential Asset Securitization Trust Residential Asset Securitization Trust, Serie… | — | 45660LHS1 US45660LHS16 | ABS-MBS CORP | 0 PA | $0.00 | 0.000% | US |
| Severstal PAO | — | 818150302 US8181503025 | EC CORP | 10,260 NS | $0.01 | 0.000% | RU |
| Escrow Rite Aid | — | — — | DBT CORP | 967,547 PA | $0.01 | 0.000% | US |
| First Horizon Alternative Mortgage Securities… First Horizon Alternative Mortgage Securities… | — | 32052FBD7 US32052FBD78 | ABS-MBS CORP | 4,452.84 PA | $0.04 | 0.000% | US |
| Swiss Franc | — | — — | STIV OTHER | 0.04 OU | $0.05 CHF | 0.000% | CH |
| Moran Foods LLC Moran Foods LLC, 1st Lien Term Loan | — | 61647DBA9 US61647DBA90 | LON CORP | 7,557,809.27 PA | $0.08 | 0.000% | US |
| Severstal PAO | — | 818150302 US8181503025 | EC CORP | 131,758 NS | $0.13 | 0.000% | RU |
| Canadian Dollar | — | — — | STIV OTHER | 0.41 OU | $0.30 CAD | 0.000% | CA |
| Structured Asset Securities Corp. Pass-Throug… Structured Asset Securities Corp. Pass-Throug… | — | 86358RXZ5 US86358RXZ53 | ABS-O CORP | 2.56 PA | $0.34 | 0.000% | US |
| Turkish Lira | — | — — | STIV OTHER | 70.52 OU | $1.56 TRY | 0.000% | TR |
| FHLMC Seasoned Credit Risk Transfer Trust FHLMC Seasoned Credit Risk Transfer Trust, Se… | — | 35563PCH0 US35563PCH01 | ABS-MBS CORP | 161,564,810.36 PA | $1.62 | 0.000% | US |
| Hungarian Forint | — | — — | STIV OTHER | 509.16 OU | $1.64 HUF | 0.000% | HU |
| Israeli Shekel | — | — — | STIV OTHER | 5.29 OU | $1.79 ILS | 0.000% | IL |
| Moscow Exchange MICEX-RTS PJSC | — | — RU000A0JR4A1 | EC CORP | 2,552,458 NS | $2.55 | 0.000% | RU |
| Alternative Loan Trust Alternative Loan Trust, Series 2005-J2, Class… | — | 12667F6A8 US12667F6A87 | ABS-MBS CORP | 4.5 PA | $3.56 | 0.000% | US |
| New Mexican Pesos | — | — — | STIV OTHER | 88.52 OU | $5.07 MXN | 0.000% | MX |
| Japanese Yen | — | — — | STIV OTHER | 2,093 OU | $13.37 JPY | 0.000% | JP |
| South African Rand | — | — — | STIV OTHER | 421.95 OU | $25.33 ZAR | 0.000% | ZA |
| N/A Audacy, Inc. | — | 05070N137 US05070N1375 | DO OTHER | 2,116 NS | $32.80 | 0.000% | US |
| Indian Rupee | — | — — | STIV OTHER | 3,372.22 OU | $35.53 INR | 0.000% | IN |
| GNMA GNMA, Series 2012-89 | — | 38378BXV6 US38378BXV60 | ABS-MBS USGA | 3,878,284.25 PA | $38.78 | 0.000% | US |
| South Korea Won | — | — — | STIV OTHER | 118,953.55 OU | $80.20 KRW | 0.000% | KR |
| Hertz Corp. (The) Hertz Corp. (The), Escrow | — | 428ESCAA5 — | DBT CORP | 1,106,000 PA | $110.60 | 0.000% | US |
| N/A Audacy, Inc. | — | 05070N129 — | DO OTHER | 12,694 NS | $196.76 | 0.000% | US |
| FHLMC FHLMC, Multi-Family Structured Pass-Through C… | — | 3137FLN67 US3137FLN670 | ABS-MBS USGSE | 2,505,825.51 PA | $253.34 | 0.000% | US |
| Hertz Corp. (The) Hertz Corp. (The), Escrow | — | 428ESCAD9 US428ESCAD94 | DBT CORP | 5,450,000 PA | $545.00 | 0.000% | US |
| Hertz Corp. (The) Hertz Corp. (The), Escrow | — | 428ESCAC1 — | DBT CORP | 5,505,000 PA | $550.50 | 0.000% | US |
| New Taiwan Dollar | — | — — | STIV OTHER | 17,704.68 OU | $558.78 TWD | 0.000% | TW |
| Nomura Asset Acceptance Corp. Alternative Loa… Nomura Asset Acceptance Corp. Alternative Loa… | — | 65535VKX5 US65535VKX54 | ABS-MBS CORP | 556.91 PA | $561.55 | 0.000% | US |
| CWABS Asset-Backed Certificates Trust CWABS Asset-Backed Certificates Trust,, Serie… | — | 126673KY7 US126673KY72 | ABS-O CORP | 432.72 PA | $630.15 | 0.000% | US |
| FREMF Mortgage Trust FREMF Mortgage Trust, Series 2017-K724, Class… | — | 30295XAQ1 US30295XAQ16 | ABS-MBS USGSE | 723,044.02 PA | $781.03 | 0.000% | US |
| Hertz Corp. (The) Hertz Corp. (The), Escrow | — | 428ESCAB3 — | DBT CORP | 11,828,000 PA | $1.2K | 0.000% | US |
| FGI Operating Co. LLC FGI Operating Co. LLC, 1st Lien Term Loan | — | — — | LON CORP | 125,859.9 PA | $1.3K | 0.000% | US |
| Banc of America Alternative Loan Trust Banc of America Alternative Loan Trust, Serie… | — | 05950AAK2 US05950AAK25 | ABS-MBS CORP | 1,707.19 PA | $1.6K | 0.000% | US |
| Alternative Loan Trust Alternative Loan Trust, Series 2005-50CB, Cla… | — | 12668ALL7 US12668ALL79 | ABS-MBS CORP | 1,943.76 PA | $1.9K | 0.000% | US |
| Singapore Dollar | — | — — | STIV OTHER | 2,581.89 OU | $2.0K SGD | 0.000% | SG |
| Nmg Escrow Neiman Marcus Group, Inc. | — | — — | EC CORP | 4,386 NS | $2.2K | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 15.7% of reported value reaches a classification.
Percentages are of the reported value of positions above ($8.79B), not of the fund’s net assets ($8.74B). The two differ by cash, derivatives filed with no market value, and rounding.