1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-29
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000136812 | JGCGX | NOT_LISTED | not exchange-listed | — |
| C000136811 | JGIAX | NOT_LISTED | not exchange-listed | — |
| C000136814 | JMSFX | NOT_LISTED | not exchange-listed | — |
| C000136813 | JMSIX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
2,730 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| FMC GMSR Issuer Trust FMC GMSR Issuer Trust, Series 2021-GT1, Class… | — | 30259RAH8 US30259RAH84 | ABS-O CORP | 25,000,000 PA |
| $24.27M |
| 0.149% |
| US |
| GNMA GNMA II, 30 Year | — | 3622ADHC5 US3622ADHC53 | ABS-MBS USGA | 22,931,795.68 PA | $24.18M | 0.148% | US |
| FHLMC STACR REMIC Trust FHLMC STACR REMIC Trust, Series 2021-DNA5, Cl… | — | 35564KJB6 US35564KJB61 | ABS-MBS CORP | 19,900,000 PA | $24.13M | 0.148% | US |
| FREMF Mortgage Trust FREMF Mortgage Trust, Series 2022-KF132, Clas… | — | 30325VAE6 US30325VAE65 | ABS-MBS USGSE | 25,806,022.39 PA | $23.97M | 0.147% | US |
| FHLMC Pool FHLMC UMBS, 30 Year | — | 3142J6CY7 US3142J6CY70 | ABS-MBS USGSE | 23,256,708.11 PA | $23.87M | 0.146% | US |
| FNMA FNMA, Other | — | 3140LH3C2 US3140LH3C28 | ABS-MBS USGSE | 23,000,000 PA | $23.59M | 0.144% | US |
| GNMA GNMA, Series 2025-211, Class UZ | — | 38385K5Q9 US38385K5Q97 | ABS-MBS USGA | 23,408,239.6 PA | $23.40M | 0.143% | US |
| FREMF Mortgage Trust FREMF Mortgage Trust, Series 2020-K105, Class… | — | 302975BJ5 US302975BJ58 | ABS-MBS USGSE | 33,000,000 PA | $23.37M | 0.143% | US |
| GNMA GNMA, Series 2022-4 | — | 38381EQB7 US38381EQB73 | ABS-MBS USGA | 359,447,330.48 PA | $23.14M | 0.142% | US |
| Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2… | — | 20754CAF6 US20754CAF68 | ABS-MBS CORP | 22,660,000 PA | $23.06M | 0.141% | US |
| GNMA GNMA, Series 2025-21 | — | 38381L5V0 US38381L5V06 | ABS-MBS USGA | 320,508,877.67 PA | $22.85M | 0.140% | US |
| FREMF Mortgage Trust FREMF Mortgage Trust, Series 21K-F116, Class … | — | 30320XAE7 US30320XAE76 | ABS-MBS USGSE | 22,846,541.96 PA | $22.73M | 0.139% | US |
| FNMA | — | 3140JCXC3 US3140JCXC33 | ABS-MBS USGSE | 22,070,645.58 PA | $22.58M | 0.138% | US |
| American Credit Acceptance Receivables Trust American Credit Acceptance Receivables Trust,… | — | 02528EAE8 US02528EAE86 | ABS-O CORP | 22,230,000 PA | $22.50M | 0.138% | US |
| FNMA FNMA UMBS, 30 Year | — | 3140XQ3V7 US3140XQ3V70 | ABS-MBS USGSE | 20,932,240.84 PA | $22.20M | 0.136% | US |
| Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust, Series 202… | — | 22534QAG6 US22534QAG64 | ABS-O CORP | 22,000,000 PA | $22.20M | 0.136% | US |
| Jonah Energy ABS II LLC Jonah Energy ABS LLC, Series 2025-1A, Class B | — | 479913AF2 US479913AF21 | ABS-O CORP | 21,966,638.33 PA | $21.93M | 0.134% | US |
| ROCK Trust ROCK Trust, Series 2024-CNTR, Class D | — | 74970WAG5 US74970WAG50 | ABS-MBS CORP | 20,727,000 PA | $21.89M | 0.134% | US |
| CITI Asset Receivables Trust I CITI Asset Receivables Trust I, Series 2025-1… | — | 17302EAA6 US17302EAA64 | ABS-O CORP | 22,184,640.87 PA | $21.73M | 0.133% | US |
| GNMA GNMA, Series 2020-169 | — | 38380RFW5 US38380RFW51 | ABS-MBS USGA | 345,750,938.85 PA | $21.71M | 0.133% | US |
| Imola Merger Corp. | — | 45258LAA5 US45258LAA52 | DBT CORP | 22,013,000 PA | $21.64M | 0.133% | US |
| BHMS Commercial Mortgage Trust BHMS Commercial Mortgage Trust, Series 2025-A… | — | 088928AA4 US088928AA44 | ABS-MBS CORP | 21,450,000 PA | $21.58M | 0.132% | US |
| Neuberger Berman Loan Advisers CLO 38 Ltd. Neuberger Berman Loan Advisers CLO Ltd., Seri… | — | 64133RAW6 US64133RAW60 | ABS-CBDO CORP | 21,300,000 PA | $21.33M | 0.131% | KY |
| FREMF 2020-K740 Mortgage Trust FREMF Mortgage Trust, Series 2020-K740, Class… | — | 35709FAS5 US35709FAS56 | ABS-MBS USGSE | 24,122,537 PA | $21.33M | 0.131% | US |
| Nautical Solutions | — | — — | ABS-O CORP | 20,959,088.45 PA | $21.30M | 0.130% | US |
| GNMA GNMA, Series 2025-144, Class A | — | 38381MS27 US38381MS270 | ABS-MBS USGA | 20,762,857.53 PA | $20.93M | 0.128% | US |
| Citi Asset Receivables Trust I Citi Asset Receivables Trust I, Series 2025-5… | — | 17302HAA9 US17302HAA95 | ABS-MBS CORP | 21,353,030.75 PA | $20.89M | 0.128% | US |
| VistaJet Pass Through Trust VistaJet Pass Through Trust, Series 2021-1C | — | 92841QAA0 US92841QAA04 | ABS-O CORP | 20,597,500 PA | $20.84M | 0.128% | US |
| Multi-Family Connecticut Avenue Securities Tr… Multi-Family Connecticut Avenue Securities Tr… | — | 62548NAB4 US62548NAB47 | ABS-MBS CORP | 18,075,000 PA | $20.76M | 0.127% | US |
| Multifamily Connecticut Avenue Securities Tru… Multi-Family Connecticut Avenue Securities Tr… | — | 62549CAA9 US62549CAA99 | ABS-MBS CORP | 20,386,610.94 PA | $20.71M | 0.127% | US |
| FHLMC Structured Agency Credit Risk Debt Notes FHLMC STACR REMIC Trust, Series 2021-DNA2, Cl… | — | 35564KDX4 US35564KDX46 | ABS-MBS CORP | 18,555,000 PA | $20.61M | 0.126% | US |
| Acrc | — | — — | DBT CORP | 21,000,000.01 PA | $20.55M | 0.126% | GB |
| Wynn Resorts Finance LLC | — | 983133AA7 US983133AA70 | DBT CORP | 20,330,000 PA | $20.45M | 0.125% | US |
| BANK5 BANK5, Series 2023-5YR3, Class A2 | — | 06211EAA9 US06211EAA91 | ABS-MBS CORP | 19,617,657.93 PA | $20.40M | 0.125% | US |
| Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust, Series… | — | 96043CAG5 US96043CAG50 | ABS-O CORP | 19,900,000 PA | $20.23M | 0.124% | US |
| PRET LLC PRET LLC, Series 2025-NPL4, Class A1 | — | 74136UAA3 US74136UAA34 | ABS-MBS CORP | 20,088,140.9 PA | $20.13M | 0.123% | US |
| SRT Issuer II LLC SRT Issuer LLC | — | 78475DAE3 US78475DAE31 | ABS-O CORP | 20,000,000 PA | $20.01M | 0.123% | US |
| DISH Network Corp. | — | 25470MAG4 US25470MAG42 | DBT CORP | 19,297,000 PA | $19.98M | 0.122% | US |
| SRT Issuer I LLC | — | 78475KAC1 US78475KAC18 | ABS-O CORP | 20,000,000 PA | $19.98M | 0.122% | US |
| Neuberger Berman Loan Advisers CLO 42 Ltd. Neuberger Berman Loan Advisers CLO Ltd., Seri… | — | 64133WAS4 US64133WAS44 | ABS-CBDO CORP | 19,900,000 PA | $19.93M | 0.122% | KY |
| Citi Asset Receivables Trust I Citi Asset Receivables Trust, Series 2025-7, … | — | 17292DAA0 US17292DAA00 | ABS-MBS CORP | 19,982,386.73 PA | $19.89M | 0.122% | US |
| American Credit Acceptance Receivables Trust American Credit Acceptance Receivables Trust,… | — | 02531FAG5 US02531FAG54 | ABS-O CORP | 19,700,000 PA | $19.89M | 0.122% | US |
| GNMA GNMA II, 30 Year | — | 3622ADKH0 US3622ADKH04 | ABS-MBS USGA | 18,950,458.45 PA | $19.62M | 0.120% | US |
| Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Serie… | — | 80288JAF0 US80288JAF03 | ABS-O CORP | 19,270,000 PA | $19.62M | 0.120% | US |
| ReadyCap Holdings LLC ReadyCap Holdings LLC, Series QIB | — | 755763AC3 US755763AC36 | DBT CORP | 20,000,000 PA | $19.61M | 0.120% | US |
| SS&C Technologies, Inc. | — | 78466CAC0 US78466CAC01 | DBT CORP | 19,553,000 PA | $19.52M | 0.120% | US |
| Harvest Commercial Capital Loan Trust Harvest Commercial Capital Loan Trust, Series… | — | 41757CAA0 US41757CAA09 | ABS-MBS CORP | 18,718,545.38 PA | $19.50M | 0.119% | US |
| TransDigm, Inc. | — | 893647BU0 US893647BU00 | DBT CORP | 18,982,000 PA | $19.50M | 0.119% | US |
| Sirius XM Radio LLC | — | 82967NBC1 US82967NBC11 | DBT CORP | 19,459,000 PA | $19.48M | 0.119% | US |
| GNMA GNMA II, 30 Year | — | 3622AEAD8 US3622AEAD82 | ABS-MBS USGA | 18,900,565.02 PA | $19.48M | 0.119% | 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 ($15.56B), not of the fund’s net assets ($16.33B). The two differ by cash, derivatives filed with no market value, and rounding.