JPMorgan Funds > JPMorgan Trust I
JPMorgan Diversified Fund
$458.16M
Avg Monthly Net Assets
$470.45M
Total Assets
$5.38M
Total Liabilities
$465.07M
Net Assets
JPMorgan Diversified Fund is a Mutual Fund in JPMorgan Trust I
from JPMorgan Funds,
based in New York,
United States of America.
The fund has five share classes
and monthly net assets of $458.16M.
On August 28th, 2024 it reported 1,144 holdings, the largest
being JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (4.8%), JPMorgan Prime Money Market Fund (3.3%) and Microsoft Corp. (3.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000007576 | JDVAX | |
| Class C Shares | C000007578 | JDVCX | |
| Class I Shares | C000007574 | JDVSX | |
| Class L Shares | C000007575 | JPDVX | |
| Class R6 Shares | C000195232 | JDVZX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3i Group plc | Long | Equity-common | GB | $1M | 33K | 0.28 |
| AAK AB | Long | Equity-common | SE | $162K | 6K | 0.03 |
| AAON, Inc. | Long | Equity-common | US | $21K | 237 | 0.00 |
| AbbVie, Inc. | Long | Equity-common | US | $2M | 13K | 0.49 |
| AbbVie, Inc. | Long | Debt | US | $367K | – | 0.08 |
| ABIOMED, Inc., CVR | Long | Right | US | $41.82 | 41 | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $176K | – | 0.04 |
| Accelleron Industries AG | Long | Equity-common | CH | $85K | 2K | 0.02 |
| Acushnet Holdings Corp. | Long | Equity-common | US | $130K | 2K | 0.03 |
| Advanced Micro Devices, Inc. | Long | Equity-common | US | $2M | 10K | 0.34 |
| Adyen NV | Long | Equity-common | NL | $108K | 91 | 0.02 |
| AEP Transmission Co. LLC | Long | Debt | US | $131K | – | 0.03 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $420K | – | 0.09 |
| AIA Group Ltd. | Long | Equity-common | HK | $284K | 42K | 0.06 |
| AIA Group Ltd. | Long | Equity-common | HK | $215K | 32K | 0.05 |
| AIB Group plc | Long | Equity-common | IE | $123K | 23K | 0.03 |
| Air Lease Corp. | Long | Debt | US | $94K | – | 0.02 |
| Air Lease Corp. | Long | Equity-common | US | $93K | 2K | 0.02 |
| Air Liquide SA | Long | Equity-common | FR | $1M | 6K | 0.23 |
| Airbus SE | Long | Equity-common | NL | $471K | 3K | 0.10 |
| Aker Solutions ASA | Long | Equity-common | NO | $129K | 31K | 0.03 |
| Albemarle Corp. | Long | Debt | US | $96K | – | 0.02 |
| Albertsons Cos., Inc., Class A | Long | Equity-common | US | $91K | 5K | 0.02 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $192K | – | 0.04 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Alimentation Couche-Tard, Inc. | Long | Equity-common | CA | $814K | 14K | 0.17 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $105K | – | 0.02 |
| Allegro MicroSystems, Inc. | Long | Equity-common | US | $130K | 5K | 0.03 |
| Allianz SE (Registered) | Long | Equity-common | DE | $213K | 767 | 0.05 |
| Ally Auto Receivables Trust, Series 2023-1, Class A3 | Long | ABS-other | US | $116K | – | 0.03 |
| Alnylam Pharmaceuticals, Inc. | Long | Equity-common | US | $142K | 586 | 0.03 |
| Alphabet, Inc., Class A | Long | Equity-common | US | $1M | 6K | 0.24 |
| Alphabet, Inc., Class C | Long | Equity-common | US | $1M | 8K | 0.32 |
| Amazon.com, Inc. | Long | Equity-common | US | $10M | 50K | 2.06 |
| Ameren Corp. | Long | Debt | US | $99K | – | 0.02 |
| American Airlines Pass-Through Trust, Series 2021-1, Class B | Long | ABS-other | US | $240K | – | 0.05 |
| American Credit Acceptance Receivables Trust, Series 2023-1, Class C | Long | ABS-other | US | $199K | – | 0.04 |
| American Credit Acceptance Receivables Trust, Series 2023-2, Class A | Long | ABS-other | US | $13K | – | 0.00 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class D | Long | ABS-other | US | $83K | – | 0.02 |
| American Express Co. | Long | Equity-common | US | $841K | 4K | 0.18 |
| American Express Co. | Long | Debt | US | $267K | – | 0.06 |
| American Homes 4 Rent, Class A | Long | Equity-common | US | $132K | 4K | 0.03 |
| American Tower Corp. | Long | Debt | US | $238K | – | 0.05 |
| American Tower Corp. | Long | Debt | US | $149K | – | 0.03 |
| American Water Capital Corp. | Long | Debt | US | $198K | – | 0.04 |
| AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B | Long | ABS-other | US | $62K | – | 0.01 |
| AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3 | Long | ABS-other | US | $76K | – | 0.02 |
| AmeriCredit Automobile Receivables Trust, Series 2024-1, Class B | Long | ABS-other | US | $180K | – | 0.04 |
| Ameriprise Financial, Inc. | Long | Equity-common | US | $469K | 1K | 0.10 |
| AMETEK, Inc. | Long | Equity-common | US | $244K | 1K | 0.05 |
| Amgen, Inc. | Long | Debt | US | $116K | – | 0.02 |
| Amgen, Inc. | Long | Debt | US | $54K | – | 0.01 |
| Amgen, Inc. | Long | Debt | US | $37K | – | 0.01 |
| Amgen, Inc. | Long | Debt | US | $18K | – | 0.00 |
| AMSR Trust, Series 2020-SFR5, Class A | Long | ABS-other | US | $77K | – | 0.02 |
| Amur Equipment Finance Receivables LLC, Series 2022-1A, Class A2 | Long | ABS-other | US | $61K | – | 0.01 |
| Analog Devices, Inc. | Long | Equity-common | US | $1M | 5K | 0.24 |
| Aon North America, Inc. | Long | Debt | US | $122K | – | 0.03 |
| Appalachian Power Co., Series AA | Long | Debt | US | $126K | – | 0.03 |
| Apple Hospitality REIT, Inc. | Long | Equity-common | US | $69K | 5K | 0.01 |
| Apple, Inc. | Long | Equity-common | US | $11M | 50K | 2.28 |
| Applied Industrial Technologies, Inc. | Long | Equity-common | US | $172K | 885 | 0.04 |
| AptarGroup, Inc. | Long | Equity-common | US | $154K | 1K | 0.03 |
| Arch Capital Group Ltd. | Long | Equity-common | BM | $76K | 749 | 0.02 |
| Arista Networks, Inc. | Long | Equity-common | US | $219K | 625 | 0.05 |
| ASML Holding NV | Long | Equity-common | NL | $2M | 2K | 0.36 |
| ASML Holding NV (Registered) | Long | Equity-common | NL | $134K | 131 | 0.03 |
| ASR Nederland NV | Long | Equity-common | NL | $106K | 2K | 0.02 |
| AstraZeneca plc | Long | Equity-common | GB | $1M | 9K | 0.29 |
| AstraZeneca plc | Long | Debt | GB | $87K | – | 0.02 |
| AT&T, Inc. | Long | Debt | US | $204K | – | 0.04 |
| AT&T, Inc. | Long | Debt | US | $188K | – | 0.04 |
| AT&T, Inc. | Long | Debt | US | $86K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $133K | – | 0.03 |
| Atlas Copco AB, Class A | Long | Equity-common | SE | $844K | 45K | 0.18 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $392K | – | 0.08 |
| Auto Trader Group plc | Long | Equity-common | GB | $113K | 11K | 0.02 |
| AutoZone, Inc. | Long | Equity-common | US | $2M | 517 | 0.33 |
| AutoZone, Inc. | Long | Debt | US | $136K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A | Long | ABS-other | US | $100K | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class A | Long | ABS-other | US | $99K | – | 0.02 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $705K | – | 0.15 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $389K | – | 0.08 |
| Axalta Coating Systems Ltd. | Long | Equity-common | BM | $279K | 8K | 0.06 |
| AZEK Co., Inc. (The) | Long | Equity-common | US | $137K | 3K | 0.03 |
| Azenta, Inc. | Long | Equity-common | US | $81K | 2K | 0.02 |
| Badger Meter, Inc. | Long | Equity-common | US | $143K | 765 | 0.03 |
| Baker Hughes Co. | Long | Equity-common | US | $696K | 20K | 0.15 |
| Balchem Corp. | Long | Equity-common | US | $102K | 663 | 0.02 |
| Banc of America Alternative Loan Trust, Series 2006-5, Class 3A1 | Long | ABS-mortgage backed security | US | $90 | – | 0.00 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $139K | 14K | 0.03 |
| Banco Santander SA | Long | Debt | ES | $499K | – | 0.11 |
| Banco Santander SA | Long | Equity-common | ES | $213K | 46K | 0.05 |
| Bank Central Asia Tbk. PT | Long | Equity-common | ID | $675K | 1M | 0.15 |
| Bank of America Corp. | Long | Equity-common | US | $2M | 48K | 0.41 |
| Bank of America Corp. | Long | Debt | US | $751K | – | 0.16 |
| Bank of America Corp. | Long | Debt | US | $569K | – | 0.12 |
| Bank of America Corp. | Long | Debt | US | $120K | – | 0.03 |
| Bank of Ireland Group plc | Long | Debt | IE | $199K | – | 0.04 |
| Bank of Ireland Group plc | Long | Equity-common | IE | $129K | 12K | 0.03 |
| BankUnited, Inc. | Long | Equity-common | US | $141K | 5K | 0.03 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $257K | – | 0.06 |
| Barclays plc | Long | Debt | GB | $414K | – | 0.09 |
| Barratt Developments plc | Long | Equity-common | GB | $146K | 25K | 0.03 |
| Bath & Body Works, Inc. | Long | Equity-common | US | $115K | 3K | 0.02 |
| Berkshire Hathaway, Inc., Class B | Long | Equity-common | US | $573K | 1K | 0.12 |
| Best Buy Co., Inc. | Long | Equity-common | US | $85K | 1K | 0.02 |
| BHP Group Ltd. | Long | Equity-common | AU | $870K | 30K | 0.19 |
| Bilfinger SE | Long | Equity-common | DE | $84K | 2K | 0.02 |
| Biogen, Inc. | Long | Equity-common | US | $170K | 733 | 0.04 |
| BJ's Wholesale Club Holdings, Inc. | Long | Equity-common | US | $166K | 2K | 0.04 |
| Blackstone, Inc. | Long | Equity-common | US | $283K | 2K | 0.06 |
| Block, Inc. | Long | Equity-common | US | $152K | 2K | 0.03 |
| BMW Vehicle Lease Trust, Series 2023-1, Class A3 | Long | ABS-other | US | $23K | – | 0.00 |
| BMW Vehicle Owner Trust, Series 2023-A, Class A3 | Long | ABS-other | US | $53K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $252K | – | 0.05 |
| Boeing Co. (The) | Long | Debt | US | $144K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $111K | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $49K | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $14K | – | 0.00 |
| Booking Holdings, Inc. | Long | Equity-common | US | $444K | 112 | 0.10 |
| Booz Allen Hamilton Holding Corp. | Long | Equity-common | US | $218K | 1K | 0.05 |
| Boston Scientific Corp. | Long | Debt | US | $149K | – | 0.03 |
| BP Capital Markets America, Inc. | Long | Debt | US | $20K | – | 0.00 |
| BP plc | Long | Equity-common | GB | $2M | 397K | 0.51 |
| BPCE SA | Long | Debt | FR | $404K | – | 0.09 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C | Long | ABS-other | US | $144K | – | 0.03 |
| Bright Horizons Family Solutions, Inc. | Long | Equity-common | US | $168K | 2K | 0.04 |
| Bristol-Myers Squibb Co. | Long | Equity-common | US | $180K | 4K | 0.04 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $133K | – | 0.03 |
| British Land Co. plc (The) | Long | Equity-common | GB | $112K | 22K | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $236K | – | 0.05 |
| Brixmor Property Group, Inc. | Long | Equity-common | US | $127K | 5K | 0.03 |
| Broadcom, Inc. | Long | Equity-common | US | $881K | 549 | 0.19 |
| Broadcom, Inc. | Long | Debt | US | $467K | – | 0.10 |
| Brookfield Finance, Inc. | Long | Debt | CA | $167K | – | 0.04 |
| Brunswick Corp. | Long | Equity-common | US | $131K | 2K | 0.03 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $163K | – | 0.03 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $162K | – | 0.03 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $162K | – | 0.03 |
| Buzzi SpA | Long | Equity-common | IT | $110K | 3K | 0.02 |
| Cactus, Inc., Class A | Long | Equity-common | US | $103K | 2K | 0.02 |
| Canadian National Railway Co. | Long | Equity-common | CA | $1M | 9K | 0.22 |
| Canadian Pacific Railway Co. | Long | Debt | CA | $130K | – | 0.03 |
| Capital One Financial Corp. | Long | Equity-common | US | $437K | 3K | 0.09 |
| Capital One Financial Corp. | Long | Debt | US | $162K | – | 0.03 |
| Cargill, Inc. | Long | Debt | US | $127K | – | 0.03 |
| Carlisle Cos., Inc. | Long | Equity-common | US | $173K | 426 | 0.04 |
| CarMax Auto Owner Trust, Series 2022-2, Class A3 | Long | ABS-other | US | $142K | – | 0.03 |
| CarMax Auto Owner Trust, Series 2023-4, Class A3 | Long | ABS-other | US | $78K | – | 0.02 |
| CarMax Auto Owner Trust, Series 2024-1, Class A3 | Long | ABS-other | US | $56K | – | 0.01 |
| Carrier Global Corp. | Long | Equity-common | US | $336K | 5K | 0.07 |
| Carter's, Inc. | Long | Equity-common | US | $123K | 2K | 0.03 |
| Carvana Auto Receivables Trust, Series 2021-P3, Class A3 | Long | ABS-other | US | $68K | – | 0.01 |
| Carvana Auto Receivables Trust, Series 2021-P4, Class A4 | Long | ABS-other | US | $375K | – | 0.08 |
| Carvana Auto Receivables Trust, Series 2022-P3, Class A3 | Long | ABS-other | US | $46K | – | 0.01 |
| Carvana Auto Receivables Trust, Series 2023-N1, Class A | Long | ABS-other | US | $65K | – | 0.01 |
| Casella Waste Systems, Inc., Class A | Long | Equity-common | US | $203K | 2K | 0.04 |
| Casey's General Stores, Inc. | Long | Equity-common | US | $162K | 425 | 0.03 |
| CBRE Group, Inc., Class A | Long | Equity-common | US | $84K | 940 | 0.02 |
| CDW Corp. | Long | Equity-common | US | $68K | 302 | 0.01 |
| Cencora, Inc. | Long | Equity-common | US | $230K | 1K | 0.05 |
| CenterPoint Energy, Inc. | Long | Debt | US | $184K | – | 0.04 |
| Certara, Inc. | Long | Equity-common | US | $87K | 6K | 0.02 |
| Charles Schwab Corp. (The) | Long | Equity-common | US | $596K | 8K | 0.13 |
| Charter Communications Operating LLC | Long | Debt | US | $396K | – | 0.09 |
| Charter Communications Operating LLC | Long | Debt | US | $75K | – | 0.02 |
| Chemed Corp. | Long | Equity-common | US | $154K | 283 | 0.03 |
| Chevron Corp. | Long | Equity-common | US | $1M | 8K | 0.27 |
| CHL Mortgage Pass-Through Trust, Series 2006-21, Class A14 | Long | ABS-mortgage backed security | US | $0.87 | – | 0.00 |
| Chubb Ltd. | Long | Equity-common | CH | $130K | 510 | 0.03 |
| Cie Generale des Etablissements Michelin SCA | Long | Equity-common | FR | $930K | 24K | 0.20 |
| Cigna Group (The) | Long | Equity-common | US | $119K | 359 | 0.03 |
| Cisco Systems, Inc. | Long | Equity-common | US | $72K | 2K | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $867K | – | 0.19 |
| Citizens Financial Group, Inc. | Long | Equity-common | US | $131K | 4K | 0.03 |
| Clearwater Analytics Holdings, Inc., Class A | Long | Equity-common | US | $127K | 7K | 0.03 |
| CME Group, Inc. | Long | Equity-common | US | $748K | 4K | 0.16 |
| CNA Financial Corp. | Long | Equity-common | US | $89K | 2K | 0.02 |
| CNO Global Funding | Long | Debt | US | $228K | – | 0.05 |
| Coca-Cola Co. (The) | Long | Equity-common | US | $2M | 26K | 0.36 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $247K | 7K | 0.05 |
| Cognex Corp. | Long | Equity-common | US | $93K | 2K | 0.02 |
| Columbia Sportswear Co. | Long | Equity-common | US | $63K | 795 | 0.01 |
| Comcast Corp. | Long | Debt | US | $288K | – | 0.06 |
| Comcast Corp. | Long | Debt | US | $151K | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $143K | – | 0.03 |
| Commerce Bancshares, Inc. | Long | Equity-common | US | $115K | 2K | 0.02 |
| Conagra Brands, Inc. | Long | Debt | US | $28K | – | 0.01 |
| Confluent, Inc., Class A | Long | Equity-common | US | $143K | 5K | 0.03 |
| ConocoPhillips | Long | Equity-common | US | $335K | 3K | 0.07 |
| ConocoPhillips Co. | Long | Debt | US | $98K | – | 0.02 |
| Constellation Brands, Inc. | Long | Debt | US | $150K | – | 0.03 |
| Constellation Brands, Inc., Class A | Long | Equity-common | US | $198K | 770 | 0.04 |
| Constellation Energy Generation LLC | Long | Debt | US | $106K | – | 0.02 |
| Consumers Energy Co. | Long | Debt | US | $191K | – | 0.04 |
| Cooper Cos., Inc. (The) | Long | Equity-common | US | $177K | 2K | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $229K | – | 0.05 |
| Copart, Inc. | Long | Equity-common | US | $234K | 4K | 0.05 |
| COPT Defense Properties LP | Long | Debt | US | $115K | – | 0.02 |
| Core & Main, Inc., Class A | Long | Equity-common | US | $161K | 3K | 0.03 |
| Corebridge Financial, Inc. | Long | Debt | US | $97K | – | 0.02 |
| CoreVest American Finance Trust, Series 2022-1, Class A | Long | ABS-other | US | $259K | – | 0.06 |
| Corpay, Inc. | Long | Equity-common | US | $271K | 1K | 0.06 |
| Coterra Energy, Inc. | Long | Equity-common | US | $81K | 3K | 0.02 |
| Cox Communications, Inc. | Long | Debt | US | $217K | – | 0.05 |
| CPS Auto Receivables Trust, Series 2022-C, Class B | Long | ABS-other | US | $375K | – | 0.08 |
| CPS Auto Receivables Trust, Series 2023-A, Class C | Long | ABS-other | US | $111K | – | 0.02 |
| Cranswick plc | Long | Equity-common | GB | $79K | 1K | 0.02 |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B | Long | ABS-other | US | $306K | – | 0.07 |
| Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A | Long | ABS-other | US | $201K | – | 0.04 |
| Credit Agricole SA | Long | Debt | FR | $481K | – | 0.10 |
| Crowdstrike Holdings, Inc., Class A | Long | Equity-common | US | $287K | 750 | 0.06 |
| Crown Castle, Inc. | Long | Debt | US | $216K | – | 0.05 |
| CSX Corp. | Long | Equity-common | US | $688K | 21K | 0.15 |
| CTS Eventim AG & Co. KGaA | Long | Equity-common | DE | $150K | 2K | 0.03 |
| CubeSmart | Long | Equity-common | US | $161K | 4K | 0.03 |
| Cullen/Frost Bankers, Inc. | Long | Equity-common | US | $141K | 1K | 0.03 |
| Cushman & Wakefield plc | Long | Equity-common | GB | $176K | 17K | 0.04 |
| CVS Health Corp. | Long | Debt | US | $206K | – | 0.04 |
| CVS Health Corp. | Long | Equity-common | US | $128K | 2K | 0.03 |
| Daikin Industries Ltd. | Long | Equity-common | JP | $557K | 4K | 0.12 |
| Danaher Corp. | Long | Equity-common | US | $341K | 1K | 0.07 |
| Dassault Systemes SE | Long | Equity-common | FR | $647K | 17K | 0.14 |
| DBS Group Holdings Ltd. | Long | Equity-common | SG | $2M | 63K | 0.36 |
| Deere & Co. | Long | Equity-common | US | $1M | 3K | 0.24 |
| Delivery Hero SE | Long | Equity-common | DE | $55K | 2K | 0.01 |
| Dell International LLC | Long | Debt | US | $99K | – | 0.02 |
| Dell International LLC | Long | Debt | US | $17K | – | 0.00 |
| Dell International LLC | Long | Debt | US | $16K | – | 0.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4 | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3 | Long | ABS-mortgage backed security | US | $0 | – | – |
| Deutsche Bank AG | Long | Debt | DE | $324K | – | 0.07 |
| Deutsche Bank AG | Long | Debt | DE | $126K | – | 0.03 |
| Diageo plc | Long | Equity-common | GB | $998K | 32K | 0.21 |
| Dick's Sporting Goods, Inc. | Long | Equity-common | US | $131K | 609 | 0.03 |
| Digital Realty Trust, Inc. | Long | Equity-common | US | $972K | 6K | 0.21 |
| Discovery Communications LLC | Long | Debt | US | $88K | – | 0.02 |
| DNB Bank ASA | Long | Debt | NO | $180K | – | 0.04 |
| DOC DR LLC | Long | Debt | US | $36K | – | 0.01 |
| Dominion Energy, Inc. | Long | Equity-common | US | $676K | 14K | 0.15 |
| Domino's Pizza, Inc. | Long | Equity-common | US | $138K | 267 | 0.03 |
| DoorDash, Inc., Class A | Long | Equity-common | US | $208K | 2K | 0.04 |
| Douglas Dynamics, Inc. | Long | Equity-common | US | $55K | 2K | 0.01 |
| Dover Corp. | Long | Equity-common | US | $184K | 1K | 0.04 |
| Drive Auto Receivables Trust, Series 2024-1, Class B | Long | ABS-other | US | $55K | – | 0.01 |
| Driven Brands Holdings, Inc. | Long | Equity-common | US | $103K | 8K | 0.02 |
| DT Auto Owner Trust, Series 2021-3A, Class C | Long | ABS-other | US | $51K | – | 0.01 |
| DT Auto Owner Trust, Series 2021-4A, Class D | Long | ABS-other | US | $108K | – | 0.02 |
| DT Auto Owner Trust, Series 2023-1A, Class C | Long | ABS-other | US | $305K | – | 0.07 |
| DT Auto Owner Trust, Series 2023-2A, Class B | Long | ABS-other | US | $137K | – | 0.03 |
| DT Midstream, Inc. | Long | Equity-common | US | $162K | 2K | 0.03 |
| Duke Energy Corp. | Long | Debt | US | $189K | – | 0.04 |
| Duke Energy Indiana LLC | Long | Debt | US | $9K | – | 0.00 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $200K | – | 0.04 |
| DWS Group GmbH & Co. KGaA | Long | Equity-common | DE | $78K | 2K | 0.02 |
| E.ON SE | Long | Equity-common | DE | $131K | 10K | 0.03 |
| Eagle Materials, Inc. | Long | Equity-common | US | $131K | 602 | 0.03 |
| EastGroup Properties, Inc. | Long | Equity-common | US | $201K | 1K | 0.04 |
| Eaton Corp. plc | Long | Equity-common | IE | $631K | 2K | 0.14 |
| Edison International | Long | Equity-common | US | $100K | 1K | 0.02 |
| EIDP, Inc. | Long | Debt | US | $63K | – | 0.01 |
| elf Beauty, Inc. | Long | Equity-common | US | $223K | 1K | 0.05 |
| Eli Lilly & Co. | Long | Equity-common | US | $1M | 1K | 0.27 |
| Enbridge, Inc. | Long | Debt | CA | $88K | – | 0.02 |
| Encompass Health Corp. | Long | Equity-common | US | $217K | 3K | 0.05 |
| Energizer Holdings, Inc. | Long | Equity-common | US | $57K | 2K | 0.01 |
| Energy Transfer LP | Long | Debt | US | $246K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $51K | – | 0.01 |
| Engie SA | Long | Equity-common | FR | $91K | 6K | 0.02 |
| Entegris, Inc. | Long | Equity-common | US | $253K | 2K | 0.05 |
| Entergy Corp. | Long | Equity-common | US | $55K | 516 | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $211K | – | 0.05 |
| Envestnet, Inc. | Long | Equity-common | US | $79K | 1K | 0.02 |
| Envista Holdings Corp. | Long | Equity-common | US | $108K | 6K | 0.02 |
| EOG Resources, Inc. | Long | Equity-common | US | $432K | 3K | 0.09 |
| Equinix, Inc. | Long | Debt | US | $118K | – | 0.03 |
| Eramet SA | Long | Equity-common | FR | $52K | 511 | 0.01 |
| Essex Portfolio LP | Long | Debt | US | $164K | – | 0.04 |
| EURO STOXX 50 Index | Derivative-equity | DE | $-104K | – | -0.02 | |
| Euro-BTP | Derivative-interest rate | DE | $-216K | – | -0.05 | |
| Euro-Bund | Derivative-interest rate | DE | $-88K | – | -0.02 | |
| Euronext NV | Long | Equity-common | NL | $93K | 1K | 0.02 |
| Evercore, Inc., Class A | Long | Equity-common | US | $184K | 885 | 0.04 |
| Eversource Energy | Long | Debt | US | $113K | – | 0.02 |
| Exact Sciences Corp. | Long | Equity-common | US | $22K | 523 | 0.00 |
| Exelon Corp. | Long | Debt | US | $244K | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class D | Long | ABS-other | US | $171K | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class C | Long | ABS-other | US | $213K | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2022-5A, Class B | Long | ABS-other | US | $207K | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class D | Long | ABS-other | US | $35K | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class B | Long | ABS-other | US | $150K | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class A3 | Long | ABS-other | US | $129K | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2024-1A, Class C | Long | ABS-other | US | $101K | – | 0.02 |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class C | Long | ABS-other | US | $50K | – | 0.01 |
| Expedia Group, Inc. | Long | Equity-common | US | $178K | 1K | 0.04 |
| Expedia Group, Inc. | Long | Debt | US | $126K | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $125K | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $72K | – | 0.02 |
| Exxon Mobil Corp. | Long | Equity-common | US | $3M | 25K | 0.63 |
| F&G Global Funding | Long | Debt | US | $136K | – | 0.03 |
| Fabrinet | Long | Equity-common | KY | $133K | 545 | 0.03 |
| Federal Realty Investment Trust | Long | Equity-common | US | $116K | 1K | 0.02 |
| FedEx Corp. | Long | Equity-common | US | $232K | 775 | 0.05 |
| Fells Point Funding Trust | Long | Debt | US | $179K | – | 0.04 |
| Ferguson plc | Long | Equity-common | JE | $1M | 5K | 0.22 |
| FHF Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $76K | – | 0.02 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $881K | – | 0.19 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C | Long | ABS-mortgage backed security | US | $258K | – | 0.06 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT | Long | ABS-mortgage backed security | US | $314K | – | 0.07 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU | Long | ABS-mortgage backed security | US | $293K | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $509K | – | 0.11 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $497K | – | 0.11 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $418K | – | 0.09 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $369K | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $349K | – | 0.07 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $247K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2 | Long | ABS-mortgage backed security | US | $814K | – | 0.18 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2 | Long | ABS-mortgage backed security | US | $609K | – | 0.13 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM | Long | ABS-mortgage backed security | US | $750K | – | 0.16 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ44, Class A2 | Long | ABS-mortgage backed security | US | $486K | – | 0.10 |
| FHLMC, REMIC, Series 3989, Class JW | Long | ABS-mortgage backed security | US | $521K | – | 0.11 |
| FHLMC, REMIC, Series 5190, Class EC | Long | ABS-mortgage backed security | US | $532K | – | 0.11 |
| FHLMC, REMIC, Series 5190, Class PH | Long | ABS-mortgage backed security | US | $532K | – | 0.11 |
| Fidelity National Information Services, Inc. | Long | Equity-common | US | $871K | 12K | 0.19 |
| Fifth Third Bancorp | Long | Debt | US | $231K | – | 0.05 |
| Fifth Third Bancorp | Long | Equity-common | US | $53K | 1K | 0.01 |
| First Advantage Corp. | Long | Equity-common | US | $163K | 10K | 0.04 |
| First Citizens BancShares, Inc., Class A | Long | Equity-common | US | $185K | 110 | 0.04 |
| First Financial Bancorp | Long | Equity-common | US | $148K | 7K | 0.03 |
| First Hawaiian, Inc. | Long | Equity-common | US | $157K | 8K | 0.03 |
| First Interstate BancSystem, Inc., Class A | Long | Equity-common | US | $155K | 6K | 0.03 |
| FirstKey Homes Trust, Series 2020-SFR2, Class A | Long | ABS-other | US | $178K | – | 0.04 |
| FirstKey Homes Trust, Series 2022-SFR1, Class A | Long | ABS-other | US | $110K | – | 0.02 |
| Fiserv, Inc. | Long | Equity-common | US | $860K | 6K | 0.19 |
| Fiserv, Inc. | Long | Debt | US | $180K | – | 0.04 |
| Five Below, Inc. | Long | Equity-common | US | $66K | 604 | 0.01 |
| Flagship Credit Auto Trust, Series 2021-4, Class A | Long | ABS-other | US | $11K | – | 0.00 |
| Flagship Credit Auto Trust, Series 2022-1, Class A | Long | ABS-other | US | $47K | – | 0.01 |
| Flagship Credit Auto Trust, Series 2022-2, Class A3 | Long | ABS-other | US | $339K | – | 0.07 |
| Flagship Credit Auto Trust, Series 2023-1, Class A2 | Long | ABS-other | US | $12K | – | 0.00 |
| Flagship Credit Auto Trust, Series 2023-1, Class C | Long | ABS-other | US | $347K | – | 0.07 |
| Flagship Credit Auto Trust, Series 2023-2, Class A2 | Long | ABS-other | US | $129K | – | 0.03 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $56K | – | 0.01 |
| FNMA ACES, Series 2022-M1G, Class A2 | Long | ABS-mortgage backed security | US | $406K | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $983K | – | 0.21 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $571K | – | 0.12 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $558K | – | 0.12 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $404K | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $388K | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $293K | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $286K | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $270K | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $833K | – | 0.18 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $692K | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $575K | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $552K | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $543K | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $542K | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $535K | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $497K | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $491K | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $487K | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $482K | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $476K | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $475K | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $470K | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $390K | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $345K | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $344K | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $270K | – | 0.06 |
| FNMA, REMIC, Series 2015-34, Class AZ | Long | ABS-mortgage backed security | US | $689K | – | 0.15 |
| Ford Credit Auto Owner Trust, Series 2023-A, Class A3 | Long | ABS-other | US | $81K | – | 0.02 |
| Fortune Brands Innovations, Inc. | Long | Equity-common | US | $105K | 2K | 0.02 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $115K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $104K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $66K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $66K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $53K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $50K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $46K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $42K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $37K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $36K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $36K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $27K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $27K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $26K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $25K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $25K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $19K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $17K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $17K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $16K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $14K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $14K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $13K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $13K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $12K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $12K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $12K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $11K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $9K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $9K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $8K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $8K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $7K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $7K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $6K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $6K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $5K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $5K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $964.7 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $962.75 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $948.29 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $924.67 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $902.67 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $881.49 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $871.25 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $826.43 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $731.98 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $723.76 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $705.49 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $633.26 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $620.47 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $561.9 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $512.1 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $494.64 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $473.64 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $457.78 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $454.63 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $434.24 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $431.61 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $408.68 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $402.57 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $401.06 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $347.71 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $344.03 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $337.63 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $337.28 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $292.08 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $235.29 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $218.48 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $215.18 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $214.19 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $207.26 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $181.21 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $174.8 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $155.65 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $153.74 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $147.25 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $136.16 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $134.37 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $127.12 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $122.84 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $116.15 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $104.68 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $85.14 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $81.88 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $81.37 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $70.79 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $67.33 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $53.96 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $35.54 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $32.87 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $16.13 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $14.46 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1.29 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $0.75 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-3.67 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4.93 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-9.04 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-10.33 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-10.42 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11.61 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-25.45 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-27.18 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-35 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-41.46 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-42.17 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-43.68 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-47.9 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-51.6 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-52.04 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-58.09 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-63.6 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-64.66 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-64.78 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-73.5 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-80.64 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-94.16 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-105.45 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-118.59 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-123.78 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-130.16 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-163.94 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-173.5 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-207.34 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-210.28 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-233.78 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-325.6 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-360.7 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-382.58 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-389.65 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-449.74 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-454.68 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-580.44 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-601.97 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-657.92 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-711.3 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-814.06 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-853.07 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-866.9 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-891.04 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-923.37 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-990.37 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-14K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-16K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-17K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-18K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-19K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-21K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-23K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-23K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-28K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-28K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-43K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-57K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-59K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-70K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-78K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-103K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-103K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-104K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-209K | – | -0.04 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-263K | – | -0.06 | ||
| FREMF Mortgage Trust, Series 2017-KF40, Class B | Long | ABS-mortgage backed security | US | $221K | – | 0.05 |
| Freshpet, Inc. | Long | Equity-common | US | $140K | 1K | 0.03 |
| FTSE 100 Index | Derivative-equity | GB | $3K | – | 0.00 | |
| Garmin Ltd. | Long | Equity-common | CH | $201K | 1K | 0.04 |
| Gazprom PJSC | Long | Equity-common | RU | $2K | 28K | 0.00 |
| Gaztransport Et Technigaz SA | Long | Equity-common | FR | $127K | 971 | 0.03 |
| General Dynamics Corp. | Long | Equity-common | US | $172K | 594 | 0.04 |
| General Motors Co. | Long | Debt | US | $211K | – | 0.05 |
| General Motors Co. | Long | Debt | US | $176K | – | 0.04 |
| Glanbia plc | Long | Equity-common | IE | $111K | 6K | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $181K | – | 0.04 |
| Global Payments, Inc. | Long | Debt | US | $235K | – | 0.05 |
| GLS Auto Receivables Issuer Trust, Series 2021-3A, Class C | Long | ABS-other | US | $54K | – | 0.01 |
| GLS Auto Receivables Issuer Trust, Series 2023-2A, Class A2 | Long | ABS-other | US | $48K | – | 0.01 |
| GM Financial Automobile Leasing Trust, Series 2023-1, Class A3 | Long | ABS-other | US | $71K | – | 0.02 |
| GM Financial Automobile Leasing Trust, Series 2024-2, Class A3 | Long | ABS-other | US | $75K | – | 0.02 |
| GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3 | Long | ABS-other | US | $64K | – | 0.01 |
| GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3 | Long | ABS-other | US | $44K | – | 0.01 |
| GMK Norilskiy Nickel PAO | Long | Equity-common | RU | $1K | 25K | 0.00 |
| GMK Norilskiy Nickel PAO | Long | Equity-common | RU | $0.48 | 1 | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $0.17 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $0.16 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $0.15 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $0.1 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $0.1 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $0.05 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 1.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $865K | – | 0.19 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $813K | – | 0.17 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $177K | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $47K | – | 0.01 |
| Graphic Packaging Holding Co. | Long | Equity-common | US | $132K | 5K | 0.03 |
| Gray Oak Pipeline LLC | Long | Debt | US | $355K | – | 0.08 |
| GSK plc | Long | Equity-common | GB | $266K | 14K | 0.06 |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Guidewire Software, Inc. | Long | Equity-common | US | $137K | 992 | 0.03 |
| Hayward Holdings, Inc. | Long | Equity-common | US | $158K | 13K | 0.03 |
| HCA Healthcare, Inc. | Long | Equity-common | US | $216K | 671 | 0.05 |
| HDFC Bank Ltd. | Long | Equity-common | IN | $1M | 18K | 0.26 |
| Healthcare Realty Holdings LP | Long | Debt | US | $134K | – | 0.03 |
| HealthEquity, Inc. | Long | Equity-common | US | $153K | 2K | 0.03 |
| Healthpeak OP LLC | Long | Debt | US | $20K | – | 0.00 |
| Heidelberg Materials AG | Long | Equity-common | DE | $124K | 1K | 0.03 |
| Heineken NV | Long | Equity-common | NL | $2M | 19K | 0.40 |
| Henry Schein, Inc. | Long | Equity-common | US | $140K | 2K | 0.03 |
| Hertz Vehicle Financing LLC, Series 2022-1A, Class A (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $115K | – | 0.02 |
| Hess Corp. | Long | Debt | US | $243K | – | 0.05 |
| Hillman Solutions Corp. | Long | Equity-common | US | $142K | 16K | 0.03 |
| Hilton Grand Vacations Trust, Series 2022-1D, Class A | Long | ABS-other | US | $64K | – | 0.01 |
| Hilton Worldwide Holdings, Inc. | Long | Equity-common | US | $512K | 2K | 0.11 |
| Hitachi Ltd. | Long | Equity-common | JP | $856K | 38K | 0.18 |
| Home Depot, Inc. (The) | Long | Equity-common | US | $86K | 250 | 0.02 |
| Honda Auto Receivables Owner Trust, Series 2023-1, Class A3 | Long | ABS-other | US | $67K | – | 0.01 |
| Honeywell International, Inc. | Long | Equity-common | US | $2M | 8K | 0.37 |
| Hong Kong Exchanges & Clearing Ltd. | Long | Equity-common | HK | $582K | 18K | 0.13 |
| Howmet Aerospace, Inc. | Long | Equity-common | US | $250K | 3K | 0.05 |
| Hoya Corp. | Long | Equity-common | JP | $561K | 5K | 0.12 |
| HSBC Holdings plc | Long | Debt | GB | $491K | – | 0.11 |
| Hubbell, Inc. | Long | Equity-common | US | $167K | 458 | 0.04 |
| HubSpot, Inc. | Long | Equity-common | US | $227K | 385 | 0.05 |
| Humana, Inc. | Long | Debt | US | $48K | – | 0.01 |
| Hyundai Auto Receivables Trust, Series 2023-B, Class A3 | Long | ABS-other | US | $87K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $90K | – | 0.02 |
| IAC, Inc. | Long | Equity-common | US | $131K | 3K | 0.03 |
| ICU Medical, Inc. | Long | Equity-common | US | $152K | 1K | 0.03 |
| Indra Sistemas SA | Long | Equity-common | ES | $109K | 5K | 0.02 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $998K | 20K | 0.21 |
| Ingersoll Rand, Inc. | Long | Equity-common | US | $260K | 3K | 0.06 |
| Intact Financial Corp. | Long | Equity-common | CA | $789K | 5K | 0.17 |
| Intel Corp. | Long | Debt | US | $87K | – | 0.02 |
| Intel Corp. | Long | Debt | US | $11K | – | 0.00 |
| Interactive Brokers Group, Inc., Class A | Long | Equity-common | US | $236K | 2K | 0.05 |
| InterContinental Hotels Group plc | Long | Equity-common | GB | $705K | 7K | 0.15 |
| Intermediate Capital Group plc | Long | Equity-common | GB | $119K | 4K | 0.03 |
| International Business Machines Corp. | Long | Equity-common | US | $101K | 582 | 0.02 |
| Intuit, Inc. | Long | Equity-common | US | $965K | 1K | 0.21 |
| Intuitive Surgical, Inc. | Long | Equity-common | US | $395K | 887 | 0.08 |
| ITC Holdings Corp. | Long | Debt | US | $42K | – | 0.01 |
| ITT, Inc. | Long | Equity-common | US | $201K | 2K | 0.04 |
| Iveco Group NV | Long | Equity-common | NL | $75K | 7K | 0.02 |
| J M Smucker Co. (The) | Long | Debt | US | $23K | – | 0.00 |
| Janus International Group, Inc. | Long | Equity-common | US | $140K | 11K | 0.03 |
| Jersey Central Power & Light Co. | Long | Debt | US | $226K | – | 0.05 |
| Johnson & Johnson | Long | Equity-common | US | $1M | 9K | 0.28 |
| JPMorgan BetaBuilders Japan ETF | Long | Exchange traded fund | US | $5M | 91K | 1.11 |
| JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | Long | Exchange traded fund | US | $22M | 491K | 4.83 |
| JPMorgan Core Bond Fund, Class R6 | Long | Investment company | US | $14M | 1M | 3.01 |
| JPMorgan Large Cap Value Fund, Class R6 | Long | Investment company | US | $9M | 451K | 1.94 |
| JPMorgan Prime Money Market Fund, Class IM | Long | Short-term investment vehicle | US | $15M | 15M | 3.28 |
| KBC Group NV | Long | Equity-common | BE | $753K | 11K | 0.16 |
| Kemira OYJ | Long | Equity-common | FI | $92K | 4K | 0.02 |
| Kenvue, Inc. | Long | Equity-common | US | $62K | 3K | 0.01 |
| Kenvue, Inc. | Long | Debt | US | $11K | – | 0.00 |
| Keurig Dr Pepper, Inc. | Long | Equity-common | US | $181K | 5K | 0.04 |
| KeyCorp | Long | Debt | US | $121K | – | 0.03 |
| Keyence Corp. | Long | Equity-common | JP | $788K | 2K | 0.17 |
| Kia Corp. | Long | Equity-common | KR | $706K | 8K | 0.15 |
| Kilroy Realty LP | Long | Debt | US | $51K | – | 0.01 |
| Kimco Realty Corp. | Long | Equity-common | US | $151K | 8K | 0.03 |
| Kinder Morgan, Inc. | Long | Equity-common | US | $210K | 11K | 0.05 |
| Kinder Morgan, Inc. | Long | Debt | US | $176K | – | 0.04 |
| Kinsale Capital Group, Inc. | Long | Equity-common | US | $113K | 293 | 0.02 |
| KION Group AG | Long | Equity-common | DE | $793.69 | 19 | 0.00 |
| KKR & Co., Inc. | Long | Equity-common | US | $229K | 2K | 0.05 |
| KLA Corp. | Long | Debt | US | $31K | – | 0.01 |
| KLA Corp. | Long | Debt | US | $18K | – | 0.00 |
| Knight-Swift Transportation Holdings, Inc. | Long | Equity-common | US | $123K | 2K | 0.03 |
| Koninklijke KPN NV | Long | Equity-common | NL | $105K | 27K | 0.02 |
| Kraft Heinz Co. (The) | Long | Equity-common | US | $117K | 4K | 0.03 |
| Kubota Credit Owner Trust, Series 2023-1A, Class A3 | Long | ABS-other | US | $154K | – | 0.03 |
| L3Harris Technologies, Inc. | Long | Debt | US | $264K | – | 0.06 |
| Labcorp Holdings, Inc. | Long | Equity-common | US | $143K | 705 | 0.03 |
| Lam Research Corp. | Long | Equity-common | US | $420K | 394 | 0.09 |
| Lamar Advertising Co., Class A | Long | Equity-common | US | $141K | 1K | 0.03 |
| Landstar System, Inc. | Long | Equity-common | US | $159K | 860 | 0.03 |
| LCI Industries | Long | Equity-common | US | $101K | 980 | 0.02 |
| Lear Corp. | Long | Debt | US | $265K | – | 0.06 |
| Legrand SA | Long | Equity-common | FR | $1M | 10K | 0.22 |
| Leidos, Inc. | Long | Debt | US | $179K | – | 0.04 |
| Lendmark Funding Trust, Series 2022-1A, Class A | Long | ABS-other | US | $99K | – | 0.02 |
| Liberty Broadband Corp., Class C | Long | Equity-common | US | $58K | 1K | 0.01 |
| Liberty Media Corp-Liberty Live, Class C | Long | Equity-common | US | $39K | 1K | 0.01 |
| Liberty Media Corp-Liberty SiriusXM | Long | Equity-common | US | $77K | 3K | 0.02 |
| Lincoln Electric Holdings, Inc. | Long | Equity-common | US | $131K | 694 | 0.03 |
| Linde plc | Long | Equity-common | IE | $922K | 2K | 0.20 |
| Lloyds Banking Group plc | Long | Equity-common | GB | $1M | 2M | 0.26 |
| Lloyds Banking Group plc | Long | Debt | GB | $433K | – | 0.09 |
| Loar Holdings, Inc. | Long | Equity-common | US | $30K | 563 | 0.01 |
| Loews Corp. | Long | Equity-common | US | $331K | 4K | 0.07 |
| Lowe's Cos., Inc. | Long | Equity-common | US | $1M | 5K | 0.23 |
| Lowe's Cos., Inc. | Long | Debt | US | $127K | – | 0.03 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $4M | 5K | 0.83 |
| M&T Bank Corp. | Long | Equity-common | US | $383K | 3K | 0.08 |
| MACOM Technology Solutions Holdings, Inc. | Long | Equity-common | US | $202K | 2K | 0.04 |
| Macquarie Group Ltd. | Long | Debt | AU | $199K | – | 0.04 |
| Magnitogorsk Iron & Steel Works PJSC | Long | Equity-common | RU | $216.55 | 19K | 0.00 |
| Manulife Financial Corp. | Long | Debt | CA | $163K | – | 0.04 |
| MarketAxess Holdings, Inc. | Long | Equity-common | US | $104K | 520 | 0.02 |
| Marks & Spencer Group plc | Long | Equity-common | GB | $154K | 43K | 0.03 |
| Marriott International, Inc., Class A | Long | Equity-common | US | $251K | 1K | 0.05 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $145K | – | 0.03 |
| Martin Marietta Materials, Inc. | Long | Equity-common | US | $148K | 274 | 0.03 |
| Martin Marietta Materials, Inc., Series CB | Long | Debt | US | $148K | – | 0.03 |
| Marvell Technology, Inc. | Long | Equity-common | US | $224K | 3K | 0.05 |
| Mastercard, Inc., Class A | Long | Equity-common | US | $5M | 12K | 1.11 |
| MASTR Alternative Loan Trust, Series 2005-6, Class 1A2 | Long | ABS-mortgage backed security | US | $2.33 | – | 0.00 |
| McDonald's Corp. | Long | Equity-common | US | $651K | 3K | 0.14 |
| McKesson Corp. | Long | Equity-common | US | $171K | 292 | 0.04 |
| Medtronic plc | Long | Equity-common | IE | $391K | 5K | 0.08 |
| Melia Hotels International SA | Long | Equity-common | ES | $84K | 10K | 0.02 |
| Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3 | Long | ABS-other | US | $94K | – | 0.02 |
| Merck & Co., Inc. | Long | Equity-common | US | $138K | 1K | 0.03 |
| Meta Platforms, Inc., Class A | Long | Equity-common | US | $7M | 13K | 1.41 |
| Mettler-Toledo International, Inc. | Long | Equity-common | US | $75K | 54 | 0.02 |
| MGIC Investment Corp. | Long | Equity-common | US | $131K | 6K | 0.03 |
| Micron Technology, Inc. | Long | Equity-common | US | $2M | 12K | 0.33 |
| Microsoft Corp. | Long | Equity-common | US | $14M | 32K | 3.11 |
| Mid-America Apartment Communities, Inc. | Long | Equity-common | US | $216K | 2K | 0.05 |
| Mid-America Apartments LP | Long | Debt | US | $116K | – | 0.03 |
| Middleby Corp. (The) | Long | Equity-common | US | $42K | 344 | 0.01 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Equity-common | JP | $777K | 72K | 0.17 |
| Mitsui Fudosan Co. Ltd. | Long | Equity-common | JP | $521K | 57K | 0.11 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $299K | – | 0.06 |
| Moelis & Co., Class A | Long | Equity-common | US | $92K | 2K | 0.02 |
| Mohawk Industries, Inc. | Long | Equity-common | US | $140K | 1K | 0.03 |
| Molson Coors Beverage Co. | Long | Debt | US | $158K | – | 0.03 |
| Monarch Casino & Resort, Inc. | Long | Equity-common | US | $101K | 1K | 0.02 |
| Mondelez International, Inc., Class A | Long | Equity-common | US | $1M | 16K | 0.22 |
| MongoDB, Inc. | Long | Equity-common | US | $99K | 397 | 0.02 |
| Moody's Corp. | Long | Equity-common | US | $285K | 677 | 0.06 |
| Moran Foods Backstop Equity | Long | Equity-common | US | $4K | 359K | 0.00 |
| Moran Foods LLC, 1st Lien Super Senior Delayed Term Loan | Long | Loan | US | $2K | – | 0.00 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $66K | – | 0.01 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $28K | – | 0.01 |
| Morgan Stanley | Long | Equity-common | US | $885K | 9K | 0.19 |
| Morgan Stanley | Long | Debt | US | $344K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $325K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $110K | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A | Long | ABS-mortgage backed security | US | $216K | – | 0.05 |
| Morningstar, Inc. | Long | Equity-common | US | $97K | 327 | 0.02 |
| MPLX LP | Long | Debt | US | $69K | – | 0.01 |
| MPLX LP | Long | Debt | US | $31K | – | 0.01 |
| MSA Safety, Inc. | Long | Equity-common | US | $216K | 1K | 0.05 |
| MSCI EAFE E-Mini Index | Derivative-equity | US | $-54K | – | -0.01 | |
| MSCI Emerging Markets E-Mini Index | Derivative-equity | US | $8K | – | 0.00 | |
| Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | Long | Equity-common | DE | $3M | 5K | 0.55 |
| Murphy USA, Inc. | Long | Equity-common | US | $107K | 227 | 0.02 |
| MVW LLC, Series 2021-2A, Class A | Long | ABS-other | US | $74K | – | 0.02 |
| MVW LLC, Series 2024-1A, Class A | Long | ABS-other | US | $190K | – | 0.04 |
| MYT Holding LLC | Long | Equity-common | US | $13K | 37K | 0.00 |
| Nasdaq, Inc. | Long | Debt | US | $101K | – | 0.02 |
| Nasdaq, Inc. | Long | Debt | US | $30K | – | 0.01 |
| Natera, Inc. | Long | Equity-common | US | $269K | 2K | 0.06 |
| Nationwide Building Society | Long | Debt | GB | $226K | – | 0.05 |
| NatWest Group plc | Long | Debt | GB | $370K | – | 0.08 |
| nCino, Inc. | Long | Equity-common | US | $108K | 3K | 0.02 |
| Neogen Corp. | Long | Equity-common | US | $83K | 5K | 0.02 |
| Nestle SA (Registered) | Long | Equity-common | CH | $4M | 38K | 0.84 |
| Netflix, Inc. | Long | Equity-common | US | $400K | 593 | 0.09 |
| Newell Brands, Inc. | Long | Equity-common | US | $45K | 7K | 0.01 |
| Nexstar Media Group, Inc. | Long | Equity-common | US | $85K | 511 | 0.02 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $107K | – | 0.02 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $96K | – | 0.02 |
| NextEra Energy, Inc. | Long | Equity-common | US | $2M | 27K | 0.42 |
| NGPL PipeCo LLC | Long | Debt | US | $28K | – | 0.01 |
| NiSource, Inc. | Long | Debt | US | $26K | – | 0.01 |
| Nissan Auto Lease Trust, Series 2023-A, Class A3 | Long | ABS-other | US | $99K | – | 0.02 |
| nLight, Inc. | Long | Equity-common | US | $55K | 5K | 0.01 |
| NMC Health plc | Long | Equity-common | GB | $0 | 516 | – |
| Nmg Research Ltd. | Derivative-other | GB | $18K | 1K | 0.00 | |
| NNN REIT, Inc. | Long | Equity-common | US | $160K | 4K | 0.03 |
| Nomura Holdings, Inc. | Long | Debt | JP | $231K | – | 0.05 |
| Nordea Bank Abp | Long | Debt | FI | $275K | – | 0.06 |
| Northern Trust Corp. | Long | Equity-common | US | $140K | 2K | 0.03 |
| Northrop Grumman Corp. | Long | Equity-common | US | $635K | 1K | 0.14 |
| Northwestern Energy Group, Inc. | Long | Equity-common | US | $55K | 1K | 0.01 |
| Novanta, Inc. | Long | Equity-common | CA | $200K | 1K | 0.04 |
| Novartis AG (Registered) | Long | Equity-common | CH | $258K | 2K | 0.06 |
| Novatek PJSC | Long | Equity-common | RU | $297.04 | 979 | 0.00 |
| Novo Nordisk A/S, Class B | Long | Equity-common | DK | $4M | 25K | 0.76 |
| NRG Energy, Inc. | Long | Debt | US | $153K | – | 0.03 |
| NVIDIA Corp. | Long | Equity-common | US | $11M | 91K | 2.42 |
| NXP BV | Long | Debt | US | $117K | – | 0.03 |
| NXP Semiconductors NV | Long | Equity-common | NL | $846K | 3K | 0.18 |
| O'Reilly Automotive, Inc. | Long | Equity-common | US | $912K | 864 | 0.20 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $137K | – | 0.03 |
| OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A | Long | ABS-other | US | $344K | – | 0.07 |
| Oracle Corp. | Long | Equity-common | US | $727K | 5K | 0.16 |
| Oracle Corp. | Long | Debt | US | $160K | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $76K | – | 0.02 |
| Oracle Corp. | Long | Debt | US | $69K | – | 0.01 |
| Otis Worldwide Corp. | Long | Equity-common | US | $1M | 14K | 0.30 |
| Pacific Gas and Electric Co. | Long | Debt | US | $144K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $140K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $89K | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $35K | – | 0.01 |
| Packaging Corp. of America | Long | Equity-common | US | $186K | 1K | 0.04 |
| Palo Alto Networks, Inc. | Long | Equity-common | US | $361K | 1K | 0.08 |
| Paycor HCM, Inc. | Long | Equity-common | US | $42K | 3K | 0.01 |
| Paylocity Holding Corp. | Long | Equity-common | US | $59K | 451 | 0.01 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $146K | – | 0.03 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $121K | – | 0.03 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $61K | – | 0.01 |
| Performance Food Group Co. | Long | Equity-common | US | $207K | 3K | 0.04 |
| Perimeter Solutions SA | Long | Equity-common | LU | $107K | 14K | 0.02 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $150K | – | 0.03 |
| PG&E Corp. | Long | Equity-common | US | $647K | 37K | 0.14 |
| PG&E Energy Recovery Funding LLC, Series A-3 | Long | Debt | US | $30K | – | 0.01 |
| PG&E Recovery Funding LLC, Series A-3 | Long | Debt | US | $156K | – | 0.03 |
| PHH Mortgage Trust, Series 2008-CIM2, Class 5A1 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Philip Morris International, Inc. | Long | Equity-common | US | $157K | 2K | 0.03 |
| Phillips 66 | Long | Equity-common | US | $204K | 1K | 0.04 |
| Phillips 66 Co. | Long | Debt | US | $132K | – | 0.03 |
| Plains All American Pipeline LP | Long | Debt | US | $155K | – | 0.03 |
| Planet Fitness, Inc., Class A | Long | Equity-common | US | $163K | 2K | 0.03 |
| Pluxee NV | Long | Equity-common | NL | $55K | 2K | 0.01 |
| PNC Financial Services Group, Inc. (The) | Long | Equity-common | US | $193K | 1K | 0.04 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $122K | – | 0.03 |
| Pool Corp. | Long | Equity-common | US | $72K | 235 | 0.02 |
| Portland General Electric Co. | Long | Equity-common | US | $170K | 4K | 0.04 |
| Post Holdings, Inc. | Long | Equity-common | US | $151K | 1K | 0.03 |
| Power Integrations, Inc. | Long | Equity-common | US | $183K | 3K | 0.04 |
| PRET LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $75K | – | 0.02 |
| Primo Water Corp. | Long | Equity-common | CA | $138K | 6K | 0.03 |
| Procter & Gamble Co. (The) | Long | Equity-common | US | $212K | 1K | 0.05 |
| Progress Residential Trust, Series 2021-SFR8, Class E1 | Long | ABS-other | US | $142K | – | 0.03 |
| Progress Residential Trust, Series 2022-SFR3, Class A | Long | ABS-other | US | $282K | – | 0.06 |
| Progress Residential Trust, Series 2023-SFR1, Class A | Long | ABS-other | US | $176K | – | 0.04 |
| Progressive Corp. (The) | Long | Equity-common | US | $382K | 2K | 0.08 |
| Progyny, Inc. | Long | Equity-common | US | $88K | 3K | 0.02 |
| Prologis LP | Long | Debt | US | $145K | – | 0.03 |
| Prologis, Inc. | Long | Equity-common | US | $2M | 14K | 0.34 |
| Prosus NV | Long | Equity-common | NL | $123K | 3K | 0.03 |
| PRPM LLC, Series 2021-10, Class A1 | Long | ABS-other | US | $76K | – | 0.02 |
| Prysmian SpA | Long | Equity-common | IT | $197K | 3K | 0.04 |
| Public Service Electric and Gas Co. | Long | Debt | US | $182K | – | 0.04 |
| Public Service Enterprise Group, Inc. | Long | Equity-common | US | $838K | 11K | 0.18 |
| Public Storage | Long | Equity-common | US | $240K | 833 | 0.05 |
| Publicis Groupe SA | Long | Equity-common | FR | $168K | 2K | 0.04 |
| Puget Energy, Inc. | Long | Debt | US | $103K | – | 0.02 |
| Quaker Chemical Corp. | Long | Equity-common | US | $148K | 873 | 0.03 |
| Qualys, Inc. | Long | Equity-common | US | $108K | 757 | 0.02 |
| Quanta Services, Inc. | Long | Equity-common | US | $306K | 1K | 0.07 |
| Quanta Services, Inc. | Long | Debt | US | $44K | – | 0.01 |
| Quanta Services, Inc. | Long | Debt | US | $43K | – | 0.01 |
| Quest Diagnostics, Inc. | Long | Debt | US | $151K | – | 0.03 |
| QuidelOrtho Corp. | Long | Equity-common | US | $58K | 2K | 0.01 |
| Ralph Lauren Corp. | Long | Equity-common | US | $43K | 248 | 0.01 |
| Rayonier, Inc. | Long | Equity-common | US | $72K | 2K | 0.02 |
| RB Global, Inc. | Long | Equity-common | CA | $89K | 1K | 0.02 |
| RBC Bearings, Inc. | Long | Equity-common | US | $191K | 708 | 0.04 |
| Realty Income Corp. | Long | Debt | US | $150K | – | 0.03 |
| Regency Centers Corp. | Long | Equity-common | US | $148K | 2K | 0.03 |
| Regency Centers LP | Long | Debt | US | $163K | – | 0.04 |
| Regeneron Pharmaceuticals, Inc. | Long | Equity-common | US | $3M | 3K | 0.73 |
| Regions Financial Corp. | Long | Equity-common | US | $162K | 8K | 0.03 |
| RELX plc | Long | Equity-common | GB | $1M | 28K | 0.27 |
| RELX plc | Long | Equity-common | GB | $718K | 16K | 0.15 |
| Republic of Colombia | Long | Debt | CO | $192K | – | 0.04 |
| Republic Services, Inc. | Long | Debt | US | $248K | – | 0.05 |
| Rio Tinto plc | Long | Equity-common | GB | $195K | 3K | 0.04 |
| RLI Corp. | Long | Equity-common | US | $133K | 946 | 0.03 |
| ROCKWOOL A/S, Class B | Long | Equity-common | DK | $90K | 222 | 0.02 |
| Rogers Communications, Inc. | Long | Debt | CA | $163K | – | 0.04 |
| Rolls-Royce Holdings plc | Long | Equity-common | GB | $98K | 17K | 0.02 |
| Roper Technologies, Inc. | Long | Debt | US | $213K | – | 0.05 |
| Rosneft Oil Co. PJSC | Long | Equity-common | RU | $377.79 | 5K | 0.00 |
| Ross Stores, Inc. | Long | Equity-common | US | $1M | 7K | 0.23 |
| Royal Unibrew A/S | Long | Equity-common | DK | $185K | 2K | 0.04 |
| Royalty Pharma plc, Class A | Long | Equity-common | GB | $95K | 4K | 0.02 |
| RPM International, Inc. | Long | Debt | US | $12K | – | 0.00 |
| RTX Corp. | Long | Debt | US | $212K | – | 0.05 |
| RTX Corp. | Long | Equity-common | US | $189K | 2K | 0.04 |
| Russell 2000 E-Mini Index | Derivative-equity | US | $103K | – | 0.02 | |
| Ryman Hospitality Properties, Inc. | Long | Equity-common | US | $160K | 2K | 0.03 |
| S&P 500 E-Mini Index | Derivative-equity | US | $202K | – | 0.04 | |
| S&P 500 E-Mini Service Index | Derivative-equity | US | $142K | – | 0.03 | |
| Sabra Health Care LP | Long | Debt | US | $123K | – | 0.03 |
| Safehold GL Holdings LLC | Long | Debt | US | $82K | – | 0.02 |
| Safran SA | Long | Equity-common | FR | $2M | 12K | 0.52 |
| Saia, Inc. | Long | Equity-common | US | $199K | 419 | 0.04 |
| Saipem SpA | Long | Equity-common | IT | $88K | 34K | 0.02 |
| Salesforce, Inc. | Long | Equity-common | US | $807K | 3K | 0.17 |
| Samsung Electronics Co. Ltd. | Long | Equity-common | KR | $3M | 44K | 0.55 |
| Santander Drive Auto Receivables Trust, Series 2022-3, Class A3 | Long | ABS-other | US | $23K | – | 0.00 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class A3 | Long | ABS-other | US | $87K | – | 0.02 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class B | Long | ABS-other | US | $127K | – | 0.03 |
| Santander Drive Auto Receivables Trust, Series 2023-1, Class B | Long | ABS-other | US | $75K | – | 0.02 |
| Santander Drive Auto Receivables Trust, Series 2023-2, Class A3 | Long | ABS-other | US | $99K | – | 0.02 |
| Santander Drive Auto Receivables Trust, Series 2023-3, Class A3 | Long | ABS-other | US | $55K | – | 0.01 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class B | Long | ABS-other | US | $160K | – | 0.03 |
| Santander Drive Auto Receivables Trust, Series 2023-5, Class B | Long | ABS-other | US | $206K | – | 0.04 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class A3 | Long | ABS-other | US | $52K | – | 0.01 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class C | Long | ABS-other | US | $48K | – | 0.01 |
| Santander Drive Auto Receivables Trust, Series 2024-3, Class C | Long | ABS-other | US | $196K | – | 0.04 |
| Santander Holdings USA, Inc. | Long | Debt | US | $85K | – | 0.02 |
| Santander Retail Auto Lease Trust, Series 2022-A, Class A3 | Long | ABS-other | US | $21K | – | 0.00 |
| SAP SE | Long | Equity-common | DE | $337K | 2K | 0.07 |
| Savers Value Village, Inc. | Long | Equity-common | US | $72K | 6K | 0.02 |
| Sberbank of Russia PJSC | Long | Equity-common | RU | $547.02 | 18K | 0.00 |
| SCF Equipment Leasing LLC, Series 2022-2A, Class A3 | Long | ABS-other | US | $398K | – | 0.09 |
| Schneider Electric SE | Long | Equity-common | FR | $192K | 802 | 0.04 |
| Seagate Technology Holdings plc | Long | Equity-common | IE | $233K | 2K | 0.05 |
| ServisFirst Bancshares, Inc. | Long | Equity-common | US | $155K | 2K | 0.03 |
| Severstal PAO | Long | Equity-common | RU | $617.6 | 2K | 0.00 |
| SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A3 | Long | ABS-other | US | $27K | – | 0.01 |
| Shell plc | Long | Equity-common | GB | $4M | 111K | 0.86 |
| Shin-Etsu Chemical Co. Ltd. | Long | Equity-common | JP | $3M | 87K | 0.73 |
| Shoals Technologies Group, Inc., Class A | Long | Equity-common | US | $61K | 10K | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class A | Long | ABS-other | US | $59K | – | 0.01 |
| Silgan Holdings, Inc. | Long | Equity-common | US | $58K | 1K | 0.01 |
| Simpson Manufacturing Co., Inc. | Long | Equity-common | US | $179K | 1K | 0.04 |
| SK Hynix, Inc. | Long | Equity-common | KR | $2M | 9K | 0.33 |
| SLG Office Trust, Series 2021-OVA, Class A | Long | ABS-mortgage backed security | US | $192K | – | 0.04 |
| SM Energy Co. | Long | Equity-common | US | $152K | 4K | 0.03 |
| Smithfield Foods, Inc. | Long | Debt | US | $144K | – | 0.03 |
| Snowflake, Inc., Class A | Long | Equity-common | US | $129K | 958 | 0.03 |
| Societe Generale SA | Long | Debt | FR | $516K | – | 0.11 |
| Sodexo SA | Long | Equity-common | FR | $186K | 2K | 0.04 |
| Sony Group Corp. | Long | Equity-common | JP | $980K | 12K | 0.21 |
| Southern California Edison Co., Series C | Long | Debt | US | $202K | – | 0.04 |
| Southern Co. (The) | Long | Equity-common | US | $2M | 26K | 0.44 |
| Southern Co. (The), Series A | Long | Debt | US | $203K | – | 0.04 |
| SPI 200 Index | Derivative-equity | AU | $-3K | – | -0.00 | |
| SPIE SA | Long | Equity-common | FR | $139K | 4K | 0.03 |
| SpringCastle America Funding LLC, Series 2020-AA, Class A | Long | ABS-other | US | $52K | – | 0.01 |
| Sprint Capital Corp. | Long | Debt | US | $17K | – | 0.00 |
| SPS Commerce, Inc. | Long | Equity-common | US | $21K | 114 | 0.00 |
| SSE plc | Long | Equity-common | GB | $675K | 30K | 0.15 |
| Standard Chartered plc | Long | Debt | GB | $491K | – | 0.11 |
| State Street Corp. | Long | Equity-common | US | $185K | 3K | 0.04 |
| State Street Corp. | Long | Debt | US | $33K | – | 0.01 |
| Steel Dynamics, Inc. | Long | Debt | US | $151K | – | 0.03 |
| StepStone Group, Inc., Class A | Long | Equity-common | US | $167K | 4K | 0.04 |
| Structured Asset Securities Corp. Trust, Series 2005-SC1, Class 1A1 | Long | ABS-other | US | $0.87 | – | 0.00 |
| Stryker Corp. | Long | Equity-common | US | $2M | 5K | 0.37 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $451K | – | 0.10 |
| Sweco AB, Class B | Long | Equity-common | SE | $57K | 4K | 0.01 |
| Synopsys, Inc. | Long | Equity-common | US | $253K | 426 | 0.05 |
| T-Mobile US, Inc. | Long | Equity-common | US | $92K | 523 | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $271K | – | 0.06 |
| T-Mobile USA, Inc. | Long | Debt | US | $98K | – | 0.02 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | Long | Equity-common | TW | $3M | 86K | 0.55 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | Long | Equity-common | TW | $2M | 12K | 0.43 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | Long | Equity-common | TW | $1M | 7K | 0.24 |
| Take-Two Interactive Software, Inc. | Long | Equity-common | US | $198K | 1K | 0.04 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $182K | – | 0.04 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $35K | – | 0.01 |
| Tampa Electric Co. | Long | Debt | US | $77K | – | 0.02 |
| Targa Resources Partners LP | Long | Debt | US | $16K | – | 0.00 |
| Taylor Wimpey plc | Long | Equity-common | GB | $148K | 83K | 0.03 |
| TD SYNNEX Corp. | Long | Equity-common | US | $135K | 1K | 0.03 |
| TechnipFMC plc | Long | Equity-common | GB | $309K | 12K | 0.07 |
| Tencent Holdings Ltd. | Long | Equity-common | KY | $2M | 49K | 0.50 |
| Teradyne, Inc. | Long | Equity-common | US | $241K | 2K | 0.05 |
| Terumo Corp. | Long | Equity-common | JP | $551K | 33K | 0.12 |
| Tesla Auto Lease Trust, Series 2024-A, Class A3 | Long | ABS-other | US | $63K | – | 0.01 |
| Tesla, Inc. | Long | Equity-common | US | $246K | 1K | 0.05 |
| Texas Instruments, Inc. | Long | Equity-common | US | $210K | 1K | 0.05 |
| Texas Roadhouse, Inc. | Long | Equity-common | US | $55K | 320 | 0.01 |
| Thales SA | Long | Equity-common | FR | $105K | 655 | 0.02 |
| Thermo Fisher Scientific, Inc. | Long | Equity-common | US | $290K | 525 | 0.06 |
| Timken Co. (The) | Long | Equity-common | US | $81K | 1K | 0.02 |
| TJX Cos., Inc. (The) | Long | Equity-common | US | $2M | 15K | 0.36 |
| Tokio Marine Holdings, Inc. | Long | Equity-common | JP | $1M | 37K | 0.30 |
| TOPIX Index | Derivative-equity | JP | $175K | – | 0.04 | |
| Toro Co. (The) | Long | Equity-common | US | $140K | 2K | 0.03 |
| TotalEnergies SE | Long | Equity-common | FR | $299K | 4K | 0.06 |
| Toyota Auto Loan Extended Note Trust, Series 2023-1A, Class A | Long | ABS-other | US | $114K | – | 0.02 |
| Trade Desk, Inc. (The), Class A | Long | Equity-common | US | $307K | 3K | 0.07 |
| Trane Technologies plc | Long | Equity-common | IE | $865K | 3K | 0.19 |
| Travelers Cos., Inc. (The) | Long | Equity-common | US | $617K | 3K | 0.13 |
| Triton Container International Ltd. | Long | Debt | BM | $182K | – | 0.04 |
| Truist Financial Corp. | Long | Debt | US | $63K | – | 0.01 |
| Truist Financial Corp. | Long | Debt | US | $42K | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.50 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.41 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.38 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.35 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.30 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.22 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.22 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $6M | – | 1.36 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 1.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 1.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.86 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.83 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.50 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.39 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.39 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.38 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.35 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.30 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $983K | – | 0.21 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $977K | – | 0.21 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $968K | – | 0.21 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $505K | – | 0.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $494K | – | 0.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $480K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $472K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $356K | – | 0.08 |
| Uber Technologies, Inc. | Long | Equity-common | US | $2M | 33K | 0.52 |
| UBS Group AG | Long | Debt | CH | $628K | – | 0.14 |
| UBS Group AG (Registered) | Long | Equity-common | CH | $732K | 25K | 0.16 |
| UDR, Inc. | Long | Debt | US | $154K | – | 0.03 |
| Unicaja Banco SA | Long | Equity-common | ES | $109K | 80K | 0.02 |
| UniCredit SpA | Long | Equity-common | IT | $969K | 26K | 0.21 |
| UniCredit SpA | Long | Debt | IT | $184K | – | 0.04 |
| UniFirst Corp. | Long | Equity-common | US | $118K | 688 | 0.03 |
| Union Pacific Corp. | Long | Equity-common | US | $152K | 672 | 0.03 |
| United Airlines Pass-Through Trust, Series 2016-2, Class AA | Long | ABS-other | US | $304K | – | 0.07 |
| United Mexican States | Long | Debt | MX | $369K | – | 0.08 |
| United Parcel Service, Inc., Class B | Long | Equity-common | US | $43K | 315 | 0.01 |
| UnitedHealth Group, Inc. | Long | Equity-common | US | $3M | 7K | 0.72 |
| US Auto Funding Trust, Series 2022-1A, Class A | Long | ABS-other | US | $47K | – | 0.01 |
| US Bancorp | Long | Equity-common | US | $436K | 11K | 0.09 |
| US Bancorp | Long | Debt | US | $132K | – | 0.03 |
| US Bancorp | Long | Debt | US | $32K | – | 0.01 |
| Utz Brands, Inc. | Long | Equity-common | US | $117K | 7K | 0.03 |
| Vail Resorts, Inc. | Long | Equity-common | US | $102K | 565 | 0.02 |
| Ventas Realty LP | Long | Debt | US | $114K | – | 0.02 |
| Verizon Communications, Inc. | Long | Debt | US | $153K | – | 0.03 |
| Verizon Communications, Inc. | Long | Equity-common | US | $104K | 3K | 0.02 |
| Verizon Communications, Inc. | Long | Debt | US | $27K | – | 0.01 |
| Verra Mobility Corp. | Long | Equity-common | US | $168K | 6K | 0.04 |
| Vertex Pharmaceuticals, Inc. | Long | Equity-common | US | $471K | 1K | 0.10 |
| Vertiv Holdings Co., Class A | Long | Equity-common | US | $135K | 2K | 0.03 |
| Vinci SA | Long | Equity-common | FR | $3M | 24K | 0.54 |
| Virginia Electric and Power Co. | Long | Debt | US | $149K | – | 0.03 |
| Virginia Electric and Power Co. | Long | Debt | US | $42K | – | 0.01 |
| Virginia Power Fuel Securitization LLC, Series A-2 | Long | Debt | US | $165K | – | 0.04 |
| Vistra Operations Co. LLC | Long | Debt | US | $100K | – | 0.02 |
| Vodafone Group plc | Long | Debt | GB | $163K | – | 0.03 |
| VOLT CV LLC, Series 2021-CF2, Class A1 | Long | ABS-other | US | $94K | – | 0.02 |
| Volvo AB, Class B | Long | Equity-common | SE | $861K | 34K | 0.19 |
| Vulcan Materials Co. | Long | Equity-common | US | $624K | 3K | 0.13 |
| Wal-Mart de Mexico SAB de CV | Long | Equity-common | MX | $1M | 362K | 0.27 |
| Wells Fargo & Co. | Long | Equity-common | US | $2M | 36K | 0.46 |
| Wells Fargo & Co. | Long | Debt | US | $316K | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $210K | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $135K | – | 0.03 |
| Wells Fargo & Co. | Long | Debt | US | $58K | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $143K | – | 0.03 |
| Welltower, Inc. | Long | Equity-common | US | $1M | 11K | 0.25 |
| Wendy's Co. (The) | Long | Equity-common | US | $132K | 8K | 0.03 |
| Westgate Resorts LLC, Series 2022-1A, Class A | Long | ABS-other | US | $92K | – | 0.02 |
| Westgate Resorts LLC, Series 2024-1A, Class B | Long | ABS-other | US | $250K | – | 0.05 |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class D | Long | ABS-other | US | $120K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2022-3A, Class A3 | Long | ABS-other | US | $305K | – | 0.07 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class A3 | Long | ABS-other | US | $75K | – | 0.02 |
| WestRock Co. | Long | Equity-common | US | $105K | 2K | 0.02 |
| WEX, Inc. | Long | Equity-common | US | $179K | 1K | 0.04 |
| Weyerhaeuser Co. | Long | Equity-common | US | $188K | 7K | 0.04 |
| Williams Cos., Inc. (The) | Long | Equity-common | US | $227K | 5K | 0.05 |
| Williams Cos., Inc. (The) | Long | Debt | US | $148K | – | 0.03 |
| WillScot Mobile Mini Holdings Corp. | Long | Equity-common | US | $252K | 7K | 0.05 |
| Wintrust Financial Corp. | Long | Equity-common | US | $156K | 2K | 0.03 |
| Woodward, Inc. | Long | Equity-common | US | $108K | 617 | 0.02 |
| Workday, Inc. | Long | Debt | US | $67K | – | 0.01 |
| Workiva, Inc. | Long | Equity-common | US | $112K | 2K | 0.02 |
| World Omni Auto Receivables Trust, Series 2021-C, Class A3 | Long | ABS-other | US | $27K | – | 0.01 |
| World Omni Auto Receivables Trust, Series 2022-B, Class A3 | Long | ABS-other | US | $309K | – | 0.07 |
| World Omni Auto Receivables Trust, Series 2023-A, Class A3 | Long | ABS-other | US | $96K | – | 0.02 |
| World Omni Auto Receivables Trust, Series 2023-D, Class A3 | Long | ABS-other | US | $76K | – | 0.02 |
| WP Carey, Inc. | Long | Debt | US | $200K | – | 0.04 |
| WR Berkley Corp. | Long | Equity-common | US | $91K | 1K | 0.02 |
| WRKCo, Inc. | Long | Debt | US | $162K | – | 0.03 |
| XAB Materials Index | Derivative-equity | US | $1K | – | 0.00 | |
| XAE Energy Index | Derivative-equity | US | $232K | – | 0.05 | |
| XAF Financial Index | Derivative-equity | US | $123K | – | 0.03 | |
| XAK Technology Index | Derivative-equity | US | $-11K | – | -0.00 | |
| XAP Consumer Staples Index | Derivative-equity | US | $-32K | – | -0.01 | |
| XAU Utilities Index | Derivative-equity | US | $107K | – | 0.02 | |
| Xcel Energy, Inc. | Long | Debt | US | $153K | – | 0.03 |
| Xcel Energy, Inc. | Long | Equity-common | US | $82K | 2K | 0.02 |
| Xilinx, Inc. | Long | Debt | US | $208K | – | 0.04 |
| Yum China Holdings, Inc. | Long | Equity-common | US | $512K | 17K | 0.11 |
| Yum! Brands, Inc. | Long | Equity-common | US | $2M | 12K | 0.35 |
| Zimmer Biomet Holdings, Inc. | Long | Equity-common | US | $93K | 859 | 0.02 |
| Zoetis, Inc. | Long | Debt | US | $143K | – | 0.03 |
Address
JPMorgan Trust I
277 Park Avenue
New York
New York
10172
United States of America
Websites
Directors
Robert J. Grassi
Raymond Kanner
Kathleen M. Gallagher
Frankie D. Hughes
Gary L. French
Stephen P. Fisher
Dr. Robert A. Oden, Jr.
John F. Finn
Marilyn McCoy
Marian U. Pardo
Mary E. Martinez
Nina O. Shenker
Lawrence R. Maffia
Robert F. Deutsch
Thomas P. Lemke
Emily A. Youssouf
Transfer Agents
DST Asset Manager Solutions, Inc.
Pricing Services
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
LSEG
PricingDirect Inc.
Custodians
JPMorgan Chase Bank, N.A.
Goldman Sachs & Co. LLC
BofA Securities, Inc.
Shareholder Servicing Agents
JPMorgan Distribution Services, Inc.
Admins
J.P. Morgan Investment Management Inc.
JPMorgan Chase Bank, N.A.
Brokers
BofA Securities, Inc.
Citadel Securities LLC
RBC Capital Markets, LLC
Merrill Lynch, Pierce, Fenner & Smith Inc.
Morgan Stanley & Co. LLC
Citigroup Global Markets Inc.
Barclays Capital, Inc.
Goldman Sachs & Co. LLC
Susquehanna Financial Group, LLLP
Virtu Americas LLC