JPMorgan Funds > JPMorgan Trust I
JPMorgan Strategic Income Opportunities Fund
$9.02B
Avg Monthly Net Assets
$11.10B
Total Assets
$1.37B
Total Liabilities
$9.73B
Net Assets
JPMorgan Strategic Income Opportunities 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 $9.02B.
On July 26th, 2024 it reported 541 holdings, the largest
being JPMorgan Prime Money Market Fund (53.5%), Lloyds Banking Group plc (1.5%) and AT&T, Inc. (1.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000066702 | JSOAX | |
| Class C Shares | C000066703 | JSOCX | |
| Class I Shares | C000066701 | JSOSX | |
| Class R5 Shares | C000066704 | JSORX | |
| Class R6 Shares | C000195119 | JSOZX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 30 Day Federal Funds | Derivative-interest rate | US | $4M | – | 0.04 | |
| 30 Day Federal Funds | Derivative-interest rate | US | $2M | – | 0.02 | |
| 30 Day Federal Funds | Derivative-interest rate | US | $-159K | – | -0.00 | |
| ACE Securities Corp. Home Equity Loan Trust, Series 2006-CW1, Class A2D | Long | ABS-other | US | $6M | – | 0.06 |
| Adient US LLC, 1st Lien Term Loan B-2 | Long | Loan | US | $580K | – | 0.01 |
| Adjustable Rate Mortgage Trust, Series 2005-10, Class 1A21 | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| Adjustable Rate Mortgage Trust, Series 2005-5, Class 5A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Alliance Laundry Systems LLC, 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| Allied Universal Holdco LLC, 1st Lien Term Loan B | Long | Loan | US | $741K | – | 0.01 |
| Alternative Loan Trust, Series 2004-5CB, Class 2A1 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Alternative Loan Trust, Series 2005-50CB, Class 4A1 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Alternative Loan Trust, Series 2005-J11, Class 5A1 | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Alternative Loan Trust, Series 2005-J6, Class 2A1 | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Alternative Loan Trust, Series 2006-24CB, Class A1 | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| Alternative Loan Trust, Series 2006-24CB, Class A23 | Long | ABS-mortgage backed security | US | $821K | – | 0.01 |
| Alternative Loan Trust, Series 2006-25CB, Class A9 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust, Series 2006-28CB, Class A17 | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| Alternative Loan Trust, Series 2006-31CB, Class A3 | Long | ABS-mortgage backed security | US | $745K | – | 0.01 |
| Alternative Loan Trust, Series 2006-41CB, Class 2A17 | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Alternative Loan Trust, Series 2006-J2, Class A1 | Long | ABS-mortgage backed security | US | $988K | – | 0.01 |
| Alternative Loan Trust, Series 2006-J3, Class 2A1 | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Alternative Loan Trust, Series 2007-5CB, Class 1A31 | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Altice Financing SA, 1st Lien Term Loan B | Long | Loan | US | $593K | – | 0.01 |
| Altice France Holding SA | Long | Debt | LU | $396K | – | 0.00 |
| American Express Co. | Long | Debt | US | $37M | – | 0.38 |
| American Express Co. | Long | Debt | US | $30M | – | 0.30 |
| American Express Co. | Long | Debt | US | $27M | – | 0.28 |
| American Express Co. | Long | Debt | US | $18M | – | 0.18 |
| American Home Mortgage Assets Trust, Series 2006-2, Class 2A1 | Long | ABS-mortgage backed security | US | $645K | – | 0.01 |
| American Home Mortgage Assets Trust, Series 2007-4, Class A4 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| American Honda Finance Corp. | Long | Debt | US | $32M | – | 0.33 |
| American Honda Finance Corp. | Long | Debt | US | $31M | – | 0.32 |
| American Honda Finance Corp. | Long | Debt | US | $27M | – | 0.28 |
| American Honda Finance Corp. | Long | Debt | US | $27M | – | 0.27 |
| American Honda Finance Corp. | Long | Debt | US | $23M | – | 0.23 |
| American Honda Finance Corp. | Long | Debt | US | $23M | – | 0.23 |
| American Honda Finance Corp. | Long | Debt | US | $23M | – | 0.23 |
| American Honda Finance Corp. | Long | Debt | US | $22M | – | 0.23 |
| American Honda Finance Corp. | Long | Debt | US | $14M | – | 0.14 |
| American Honda Finance Corp. | Long | Debt | US | $14M | – | 0.14 |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-R3, Class M8 | Long | ABS-other | US | $5M | – | 0.06 |
| Ancestry.com, Inc., 1st Lien Term Loan B | Long | Loan | US | $189K | – | 0.00 |
| Angel Oak Mortgage Trust, Series 2020-1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Angel Oak Mortgage Trust, Series 2020-1, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Angel Oak Mortgage Trust, Series 2020-3, Class A1 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Angel Oak Mortgage Trust, Series 2022-2, Class A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $13M | – | 0.13 |
| APi Group DE, 1st Lien Term Loan B | Long | Loan | US | $500K | – | 0.01 |
| AppleCaramel Buyer LLC, 1st Lien Term Loan B | Long | Loan | US | $656K | – | 0.01 |
| Astoria Energy LLC, 1st Lien Term Loan B | Long | Loan | US | $319K | – | 0.00 |
| Asurion LLC, 1st Lien Term Loan B | Long | Loan | US | $338K | – | 0.00 |
| Asurion LLC, 1st Lien Term Loan B-11 | Long | Loan | US | $615K | – | 0.01 |
| Asurion LLC, 1st Lien Term Loan B-3 | Long | Loan | US | $502K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $110M | – | 1.13 |
| Athene Global Funding | Long | Debt | US | $22M | – | 0.23 |
| Atkins Nutritionals, Inc., 1st Lien Term Loan B | Long | Loan | US | $771K | – | 0.01 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $33M | – | 0.34 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $23M | – | 0.23 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $18M | – | 0.18 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $18M | – | 0.18 |
| Avantor Funding, Inc., 1st Lien Term Loan B-6 | Long | Loan | US | $461K | – | 0.00 |
| B&G Foods, Inc., 1st Lien Term Loan B | Long | Loan | US | $441K | – | 0.00 |
| Banc of America Alternative Loan Trust, Series 2006-4, Class 2A1 | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-1, Class 1A1 | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-B, Class 3M1 | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| Banc of America Funding Trust, Series 2006-1, Class 2A1 | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Banc of America Funding Trust, Series 2006-D, Class 5A2 | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| Banc of America Funding Trust, Series 2014-R7, Class 2A1 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Banc of America Funding Trust, Series 2015-R4, Class 5A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Banc of America Mortgage Trust, Series 2007-3, Class 1A1 | Long | ABS-mortgage backed security | US | $849K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $10M | – | 0.10 |
| Banijay Entertainment, 1st Lien Term Loan B | Long | Loan | US | $591K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $28M | – | 0.29 |
| Bank of America Corp. | Long | Debt | US | $7M | – | 0.07 |
| Bank of America NA | Long | Debt | US | $24M | – | 0.24 |
| Bank of America NA | Long | Debt | US | $22M | – | 0.23 |
| Bank of Montreal | Long | Debt | CA | $22M | – | 0.23 |
| Bank of Montreal | Long | Debt | CA | $22M | – | 0.22 |
| Bank of Montreal | Long | Debt | CA | $22M | – | 0.22 |
| Bank of Montreal | Long | Debt | CA | $22M | – | 0.22 |
| Bank of Montreal | Long | Debt | CA | $18M | – | 0.18 |
| Bank of Montreal | Long | Debt | CA | $14M | – | 0.14 |
| Bank of New York Mellon (The) | Long | Debt | US | $9M | – | 0.09 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $27M | – | 0.27 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $27M | – | 0.27 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $25M | – | 0.26 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $9M | – | 0.09 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $5M | – | 0.05 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $5M | – | 0.05 |
| Barclays plc | Long | Debt | GB | $76M | – | 0.78 |
| Barclays plc | Long | Debt | GB | $17M | – | 0.17 |
| Bausch Health Americas, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Bear Stearns ARM Trust, Series 2005-12, Class 22A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bear Stearns Asset-Backed Securities I Trust, Series 2004-AC5, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bear Stearns Asset-Backed Securities Trust, Series 2004-SD1, Class M2 | Long | ABS-other | US | $624K | – | 0.01 |
| Birkenstock, 1st Lien Term Loan B | Long | Loan | US | $264K | – | 0.00 |
| BMW US Capital LLC | Long | Debt | US | $59M | – | 0.61 |
| BMW US Capital LLC | Long | Debt | US | $23M | – | 0.23 |
| BMW US Capital LLC | Long | Debt | US | $16M | – | 0.16 |
| BMW US Capital LLC | Long | Debt | US | $16M | – | 0.16 |
| BPCE SA | Long | Debt | FR | $4M | – | 0.05 |
| BRAVO Residential Funding Trust, Series 2023-NQM1, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1 | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $22M | – | 0.23 |
| Brookfield WEC Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.02 |
| Brooks Automation, 2nd Lien Term Loan | Long | Loan | US | $247K | – | 0.00 |
| Buckeye Partners LP, 1st Lien Term Loan B-1 | Long | Loan | US | $484K | – | 0.00 |
| Buckeye Partners, 1st Lien Term Loan B | Long | Loan | US | $256K | – | 0.00 |
| Cabinetworks, 1st Lien Term Loan B | Long | Loan | US | $192K | – | 0.00 |
| Camelot U.S. Acquisition LLC, 1st Lien Term Loan B | Long | Loan | US | $612K | – | 0.01 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $18M | – | 0.18 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $13M | – | 0.14 |
| Carrington Mortgage Loan Trust, Series 2006-NC1, Class M2 | Long | ABS-other | US | $15M | – | 0.15 |
| Carrington Mortgage Loan Trust, Series 2006-NC5, Class A3 | Long | ABS-other | US | $11M | – | 0.11 |
| Carroll County Energy LLC, 1st Lien Term Loan B | Long | Loan | US | $619K | – | 0.01 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $27M | – | 0.28 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $27M | – | 0.28 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $25M | – | 0.26 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $14M | – | 0.14 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $12M | – | 0.12 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $1M | – | 0.01 |
| CCO Holdings LLC | Long | Debt | US | $120K | – | 0.00 |
| CDI | Derivative-credit | US | $-427K | – | -0.00 | |
| CDI | Derivative-credit | US | $-536K | – | -0.01 | |
| CDI | Derivative-credit | US | $-801K | – | -0.01 | |
| CDI | Derivative-credit | US | $-2M | – | -0.02 | |
| CDI | Derivative-credit | US | $-2M | – | -0.02 | |
| CDS | Derivative-credit | US | $-295K | – | -0.00 | |
| CDS | Derivative-credit | US | $-715K | – | -0.01 | |
| CDSABX | Derivative-credit | US | $-1M | – | -0.01 | |
| CDSABX | Derivative-credit | GB | $-2M | – | -0.02 | |
| CDSABX | Derivative-credit | US | $-3M | – | -0.03 | |
| CDSABX | Derivative-credit | GB | $-3M | – | -0.03 | |
| CDSABX | Derivative-credit | GB | $-4M | – | -0.04 | |
| CDSCMBX | Derivative-credit | US | $-6M | – | -0.06 | |
| CDSCMBX | Derivative-credit | US | $-8M | – | -0.09 | |
| Centex Home Equity Loan Trust, Series 2005-A, Class M2 | Long | ABS-other | US | $3M | – | 0.03 |
| Chase Mortgage Finance Trust, Series 2005-S1, Class 1A15 | Long | ABS-mortgage backed security | US | $494K | – | 0.01 |
| Chesapeake Energy Corp., Escrow | Long | Debt | US | $122K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-21, Class A2 | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2006-15, Class A1 | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2006-20, Class 1A36 | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2007-5, Class A6 | Long | ABS-mortgage backed security | US | $4.13 | – | 0.00 |
| Ciena Corp., 1st Lien Term Loan B | Long | Loan | US | $536K | – | 0.01 |
| Cineworld Group | Derivative-other | GB | $0.09 | 67K | 0.00 | |
| Citibank NA | Long | Debt | US | $27M | – | 0.28 |
| Citibank NA | Long | Debt | US | $14M | – | 0.15 |
| Citibank NA | Long | Debt | US | $9M | – | 0.09 |
| Citicorp Mortgage Securities Trust, Series 2007-5, Class 1A9 | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| Citigroup Mortgage Loan Trust, Series 2014-10, Class 1A1 | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Series 2014-10, Class 4A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $35M | – | 0.36 |
| Citigroup, Inc. | Long | Debt | US | $18M | – | 0.18 |
| Citigroup, Inc. | Long | Debt | US | $15M | – | 0.16 |
| Citigroup, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Claire's Stores, Inc. | Long | Equity-common | US | $11M | 5K | 0.11 |
| Claire's Stores, Inc. | Long | Equity-common | US | $1M | 6K | 0.01 |
| Claire's Stores, Inc., 1st Lien Term Loan B | Long | Loan | US | $7M | – | 0.07 |
| Clarios Global LP | Long | Debt | US | $927K | – | 0.01 |
| Clarios Global LP | Long | Debt | CA | $451K | – | 0.00 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $572K | – | 0.01 |
| COLT Mortgage Loan Trust, Series 2023-3, Class A1 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| Commonwealth Bank of Australia | Long | Debt | AU | $27M | – | 0.27 |
| Commonwealth Bank of Australia | Long | Debt | AU | $18M | – | 0.18 |
| Commonwealth Bank of Australia | Long | Debt | AU | $2M | – | 0.02 |
| CommScope, Inc., 1st Lien Term Loan B-2 | Long | Loan | NL | $774K | – | 0.01 |
| Conair Holdings LLC, 1st Lien Term Loan B | Long | Loan | US | $592K | – | 0.01 |
| Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1 | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1 | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2 | Long | ABS-mortgage backed security | US | $18M | – | 0.19 |
| Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1 | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| Conservice Midco LLC, 1st Lien Term Loan | Long | Loan | US | $423K | – | 0.00 |
| Consilio, 1st Lien Term Loan B | Long | Loan | US | $944K | – | 0.01 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $11M | – | 0.11 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $5M | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $30M | – | 0.31 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $10M | – | 0.10 |
| Credit Agricole SA | Long | Debt | FR | $22M | – | 0.23 |
| Credit Agricole SA | Long | Debt | FR | $13M | – | 0.14 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2004-5, Class 4A1 | Long | ABS-mortgage backed security | US | $550K | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2005-5, Class 1A1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2005-7, Class 3A1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Credit-Based Asset Servicing and Securitization LLC, Series 2006-CB8, Class A1 | Long | ABS-other | US | $5M | – | 0.05 |
| CVS Holdings, 1st Lien Term Loan B | Long | Loan | US | $757K | – | 0.01 |
| CWABS Asset-Backed Certificates Trust, Series 2007-2, Class 2A3 | Long | ABS-other | US | $205K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2 (CWABS, Inc., Asset-Backed Certificates) | Long | ABS-other | US | $190K | – | 0.00 |
| Daimler Truck Finance North America LLC | Long | Debt | US | $8M | – | 0.09 |
| DBS Group Holdings Ltd. | Long | Debt | SG | $18M | – | 0.18 |
| Deephaven Residential Mortgage Trust, Series 2021-3, Class A1 | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1 | Long | ABS-mortgage backed security | US | $546K | – | 0.01 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Deutsche Bank AG | Long | Debt | DE | $13M | – | 0.14 |
| Deutsche Bank AG | Long | Debt | DE | $3M | – | 0.03 |
| Deutsche Bank AG, Series 2020 | Long | Debt | DE | $3M | – | 0.03 |
| DigiCert, Inc., 1st Lien Term Loan | Long | Loan | US | $587K | – | 0.01 |
| DigiCert, Inc., 1st Lien Term Loan | Long | Loan | US | $401K | – | 0.00 |
| DirectV Financing LLC, 1st Lien Term Loan | Long | Loan | US | $104K | – | 0.00 |
| DISH DBS Corp. | Long | Debt | US | $3M | – | 0.03 |
| DISH Network Corp. | Long | Debt | US | $762K | – | 0.01 |
| Dominion Energy, Inc., Series B | Long | Debt | US | $56M | – | 0.57 |
| Duff & Phelps Corp., 1st Lien Term Loan B | Long | Loan | US | $765K | – | 0.01 |
| Dun & Bradstreet Corp., 1st Lien Term Loan B-2 | Long | Loan | US | $804K | – | 0.01 |
| E.W. Scripps Co., 1st Lien Term Loan B-3 | Long | Loan | US | $944K | – | 0.01 |
| Ensemble RCM LLC, 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| Envision Healthcare Corp. | Long | Equity-common | US | $325K | 42K | 0.00 |
| EPIC Crude Services LP, 1st Lien Term Loan B | Long | Loan | US | $7M | – | 0.07 |
| Exelon Corp., 1st Lien Term Loan B | Long | Loan | US | $833K | – | 0.01 |
| FGI Operating Co. LLC, 1st Lien Term Loan | Long | Loan | US | $239K | – | 0.00 |
| FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC STACR REMIC Trust, Series 2021-HQA3, Class M1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FHLMC, REMIC, Series 5136, Class IJ | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, REMIC, Series 5148, Class AI | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fieldstone Mortgage Investment Trust, Series 2006-2, Class 2A3 | Long | ABS-other | US | $1M | – | 0.01 |
| First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1 | Long | ABS-other | US | $6M | – | 0.06 |
| First Franklin Mortgage Loan Trust, Series 2006-FF14, Class A5 | Long | ABS-other | US | $3M | – | 0.03 |
| First Franklin Mortgage Loan Trust, Series 2006-FF8, Class M1 | Long | ABS-other | US | $4M | – | 0.04 |
| First Student Bidco, Inc., 1st Lien Term Loan B | Long | Loan | US | $643K | – | 0.01 |
| First Student Bidco, Inc., 1st Lien Term Loan C | Long | Loan | US | $195K | – | 0.00 |
| FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2M2 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FNMA, REMIC, Series 2021-47, Class QI | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $104M | – | 1.07 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-135M | – | -1.39 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-174M | – | -1.78 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-532M | – | -5.47 |
| Formula One Group, 1st Lien Term Loan B | Long | Loan | LU | $578K | – | 0.01 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $319K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $12K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-427K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-771K | – | -0.01 | ||
| Fremont Home Loan Trust, Series 2005-1, Class M6 | Long | ABS-other | US | $3M | – | 0.03 |
| Fremont Home Loan Trust, Series 2006-1, Class 1A1 | Long | ABS-other | US | $1.46 | – | 0.00 |
| Frontier Communications Holdings LLC | Long | Debt | US | $419K | – | 0.00 |
| Garda World Security Corp., 1st Lien Term Loan | Long | Loan | US | $629K | – | 0.01 |
| Gates Global LLC, 1st Lien Term Loan | Long | Loan | US | $1M | – | 0.01 |
| GCAT Trust, Series 2019-NQM3, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GCAT Trust, Series 2020-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GCAT Trust, Series 2022-NQM4, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Gemini HDPE LLC, 1st Lien Term Loan B | Long | Loan | US | $970K | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $35M | – | 0.36 |
| Genesys Cloud Services Holdings, 1st Lien Term Loan B | Long | Loan | US | $922K | – | 0.01 |
| Georgia Power Co. | Long | Debt | US | $31M | – | 0.31 |
| Getty Images, Inc., 1st Lien Term Loan B | Long | Loan | US | $348K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $14M | – | 0.14 |
| GNMA, Series 2021-122, Class LI | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-138, Class PI | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-162, Class PI | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2023-69, Class IH | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Goldman Sachs Bank USA | Long | Debt | US | $23M | – | 0.23 |
| Goldman Sachs Bank USA | Long | Debt | US | $18M | – | 0.19 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $34M | – | 0.34 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $26M | – | 0.27 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $18M | – | 0.18 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $13M | – | 0.13 |
| Goodman Networks, Inc. | Long | Equity-preferred | US | $0.25 | 253K | 0.00 |
| Goodman Networks, Inc. | Long | Equity-common | US | $0.21 | 213K | 0.00 |
| Graham Packaging Co., Inc., 1st Lien Term Loan | Long | Loan | US | $1M | – | 0.01 |
| GSAA Home Equity Trust, Series 2005-9, Class M5 | Long | ABS-other | US | $4M | – | 0.04 |
| GSAA Home Equity Trust, Series 2006-1, Class A2 | Long | ABS-other | US | $1M | – | 0.01 |
| GSAA Home Equity Trust, Series 2006-19, Class A2 | Long | ABS-other | US | $863K | – | 0.01 |
| GSAA Home Equity Trust, Series 2007-2, Class AF4A | Long | ABS-other | US | $2M | – | 0.02 |
| GSAA Home Equity Trust, Series 2007-4, Class A1 | Long | ABS-other | US | $260K | – | 0.00 |
| GSAA Home Equity Trust, Series 2007-7, Class 1A2 | Long | ABS-other | US | $515K | – | 0.01 |
| GSAMP Trust, Series 2005-NC1, Class M2 | Long | ABS-other | US | $5M | – | 0.05 |
| GSAMP Trust, Series 2006-FM1, Class A1 | Long | ABS-other | US | $7M | – | 0.07 |
| GSAMP Trust, Series 2006-FM3, Class A1 | Long | ABS-other | US | $0.67 | – | 0.00 |
| GSAMP Trust, Series 2007-HE1, Class A2C | Long | ABS-other | US | $8M | – | 0.08 |
| GSR Mortgage Loan Trust, Series 2006-2F, Class 2A1 | Long | ABS-mortgage backed security | US | $588K | – | 0.01 |
| GSR Mortgage Loan Trust, Series 2006-3F, Class 2A7 | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| Gulfport Energy Corp. | Long | Equity-preferred | US | $936K | 81 | 0.01 |
| Gulfport Energy Corp. | Long | Debt | US | $845K | – | 0.01 |
| Gulfport Energy Corp. | Long | Debt | US | $40K | – | 0.00 |
| HarborView Mortgage Loan Trust, Series 2004-9, Class 2A | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| HarborView Mortgage Loan Trust, Series 2006-9, Class 2A1A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HarborView Mortgage Loan Trust, Series 2007-1, Class 2A1A | Long | ABS-mortgage backed security | US | $1.17 | – | 0.00 |
| Harsco Corp., Term Loan B-3 | Long | Loan | US | $468K | – | 0.00 |
| Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $5M | – | 0.05 |
| Hercules Achievement, Inc., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| Hertz Corp. (The), 1st Lien Term Loan B | Long | Loan | US | $616K | – | 0.01 |
| Hertz Corp. (The), 1st Lien Term Loan C | Long | Loan | US | $119K | – | 0.00 |
| Hertz Corp. (The), Escrow | Long | Debt | US | $160K | – | 0.00 |
| Hertz Corp. (The), Escrow | Long | Debt | US | $121K | – | 0.00 |
| Hertz Corp. (The), Escrow | Long | Debt | US | $93K | – | 0.00 |
| High Ridge Partners, Escrow | Long | Debt | US | $0.04 | – | 0.00 |
| Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M2 | Long | ABS-other | US | $397K | – | 0.00 |
| HSBC USA, Inc. | Long | Debt | US | $23M | – | 0.23 |
| Hub International Ltd., 1st Lien Term Loan | Long | Loan | US | $645K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $13M | – | 0.14 |
| ICON, 1st Lien Term Loan B | Long | Loan | US | $162K | – | 0.00 |
| ICON, 1st Lien Term Loan B | Long | Loan | US | $40K | – | 0.00 |
| iHeartCommunications, Inc., 1st Lien Term Loan | Long | Loan | US | $901K | – | 0.01 |
| iHeartCommunications, Inc., Term Loan B | Long | Loan | US | $493K | – | 0.01 |
| iHeartMedia, Inc., Class A | Long | Equity-common | US | $65K | 71K | 0.00 |
| Impac CMB Trust, Series 2004-6, Class 1A2 | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| INEOS Enterprises, 1st Lien Term Loan | Long | Loan | US | $918K | – | 0.01 |
| ING Groep NV | Long | Debt | NL | $31M | – | 0.31 |
| ING Groep NV | Long | Debt | NL | $5M | – | 0.05 |
| ING Groep NV, Series NC10 | Long | Debt | NL | $18M | – | 0.18 |
| Ingram Micro, Inc., 1st Lien Term Loan | Long | Loan | US | $514K | – | 0.01 |
| Insulet Corp., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| Intelsat Jackson Holdings SA | Long | Debt | LU | $9M | – | 0.09 |
| Intelsat SA | Long | Equity-common | LU | $5M | 130K | 0.05 |
| International Oncology Care, Inc. (Intl Oncology Care, Inc.) | Long | Equity-common | US | $3M | 158K | 0.03 |
| Intrado Corp., 1st Lien Term Loan B | Long | Loan | US | $347K | – | 0.00 |
| Jazz Pharmaceuticals plc, 1st Lien Term Loan B-1 | Long | Loan | US | $524K | – | 0.01 |
| John Deere Capital Corp. | Long | Debt | US | $29M | – | 0.29 |
| John Deere Capital Corp. | Long | Debt | US | $27M | – | 0.28 |
| John Deere Capital Corp. | Long | Debt | US | $27M | – | 0.27 |
| John Deere Capital Corp. | Long | Debt | US | $19M | – | 0.20 |
| John Deere Capital Corp. | Long | Debt | US | $18M | – | 0.18 |
| JPMorgan Mortgage Trust, Series 2005-S2, Class 4A3 | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| JPMorgan Prime Money Market Fund, Class IM | Long | Short-term investment vehicle | US | $5B | 5B | 53.48 |
| JPMorgan Seasoned Mortgage Trust, Series 2014-1, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| KDC US Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $722K | – | 0.01 |
| Keurig Dr Pepper, Inc. | Long | Debt | US | $36M | – | 0.37 |
| KeyBank NA | Long | Debt | US | $13M | – | 0.13 |
| Lehman Mortgage Trust, Series 2006-4, Class 3A1 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Leslie's Poolmart, Inc., 1st Lien Term Loan B | Long | Loan | US | $631K | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $141M | – | 1.45 |
| Long Beach Mortgage Loan Trust, Series 2004-3, Class M1 | Long | ABS-other | US | $590K | – | 0.01 |
| Lumen Technologies, Inc., 1st Lien Term Loan B-1 (Lumen Technologies Inc.) | Long | Loan | US | $221K | – | 0.00 |
| Lumen Technologies, Inc., 1st Lien Term Loan B-2 | Long | Loan | US | $220K | – | 0.00 |
| Macquarie Bank Ltd. | Long | Debt | AU | $9M | – | 0.09 |
| Macquarie Bank Ltd. | Long | Debt | AU | $5M | – | 0.05 |
| Macquarie Group Ltd. | Long | Debt | AU | $11M | – | 0.11 |
| Madison IAQ LLC, 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.02 |
| Mallinckrodt plc | Long | Equity-common | US | $260K | 5K | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-7, Class 10A1 | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2005-5, Class 3A1 | Long | ABS-mortgage backed security | US | $0.8 | – | 0.00 |
| Medline Borrower LP, 1st Lien Term Loan B | Long | Loan | US | $385K | – | 0.00 |
| Mercedes-Benz Finance North America LLC | Long | Debt | US | $38M | – | 0.39 |
| Mercedes-Benz Finance North America LLC | Long | Debt | US | $31M | – | 0.32 |
| Mercedes-Benz Finance North America LLC | Long | Debt | US | $31M | – | 0.32 |
| Merrill Lynch Mortgage Investors Trust, Series 2006-MLN1, Class A2C | Long | ABS-other | US | $10M | – | 0.10 |
| Merrill Lynch Mortgage Investors Trust, Series 2006-RM2, Class A1A | Long | ABS-other | US | $3M | – | 0.03 |
| Merrill Lynch Pierce Fenner & Smith, Inc. | Long | Repurchase agreement | US | $65M | – | 0.67 |
| Metropolitan Life Global Funding I | Long | Debt | US | $18M | – | 0.19 |
| Metropolitan Life Global Funding I | Long | Debt | US | $3M | – | 0.03 |
| Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $44M | – | 0.45 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $18M | – | 0.18 |
| Moran Foods Backstop Equity | Long | Equity-common | US | $163K | 16M | 0.00 |
| Moran Foods LLC, 1st Lien Super Senior Delayed Term Loan | Long | Loan | US | $73K | – | 0.00 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.02 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $26M | – | 0.26 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.03 |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-HE1, Class A1 | Long | ABS-other | US | $2M | – | 0.03 |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-HE7, Class A2B | Long | ABS-other | US | $695K | – | 0.01 |
| Morgan Stanley Bank NA | Long | Debt | US | $29M | – | 0.30 |
| Morgan Stanley Bank NA | Long | Debt | US | $18M | – | 0.18 |
| MYT Holding LLC | Long | Equity-common | US | $494K | 1M | 0.01 |
| MYT Holding LLC, Series A | Long | Equity-preferred | US | $2M | 2M | 0.02 |
| Nabors Industries Ltd. | Long | Debt | BM | $386K | – | 0.00 |
| NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A1 | Long | ABS-mortgage backed security | US | $681K | – | 0.01 |
| National Australia Bank Ltd. | Long | Debt | AU | $19M | – | 0.20 |
| National Australia Bank Ltd. | Long | Debt | AU | $13M | – | 0.14 |
| National Australia Bank Ltd. | Long | Debt | AU | $8M | – | 0.09 |
| National Australia Bank Ltd. | Long | Debt | AU | $2M | – | 0.02 |
| National Bank of Canada | Long | Debt | CA | $18M | – | 0.19 |
| National Bank of Canada | Long | Debt | CA | $1M | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $27M | – | 0.27 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $22M | – | 0.23 |
| National Rural Utilities Cooperative Finance Corp., Series D | Long | Debt | US | $20M | – | 0.21 |
| NatWest Markets plc | Long | Debt | GB | $10M | – | 0.10 |
| NatWest Markets plc | Long | Debt | GB | $9M | – | 0.09 |
| Netsmart Technologies, Inc., 1st Lien Term Loan B | Long | Loan | US | $622K | – | 0.01 |
| New Century Home Equity Loan Trust, Series 2003-5, Class AI7 | Long | ABS-other | US | $450.63 | – | 0.00 |
| New Century Home Equity Loan Trust, Series 2005-1, Class M6 | Long | ABS-other | US | $3M | – | 0.03 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $31M | – | 0.32 |
| Nielsen Holdings plc, Term Loan B-3 | Long | Loan | US | $401K | – | 0.00 |
| Nmg Research Ltd. | Derivative-other | GB | $457K | 34K | 0.00 | |
| NMG, Inc. | Long | Equity-common | US | $6M | 47K | 0.06 |
| NMG, Inc. | Long | Equity-common | US | $652K | 5K | 0.01 |
| Nomura Resecuritization Trust, Series 2015-2R, Class 4A1 | Long | ABS-mortgage backed security | US | $605K | – | 0.01 |
| Nordea Bank Abp | Long | Debt | FI | $17M | – | 0.18 |
| Nordea Bank Abp | Long | Debt | FI | $11M | – | 0.11 |
| Numericable U.S. LLC, 1st Lien Term Loan B-14 | Long | Loan | FR | $214K | – | 0.00 |
| OBX Trust, Series 2021-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Option One Mortgage Loan Trust, Series 2004-3, Class M2 | Long | ABS-other | US | $391K | – | 0.00 |
| Osmose Holdings, Inc., 1st Lien Term Loan | Long | Loan | US | $776K | – | 0.01 |
| Pactiv Evergreen Group Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $268K | – | 0.00 |
| Parexel International Corp., 1st Lien Term Loan | Long | Loan | US | $1M | – | 0.01 |
| Pathway Vet Alliance LLC, 1st Lien Term Loan | Long | Loan | US | $581K | – | 0.01 |
| PCI Pharma, 1st Lien Term Loan | Long | Loan | US | $416K | – | 0.00 |
| Pepsico Singapore Financing I Pte. Ltd. | Long | Debt | SG | $22M | – | 0.23 |
| PepsiCo, Inc. | Long | Debt | US | $18M | – | 0.18 |
| PepsiCo, Inc. | Long | Debt | US | $14M | – | 0.14 |
| Petco Health & Wellness Co., Inc., Term Loan B | Long | Loan | US | $492K | – | 0.01 |
| Pike Corp., Delayed Draw Term Loan B | Long | Loan | US | $812K | – | 0.01 |
| PQ Corp., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.02 |
| Prime Security Services Borrower LLC, 1st Lien Term Loan B-1 | Long | Loan | US | $490K | – | 0.01 |
| PrimeSource, 1st Lien Term Loan B | Long | Loan | US | $816K | – | 0.01 |
| Project Boost Purchaser LLC, 1st Lien Term Loan B | Long | Loan | US | $755K | – | 0.01 |
| Proofpoint, Inc., 1st Lien Term Loan B | Long | Loan | US | $558K | – | 0.01 |
| Public Storage Operating Co. | Long | Debt | US | $29M | – | 0.30 |
| Public Storage Operating Co. | Long | Debt | US | $14M | – | 0.14 |
| Quikrete Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $824K | – | 0.01 |
| RALI Trust, Series 2003-QS20, Class CB | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| RALI Trust, Series 2006-QS18, Class 3A3 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| RAMP Trust, Series 2005-EFC6, Class M4 | Long | ABS-other | US | $2M | – | 0.02 |
| RealPage, Inc., 1st Lien Term Loan B | Long | Loan | US | $279K | – | 0.00 |
| Remington LLC | Long | Equity-common | US | $10.43 | 10M | 0.00 |
| Residential Asset Securitization Trust, Series 2006-R1, Class A2 | Long | ABS-mortgage backed security | US | $0.36 | – | 0.00 |
| RFMSI Trust, Series 2005-SA2, Class 2A2 | Long | ABS-mortgage backed security | US | $506K | – | 0.01 |
| RFMSI Trust, Series 2006-S10, Class 1A1 | Long | ABS-mortgage backed security | US | $683K | – | 0.01 |
| RFMSI Trust, Series 2006-S12, Class 3A9 | Long | ABS-mortgage backed security | US | $697K | – | 0.01 |
| RFMSI Trust, Series 2006-SA4, Class 2A1 | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| RFMSI Trust, Series 2007-S2, Class A4 | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| Ring Container Technologies LLC, 1st Lien Term Loan B | Long | Loan | US | $443K | – | 0.00 |
| Rite Aid Corp. | Long | Debt | US | $593K | – | 0.01 |
| Rite Aid Corp. | Long | Debt | US | $240K | – | 0.00 |
| Roche Holdings, Inc. | Long | Debt | US | $18M | – | 0.18 |
| Royal Bank of Canada | Long | Debt | CA | $32M | – | 0.33 |
| Royal Bank of Canada | Long | Debt | CA | $22M | – | 0.23 |
| Royal Bank of Canada | Long | Debt | CA | $18M | – | 0.18 |
| Royal Bank of Canada | Long | Debt | CA | $14M | – | 0.14 |
| Royal Bank of Canada | Long | Debt | CA | $9M | – | 0.09 |
| Royal Bank of Canada | Long | Debt | CA | $6M | – | 0.06 |
| Royal Bank of Canada | Long | Debt | CA | $3M | – | 0.03 |
| Royal Bank of Canada | Long | Debt | CA | $2M | – | 0.02 |
| Saxon Asset Securities Trust, Series 2002-3, Class AF6 | Long | ABS-other | US | $605K | – | 0.01 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-NC3, Class A1 | Long | ABS-other | US | $5M | – | 0.05 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-WM2, Class A2A | Long | ABS-other | US | $1.8 | – | 0.00 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-NC2, Class A2B | Long | ABS-other | US | $2M | – | 0.02 |
| Serta Simmons Bedding LLC | Long | Equity-common | US | $167K | 22K | 0.00 |
| Serta Simmons Bedding LLC, 1st Lien Term Loan B | Long | Loan | US | $77K | – | 0.00 |
| SG Residential Mortgage Trust, Series 2022-2, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Shutterfly Finance LLC | Long | Debt | US | $2M | – | 0.02 |
| Shutterfly Finance LLC | Long | Debt | US | $307K | – | 0.00 |
| Shutterfly LLC, 1st Lien Term Loan | Long | Loan | US | $99K | – | 0.00 |
| Shutterfly LLC, 2nd Lien Term Loan | Long | Loan | US | $689K | – | 0.01 |
| Sirius XM Radio, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Six Flags Theme Parks, Inc. | Long | Debt | US | $144K | – | 0.00 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $9M | – | 0.09 |
| Societe Generale SA | Long | Debt | FR | $5M | – | 0.05 |
| Soundview Home Loan Trust, Series 2007-OPT3, Class 2A3 | Long | ABS-other | US | $2M | – | 0.02 |
| Specialty Underwriting & Residential Finance Trust, Series 2006-BC5, Class A1 | Long | ABS-other | US | $3M | – | 0.03 |
| Spirit Aerosystems, Inc., 1st Lien Term Loan B | Long | Loan | US | $238K | – | 0.00 |
| Sprint LLC | Long | Debt | US | $21M | – | 0.22 |
| SSB Equipment Co., Inc. | Long | Equity-common | US | $0.02 | 22K | 0.00 |
| St. George's University Scholastic Services LLC, 1st Lien Term Loan B | Long | Loan | US | $769K | – | 0.01 |
| Staples, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Staples, Inc., 1st Lien Term Loan | Long | Loan | US | $1M | – | 0.01 |
| Starwood Mortgage Residential Trust, Series 2019-INV1, Class A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| State Street Corp. | Long | Debt | US | $22M | – | 0.23 |
| Structured Asset Investment Loan Trust, Series 2005-HE3, Class M2 | Long | ABS-other | US | $4M | – | 0.04 |
| Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 | Long | ABS-other | US | $368K | – | 0.00 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $27M | – | 0.27 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $18M | – | 0.18 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $18M | – | 0.18 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $11M | – | 0.11 |
| Summer (BC) Holdco B SARL, 1st Lien Term Loan B | Long | Loan | US | $371K | – | 0.00 |
| Sundyne, 1st Lien Term Loan B | Long | Loan | US | $913K | – | 0.01 |
| Svenska Handelsbanken AB | Long | Debt | SE | $13M | – | 0.14 |
| Svenska Handelsbanken AB | Long | Debt | SE | $6M | – | 0.07 |
| Swedbank AB | Long | Debt | SE | $18M | – | 0.18 |
| Tekni-Plex, Inc., 1st Lien Term Loan | Long | Loan | US | $590K | – | 0.01 |
| Terwin Mortgage Trust, Series 2006-3, Class 2A2 | Long | ABS-other | US | $982K | – | 0.01 |
| Thornburg Mortgage Securities Trust, Series 2002-4, Class 3A | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| ThoughtWorks, Inc., 1st Lien Term Loan | Long | Loan | US | $186K | – | 0.00 |
| Thyssenkrupp Elevator, 1st Lien Term Loan B | Long | Loan | US | $364K | – | 0.00 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $45M | – | 0.47 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $28M | – | 0.28 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $24M | – | 0.25 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $23M | – | 0.23 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $22M | – | 0.23 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $8M | – | 0.08 |
| Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Toyota Motor Credit Corp. | Long | Debt | US | $33M | – | 0.34 |
| Toyota Motor Credit Corp. | Long | Debt | US | $23M | – | 0.24 |
| Toyota Motor Credit Corp. | Long | Debt | US | $21M | – | 0.21 |
| Toyota Motor Credit Corp. | Long | Debt | US | $18M | – | 0.19 |
| Toyota Motor Credit Corp. | Long | Debt | US | $18M | – | 0.19 |
| Toyota Motor Credit Corp. | Long | Debt | US | $8M | – | 0.08 |
| Toyota Motor Credit Corp. | Long | Debt | US | $4M | – | 0.04 |
| Toyota Motor Credit Corp. | Long | Debt | US | $4M | – | 0.04 |
| Toyota Motor Credit Corp. | Long | Debt | US | $3M | – | 0.03 |
| Toyota Motor Credit Corp. | Long | Debt | US | $2M | – | 0.02 |
| Traeger Grills, 1st Lien Term Loan | Long | Loan | US | $293K | – | 0.00 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $24M | – | 0.24 |
| TransDigm, Inc., 1st Lien Term Loan I | Long | Loan | US | $432K | – | 0.00 |
| Trinseo Materials Operating SCA | Long | Debt | LU | $91K | – | 0.00 |
| Triton Water Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $861K | – | 0.01 |
| Truck Hero, Inc., 1st Lien Term Loan | Long | Loan | US | $292K | – | 0.00 |
| Truist Financial Corp. | Long | Debt | US | $53M | – | 0.54 |
| U.S. Renal Care, Inc., 1st Lien Term Loan C | Long | Loan | US | $2M | – | 0.02 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-95K | – | -0.00 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $1M | – | 0.01 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $400K | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $-3K | – | -0.00 | |
| U.S. Treasury Bills (United States of America) | Long | Short-term investment vehicle | US | $38M | – | 0.39 |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $926K | – | 0.01 | |
| UBS AG | Long | Debt | CH | $53M | – | 0.54 |
| UBS AG | Long | Debt | CH | $18M | – | 0.18 |
| UBS AG | Long | Debt | CH | $9M | – | 0.10 |
| UBS AG | Long | Debt | CH | $3M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $10M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $10M | – | 0.10 |
| UFC Holdings LLC, 1st Lien Term Loan B-3 | Long | Loan | US | $756K | – | 0.01 |
| Ultimate Software Group, 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| USI, Inc., 1st Lien Term Loan | Long | Loan | US | $418K | – | 0.00 |
| Utz Quality Foods LLC, 1st Lien Term Loan B | Long | Loan | US | $211K | – | 0.00 |
| Venator Materials Corp., 1st Lien Term Loan | Long | Loan | US | $554K | – | 0.01 |
| Venator Materials Corp., 1st Lien Term Loan | Long | Loan | US | $194K | – | 0.00 |
| Venator Materials plc | Long | Equity-common | GB | $229K | 294 | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Verizon Communications, Inc. | Long | Debt | US | $212K | – | 0.00 |
| Vertiv Group Corp., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| Verus Securitization Trust, Series 2021-6, Class A1 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| Virtusa Corp., 1st Lien Term Loan B | Long | Loan | US | $438K | – | 0.00 |
| Vista Point Securitization Trust, Series 2020-2, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Volkswagen Group of America Finance LLC | Long | Debt | US | $14M | – | 0.14 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-7, Class 1A2 | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-8, Class 1A8 | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Wells Fargo & Co. | Long | Debt | US | $28M | – | 0.29 |
| Wells Fargo & Co., Series S | Long | Debt | US | $3M | – | 0.03 |
| Wells Fargo Bank NA | Long | Debt | US | $23M | – | 0.24 |
| Wells Fargo Bank NA | Long | Debt | US | $18M | – | 0.18 |
| Wells Fargo Bank NA | Long | Debt | US | $18M | – | 0.18 |
| Wells Fargo Bank NA | Long | Debt | US | $14M | – | 0.14 |
| Wesco Aircraft Holdings, Inc. | Long | Debt | US | $182K | – | 0.00 |
| Wesco Aircraft Holdings, Inc. | Long | Debt | US | $11K | – | 0.00 |
| Westpac Banking Corp. | Long | Debt | AU | $32M | – | 0.33 |
| Westpac Banking Corp. | Long | Debt | AU | $18M | – | 0.19 |
| Westpac Banking Corp. | Long | Debt | AU | $13M | – | 0.14 |
| Whataburger, 1st Lien Term Loan B | Long | Loan | US | $927K | – | 0.01 |
| Wheel Pros, Inc., 1st Lien Term Loan | Long | Loan | US | $95K | – | 0.00 |
| Wheel Pros, Inc., 1st Lien Term Loan | Long | Loan | US | $252K | – | 0.00 |
| WhiteWater Whistler Holdings, 1st Lien Term Loan B | Long | Loan | US | $572K | – | 0.01 |
| Windstream Holdings, Inc. | Long | Equity-common | US | $5K | 402 | 0.00 |
| WMG Acquisition Corp., 1st Lien Term Loan I | Long | Loan | US | $1M | – | 0.01 |
Address
JPMorgan Trust I
277 Park Avenue
New York
New York
10172
United States of America
Websites
Directors
Robert F. Deutsch
Nina O. Shenker
Stephen P. Fisher
Kathleen M. Gallagher
Frankie D. Hughes
Thomas P. Lemke
Robert J. Grassi
Gary L. French
Marilyn McCoy
John F. Finn
Marian U. Pardo
Mary E. Martinez
Dr. Robert A. Oden, Jr.
Lawrence R. Maffia
Emily A. Youssouf
Raymond Kanner
Transfer Agents
DST Asset Manager Solutions, Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Custodians
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
JPMorgan Distribution Services, Inc.
Admins
JPMorgan Chase Bank, N.A.
J.P. Morgan Investment Management Inc.
Brokers
N/A