Mutual Fund Database

JPMorgan Funds > JPMorgan Trust I

JPMorgan Unconstrained Debt Fund

Series ID: S000030249
LEI: L741Z0PP68YKBPJH3F03
SEC CIK: 1217286
$1.08B Avg Monthly Net Assets
$1.21B Total Assets
$160.81M Total Liabilities
$1.05B Net Assets
JPMorgan Unconstrained Debt Fund is a Mutual Fund in JPMorgan Trust I from JPMorgan Funds, based in New York, United States of America. The fund has six share classes and monthly net assets of $1.08B. On July 26th, 2024 it reported 1,395 holdings, the largest being JPMorgan Prime Money Market Fund (9.5%), FNMA/FHLMC (6.3%) and GNMA (4.8%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Class A Shares C000093101 JSIAX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 243.24% (Max)-2.50% (Min)
Class C Shares C000093102 JINCX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 243.22% (Max)-2.56% (Min)
Class I Shares C000093103 JSISX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 243.25% (Max)-2.48% (Min)
Class R2 Shares C000093104 JISZX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 243.22% (Max)-2.54% (Min)
Class R5 Shares C000093105 JSIRX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 243.25% (Max)-2.47% (Min)
Class R6 Shares C000106117 JSIMX May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 243.26% (Max)-2.47% (Min)

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
1011778 BC ULC Long Debt CA $100K – 0.01
888 Acquisitions Ltd. Long Debt GI $172K – 0.02
888 Acquisitions Ltd. Long Debt GI $151K – 0.01
A10 Revolving Asset Financing I LLC Long Debt US $6M – 0.57
AAdvantage Loyality IP Ltd., 1st Lien Term Loan B Long Loan KY $635K – 0.06
AbbVie, Inc. Long Debt US $2M – 0.21
AbbVie, Inc. Long Debt US $927K – 0.09
AbbVie, Inc. Long Debt US $574K – 0.05
AbbVie, Inc. Long Debt US $376K – 0.04
Abertis Infraestructuras Finance BV Long Debt NL $407K – 0.04
Abertis Infraestructuras Finance BV Long Debt NL $316K – 0.03
Abertis Infraestructuras Finance BV Long Debt NL $316K – 0.03
ABN AMRO Bank NV Long Debt NL $784K – 0.07
ABN AMRO Bank NV Long Debt NL $715K – 0.07
ABN AMRO Bank NV Long Debt NL $424K – 0.04
Acadia Healthcare Co., Inc. Long Debt US $44K – 0.00
ACC Trust, Series 2021-1, Class D Long ABS-other US $638K – 0.06
Accelerated LLC, Series 2021-1H, Class A Long ABS-other US $113K – 0.01
Accelerated LLC, Series 2021-1H, Class B Long ABS-other US $150K – 0.01
Accelerated LLC, Series 2021-1H, Class C Long ABS-other US $657K – 0.06
ACCO Brands Corp. Long Debt US $514K – 0.05
Acushnet Co. Long Debt US $57K – 0.01
Adient Global Holdings Ltd. Long Debt JE $109K – 0.01
Adient Global Holdings Ltd. Long Debt JE $48K – 0.00
Adient Global Holdings Ltd. Long Debt JE $36K – 0.00
Adler Pelzer Holding GmbH Long Debt DE $225K – 0.02
Adler Pelzer Holding GmbH Long Debt DE $208K – 0.02
Advanced Energy Industries, Inc. Long Debt US $1M – 0.10
AerCap Ireland Capital DAC Long Debt IE $967K – 0.09
AerCap Ireland Capital DAC Long Debt IE $756K – 0.07
AerCap Ireland Capital DAC Long Debt IE $711K – 0.07
AerCap Ireland Capital DAC Long Debt IE $501K – 0.05
AerCap Ireland Capital DAC Long Debt IE $180K – 0.02
AES Corp. (The) Long Debt US $692K – 0.07
AES Corp. (The) Long Debt US $483K – 0.05
Affirm Asset Securitization Trust, Series 2023-A, Class 1A Long ABS-other US $3M – 0.29
Africa Finance Corp. Long Debt US $997K – 0.09
Ahead DB Holdings LLC Long Debt US $82K – 0.01
Ahead DB Holdings LLC, 1st Lien Term Loan B Long Loan US $39K – 0.00
AHP Health Partners, Inc., 1st Lien Term Loan B Long Loan US $603K – 0.06
AIB Group plc Long Debt IE $2M – 0.20
AIB Group plc Long Debt IE $344K – 0.03
AIB Group plc Long Debt IE $199K – 0.02
AIMCO CLO Ltd., Series 2019-10A, Class AR Long ABS-collateralized bond/debt obligation KY $250K – 0.02
Air Transport Services Group, Inc. Long Debt US $227K – 0.02
Airbnb, Inc. Long Debt US $592K – 0.06
Aker BP ASA Long Debt NO $832K – 0.08
Alarm.com Holdings, Inc. Long Debt US $671K – 0.06
Alarm.com Holdings, Inc. Long Debt US $583K – 0.06
Albertsons Cos., Inc. Long Debt US $183K – 0.02
Alfa Desarrollo SpA Long Debt CL $695K – 0.07
Alliance Laundry Systems LLC, 1st Lien Term Loan B Long Loan US $395K – 0.04
Allison Transmission, Inc. Long Debt US $197K – 0.02
Allison Transmission, Inc. Long Debt US $53K – 0.01
Alpek SAB de CV Long Debt MX $987K – 0.09
Alternative Loan Trust, Series 2004-24CB, Class 1A1 Long ABS-mortgage backed security US $86K – 0.01
Alternative Loan Trust, Series 2004-28CB, Class 2A4 Long ABS-mortgage backed security US $138K – 0.01
Alternative Loan Trust, Series 2004-28CB, Class 3A1 Long ABS-mortgage backed security US $289K – 0.03
Alternative Loan Trust, Series 2005-21CB, Class A17 Long ABS-mortgage backed security US $492K – 0.05
Alternative Loan Trust, Series 2006-J3, Class 4A1 Long ABS-mortgage backed security US $5K – 0.00
Altice Financing SA Long Debt LU $209K – 0.02
Altice Finco SA Long Debt LU $275K – 0.03
Altice France Holding SA Long Debt LU $85K – 0.01
Altice France Holding SA Long Debt LU $48K – 0.00
Altice France SA Long Debt FR $443K – 0.04
Altice France SA Long Debt FR $158K – 0.01
Altice France SA Long Debt FR $157K – 0.01
Amazon.com, Inc. Long Debt US $205K – 0.02
Amer Sports Co. Long Debt US $100K – 0.01
American Airlines, Inc. Long Debt US $50K – 0.00
American Axle & Manufacturing, Inc. Long Debt US $189K – 0.02
American Axle & Manufacturing, Inc. Long Debt US $100K – 0.01
American Credit Acceptance Receivables Trust, Series 2022-1, Class E Long ABS-other US $1M – 0.10
American Credit Acceptance Receivables Trust, Series 2022-3, Class D Long ABS-other US $2M – 0.22
American Credit Acceptance Receivables Trust, Series 2023-1, Class C Long ABS-other US $880K – 0.08
American Credit Acceptance Receivables Trust, Series 2023-1, Class D Long ABS-other US $780K – 0.07
American Credit Acceptance Receivables Trust, Series 2023-2, Class C Long ABS-other US $2M – 0.18
American Credit Acceptance Receivables Trust, Series 2023-3, Class C Long ABS-other US $2M – 0.19
American Credit Acceptance Receivables Trust, Series 2023-3, Class D Long ABS-other US $2M – 0.22
American Credit Acceptance Receivables Trust, Series 2023-4, Class B Long ABS-other US $2M – 0.20
American Credit Acceptance Receivables Trust, Series 2023-4, Class D Long ABS-other US $1M – 0.14
American Credit Acceptance Receivables Trust, Series 2024-1, Class B Long ABS-other US $2M – 0.19
American Credit Acceptance Receivables Trust, Series 2024-1, Class C Long ABS-other US $993K – 0.09
American Credit Acceptance Receivables Trust, Series 2024-1, Class D Long ABS-other US $3M – 0.28
American Credit Acceptance Receivables Trust, Series 2024-2, Class D Long ABS-other US $547K – 0.05
American Express Co. Long Debt US $356K – 0.03
American Home Mortgage Assets Trust, Series 2006-6, Class A1A Long ABS-mortgage backed security US $685K – 0.07
Amgen, Inc. Long Debt US $646K – 0.06
Amgen, Inc. Long Debt US $393K – 0.04
Amkor Technology, Inc. Long Debt US $5K – 0.00
ams-OSRAM AG Long Debt AT $513K – 0.05
ams-OSRAM AG Long Debt AT $155K – 0.01
Amur Equipment Finance Receivables LLC, Series 2022-2A, Class A2 Long ABS-other US $438K – 0.04
Angel Oak Mortgage Trust, Series 2019-5, Class A1 Long ABS-mortgage backed security US $640K – 0.06
Angel Oak Mortgage Trust, Series 2020-1, Class A1 Long ABS-mortgage backed security US $149K – 0.01
Angel Oak Mortgage Trust, Series 2021-3, Class A1 Long ABS-mortgage backed security US $2M – 0.20
Angel Oak Mortgage Trust, Series 2021-3, Class A2 Long ABS-mortgage backed security US $2M – 0.15
Anglo American Capital plc Long Debt GB $3M – 0.25
Antero Midstream Partners LP Long Debt US $171K – 0.02
Antero Midstream Partners LP Long Debt US $40K – 0.00
Antero Resources Corp. Long Debt US $26K – 0.00
Anywhere Real Estate Group LLC Long Debt US $69K – 0.01
APi Group DE, Inc. Long Debt US $54K – 0.01
APi Group DE, Inc. Long Debt US $25K – 0.00
Apidos CLO, Series 2020-34A, Class A1R (Apidos CLO XXXIV) Long ABS-collateralized bond/debt obligation KY $301K – 0.03
AppleCaramel Buyer LLC, 1st Lien Term Loan B Long Loan US $185K – 0.02
Arab Republic of Egypt Long Debt EG $1M – 0.10
ARD Finance SA Long Debt LU $48K – 0.00
Ardagh Packaging Finance plc Long Debt IE $360K – 0.03
Ardagh Packaging Finance plc Long Debt IE $176K – 0.02
Ardagh Packaging Finance plc Long Debt US $173K – 0.02
Ardagh Packaging Finance plc Long Debt IE $70K – 0.01
Asbury Automotive Group, Inc. Long Debt US $66K – 0.01
Ascent Resources Utica Holdings LLC Long Debt US $15K – 0.00
Ashland Services BV Long Debt NL $100K – 0.01
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE7, Class M2 Long ABS-other US $44K – 0.00
Assicurazioni Generali SpA Long Debt IT $450K – 0.04
AT&T, Inc. Long Debt US $581K – 0.06
AthenaHealth Group, Inc. Long Debt US $231K – 0.02
AthenaHealth, Inc., 1st Lien Term Loan Long Loan US $174K – 0.02
ATI, Inc. Long Debt US $40K – 0.00
Avantor Funding, Inc. Long Debt US $791K – 0.08
Avient Corp. Long Debt US $20K – 0.00
Avis Budget Car Rental LLC Long Debt US $235K – 0.02
Avis Budget Car Rental LLC Long Debt US $25K – 0.00
Avis Budget Finance plc Long Debt JE $271K – 0.03
Avis Budget Finance plc Long Debt JE $247K – 0.02
Avis Budget Rental Car Funding AESOP LLC, Series 2019-2A, Class C Long ABS-other US $279K – 0.03
Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class C Long ABS-other US $3M – 0.25
Avis Budget Rental Car Funding AESOP LLC, Series 2023-1A, Class C Long ABS-other US $630K – 0.06
Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class C Long ABS-other US $1M – 0.12
Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class A Long ABS-other US $801K – 0.08
Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B Long ABS-other US $379K – 0.04
Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C Long ABS-other US $354K – 0.03
Avolon Holdings Funding Ltd. Long Debt KY $4M – 0.34
Avolon Holdings Funding Ltd. Long Debt KY $2M – 0.19
Avolon Holdings Funding Ltd. Long Debt KY $1M – 0.11
Avolon Holdings Funding Ltd. Long Debt KY $869K – 0.08
Avolon Holdings Funding Ltd. Long Debt KY $847K – 0.08
Avolon Holdings Funding Ltd. Long Debt KY $591K – 0.06
Avolon Holdings Funding Ltd. Long Debt KY $447K – 0.04
Avolon Holdings Funding Ltd. Long Debt KY $267K – 0.03
Avolon Holdings Funding Ltd. Long Debt KY $237K – 0.02
Avolon Holdings Funding Ltd. Long Debt KY $94K – 0.01
Avolon Holdings Funding Ltd. Long Debt KY $85K – 0.01
Bain Capital Credit CLO Ltd., Series 2021-4A, Class B Long ABS-collateralized bond/debt obligation KY $2M – 0.16
Bain Capital Credit CLO, Series 2019-1A, Class AR Long ABS-collateralized bond/debt obligation KY $1M – 0.10
Ball Corp. Long Debt US $336K – 0.03
Ballyrock CLO Ltd., Series 2020-2A, Class A2R Long ABS-collateralized bond/debt obligation KY $3M – 0.25
Banc of America Alternative Loan Trust, Series 2006-2, Class 7A1 Long ABS-mortgage backed security US $15K – 0.00
Banc of America Funding Trust, Series 2006-A, Class 1A1 Long ABS-mortgage backed security US $111K – 0.01
Banc of America Mortgage Trust, Series 2004-A, Class 2A2 Long ABS-mortgage backed security US $83K – 0.01
Banco Bilbao Vizcaya Argentaria SA Long Debt ES $2M – 0.22
Banco Bilbao Vizcaya Argentaria SA, Series 9 Long Debt ES $397K – 0.04
Banco Santander SA Long Debt ES $3M – 0.24
Banco Santander SA Long Debt ES $2M – 0.19
Banco Santander SA Long Debt ES $1M – 0.10
Banco Santander SA Long Debt ES $793K – 0.08
Banijay Entertainment SASU Long Debt FR $353K – 0.03
Banijay Entertainment SASU Long Debt FR $135K – 0.01
Bank of America Corp. Long Debt US $6M – 0.56
Bank of America Corp. Long Debt US $2M – 0.22
Bank of America Corp. Long Debt US $2M – 0.21
Bank of America Corp. Long Debt US $1M – 0.12
Bank of America Corp. Long Debt US $1M – 0.12
Bank of America Corp. Long Debt US $1M – 0.11
Bank of America Corp. Long Debt US $521K – 0.05
Bank of America Corp. Long Debt US $516K – 0.05
Bank of America Corp. Long Debt US $438K – 0.04
Bank of America Corp. Long Debt US $325K – 0.03
Bank of Ireland Group plc Long Debt IE $2M – 0.14
Bank of Ireland Group plc Long Debt IE $1M – 0.14
Bank of Nova Scotia (The) Long Debt CA $386K – 0.04
Bank of Nova Scotia (The), Series 2 Long Debt CA $2M – 0.16
BANK, Series 2018-BN13, Class C Long ABS-mortgage backed security US $443K – 0.04
BANK, Series 2019-BN20, Class XA Long ABS-mortgage backed security US $126K – 0.01
BANK, Series 2021-BN35, Class XB Long ABS-mortgage backed security US $635K – 0.06
Banque Federative du Credit Mutuel SA Long Debt FR $1M – 0.12
BAT Capital Corp. Long Debt US $2M – 0.23
BAT Capital Corp. Long Debt US $2M – 0.17
BAT Capital Corp. Long Debt US $1M – 0.12
Bausch Health Cos., Inc. Long Debt CA $305K – 0.03
Bausch Health Cos., Inc. Long Debt CA $302K – 0.03
Bausch Health Cos., Inc. Long Debt CA $61K – 0.01
Bausch Health Cos., Inc. Long Debt CA $51K – 0.00
Baxter International, Inc. Long Debt US $2M – 0.15
Bayer AG, Series NC5 Long Debt DE $547K – 0.05
Baytex Energy Corp. Long Debt CA $81K – 0.01
Baytex Energy Corp. Long Debt CA $68K – 0.01
Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C (Bayview Opportunity Master Fund VII LLC) Long ABS-other US $233K – 0.02
BBCMS Mortgage Trust, Series 2022-C15, Class A2 Long ABS-mortgage backed security US $3M – 0.25
BBCMS Mortgage Trust, Series 2022-C15, Class AS Long ABS-mortgage backed security US $2M – 0.16
Belden, Inc. Long Debt US $773K – 0.07
Benchmark Mortgage Trust, Series 2019-B10, Class A4 Long ABS-mortgage backed security US $1M – 0.13
Benchmark Mortgage Trust, Series 2019-B11, Class C Long ABS-mortgage backed security US $1M – 0.12
Benteler International AG Long Debt AT $462K – 0.04
Bentley Systems, Inc. Long Debt US $1M – 0.11
Berkshire Hathaway Energy Co. Long Debt US $125K – 0.01
Berry Global, Inc. Long Debt US $816K – 0.08
BHG Securitization Trust, Series 2021-B, Class A Long ABS-other US $68K – 0.01
BHMS, Series 2018-ATLS, Class A Long ABS-mortgage backed security US $3M – 0.29
BigCommerce Holdings, Inc. Long Debt US $1M – 0.13
Birkenstock Financing SARL Long Debt LU $414K – 0.04
Birkenstock Financing SARL Long Debt LU $218K – 0.02
Block, Inc. Long Debt US $125K – 0.01
BMO Mortgage Trust, Series 2024-5C3, Class AS Long ABS-mortgage backed security US $2M – 0.20
BMW Vehicle Lease Trust, Series 2023-1, Class A3 Long ABS-other US $298K – 0.03
BNP Paribas SA Long Debt FR $3M – 0.24
BNP Paribas SA Long Debt FR $1M – 0.11
Boeing Co. (The) Long Debt US $381K – 0.04
Boeing Co. (The) Long Debt US $273K – 0.03
Boeing Co. (The) Long Debt US $249K – 0.02
Boeing Co. (The) Long Debt US $117K – 0.01
Bombardier, Inc. Long Debt CA $39K – 0.00
Box, Inc. Long Debt US $1M – 0.10
Boyne USA, Inc. Long Debt US $314K – 0.03
BP Capital Markets America, Inc. Long Debt US $2M – 0.19
BP Capital Markets plc Long Debt GB $2M – 0.15
BP Capital Markets plc Long Debt GB $1M – 0.13
BP Capital Markets plc Long Debt GB $951K – 0.09
BP Capital Markets plc Long Debt GB $242K – 0.02
BPCE SA Long Debt FR $3M – 0.26
BPCE SA Long Debt FR $2M – 0.23
BPCE SA Long Debt FR $872K – 0.08
BPCE SA Long Debt FR $275K – 0.03
Braemar Hotels & Resorts Trust, Series 2018-PRME, Class C Long ABS-mortgage backed security US $1M – 0.11
Braskem Netherlands Finance BV Long Debt NL $531K – 0.05
Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class B Long ABS-other US $673K – 0.06
Brink's Co. (The) Long Debt US $215K – 0.02
Bristol-Myers Squibb Co. Long Debt US $1M – 0.12
Bristol-Myers Squibb Co. Long Debt US $571K – 0.05
Bristol-Myers Squibb Co. Long Debt US $362K – 0.03
Broadcom, Inc. Long Debt US $1M – 0.14
Broadcom, Inc. Long Debt US $405K – 0.04
Brookfield WEC Holdings, Inc., 1st Lien Term Loan B Long Loan US $502K – 0.05
Brooks Automation, 1st Lien Term Loan B Long Loan US $403K – 0.04
Brooks Automation, 2nd Lien Term Loan Long Loan US $186K – 0.02
Builders FirstSource, Inc. Long Debt US $34K – 0.00
Business Jet Securities LLC, Series 2024-1A, Class A Long ABS-other US $2M – 0.17
Buttermilk Park CLO Ltd., Series 2018-1A, Class B1R Long ABS-collateralized bond/debt obligation KY $392K – 0.04
Buttermilk Park CLO Ltd., Series 2018-1A, Class CR Long ABS-collateralized bond/debt obligation KY $1M – 0.13
BX Commercial Mortgage Trust, Series 2021-VINO, Class A Long ABS-mortgage backed security US $2M – 0.17
BX Commercial Mortgage Trust, Series 2024-MF, Class A Long ABS-mortgage backed security US $2M – 0.20
BX Trust, Series 2022-LBA6, Class A Long ABS-mortgage backed security US $3M – 0.32
Caesars Entertainment, Inc. Long Debt US $285K – 0.03
Caesars Entertainment, Inc. Long Debt US $44K – 0.00
CaixaBank SA Long Debt ES $1M – 0.14
CaixaBank SA Long Debt ES $1M – 0.13
California Resources Corp. Long Debt US $34K – 0.00
Camelot U.S. Acquisition LLC, 1st Lien Term Loan B Long Loan US $160K – 0.02
Canadian Pacific Railway Co. Long Debt CA $244K – 0.02
Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR Long ABS-collateralized bond/debt obligation KY $400K – 0.04
Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR Long ABS-collateralized bond/debt obligation KY $424K – 0.04
Carnival Corp. Long Debt PA $68K – 0.01
CARS-DB5 LP, Series 2021-1A, Class A2 Long ABS-other US $692K – 0.07
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK45 Long ABS-mortgage backed security US $4M – 0.36
Catalent Pharma Solutions, Inc. Long Debt US $208K – 0.02
Catalent Pharma Solutions, Inc. Long Debt US $43K – 0.00
Catalent Pharma Solutions, Inc. Long Debt US $39K – 0.00
CCO Holdings LLC Long Debt US $2M – 0.23
CCO Holdings LLC Long Debt US $706K – 0.07
CCO Holdings LLC Long Debt US $179K – 0.02
CCO Holdings LLC Long Debt US $94K – 0.01
CCO Holdings LLC Long Debt US $48K – 0.00
CCUBS Commercial Mortgage Trust, Series 2017-C1, Class C Long ABS-mortgage backed security US $134K – 0.01
CD Mortgage Trust, Series 2016-CD2, Class C Long ABS-mortgage backed security US $73K – 0.01
CD&R Smokey Buyer, Inc. Long Debt US $283K – 0.03
CDI Derivative-credit US $-407K – -0.04
CDK Global, Inc., 1st Lien Term Loan B Long Loan US $403K – 0.04
Cedar Fair LP Long Debt US $299K – 0.03
Cedar Fair LP, 1st Lien Term Loan B Long Loan US $502K – 0.05
Cellnex Telecom SA Long Debt ES $322K – 0.03
Cellnex Telecom SA Long Debt ES $295K – 0.03
Cemex SAB de CV Long Debt MX $1M – 0.10
Cencora, Inc. Long Debt US $3M – 0.29
CenterPoint Energy, Inc. Long Debt US $895K – 0.08
Central Garden & Pet Co. Long Debt US $77K – 0.01
Cerba Healthcare SACA Long Debt FR $458K – 0.04
CF Industries, Inc. Long Debt US $1M – 0.11
CF Industries, Inc. Long Debt US $813K – 0.08
Chamberlain Group LLC (The), 1st Lien Term Loan B Long Loan US $350K – 0.03
Chart Industries, Inc. Long Debt US $51K – 0.00
Charter Communications Operating LLC Long Debt US $1M – 0.12
Charter Communications Operating LLC Long Debt US $1M – 0.11
Charter Communications Operating LLC Long Debt US $770K – 0.07
Charter Communications Operating LLC Long Debt US $651K – 0.06
Charter Communications Operating LLC Long Debt US $650K – 0.06
Charter Communications Operating LLC Long Debt US $335K – 0.03
Charter Communications Operating LLC, 1st Lien Term Loan B-4 Long Loan US $144K – 0.01
Cheesecake Factory, Inc. (The) Long Debt US $285K – 0.03
Chemours Co. (The) Long Debt US $211K – 0.02
Chemours Co. (The) Long Debt US $211K – 0.02
Cheniere Energy Partners LP Long Debt US $2M – 0.21
Cheniere Energy Partners LP Long Debt US $2M – 0.16
Cheplapharm Arzneimittel GmbH Long Debt DE $693K – 0.07
Chesapeake Energy Corp. Long Debt US $441K – 0.04
Chevron USA, Inc. Long Debt US $117K – 0.01
Chord Energy Corp. Long Debt US $25K – 0.00
Ciena Corp. Long Debt US $58K – 0.01
CIFC Funding Ltd., Series 2021-4A, Class A (CIFC Funding 2021-IV Ltd.) Long ABS-collateralized bond/debt obligation KY $1M – 0.10
Cinemark USA, Inc. Long Debt US $148K – 0.01
Cirsa Finance International Sarl Long Debt LU $533K – 0.05
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4 Long ABS-mortgage backed security US $1M – 0.12
Citigroup Mortgage Loan Trust, Series 2005-9, Class 2A2 Long ABS-mortgage backed security US $587.42 – 0.00
Citigroup, Inc. Long Debt US $3M – 0.29
Citigroup, Inc. Long Debt US $2M – 0.20
Citigroup, Inc. Long Debt US $2M – 0.15
Citigroup, Inc. Long Debt US $2M – 0.15
Citigroup, Inc. Long Debt US $1M – 0.11
Citigroup, Inc. Long Debt US $1M – 0.10
Citigroup, Inc. Long Debt US $754K – 0.07
Citigroup, Inc., Series CC Long Debt US $519K – 0.05
Citigroup, Inc., Series W Long Debt US $526K – 0.05
Citigroup, Inc., Series X Long Debt US $2M – 0.23
Civitas Resources, Inc. Long Debt US $107K – 0.01
Civitas Resources, Inc. Long Debt US $68K – 0.01
Claire's Stores, Inc. Long Equity-common US $2M 928 0.17
Claire's Stores, Inc. Long Equity-common US $177K 1K 0.02
Claire's Stores, Inc., 1st Lien Term Loan B Long Loan US $777K – 0.07
Clarios Global LP Long Debt US $262K – 0.02
Clarivate Science Holdings Corp. Long Debt US $137K – 0.01
Clear Channel Outdoor Holdings, Inc. Long Debt US $228K – 0.02
Clear Channel Outdoor Holdings, Inc. Long Debt US $172K – 0.02
Clear Channel Outdoor Holdings, Inc. Long Debt US $49K – 0.00
Clear Channel Outdoor Holdings, Inc. Long Debt US $46K – 0.00
Cleveland-Cliffs, Inc. Long Debt US $267K – 0.03
Cloverie plc for Zurich Insurance Co. Ltd. Long Debt IE $2M – 0.17
Coherent Corp. Long Debt US $402K – 0.04
Coinbase Global, Inc. Long Debt US $145K – 0.01
COLT Mortgage Loan Trust, Series 2023-2, Class A1 Long ABS-mortgage backed security US $788K – 0.07
COLT Trust, Series 2021-RPL1, Class A1 Long ABS-mortgage backed security US $1M – 0.12
Columbia Pipelines Operating Co. LLC Long Debt US $2M – 0.24
Columbia Pipelines Operating Co. LLC Long Debt US $668K – 0.06
Comcast Corp. Long Debt US $1M – 0.13
Comcast Corp. Long Debt US $1M – 0.11
Comcast Corp. Long Debt US $446K – 0.04
Commercial Mortgage Trust, Series 2015-CR26, Class D Long ABS-mortgage backed security US $158K – 0.01
Commercial Mortgage Trust, Series 2015-PC1, Class C Long ABS-mortgage backed security US $954K – 0.09
Commerzbank AG Long Debt DE $753K – 0.07
Commonbond Student Loan Trust, Series 2018-AGS, Class B Long ABS-other US $239K – 0.02
Commonbond Student Loan Trust, Series 2018-AGS, Class C Long ABS-other US $37K – 0.00
Commonwealth Bank of Australia Long Debt AU $210K – 0.02
CommScope Technologies LLC Long Debt US $99K – 0.01
CommScope, Inc. Long Debt US $219K – 0.02
CommScope, Inc. Long Debt US $65K – 0.01
Community Health Systems, Inc. Long Debt US $104K – 0.01
Community Health Systems, Inc. Long Debt US $95K – 0.01
Community Health Systems, Inc. Long Debt US $95K – 0.01
Community Health Systems, Inc. Long Debt US $87K – 0.01
Comstock Resources, Inc. Long Debt US $401K – 0.04
Conair Holdings LLC, 1st Lien Term Loan B Long Loan US $719K – 0.07
Conduent Business Services LLC Long Debt US $144K – 0.01
Conn's Receivables Funding LLC, Series 2022-A, Class B Long ABS-other US $107K – 0.01
Conn's Receivables Funding LLC, Series 2023-A, Class A Long ABS-other US $135K – 0.01
Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1 Long ABS-mortgage backed security US $1M – 0.11
Constellation Brands, Inc. Long Debt US $2M – 0.15
Constellation Energy Generation LLC Long Debt US $740K – 0.07
Constellation Energy Generation LLC Long Debt US $645K – 0.06
Constellation Energy Generation LLC Long Debt US $178K – 0.02
Constellium SE Long Debt FR $324K – 0.03
Continental Airlines Pass-Through Trust, Series 2012-2, Class A Long Debt US $1M – 0.14
ContourGlobal Power Holdings SA Long Debt LU $386K – 0.04
Cooperatieve Rabobank UA Long Debt NL $2M – 0.16
Cooperatieve Rabobank UA Long Debt NL $2M – 0.16
Cooperatieve Rabobank UA Long Debt NL $1M – 0.11
Coty, Inc. Long Debt US $410K – 0.04
Coty, Inc. Long Debt US $94K – 0.01
Country Garden Holdings Co. Ltd. Long Debt KY $127K – 0.01
Country Garden Holdings Co. Ltd. Long Debt KY $88K – 0.01
Countrywide Asset-Backed Certificates, Series 2002-4, Class M1 Long ABS-other US $316K – 0.03
Countrywide Asset-Backed Certificates, Series 2004-ECC2, Class M2 Long ABS-other US $4K – 0.00
Credit Acceptance Auto Loan Trust, Series 2022-1A, Class C Long ABS-other US $399K – 0.04
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A Long ABS-other US $753K – 0.07
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B Long ABS-other US $664K – 0.06
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C Long ABS-other US $879K – 0.08
Credit Agricole SA Long Debt FR $732K – 0.07
Credit Agricole SA Long Debt FR $281K – 0.03
Crescent Energy Finance LLC Long Debt US $95K – 0.01
Crescent Energy Finance LLC Long Debt US $41K – 0.00
Crown Castle, Inc. Long Debt US $722K – 0.07
Crown European Holdings SA Long Debt FR $494K – 0.05
CSC Holdings LLC Long Debt US $140K – 0.01
CSC Holdings LLC Long Debt US $110K – 0.01
CSC Holdings LLC, Term Loan B-6 Long Loan US $386K – 0.04
CSMC Mortgage-Backed Trust, Series 2007-2, Class 3A13 Long ABS-mortgage backed security US $109K – 0.01
CSMC Trust, Series 2021-JR1, Class A1 Long ABS-mortgage backed security US $1M – 0.11
CT Investment GmbH Long Debt DE $145K – 0.01
CVS Health Corp. Long Debt US $1M – 0.13
CVS Health Corp. Long Debt US $458K – 0.04
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2 (CWABS, Inc., Asset-Backed Certificates) Long ABS-other US $45K – 0.00
Czech Republic Long Debt CZ $3M – 0.31
Czech Republic Long Debt CZ $3M – 0.26
Czech Republic Long Debt CZ $2M – 0.23
Danaher Corp. Long Debt US $1M – 0.13
Danske Bank A/S Long Debt DK $1M – 0.12
Darling Global Finance BV Long Debt NL $268K – 0.03
DaVita, Inc. Long Debt US $260K – 0.02
Deephaven Residential Mortgage Trust, Series 2022-2, Class A1 Long ABS-mortgage backed security US $623K – 0.06
Deutsche Bank AG Long Debt DE $997K – 0.09
Deutsche Lufthansa AG Long Debt DE $213K – 0.02
Dewolf Park CLO Ltd., Series 2017-1A, Class AR Long ABS-collateralized bond/debt obligation KY $1M – 0.12
Discovery Communications LLC Long Debt US $334K – 0.03
Discovery Communications LLC Long Debt US $88K – 0.01
DISH DBS Corp. Long Debt US $350K – 0.03
DISH DBS Corp. Long Debt US $300K – 0.03
DISH DBS Corp. Long Debt US $63K – 0.01
DISH Network Corp. Long Debt US $477K – 0.05
DNB Bank ASA Long Debt NO $662K – 0.06
Dominican Republic Government Bond Long Debt DO $911K – 0.09
Dominican Republic Government Bond Long Debt DO $669K – 0.06
Dominican Republic Government Bond Long Debt DO $423K – 0.04
Dominion Energy, Inc., Series A Long Debt US $223K – 0.02
Dominion Energy, Inc., Series B Long Debt US $145K – 0.01
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I Long ABS-other US $665K – 0.06
Dornoch Debt Merger Sub, Inc. Long Debt US $99K – 0.01
Drive Auto Receivables Trust, Series 2024-1, Class C Long ABS-other US $3M – 0.24
Dropbox, Inc. Long Debt US $1M – 0.11
Dryden CLO Ltd., Series 2019-68A, Class AR (Dryden 68 CLO Ltd.) Long ABS-collateralized bond/debt obligation KY $4M – 0.37
Dryden Senior Loan Fund, Series 2014-36A, Class AR3 (Dryden 36 Senior Loan Fund) Long ABS-collateralized bond/debt obligation KY $501K – 0.05
DT Auto Owner Trust, Series 2022-1A, Class D Long ABS-other US $938K – 0.09
DT Auto Owner Trust, Series 2022-1A, Class E Long ABS-other US $937K – 0.09
DT Auto Owner Trust, Series 2023-3A, Class C Long ABS-other US $1M – 0.14
Dufry One BV Long Debt NL $203K – 0.02
Duke Energy Indiana LLC Long Debt US $118K – 0.01
Duke Energy Ohio, Inc. Long Debt US $43K – 0.00
Dun & Bradstreet Corp. (The) Long Debt US $191K – 0.02
Dun & Bradstreet Corp., 1st Lien Term Loan B-2 Long Loan US $602K – 0.06
Duquesne Light Holdings, Inc. Long Debt US $436K – 0.04
Dycom Industries, Inc. Long Debt US $56K – 0.01
EC Finance plc Long Debt GB $493K – 0.05
Ecopetrol SA Long Debt CO $601K – 0.06
Ecopetrol SA Long Debt CO $482K – 0.05
Edgewell Personal Care Co. Long Debt US $232K – 0.02
Edgewell Personal Care Co. Long Debt US $199K – 0.02
EDP - Energias de Portugal SA Long Debt PT $947K – 0.09
EDP - Energias de Portugal SA, Series NC5. Long Debt PT $1M – 0.14
EDP Finance BV Long Debt NL $2M – 0.20
eDreams ODIGEO SA Long Debt ES $197K – 0.02
eDreams ODIGEO SA Long Debt ES $172K – 0.02
eircom Finance DAC Long Debt IE $378K – 0.04
eircom Finance DAC Long Debt IE $263K – 0.02
eircom Finance DAC Long Debt IE $232K – 0.02
Elanco Animal Health, Inc., 1st Lien Term Loan B Long Loan US $599K – 0.06
Elastic NV Long Debt NL $80K – 0.01
Electricite de France SA Long Debt FR $757K – 0.07
Electricite de France SA Long Debt FR $384K – 0.04
Electricite de France SA Long Debt FR $248K – 0.02
Electricite de France SA Long Debt FR $216K – 0.02
Element Solutions, Inc. Long Debt US $124K – 0.01
Elis SA Long Debt FR $425K – 0.04
ELM Trust, Series 2024-ELM, Class C10 Long ABS-mortgage backed security US $680K – 0.06
Elmwood CLO Ltd., Series 2021-3A, Class BR Long ABS-collateralized bond/debt obligation KY $1M – 0.13
ELO SACA Long Debt FR $215K – 0.02
Emera US Finance LP Long Debt US $2M – 0.15
Emera, Inc., Series 16-A Long Debt CA $1M – 0.10
Emerson Climate Technologies, Inc., 1st Lien Term Loan B Long Loan US $75K – 0.01
EMRLD Borrower LP Long Debt US $270K – 0.03
EMRLD Borrower LP Long Debt US $161K – 0.02
EMRLD Borrower LP Long Debt US $155K – 0.01
Enbridge, Inc., Series NC5 Long Debt CA $2M – 0.22
Encino Acquisition Partners Holdings LLC Long Debt US $155K – 0.01
Encino Acquisition Partners Holdings LLC Long Debt US $56K – 0.01
Encompass Health Corp. Long Debt US $226K – 0.02
Encompass Health Corp. Long Debt US $146K – 0.01
Endo Finance Holdings, Inc. Long Debt US $27K – 0.00
Enel Finance International NV Long Debt NL $1M – 0.10
Enel Finance International NV Long Debt NL $552K – 0.05
Enel Finance International NV Long Debt NL $257K – 0.02
Enel SpA Long Debt IT $2M – 0.17
Energean Israel Finance Ltd. Long Debt IL $1M – 0.12
Energean Israel Finance Ltd. Long Debt IL $296K – 0.03
Energizer Gamma Acquisition BV Long Debt NL $264K – 0.03
Energizer Holdings, Inc. Long Debt US $387K – 0.04
Energy Transfer LP Long Debt US $1M – 0.13
Energy Transfer LP Long Debt US $109K – 0.01
Eni SpA Long Debt IT $870K – 0.08
Enphase Energy, Inc. Long Debt US $1M – 0.10
Entegris, Inc. Long Debt US $197K – 0.02
Entegris, Inc. Long Debt US $84K – 0.01
Entergy Corp. Long Debt US $388K – 0.04
Entergy Texas, Inc. Long Debt US $310K – 0.03
Envestnet, Inc. Long Debt US $626K – 0.06
EquipmentShare.com, Inc. Long Debt US $108K – 0.01
EquipmentShare.com, Inc. Long Debt US $98K – 0.01
Etsy, Inc. Long Debt US $648K – 0.06
Euro-Bobl Derivative-interest rate DE $7K – 0.00
Euro-Bobl Derivative-interest rate DE $-318K – -0.03
Euro-BTP Derivative-interest rate DE $-194K – -0.02
Euro-Bund Derivative-interest rate DE $-61K – -0.01
Euro-Buxl 30 Year Bond Derivative-interest rate DE $948K – 0.09
Euro-Schatz Derivative-interest rate DE $69K – 0.01
Euro-Schatz Derivative-interest rate DE $-2K – -0.00
European Union Long Debt BE $11M – 1.03
European Union Long Debt BE $2M – 0.19
Eventbrite, Inc. Long Debt US $284K – 0.03
Everbridge, Inc. Long Debt US $353K – 0.03
Exeter Automobile Receivables Trust, Series 2022-2A, Class E Long ABS-other US $1M – 0.13
Exeter Automobile Receivables Trust, Series 2022-3A, Class D Long ABS-other US $2M – 0.20
Exeter Automobile Receivables Trust, Series 2022-4A, Class D Long ABS-other US $1M – 0.10
Exeter Automobile Receivables Trust, Series 2022-4A, Class E Long ABS-other US $2M – 0.15
Exeter Automobile Receivables Trust, Series 2023-1A, Class B Long ABS-other US $532K – 0.05
Exeter Automobile Receivables Trust, Series 2023-1A, Class C Long ABS-other US $578K – 0.05
Exeter Automobile Receivables Trust, Series 2023-3A, Class C Long ABS-other US $2M – 0.21
Exeter Automobile Receivables Trust, Series 2023-4A, Class C Long ABS-other US $2M – 0.18
Exxon Mobil Corp. Long Debt US $508K – 0.05
Federal Republic of Nigeria Long Debt NG $719K – 0.07
Federal Republic of Nigeria Long Debt NG $439K – 0.04
Fells Point Funding Trust Long Debt US $780K – 0.07
FHF Trust, Series 2022-2A, Class A Long ABS-other US $822K – 0.08
FHLMC Gold Pools, Other (FHLMC Pool) Long ABS-mortgage backed security US $2M – 0.19
FHLMC Gold Pools, Other (FHLMC Pool) Long ABS-mortgage backed security US $860K – 0.08
FHLMC Gold Pools, Other (FHLMC Pool) Long ABS-mortgage backed security US $574K – 0.05
FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B Long ABS-mortgage backed security US $603K – 0.06
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3 Long ABS-mortgage backed security US $128K – 0.01
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3 Long ABS-mortgage backed security US $264K – 0.03
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3 Long ABS-mortgage backed security US $614K – 0.06
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3 Long ABS-mortgage backed security US $719K – 0.07
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X1 Long ABS-mortgage backed security US $550K – 0.05
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X1 Long ABS-mortgage backed security US $1M – 0.10
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3 Long ABS-mortgage backed security US $701K – 0.07
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X3 Long ABS-mortgage backed security US $123K – 0.01
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3 Long ABS-mortgage backed security US $1M – 0.10
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K729, Class X1 Long ABS-mortgage backed security US $9K – 0.00
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3 Long ABS-mortgage backed security US $125K – 0.01
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1 Long ABS-mortgage backed security US $528K – 0.05
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1 Long ABS-mortgage backed security US $96K – 0.01
FHLMC, REMIC, Series 2936, Class AS Long ABS-mortgage backed security US $5K – 0.00
FHLMC, REMIC, Series 4018, Class HI Long ABS-mortgage backed security US $39K – 0.00
FHLMC, REMIC, Series 4043, Class PI Long ABS-mortgage backed security US $24K – 0.00
FHLMC, REMIC, Series 4073, Class IQ Long ABS-mortgage backed security US $69K – 0.01
FHLMC, REMIC, Series 4086, Class AI Long ABS-mortgage backed security US $9K – 0.00
FHLMC, REMIC, Series 4120, Class UI Long ABS-mortgage backed security US $11K – 0.00
FHLMC, REMIC, Series 4173, Class I Long ABS-mortgage backed security US $244K – 0.02
FHLMC, REMIC, Series 4178, Class BI Long ABS-mortgage backed security US $45K – 0.00
FHLMC, REMIC, Series 4216, Class MI Long ABS-mortgage backed security US $6K – 0.00
FHLMC, REMIC, Series 4305, Class SK Long ABS-mortgage backed security US $79K – 0.01
FHLMC, REMIC, Series 4612, Class QI Long ABS-mortgage backed security US $268K – 0.03
FHLMC, REMIC, Series 4681, Class SD Long ABS-mortgage backed security US $574K – 0.05
FHLMC, REMIC, Series 4687, Class SG Long ABS-mortgage backed security US $264K – 0.03
FHLMC, REMIC, Series 5023, Class MI Long ABS-mortgage backed security US $616K – 0.06
FHLMC, Series 2023-MN7, Class M1 (FHLMC MSCR Trust) Long ABS-mortgage backed security US $2M – 0.15
Finance Department Government of Sharjah Long Debt AE $754K – 0.07
First Franklin Mortgage Loan Trust, Series 2004-FF5, Class A1 Long ABS-other US $1.13 – 0.00
First Student Bidco, Inc., Term Loan B Long Loan US $401K – 0.04
FirstEnergy Pennsylvania Electric Co. Long Debt US $389K – 0.04
FirstEnergy Transmission LLC Long Debt US $1M – 0.13
FirstEnergy Transmission LLC Long Debt US $542K – 0.05
Five9, Inc. Long Debt US $996K – 0.09
Flagship Credit Auto Trust, Series 2021-3, Class E Long ABS-other US $1M – 0.13
Flagship Credit Auto Trust, Series 2022-3, Class A3 Long ABS-other US $1M – 0.10
Flagship Credit Auto Trust, Series 2022-3, Class C Long ABS-other US $2M – 0.19
Flagship Credit Auto Trust, Series 2022-3, Class D Long ABS-other US $493K – 0.05
Flagship Credit Auto Trust, Series 2023-1, Class A3 Long ABS-other US $325K – 0.03
Flagship Credit Auto Trust, Series 2023-1, Class B Long ABS-other US $243K – 0.02
Fluor Corp. Long Debt US $230K – 0.02
FNMA ACES, Series 2019-M1, Class A2 Long ABS-mortgage backed security US $985K – 0.09
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $10M – 0.95
FNMA, Other Long ABS-mortgage backed security US $2M – 0.15
FNMA, Other Long ABS-mortgage backed security US $876K – 0.08
FNMA, REMIC, Series 2003-130, Class NS Long ABS-mortgage backed security US $22K – 0.00
FNMA, REMIC, Series 2005-67, Class SI Long ABS-mortgage backed security US $9K – 0.00
FNMA, REMIC, Series 2005-69, Class AS Long ABS-mortgage backed security US $5K – 0.00
FNMA, REMIC, Series 2006-24, Class QS Long ABS-mortgage backed security US $17K – 0.00
FNMA, REMIC, Series 2010-68, Class SJ Long ABS-mortgage backed security US $17K – 0.00
FNMA, REMIC, Series 2012-109, Class WI Long ABS-mortgage backed security US $13K – 0.00
FNMA, REMIC, Series 2012-149, Class MI Long ABS-mortgage backed security US $10K – 0.00
FNMA, REMIC, Series 2016-39, Class LS Long ABS-mortgage backed security US $265K – 0.03
FNMA, REMIC, Series 2016-74, Class GS Long ABS-mortgage backed security US $113K – 0.01
FNMA, REMIC, Series 2017-6, Class SB Long ABS-mortgage backed security US $132K – 0.01
FNMA, REMIC, Series 2021-86, Class T Long ABS-mortgage backed security US $2M – 0.24
FNMA/FHLMC UMBS, Single Family, 30 Year Long ABS-mortgage backed security US $66M – 6.26
FNMA/FHLMC UMBS, Single Family, 30 Year Long ABS-mortgage backed security US $21M – 1.95
Ford Motor Co. Long Debt US $791K – 0.08
Ford Motor Credit Co. LLC Long Debt US $1M – 0.10
Ford Motor Credit Co. LLC Long Debt US $741K – 0.07
Ford Motor Credit Co. LLC Long Debt US $610K – 0.06
Ford Motor Credit Co. LLC Long Debt US $410K – 0.04
Forvia SE Long Debt FR $508K – 0.05
Forvia SE Long Debt FR $455K – 0.04
Forvia SE Long Debt FR $307K – 0.03
Forvia SE Long Debt FR $207K – 0.02
Forward Foreign Currency Contract Derivative-foreign exchange $135K – 0.01
Forward Foreign Currency Contract Derivative-foreign exchange $110K – 0.01
Forward Foreign Currency Contract Derivative-foreign exchange $83K – 0.01
Forward Foreign Currency Contract Derivative-foreign exchange $75K – 0.01
Forward Foreign Currency Contract Derivative-foreign exchange $70K – 0.01
Forward Foreign Currency Contract Derivative-foreign exchange $59K – 0.01
Forward Foreign Currency Contract Derivative-foreign exchange $44K – 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $44K – 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $35K – 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $35K – 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $35K – 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 $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 $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 $707.14 – 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $262.33 – 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $86.17 – 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-576.03 – -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 $-8K – -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-15K – -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-36K – -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-47K – -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-49K – -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-53K – -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-59K – -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-61K – -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-70K – -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-72K – -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-82K – -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-270K – -0.03
Forward Foreign Currency Contract Derivative-foreign exchange $-597K – -0.06
FREED ABS Trust, Series 2022-3FP, Class C Long ABS-other US $1M – 0.14
Freeport-McMoRan, Inc. Long Debt US $1M – 0.10
Freeport-McMoRan, Inc. Long Debt US $422K – 0.04
FREMF Mortgage Trust, Series 2018-KF45, Class B Long ABS-mortgage backed security US $91K – 0.01
FREMF Mortgage Trust, Series 2018-KF47, Class B Long ABS-mortgage backed security US $99K – 0.01
FREMF Mortgage Trust, Series 2018-KF48, Class B Long ABS-mortgage backed security US $449K – 0.04
FREMF Mortgage Trust, Series 2019-KC03, Class B Long ABS-mortgage backed security US $1M – 0.14
FREMF, Series 2018-KF46, Class B Long ABS-mortgage backed security US $989K – 0.09
Frontier Communications Holdings LLC Long Debt US $107K – 0.01
FWD Securitization Trust, Series 2020-INV1, Class A1 Long ABS-mortgage backed security US $433K – 0.04
Galaxy CLO Ltd., Series 2013-15A, Class ARR (Galaxy XV CLO Ltd.) Long ABS-collateralized bond/debt obligation KY $210K – 0.02
Gannett Holdings LLC Long Debt US $47K – 0.00
Gap, Inc. (The) Long Debt US $65K – 0.01
GCAT Trust, Series 2020-NQM1, Class A1 Long ABS-mortgage backed security US $282K – 0.03
GCAT Trust, Series 2021-NQM2, Class A1 Long ABS-mortgage backed security US $2M – 0.18
GCAT Trust, Series 2021-NQM4, Class A1 Long ABS-mortgage backed security US $1M – 0.13
GCI LLC Long Debt US $182K – 0.02
General Electric Co. Long Debt US $289K – 0.03
Genesee & Wyoming, Inc., 1st Lien Term Loan B Long Loan US $601K – 0.06
Genesis Energy LP Long Debt US $76K – 0.01
Genesis Energy LP Long Debt US $41K – 0.00
Genesys Cloud Services Holdings, 1st Lien Term Loan B Long Loan US $735K – 0.07
GFL Environmental, Inc. Long Debt CA $119K – 0.01
GFL Environmental, Inc. Long Debt CA $112K – 0.01
Gilead Sciences, Inc. Long Debt US $992K – 0.09
Glencore Funding LLC Long Debt US $2M – 0.22
Glencore Funding LLC Long Debt US $2M – 0.18
Global Infrastructure Solutions, Inc. Long Debt US $23K – 0.00
Global Payments, Inc. Long Debt US $841K – 0.08
Global Payments, Inc. Long Debt US $730K – 0.07
Global Payments, Inc. Long Debt US $346K – 0.03
GLS Auto Receivables Issuer Trust, Series 2020-4A, Class E Long ABS-other US $634K – 0.06
GLS Auto Receivables Issuer Trust, Series 2021-1A, Class E Long ABS-other US $3M – 0.25
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D Long ABS-other US $1M – 0.10
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class E Long ABS-other US $1M – 0.10
GLS Auto Receivables Issuer Trust, Series 2022-2A, Class D Long ABS-other US $2M – 0.17
GLS Auto Receivables Issuer Trust, Series 2022-3A, Class B Long ABS-other US $129K – 0.01
GLS Auto Receivables Issuer Trust, Series 2022-3A, Class C Long ABS-other US $215K – 0.02
GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D Long ABS-other US $161K – 0.02
GM Financial Automobile Leasing Trust, Series 2023-1, Class A3 Long ABS-other US $641K – 0.06
GNMA II, Single Family, 30 Year Long ABS-mortgage backed security US $50M – 4.79
GNMA II, Single Family, 30 Year Long ABS-mortgage backed security US $3M – 0.33
GNMA, Series 2012-89 Long ABS-mortgage backed security US $2K – 0.00
GNMA, Series 2014-181, Class SL Long ABS-mortgage backed security US $103K – 0.01
GNMA, Series 2014-36, Class WY Long ABS-mortgage backed security US $608K – 0.06
GNMA, Series 2015-110, Class MS Long ABS-mortgage backed security US $39K – 0.00
GNMA, Series 2015-H13, Class GI Long ABS-mortgage backed security US $12K – 0.00
GNMA, Series 2019-115, Class SD Long ABS-mortgage backed security US $43K – 0.00
GNMA, Series 2019-155 Long ABS-mortgage backed security US $373K – 0.04
GNMA, Series 2019-53, Class IA Long ABS-mortgage backed security US $452K – 0.04
GNMA, Series 2021-106 Long ABS-mortgage backed security US $1M – 0.12
GNMA, Series 2021-107, Class XI Long ABS-mortgage backed security US $763K – 0.07
GNMA, Series 2021-117, Class ES Long ABS-mortgage backed security US $712K – 0.07
GNMA, Series 2021-133 Long ABS-mortgage backed security US $702K – 0.07
GNMA, Series 2021-78, Class IB Long ABS-mortgage backed security US $714K – 0.07
GNMA, Series 2021-9, Class MI Long ABS-mortgage backed security US $2M – 0.18
Go Daddy Operating Co. LLC Long Debt US $63K – 0.01
Gohl Capital Ltd. Long Debt IM $930K – 0.09
Goldman Sachs Group, Inc. (The) Long Debt US $3M – 0.25
Goldman Sachs Group, Inc. (The) Long Debt US $2M – 0.21
Goldman Sachs Group, Inc. (The) Long Debt US $2M – 0.20
Goldman Sachs Group, Inc. (The) Long Debt US $1M – 0.12
Goldman Sachs Group, Inc. (The) Long Debt US $1M – 0.11
Goldman Sachs Group, Inc. (The) Long Debt US $225K – 0.02
Goldman Sachs Group, Inc. (The), Series T Long Debt US $1M – 0.10
Goldman Sachs Group, Inc. (The), Series W Long Debt US $948K – 0.09
Goldman Sachs Group, Inc. (The), Series X Long Debt US $1M – 0.12
Goodman Networks, Inc. Long Equity-common US $0.01 6K 0.00
Goodman Networks, Inc. Long Equity-preferred US $0.01 7K 0.00
Goodyear Tire & Rubber Co. (The) Long Debt US $276K – 0.03
Gray Oak Pipeline LLC Long Debt US $268K – 0.03
Gray Television, Inc. Long Debt US $172K – 0.02
Gray Television, Inc. Long Debt US $149K – 0.01
Greenbrier Cos., Inc. (The) Long Debt US $1M – 0.11
Greenko Dutch BV Long Debt NL $1M – 0.10
Greenko Power II Ltd. Long Debt MU $659K – 0.06
Griffon Corp. Long Debt US $391K – 0.04
Grifols SA Long Debt ES $628K – 0.06
Grifols SA Long Debt ES $174K – 0.02
Grifols SA Long Debt ES $118K – 0.01
Grifols SA Long Debt ES $107K – 0.01
Grifols SA Long Debt ES $107K – 0.01
Grifols SA Long Debt ES $91K – 0.01
Grupo Antolin-Irausa SA Long Debt ES $138K – 0.01
GS Mortgage Securities Trust, Series 2015-GC30, Class C Long ABS-mortgage backed security US $172K – 0.02
GSR Mortgage Loan Trust, Series 2004-15F, Class 1A2 Long ABS-mortgage backed security US $284K – 0.03
GTCR W Merger Sub LLC, 1st Lien Term Loan B Long Loan US $510K – 0.05
Guala Closures SpA Long Debt IT $652K – 0.06
Guara Norte SARL Long Debt LU $693K – 0.07
Gulfport Energy Corp. Long Debt US $23K – 0.00
Hanesbrands, Inc. Long Debt US $36K – 0.00
HCA, Inc. Long Debt US $2M – 0.19
HCA, Inc. Long Debt US $1M – 0.14
HCA, Inc. Long Debt US $843K – 0.08
HCA, Inc. Long Debt US $625K – 0.06
HCA, Inc. Long Debt US $320K – 0.03
HCA, Inc. Long Debt US $61K – 0.01
Healthpeak OP LLC Long Debt US $1M – 0.13
Heathrow Funding Ltd. Long Debt JE $1M – 0.12
Heathrow Funding Ltd. Long Debt JE $640K – 0.06
Herc Holdings, Inc. Long Debt US $107K – 0.01
Hercules Achievement, Inc., 1st Lien Term Loan B Long Loan US $708K – 0.07
Herens Midco SARL Long Debt LU $107K – 0.01
Herens Midco SARL Long Debt LU $77K – 0.01
Hertz Corp. (The) Long Debt US $116K – 0.01
Hertz Vehicle Financing LLC, Series 2023-1A, Class A (Hertz Vehicle Financing III LLC) Long ABS-other US $1M – 0.11
Hertz Vehicle Financing LLC, Series 2023-1A, Class C (Hertz Vehicle Financing III LLC) Long ABS-other US $874K – 0.08
Hertz Vehicle Financing LLC, Series 2023-3A, Class A (Hertz Vehicle Financing III LLC) Long ABS-other US $1M – 0.13
Hertz Vehicle Financing LP, Series 2021-2A, Class A (Hertz Vehicle Financing III LP) Long ABS-other US $2M – 0.17
Hertz Vehicle Financing LP, Series 2021-2A, Class B (Hertz Vehicle Financing III LP) Long ABS-other US $1M – 0.12
Hertz Vehicle Financing LP, Series 2021-2A, Class C (Hertz Vehicle Financing III LP) Long ABS-other US $2M – 0.15
Hess Midstream Operations LP Long Debt US $101K – 0.01
Hilcorp Energy I LP Long Debt US $63K – 0.01
Holley, Inc., 1st Lien Term Loan B Long Loan US $328K – 0.03
HSBC Holdings plc Long Debt GB $3M – 0.28
HSBC Holdings plc Long Debt GB $3M – 0.24
HSBC Holdings plc Long Debt GB $2M – 0.15
HSBC Holdings plc Long Debt GB $2M – 0.14
HSBC Holdings plc Long Debt GB $756K – 0.07
HSBC Holdings plc Long Debt GB $750K – 0.07
HSBC Holdings plc Long Debt GB $620K – 0.06
HSBC Holdings plc Long Debt GB $289K – 0.03
Huarong Finance 2017 Co. Ltd. Long Debt VG $811K – 0.08
Hub International Ltd., 1st Lien Term Loan Long Loan US $604K – 0.06
Hughes Satellite Systems Corp. Long Debt US $31K – 0.00
Hungary Government Bond Long Debt HU $1M – 0.11
Hungary Government Bond Long Debt HU $679K – 0.06
Hyundai Capital America Long Debt US $2M – 0.20
Hyundai Capital America Long Debt US $401K – 0.04
Hyundai Capital America Long Debt US $291K – 0.03
iHeartCommunications, Inc. Long Debt US $145K – 0.01
iHeartCommunications, Inc. Long Debt US $55K – 0.01
iHeartCommunications, Inc. Long Debt US $11K – 0.00
iHeartMedia, Inc., Class A Long Equity-common US $12K 13K 0.00
IHO Verwaltungs GmbH Long Debt DE $402K – 0.04
IHO Verwaltungs GmbH Long Debt DE $384K – 0.04
IHO Verwaltungs GmbH Long Debt DE $215K – 0.02
Iliad Holding SASU Long Debt FR $605K – 0.06
Iliad Holding SASU Long Debt FR $371K – 0.04
Iliad Holding SASU Long Debt FR $181K – 0.02
iliad SA Long Debt FR $775K – 0.07
Imola Merger Corp. Long Debt US $74K – 0.01
Indonesia Asahan Aluminium PT Long Debt ID $810K – 0.08
IndyMac INDX Mortgage Loan Trust, Series 2005-AR10, Class A1 Long ABS-mortgage backed security US $447K – 0.04
INEOS Finance plc Long Debt GB $317K – 0.03
INEOS Finance plc Long Debt GB $281K – 0.03
INEOS Finance plc Long Debt GB $202K – 0.02
INEOS Finance plc Long Debt GB $137K – 0.01
INEOS Styrolution Ludwigshafen GmbH Long Debt DE $658K – 0.06
Infrastrutture Wireless Italiane SpA Long Debt IT $583K – 0.06
ING Groep NV Long Debt NL $1M – 0.14
Insulet Corp., 1st Lien Term Loan B Long Loan US $96K – 0.01
Integra LifeSciences Holdings Corp. Long Debt US $140K – 0.01
Intelsat Jackson Holdings SA Long Debt LU $188K – 0.02
Interface, Inc. Long Debt US $52K – 0.00
International Game Technology plc Long Debt GB $502K – 0.05
International Game Technology plc Long Debt GB $305K – 0.03
Intesa Sanpaolo SpA Long Debt IT $4M – 0.38
Intesa Sanpaolo SpA Long Debt IT $967K – 0.09
Intesa Sanpaolo SpA Long Debt IT $308K – 0.03
Intesa Sanpaolo SpA Long Debt IT $260K – 0.02
Invesco Senior Loan ETF Long Exchange traded fund US $20M 925K 1.85
IQVIA, Inc. Long Debt US $581K – 0.06
IQVIA, Inc. Long Debt US $553K – 0.05
Iridium Communications, Inc., 1st Lien Term Loan B Long Loan US $499K – 0.05
Iron Mountain, Inc. Long Debt US $191K – 0.02
Iron Mountain, Inc. Long Debt US $96K – 0.01
Istanbul Metropolitan Municipality Long Debt TR $520K – 0.05
Istanbul Metropolitan Municipality Long Debt TR $515K – 0.05
ITC Holdings Corp. Long Debt US $2M – 0.15
Jaguar Land Rover Automotive plc Long Debt GB $521K – 0.05
Jaguar Land Rover Automotive plc Long Debt GB $109K – 0.01
JBS USA Holding Lux SARL Long Debt LU $963K – 0.09
JBS USA Holding Lux SARL Long Debt LU $678K – 0.06
JBS USA Holding Lux SARL Long Debt LU $294K – 0.03
Jersey Central Power & Light Co. Long Debt US $634K – 0.06
JetBlue Airways Corp. Long Debt US $633K – 0.06
JetBlue Pass-Through Trust, Series 2019-1, Class A Long ABS-other US $123K – 0.01
JetBlue Pass-Through Trust, Series 2019-1, Class B Long ABS-other US $141K – 0.01
JetBlue Pass-Through Trust, Series 2020-1, Class B Long ABS-other US $97K – 0.01
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class B Long ABS-mortgage backed security US $2M – 0.16
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C Long ABS-mortgage backed security US $211K – 0.02
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C Long ABS-mortgage backed security US $105K – 0.01
JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4, Class A5 Long ABS-mortgage backed security US $925K – 0.09
JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class A3 Long ABS-mortgage backed security US $1M – 0.10
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C Long ABS-mortgage backed security US $233K – 0.02
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class C Long ABS-mortgage backed security US $121K – 0.01
JPMorgan Mortgage Trust, Series 2006-S2, Class 1A19 Long ABS-mortgage backed security US $136K – 0.01
JPMorgan Prime Money Market Fund, Class Institutional Long Short-term investment vehicle US $100M 100M 9.47
Kaixo Bondco Telecom SA Long Debt ES $350K – 0.03
KazMunayGas National Co. JSC Long Debt KZ $850K – 0.08
KBC Group NV Long Debt BE $2M – 0.22
KBC Group NV Long Debt BE $442K – 0.04
KBC Group NV Long Debt BE $421K – 0.04
KBR, Inc., 1st Lien Term Loan B Long Loan US $704K – 0.07
KeyCorp Long Debt US $1M – 0.10
Kinetik Holdings LP Long Debt US $39K – 0.00
Kingdom of Saudi Arabia Long Debt SA $2M – 0.19
Kite Realty Group LP Long Debt US $665K – 0.06
KKR Financial CLO Ltd., Series 2013-1A, Class A2R2 Long ABS-collateralized bond/debt obligation KY $536K – 0.05
Kraft Heinz Foods Co. Long Debt US $856K – 0.08
KREF Ltd., Series 2021-FL2, Class A Long ABS-collateralized bond/debt obligation KY $2M – 0.22
LABL, Inc. Long Debt US $40K – 0.00
Lamb Weston Holdings, Inc. Long Debt US $117K – 0.01
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ Long ABS-mortgage backed security US $1M – 0.10
Lebanese Republic Long Debt LB $88K – 0.01
Lehman Mortgage Trust, Series 2005-2, Class 2A5 Long ABS-mortgage backed security US $121K – 0.01
Lendingpoint Asset Securitization Trust, Series 2021-B, Class C Long ABS-other US $957K – 0.09
Lendingpoint Asset Securitization Trust, Series 2022-A, Class D Long ABS-other US $706K – 0.07
Lendingpoint Asset Securitization Trust, Series 2022-B, Class A Long ABS-other US $143K – 0.01
Lendingpoint Asset Securitization Trust, Series 2022-C, Class B Long ABS-other US $925K – 0.09
LendingPoint Pass-Through Trust, Series 2022-ST1, Class A Long ABS-other US $296K – 0.03
Lendmark Funding Trust, Series 2021-1A, Class A Long ABS-other US $246K – 0.02
Leslie's Poolmart, Inc., 1st Lien Term Loan B Long Loan US $446K – 0.04
Level 3 Financing, Inc. Long Debt US $62K – 0.01
Level 3 Financing, Inc. Long Debt US $28K – 0.00
Leviathan Bond Ltd. Long Debt IL $819K – 0.08
Leviathan Bond Ltd. Long Debt IL $365K – 0.03
Leviathan Bond Ltd. Long Debt IL $212K – 0.02
LHOME Mortgage Trust, Series 2024-RTL2, Class A1 Long ABS-mortgage backed security US $1M – 0.10
Live Nation Entertainment, Inc. Long Debt US $2M – 0.16
Live Nation Entertainment, Inc. Long Debt US $142K – 0.01
Live Nation Entertainment, Inc. Long Debt US $70K – 0.01
LL ABS Trust, Series 2020-1A, Class C Long ABS-other US $110K – 0.01
LL ABS Trust, Series 2021-1A, Class C Long ABS-other US $470K – 0.04
Lloyds Banking Group plc Long Debt GB $1M – 0.13
Long Gilt Derivative-interest rate GB $4K – 0.00
Long Gilt Derivative-interest rate GB $-225K – -0.02
Lorca Telecom Bondco SA Long Debt ES $837K – 0.08
Lorca Telecom Bondco SA Long Debt ES $106K – 0.01
Lottomatica SpA Long Debt IT $189K – 0.02
Lottomatica SpA Long Debt IT $183K – 0.02
Loxam SAS Long Debt FR $185K – 0.02
Lumen Technologies, Inc. Long Debt US $66K – 0.01
Lumen Technologies, Inc. Long Debt US $38K – 0.00
Lumen Technologies, Inc. Long Debt US $38K – 0.00
Lumentum Holdings, Inc. Long Debt US $1M – 0.10
Lune Holdings SARL Long Debt LU $219K – 0.02
Lyft, Inc. Long Debt US $1M – 0.10
Madison IAQ LLC Long Debt US $153K – 0.01
Madison IAQ LLC, 1st Lien Term Loan Long Loan US $241K – 0.02
Madison Park Funding Ltd., Series 2020-45A, Class AR (Madison Park Funding XLV Ltd.) Long ABS-collateralized bond/debt obligation KY $250K – 0.02
Magnetite Ltd., Series 2016-17A, Class BR2 Long ABS-collateralized bond/debt obligation KY $2M – 0.18
Magnetite Ltd., Series 2024-40A, Class B1 (Magnetite XL Ltd.) Long ABS-collateralized bond/debt obligation KY $2M – 0.22
Marlette Funding Trust, Series 2021-2A, Class C Long ABS-other US $188K – 0.02
Marlette Funding Trust, Series 2021-2A, Class D Long ABS-other US $287K – 0.03
Marlette Funding Trust, Series 2023-1A, Class A Long ABS-other US $417K – 0.04
Marvell Technology, Inc. Long Debt US $2M – 0.15
MASTR Alternative Loan Trust, Series 2004-12, Class 3A1 Long ABS-mortgage backed security US $616K – 0.06
Matterhorn Telecom SA Long Debt LU $316K – 0.03
Mauser Packaging Solutions Holding Co. Long Debt US $265K – 0.03
Medallion Midland Acquisition LLC, 1st Lien Term Loan Long Loan US $503K – 0.05
Medline Borrower LP Long Debt US $104K – 0.01
Medline Borrower LP Long Debt US $50K – 0.00
Medline Borrower LP Long Debt US $50K – 0.00
Medline Borrower LP, 1st Lien Term Loan B Long Loan US $59K – 0.01
Medtronic Global Holdings SCA Long Debt LU $157K – 0.01
Meta Platforms, Inc. Long Debt US $341K – 0.03
MetLife, Inc. Long Debt US $1M – 0.13
MetLife, Inc. Long Debt US $440K – 0.04
Metropolitan Life Global Funding I Long Debt US $571K – 0.05
Mex Bonos Desarr Fix Rt (United Mexican States) Long Debt MX $11M – 1.06
Mex Bonos Desarr Fix Rt (United Mexican States) Long Debt MX $6M – 0.59
Mex Bonos Desarr Fix Rt (United Mexican States) Long Debt MX $4M – 0.39
MFA Trust, Series 2023-RTL1, Class A1 Long ABS-mortgage backed security US $848K – 0.08
MGM Resorts International Long Debt US $39K – 0.00
Microchip Technology, Inc. Long Debt US $845K – 0.08
Mid-State Capital Corp. Trust, Series 2006-1, Class M2 Long ABS-other US $1M – 0.12
MidAmerican Energy Co. Long Debt US $289K – 0.03
MIWD Holdco II LLC Long Debt US $50K – 0.00
MIWD Holdco II LLC, 1st Lien Term Loan B-2 Long Loan US $604K – 0.06
MKS Instruments, Inc. Long Debt US $1M – 0.10
Modena Buyer LLC, 1st Lien Term Loan B Long Loan US $254K – 0.02
Monitchem HoldCo 3 SA Long Debt LU $112K – 0.01
Morgan Stanley Long Debt US $4M – 0.39
Morgan Stanley Long Debt US $3M – 0.27
Morgan Stanley Long Debt US $2M – 0.23
Morgan Stanley Long Debt US $2M – 0.20
Morgan Stanley Long Debt US $1M – 0.13
Morgan Stanley Long Debt US $930K – 0.09
Morgan Stanley Long Debt US $755K – 0.07
Morgan Stanley Long Debt US $402K – 0.04
Morgan Stanley Long Debt US $284K – 0.03
Morgan Stanley Long Debt US $279K – 0.03
Morgan Stanley Long Debt US $265K – 0.03
Morgan Stanley Long Debt US $131K – 0.01
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE7, Class M2 Long ABS-other US $25K – 0.00
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2 Long ABS-other US $80K – 0.01
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M3 Long ABS-other US $65K – 0.01
Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-NC1, Class M3 Long ABS-other US $329K – 0.03
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C Long ABS-mortgage backed security US $172K – 0.02
Morgan Stanley Capital I Trust, Series 2015-MS1, Class B Long ABS-mortgage backed security US $138K – 0.01
Morgan Stanley Capital I Trust, Series 2019-L2, Class C Long ABS-mortgage backed security US $828K – 0.08
Morgan Stanley Capital I Trust, Series 2021-L5, Class XA Long ABS-mortgage backed security US $621K – 0.06
Morgan Stanley Mortgage Loan Trust, Series 2004-4, Class 2A Long ABS-mortgage backed security US $122K – 0.01
Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 1A Long ABS-mortgage backed security US $62K – 0.01
MRCD MARK Mortgage Trust, Series 2019-PARK, Class E Long ABS-mortgage backed security US $144K – 0.01
Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10 Long ABS-mortgage backed security US $4M – 0.42
Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7 Long ABS-mortgage backed security US $929K – 0.09
Mundys SpA Long Debt IT $366K – 0.03
Mundys SpA Long Debt IT $202K – 0.02
MVW LLC, Series 2021-1WA, Class D Long ABS-other US $589K – 0.06
MYT Holding LLC, Series A Long Equity-preferred US $193K 298K 0.02
Nationstar Mortgage Holdings, Inc. Long Debt US $115K – 0.01
Nationstar Mortgage Holdings, Inc. Long Debt US $73K – 0.01
Nationstar Mortgage Holdings, Inc. Long Debt US $25K – 0.00
NatWest Group plc Long Debt GB $1M – 0.12
NatWest Group plc Long Debt GB $1M – 0.10
NatWest Group plc Long Debt GB $446K – 0.04
NCR Atleos Corp. Long Debt US $99K – 0.01
NCR Atleos LLC, 1st Lien Term Loan B Long Loan US $252K – 0.02
NCR Voyix Corp. Long Debt US $328K – 0.03
NDIRS Derivative-interest rate US $-11K – -0.00
NDIRS Derivative-interest rate US $-33K – -0.00
NDIRS Derivative-interest rate US $-89K – -0.01
Neopharmed Gentili SpA Long Debt IT $231K – 0.02
Netflix, Inc. Long Debt US $1M – 0.13
Netflix, Inc. Long Debt US $801K – 0.08
Neuberger Berman CLO Ltd., Series 2016-22A, Class BR2 (Neuberger Berman CLO XXII Ltd.) Long ABS-collateralized bond/debt obligation KY $480K – 0.05
Neuberger Berman CLO, Series 2013-15A, Class A1R2 (Neuberger Berman CLO XV) Long ABS-collateralized bond/debt obligation KY $203K – 0.02
Neuberger Berman Loan Advisers CLO Ltd., Series 2019-31A, Class AR (Neuberger Berman Loan Advisers CLO 31 Ltd.) Long ABS-collateralized bond/debt obligation KY $2M – 0.23
New Century Home Equity Loan Trust, Series 2004-2, Class M2 Long ABS-other US $30K – 0.00
New Century Home Equity Loan Trust, Series 2004-4, Class M2 Long ABS-other US $82K – 0.01
New Residential Mortgage Loan Trust, Series 2018-3A, Class A1C Long ABS-mortgage backed security US $560K – 0.05
New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1 Long ABS-mortgage backed security US $1M – 0.11
New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1 Long ABS-mortgage backed security US $438K – 0.04
Newell Brands, Inc. Long Debt US $94K – 0.01
Newell Brands, Inc. Long Debt US $41K – 0.00
Newell Brands, Inc. Long Debt US $29K – 0.00
Nexi SpA Long Debt IT $207K – 0.02
NGG Finance plc Long Debt GB $517K – 0.05
Nice Ltd. Long Debt IL $668K – 0.06
Nidda BondCo GmbH Long Debt DE $74K – 0.01
Nidda Healthcare Holding GmbH Long Debt DE $874K – 0.08
NMG Holding Co., Inc. Long Debt US $99K – 0.01
Nmg Research Ltd. Derivative-other GB $189K 14K 0.02
NMG, Inc. Long Equity-common US $29K 229 0.00
NNN REIT, Inc. Long Debt US $276K – 0.03
NorthRiver Midstream, 1st Lien Term Loan B Long Loan US $587K – 0.06
Notas do Tesouro Nacional (Federative Republic of Brazil) Long Debt BR $9M – 0.83
NOVA Chemicals Corp. Long Debt CA $70K – 0.01
Novelis Sheet Ingot GmbH Long Debt DE $379K – 0.04
NRG Energy, Inc. Long Debt US $989K – 0.09
NRG Energy, Inc. Long Debt US $146K – 0.01
NRG Energy, Inc. Long Debt US $86K – 0.01
NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A Long ABS-other US $509K – 0.05
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A Long ABS-other US $671K – 0.06
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A Long ABS-other US $486K – 0.05
NuStar Logistics LP Long Debt US $64K – 0.01
NXP BV Long Debt US $2M – 0.23
OBX Trust, Series 2023-NQM3, Class A1 Long ABS-mortgage backed security US $1M – 0.13
Occidental Petroleum Corp. Long Debt US $304K – 0.03
OCP CLO Ltd., Series 2014-6A, Class A2R2 Long ABS-collateralized bond/debt obligation KY $2M – 0.19
OCP CLO Ltd., Series 2014-6A, Class BR2 Long ABS-collateralized bond/debt obligation KY $618K – 0.06
OCP CLO Ltd., Series 2018-15A, Class A1 Long ABS-collateralized bond/debt obligation KY $1M – 0.10
OCP SA Long Debt MA $369K – 0.04
Octagon Investment Partners Ltd., Series 2013-1A, Class A1RR (Octagon Investment Partners XV Ltd.) Long ABS-collateralized bond/debt obligation KY $2M – 0.18
Octagon Investment Partners Ltd., Series 2018-18A, Class A1A (Octagon Investment Partners 18-R Ltd.) Long ABS-collateralized bond/debt obligation KY $1M – 0.10
Octagon Investment Partners Ltd., Series 2019-1A, Class BR (Octagon Investment Partners 43 Ltd.) Long ABS-collateralized bond/debt obligation KY $2M – 0.19
OI European Group BV Long Debt NL $142K – 0.01
OI European Group BV Long Debt NL $135K – 0.01
OIS Derivative-interest rate GB $-3K – -0.00
ON Semiconductor Corp. Long Debt US $3M – 0.27
ON Semiconductor Corp. Long Debt US $103K – 0.01
OnDeck Asset Securitization Trust IV LLC, Series 2023-1A, Class A Long ABS-other US $1M – 0.14
OneMain Finance Corp. Long Debt US $61K – 0.01
OneMain Finance Corp. Long Debt US $13K – 0.00
OneMain Financial Issuance Trust, Series 2023-2A, Class A2 Long ABS-other US $3M – 0.26
Ontex Group NV Long Debt BE $265K – 0.03
Ontex Group NV Long Debt BE $212K – 0.02
Oportun Issuance Trust, Series 2021-B, Class A Long ABS-other US $2M – 0.23
Oportun Issuance Trust, Series 2021-B, Class B Long ABS-other US $1M – 0.12
Oportun Issuance Trust, Series 2021-C, Class A Long ABS-other US $2M – 0.21
Oportun Issuance Trust, Series 2022-2, Class D Long ABS-other US $837K – 0.08
Option One Mortgage Loan Trust, Series 2004-3, Class M3 Long ABS-other US $17K – 0.00
Oracle Corp. Long Debt US $310K – 0.03
Organon & Co. Long Debt US $306K – 0.03
Organon & Co. Long Debt US $286K – 0.03
Oriental Republic of Uruguay Long Debt UY $127K – 0.01
Outfront Media Capital LLC Long Debt US $57K – 0.01
Outfront Media Capital LLC Long Debt US $44K – 0.00
Owens & Minor, Inc. Long Debt US $62K – 0.01
Owens-Brockway Glass Container, Inc. Long Debt US $273K – 0.03
Pacific Gas and Electric Co. Long Debt US $1M – 0.14
Pacific Gas and Electric Co. Long Debt US $1M – 0.13
Pacific Gas and Electric Co. Long Debt US $968K – 0.09
Pacific Gas and Electric Co. Long Debt US $343K – 0.03
Pacific Gas and Electric Co. Long Debt US $204K – 0.02
Pactiv Evergreen Group Holdings, Inc., 1st Lien Term Loan B Long Loan US $515K – 0.05
Pactiv Evergreen Group Issuer, Inc. Long Debt US $117K – 0.01
Pagaya AI Debt Selection Trust, Series 2021-3, Class C Long ABS-other US $2M – 0.23
Pagaya AI Debt Selection Trust, Series 2021-HG1, Class B Long ABS-other US $157K – 0.01
Palmer Square CLO Ltd., Series 2015-1A, Class A1A4 Long ABS-collateralized bond/debt obligation KY $2M – 0.16
Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1 Long ABS-collateralized bond/debt obligation KY $416K – 0.04
Palmer Square Loan Funding Ltd., Series 2021-4A, Class C Long ABS-collateralized bond/debt obligation KY $2M – 0.15
Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2 Long ABS-collateralized bond/debt obligation KY $2M – 0.15
Palmer Square Loan Funding Ltd., Series 2024-3A, Class B Long ABS-collateralized bond/debt obligation KY $2M – 0.15
Paprec Holding SA Long Debt FR $249K – 0.02
Paprec Holding SA Long Debt FR $170K – 0.02
Parexel International Corp., 1st Lien Term Loan Long Loan US $582K – 0.06
Paysafe Finance plc Long Debt US $168K – 0.02
Pebblebrook Hotel Trust Long Debt US $501K – 0.05
Performance Food Group, Inc. Long Debt US $86K – 0.01
Permian Resources Operating LLC Long Debt US $117K – 0.01
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara Long Debt ID $280K – 0.03
Petco Health & Wellness Co., Inc., Term Loan B Long Loan US $176K – 0.02
PetIQ, Inc. Long Debt US $177K – 0.02
Petroleos Mexicanos Long Debt MX $1M – 0.10
Petroleos Mexicanos Long Debt MX $975K – 0.09
PetSmart, Inc. Long Debt US $325K – 0.03
PetSmart, Inc. Long Debt US $287K – 0.03
Pfizer Investment Enterprises Pte. Ltd. Long Debt SG $296K – 0.03
PG&E Corp. Long Debt US $1M – 0.14
PG&E Corp. Long Debt US $29K – 0.00
Pike Corp., Delayed Draw Term Loan B Long Loan US $132K – 0.01
Pinnacle Bidco plc Long Debt GB $299K – 0.03
Pinnacle Bidco plc Long Debt GB $189K – 0.02
PLT VII Finance Sarl Long Debt LU $596K – 0.06
PLT VII Finance SARL Long Debt LU $725K – 0.07
PMT Issuer Trust-FMSR, Series 2021-FT1, Class A Long ABS-other US $2M – 0.19
PNC Financial Services Group, Inc. (The) Long Debt US $255K – 0.02
PNC Financial Services Group, Inc. (The), Series T Long Debt US $1M – 0.11
Post Holdings, Inc. Long Debt US $305K – 0.03
PPL Capital Funding, Inc., Series A Long Debt US $654K – 0.06
Precision Drilling Corp. Long Debt CA $50K – 0.00
Presidio Holdings, Inc. Long Debt US $102K – 0.01
Presidio Holdings, Inc. Long Debt US $76K – 0.01
PRET LLC, Series 2021-NPL3, Class A1 Long ABS-other US $1M – 0.10
PRET LLC, Series 2021-NPL3, Class A2 Long ABS-other US $751K – 0.07
PRET LLC, Series 2021-NPL6, Class A2 Long ABS-other US $2M – 0.22
PRET LLC, Series 2021-RN4, Class A2 Long ABS-other US $2M – 0.23
PRET LLC, Series 2024-NPL2, Class A1 Long ABS-mortgage backed security US $2M – 0.14
PRET LLC, Series 2024-NPL3, Class A1 Long ABS-mortgage backed security US $1M – 0.10
PRET LLC, Series 2024-RN1, Class A1 Long ABS-mortgage backed security US $772K – 0.07
PrimeSource, 1st Lien Term Loan B Long Loan US $591K – 0.06
Pro-Gest SpA Long Debt IT $97K – 0.01
Progress Residential Trust, Series 2021-SFR9, Class A Long ABS-other US $3M – 0.27
PRPM LLC, Series 2021-11, Class A2 Long ABS-other US $2M – 0.22
PRPM LLC, Series 2021-6, Class A1 Long ABS-other US $2M – 0.15
PRPM LLC, Series 2021-6, Class A2 Long ABS-other US $260K – 0.02
PRPM LLC, Series 2021-7, Class A1 Long ABS-other US $2M – 0.16
PRPM LLC, Series 2021-RPL2, Class A1 Long ABS-mortgage backed security US $846K – 0.08
PRPM LLC, Series 2024-1, Class A1 Long ABS-mortgage backed security US $443K – 0.04
PRPM LLC, Series 2024-2, Class A1 Long ABS-mortgage backed security US $793K – 0.08
Prudential Financial, Inc. Long Debt US $722K – 0.07
Punch Finance plc Long Debt GB $471K – 0.04
Q-Park Holding I BV Long Debt NL $318K – 0.03
Q-Park Holding I BV Long Debt NL $229K – 0.02
Quikrete Holdings, Inc., 1st Lien Term Loan B Long Loan US $492K – 0.05
RAC Bond Co. plc Long Debt GB $287K – 0.03
RAC Bond Co. plc Long Debt GB $201K – 0.02
RALI Trust, Series 2006-QS4, Class A2 Long ABS-mortgage backed security US $17K – 0.00
Red Rock Resorts, 1st Lien Term Loan B Long Loan US $601K – 0.06
Regency Centers LP Long Debt US $286K – 0.03
Renaissance Home Equity Loan Trust, Series 2005-1, Class AF6 Long ABS-other US $48K – 0.00
Renaissance Home Equity Loan Trust, Series 2005-2, Class M1 Long ABS-other US $1M – 0.10
Renault SA Long Debt FR $1M – 0.13
Republic Finance Issuance Trust, Series 2020-A, Class A Long ABS-other US $117K – 0.01
Republic Finance Issuance Trust, Series 2021-A, Class D Long ABS-other US $1M – 0.13
Republic of Angola Long Debt AO $501K – 0.05
Republic of Angola Long Debt AO $481K – 0.05
Republic of Colombia Long Debt CO $783K – 0.07
Republic of Colombia Long Debt CO $723K – 0.07
Republic of Colombia Long Debt CO $451K – 0.04
Republic of Colombia Long Debt CO $371K – 0.04
Republic of Costa Rica Long Debt CR $937K – 0.09
Republic of Cote d'Ivoire Long Debt CI $1M – 0.12
Republic of Cote d'Ivoire Long Debt CI $1M – 0.11
Republic of Cote d'Ivoire Long Debt CI $579K – 0.05
Republic of Cote d'Ivoire Long Debt CI $517K – 0.05
Republic of Iraq Long Debt IQ $887K – 0.08
Republic of North Macedonia Long Debt MK $1M – 0.11
Republic of Paraguay (Paraguay Government International Bond) Long Debt PY $1M – 0.10
Republic of Paraguay Long Debt PY $724K – 0.07
Republic of Paraguay (Paraguay Government International Bond) Long Debt PY $402K – 0.04
Republic of Paraguay (Paraguay Government International Bond) Long Debt PY $180K – 0.02
Republic of Poland Long Debt PL $3M – 0.33
Republic of Poland Long Debt PL $1M – 0.14
Republic of Poland Long Debt PL $1M – 0.12
Republic of Senegal Long Debt SN $359K – 0.03
Republic of South Africa Long Debt ZA $2M – 0.16
Republic of South Africa Long Debt ZA $280K – 0.03
Republic of Turkiye (The) Long Debt TR $728K – 0.07
Residential Asset Securitization Trust, Series 2005-A8CB, Class A11 Long ABS-mortgage backed security US $124K – 0.01
RHP Hotel Properties LP Long Debt US $60K – 0.01
RingCentral, Inc. Long Debt US $129K – 0.01
Ritchie Bros Holdings, Inc. Long Debt US $37K – 0.00
Rite Aid Corp. Long Debt US $70K – 0.01
Rite Aid Corp. Long Debt US $25K – 0.00
Rocket Lab USA, Inc. Long Debt US $829K – 0.08
Rocket Software, Inc., 1st Lien Term Loan B Long Loan US $502K – 0.05
Rolls-Royce plc Long Debt GB $328K – 0.03
Rolls-Royce plc Long Debt GB $120K – 0.01
Romania Government Bond Long Debt RO $913K – 0.09
Romania Government Bond Long Debt RO $710K – 0.07
Romania Government Bond Long Debt RO $403K – 0.04
Rossini SARL Long Debt LU $130K – 0.01
Royal Caribbean Cruises Ltd. Long Debt LR $117K – 0.01
Royal Caribbean Cruises Ltd. Long Debt LR $40K – 0.00
Royal Caribbean Cruises Ltd. Long Debt LR $16K – 0.00
Saipem Finance International BV Long Debt NL $107K – 0.01
San Diego Gas & Electric Co., Series UUU Long Debt US $135K – 0.01
Santander Drive Auto Receivables Trust, Series 2022-4, Class C Long ABS-other US $3M – 0.33
Santander Drive Auto Receivables Trust, Series 2022-5, Class C Long ABS-other US $1M – 0.12
Santander Drive Auto Receivables Trust, Series 2022-6, Class C Long ABS-other US $320K – 0.03
Santander Drive Auto Receivables Trust, Series 2023-3, Class C Long ABS-other US $361K – 0.03
Santander Drive Auto Receivables Trust, Series 2023-4, Class B Long ABS-other US $898K – 0.09
Santander Revolving Auto Loan Trust, Series 2019-A, Class A Long ABS-other US $807K – 0.08
Santander Revolving Auto Loan Trust, Series 2019-A, Class D Long ABS-other US $3M – 0.27
Santander UK Group Holdings plc Long Debt GB $2M – 0.20
Santander UK Group Holdings plc Long Debt GB $1M – 0.12
Santander UK Group Holdings plc Long Debt GB $954K – 0.09
SBA Small Business Investment Cos., Series 2023-10A, Class 1 Long ABS-other US $3M – 0.25
SBA Small Business Investment Cos., Series 2023-10B, Class 1 Long ABS-other US $1M – 0.11
SBA Small Business Investment Cos., Series 2024-10A, Class 1 Long ABS-other US $2M – 0.19
Schaeffler AG Long Debt DE $862K – 0.08
Scotts Miracle-Gro Co. (The) Long Debt US $328K – 0.03
Scotts Miracle-Gro Co. (The) Long Debt US $196K – 0.02
Scripps Escrow II, Inc. Long Debt US $26K – 0.00
SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A Long ABS-mortgage backed security US $2M – 0.16
Sea Ltd. Long Debt KY $562K – 0.05
Seagate HDD Cayman Long Debt KY $1M – 0.14
Seagate HDD Cayman Long Debt KY $114K – 0.01
Seagate HDD Cayman Long Debt KY $84K – 0.01
Seagate HDD Cayman Long Debt KY $33K – 0.00
Sempra Long Debt US $673K – 0.06
Sensata Technologies, Inc. Long Debt US $151K – 0.01
Sequoia Mortgage Trust, Series 2003-8, Class A1 Long ABS-mortgage backed security US $122K – 0.01
Serta Simmons Bedding LLC Long Equity-common US $79K 10K 0.01
Serta Simmons Bedding LLC, 1st Lien Term Loan B Long Loan US $36K – 0.00
Service Corp. International Long Debt US $51K – 0.00
Shiba Bidco SpA Long Debt IT $420K – 0.04
Shutterfly Finance LLC Long Debt US $107K – 0.01
Shutterfly Finance LLC Long Debt US $40K – 0.00
Sigma Holdco BV Long Debt NL $104K – 0.01
Silgan Holdings, Inc. Long Debt US $399K – 0.04
Silgan Holdings, Inc. Long Debt US $193K – 0.02
Sirius XM Radio, Inc. Long Debt US $81K – 0.01
Sirius XM Radio, Inc. Long Debt US $74K – 0.01
Six Flags Entertainment Corp. Long Debt US $235K – 0.02
SM Energy Co. Long Debt US $184K – 0.02
SMBC Aviation Capital Finance DAC Long Debt IE $1M – 0.13
Snap, Inc. Long Debt US $304K – 0.03
Snap, Inc. Long Debt US $275K – 0.03
Snap, Inc. Long Debt US $126K – 0.01
Snap, Inc. Long Debt US $103K – 0.01
Societe Generale SA Long Debt FR $1M – 0.14
Societe Generale SA Long Debt FR $496K – 0.05
Societe Generale SA Long Debt FR $460K – 0.04
Societe Generale SA Long Debt FR $403K – 0.04
Societe Generale SA Long Debt FR $379K – 0.04
SoFi Consumer Loan Program Trust, Series 2023-1S, Class A Long ABS-other US $122K – 0.01
SoFi Technologies, Inc. Long Debt US $1M – 0.11
Sonic Automotive, Inc. Long Debt US $135K – 0.01
Southern California Edison Co. Long Debt US $345K – 0.03
Southern California Edison Co., Series 13-A Long Debt US $166K – 0.02
Southern California Edison Co., Series B Long Debt US $1M – 0.11
Southern Co. (The) Long Debt US $784K – 0.07
Southern Co. Gas Capital Corp., Series 20-A Long Debt US $389K – 0.04
Southwest Airlines Co. Long Debt US $577K – 0.05
Southwestern Energy Co. Long Debt US $58K – 0.01
Spectrum Brands, Inc. Long Debt US $923K – 0.09
Spectrum Brands, Inc. Long Debt US $214K – 0.02
SPIE SA Long Debt FR $423K – 0.04
Spirit AeroSystems, Inc. Long Debt US $32K – 0.00
SRS Distribution, Inc. Long Debt US $65K – 0.01
SS&C Technologies Holdings, Inc., 1st Lien Term Loan B-8 Long Loan US $492K – 0.05
SS&C Technologies, Inc. Long Debt US $201K – 0.02
SSB Equipment Co., Inc. Long Equity-common US $0.01 10K 0.00
Stagwell Global LLC Long Debt US $81K – 0.01
Standard Chartered plc Long Debt GB $1M – 0.12
Standard Chartered plc Long Debt GB $744K – 0.07
Standard Chartered plc Long Debt GB $320K – 0.03
Standard Industries, Inc. Long Debt US $133K – 0.01
Staples, Inc. Long Debt US $350K – 0.03
Staples, Inc. Long Debt US $218K – 0.02
Staples, Inc. Long Debt US $36K – 0.00
Starwood Mortgage Residential Trust, Series 2020-1, Class A1 Long ABS-mortgage backed security US $41K – 0.00
State Street Corp., Series I Long Debt US $690K – 0.07
Structured Asset Investment Loan Trust, Series 2004-8, Class M2 Long ABS-other US $83K – 0.01
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-WF2, Class M2 Long ABS-other US $118K – 0.01
Sultanate of Oman Government Bond (Oman Government International Bond) Long Debt OM $2M – 0.18
Summer BC Holdco A SARL Long Debt LU $96K – 0.01
Summer BC Holdco B SARL Long Debt LU $214K – 0.02
Summit Materials LLC Long Debt US $29K – 0.00
Summit Midstream Holdings LLC Long Debt US $108K – 0.01
Suzano Austria GmbH Long Debt AT $1M – 0.11
Svenska Handelsbanken AB Long Debt SE $2M – 0.21
Swiss Re Finance Luxembourg SA Long Debt LU $192K – 0.02
Syensqo SA Long Debt BE $209K – 0.02
Symphony CLO Ltd., Series 2015-16A, Class B1RR (Symphony CLO XVI Ltd.) Long ABS-collateralized bond/debt obligation KY $976K – 0.09
Symphony CLO Ltd., Series 2020-23A, Class AR Long ABS-collateralized bond/debt obligation KY $1M – 0.10
Synaptics, Inc. Long Debt US $22K – 0.00
Syneos Health, Inc., 1st Lien Term Loan B Long Loan US $110K – 0.01
T-Mobile USA, Inc. Long Debt US $2M – 0.20
T-Mobile USA, Inc. Long Debt US $1M – 0.13
T-Mobile USA, Inc. Long Debt US $365K – 0.03
T-Mobile USA, Inc. Long Debt US $157K – 0.01
Take-Two Interactive Software, Inc. Long Debt US $633K – 0.06
Take-Two Interactive Software, Inc. Long Debt US $177K – 0.02
Takeda Pharmaceutical Co. Ltd. Long Debt JP $1M – 0.13
Tallgrass Energy Partners LP Long Debt US $94K – 0.01
Tallgrass Energy Partners LP Long Debt US $20K – 0.00
TDA CAM 4 FTA, Series 4, Class A Long ABS-mortgage backed security ES $112K – 0.01
TeamSystem SpA Long Debt IT $206K – 0.02
Techem Verwaltungsgesellschaft 674 mbH Long Debt DE $267K – 0.03
Techem Verwaltungsgesellschaft 674 mbH Long Debt DE $238K – 0.02
Tekni-Plex, Inc., 1st Lien Term Loan Long Loan US $339K – 0.03
Telecom Italia Capital SA Long Debt LU $98K – 0.01
Telecom Italia Finance SA Long Debt LU $560K – 0.05
Telecom Italia SpA Long Debt IT $835K – 0.08
Telecom Italia SpA Long Debt IT $404K – 0.04
Telecom Italia SpA Long Debt IT $402K – 0.04
Telefonica Emisiones SA Long Debt ES $623K – 0.06
Telefonica Europe BV Long Debt NL $1M – 0.14
Tempur Sealy International, Inc. Long Debt US $184K – 0.02
Tenet Healthcare Corp. Long Debt US $181K – 0.02
Tenet Healthcare Corp. Long Debt US $73K – 0.01
Tenet Healthcare Corp. Long Debt US $57K – 0.01
Terex Corp. Long Debt US $113K – 0.01
Texas Instruments, Inc. Long Debt US $131K – 0.01
Theorem Funding Trust, Series 2022-2A, Class B Long ABS-other US $2M – 0.19
TI Automotive Finance plc Long Debt GB $382K – 0.04
Titan Holdings II BV Long Debt NL $147K – 0.01
TK Elevator Midco GmbH Long Debt DE $136K – 0.01
TK Elevator Midco GmbH Long Debt DE $115K – 0.01
Topgolf Callaway Brands Corp. Long Debt US $833K – 0.08
Topgolf Callaway, 1st Lien Term Loan B Long Loan US $415K – 0.04
TotalEnergies Capital International SA Long Debt FR $210K – 0.02
Transcanada Trust, Series 16-A Long Debt CA $792K – 0.08
TransDigm, Inc. Long Debt US $52K – 0.00
TransDigm, Inc. Long Debt US $51K – 0.00
Transocean Titan Financing Ltd. Long Debt KY $47K – 0.00
Transocean, Inc. Long Debt KY $55K – 0.01
Tricolor Auto Securitization Trust, Series 2021-1A, Class E Long ABS-other US $154K – 0.01
Tricolor Auto Securitization Trust, Series 2021-1A, Class F Long ABS-other US $497K – 0.05
Trinity Industries, Inc. Long Debt US $36K – 0.00
Trinseo Materials Operating SCA Long Debt LU $10K – 0.00
TripAdvisor, Inc. Long Debt US $602K – 0.06
TripAdvisor, Inc. Long Debt US $128K – 0.01
Triton Water Holdings, Inc. Long Debt US $28K – 0.00
Triton Water Holdings, Inc., 1st Lien Term Loan B Long Loan US $110K – 0.01
Triumph Group, Inc. Long Debt US $55K – 0.01
Trivium Packaging Finance BV Long Debt NL $213K – 0.02
Trivium Packaging Finance BV Long Debt NL $191K – 0.02
Truist Financial Corp. Long Debt US $997K – 0.09
Truist Financial Corp. Long Debt US $862K – 0.08
Truist Financial Corp. Long Debt US $250K – 0.02
Truist Financial Corp. Long Debt US $194K – 0.02
U.S. Treasury 10 Year Note Derivative-interest rate US $-31K – -0.00
U.S. Treasury 10 Year Ultra Note Derivative-interest rate US $-20K – -0.00
U.S. Treasury 2 Year Note Derivative-interest rate US $5K – 0.00
U.S. Treasury 2 Year Note Derivative-interest rate US $-100K – -0.01
U.S. Treasury 5 Year Note Derivative-interest rate US $70K – 0.01
U.S. Treasury 5 Year Note Derivative-interest rate US $-195K – -0.02
U.S. Treasury Bonds (United States of America) Long Debt US $29K – 0.00
U.S. Treasury Long Bond Derivative-interest rate US $28K – 0.00
U.S. Treasury Ultra Bond Derivative-interest rate US $265K – 0.03
Uber Technologies, Inc., Series 2028 Long Debt US $441K – 0.04
UBS Group AG Long Debt CH $3M – 0.26
UBS Group AG Long Debt CH $2M – 0.17
UBS Group AG Long Debt CH $417K – 0.04
UBS Group AG Long Debt CH $390K – 0.04
UGI International LLC Long Debt US $285K – 0.03
UGI International LLC Long Debt US $231K – 0.02
Ultimate Software Group, 1st Lien Term Loan B Long Loan US $680K – 0.06
UniCredit SpA Long Debt IT $1M – 0.13
UniCredit SpA Long Debt IT $874K – 0.08
UniCredit SpA Long Debt IT $669K – 0.06
Union Electric Co. Long Debt US $200K – 0.02
United Airlines Pass-Through Trust, Series 2013-1, Class A Long ABS-other US $773K – 0.07
United Mexican States Long Debt MX $1M – 0.10
United Mexican States Long Debt MX $857K – 0.08
United Mexican States Long Debt MX $690K – 0.07
United Mexican States Long Debt MX $634K – 0.06
United States Steel Corp. Long Debt US $31K – 0.00
Univision Communications, Inc. Long Debt US $198K – 0.02
Upstart Pass-Through Trust, Series 2021-ST4, Class A Long ABS-other US $354K – 0.03
Upstart Pass-Through Trust, Series 2021-ST6, Class A Long ABS-other US $95K – 0.01
Upstart Pass-Through Trust, Series 2021-ST9, Class A Long ABS-other US $251K – 0.02
Upstart Pass-Through Trust, Series 2022-ST1, Class A Long ABS-other US $237K – 0.02
Upstart Securitization Trust, Series 2021-2, Class C Long ABS-other US $808K – 0.08
Upstart Securitization Trust, Series 2021-3, Class C Long ABS-other US $1M – 0.11
Upstart Securitization Trust, Series 2021-5, Class C Long ABS-other US $5M – 0.49
Upstart Securitization Trust, Series 2022-4, Class A Long ABS-other US $580K – 0.06
US Auto Funding, Series 2021-1A, Class C Long ABS-other US $2M – 0.16
US Bancorp Long Debt US $285K – 0.03
US Foods, Inc. Long Debt US $333K – 0.03
USI, Inc., 1st Lien Term Loan B Long Loan US $401K – 0.04
Vail Resorts, Inc. Long Debt US $48K – 0.00
Vale Overseas Ltd. Long Debt KY $309K – 0.03
Veeco Instruments, Inc. Long Debt US $1M – 0.12
Velocity Commercial Capital Loan Trust, Series 2018-2, Class A Long ABS-mortgage backed security US $617K – 0.06
Velocity Commercial Capital Loan Trust, Series 2019-1, Class A Long ABS-mortgage backed security US $299K – 0.03
Velocity Commercial Capital Loan Trust, Series 2019-3, Class A Long ABS-mortgage backed security US $675K – 0.06
Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX Long ABS-mortgage backed security US $572K – 0.05
Velocity Commercial Capital Loan Trust, Series 2022-3, Class A Long ABS-mortgage backed security US $825K – 0.08
Velocity Commercial Capital Loan Trust, Series 2022-4, Class A Long ABS-mortgage backed security US $2M – 0.22
Venture Global LNG, Inc. Long Debt US $44K – 0.00
Venture Global LNG, Inc. Long Debt US $39K – 0.00
Venture Global LNG, Inc. Long Debt US $26K – 0.00
Veolia Environnement SA Long Debt FR $909K – 0.09
Verisure Holding AB Long Debt SE $521K – 0.05
Verisure Holding AB Long Debt SE $365K – 0.03
Verisure Holding AB Long Debt SE $211K – 0.02
Verisure Midholding AB Long Debt SE $506K – 0.05
Verisure Midholding AB Long Debt SE $125K – 0.01
Versuni Group BV Long Debt NL $97K – 0.01
Vertiv Group Corp., 1st Lien Term Loan B Long Loan US $500K – 0.05
Verus Securitization Trust, Series 2019-4, Class A1 Long ABS-mortgage backed security US $359K – 0.03
Verus Securitization Trust, Series 2019-INV3, Class A1 Long ABS-mortgage backed security US $778K – 0.07
Verus Securitization Trust, Series 2020-1, Class A1 Long ABS-mortgage backed security US $93K – 0.01
Verus Securitization Trust, Series 2021-6, Class A1 Long ABS-mortgage backed security US $2M – 0.17
Verus Securitization Trust, Series 2022-4, Class A1 Long ABS-mortgage backed security US $315K – 0.03
Verus Securitization Trust, Series 2023-2, Class A1 Long ABS-mortgage backed security US $2M – 0.17
Verus Securitization Trust, Series 2023-4, Class A1 Long ABS-mortgage backed security US $2M – 0.16
VICI Properties LP Long Debt US $57K – 0.01
VICI Properties LP Long Debt US $53K – 0.00
Virgin Media Finance plc Long Debt GB $352K – 0.03
Virgin Media Vendor Financing Notes III DAC Long Debt IE $452K – 0.04
Vista Outdoor, Inc. Long Debt US $108K – 0.01
VistaJet Malta Finance plc Long Debt US $27K – 0.00
Vistra Operations Co. LLC Long Debt US $1M – 0.14
Vistra Operations Co. LLC Long Debt US $978K – 0.09
Vistra Operations Co. LLC Long Debt US $556K – 0.05
Vistra Operations Co. LLC Long Debt US $178K – 0.02
Vistra Operations Co. LLC Long Debt US $52K – 0.00
Vital Energy, Inc. Long Debt US $91K – 0.01
VM Master Issuer LLC, Series 2022-1, Class A1 Long ABS-mortgage backed security US $3M – 0.33
Vodafone Group plc Long Debt GB $962K – 0.09
Vodafone Group plc Long Debt GB $196K – 0.02
Volkswagen International Finance NV Long Debt NL $1M – 0.11
Volkswagen International Finance NV Long Debt NL $107K – 0.01
Volkswagen Leasing GmbH Long Debt DE $1M – 0.12
Volvo Car AB Long Debt SE $320K – 0.03
Wabash National Corp. Long Debt US $370K – 0.04
Wachovia Bank Commercial Mortgage Trust, Series 2005-C21, Class F Long ABS-mortgage backed security US $30K – 0.00
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 3A2 Long ABS-mortgage backed security US $73K – 0.01
Wand NewCo 3, Inc. Long Debt US $39K – 0.00
Warnermedia Holdings, Inc. Long Debt US $2M – 0.16
Warnermedia Holdings, Inc. Long Debt US $1M – 0.11
Warnermedia Holdings, Inc. Long Debt US $954K – 0.09
Wayfair, Inc. Long Debt US $1000K – 0.09
Wayfair, Inc. Long Debt US $600K – 0.06
Wells Fargo & Co. Long Debt US $3M – 0.26
Wells Fargo & Co. Long Debt US $2M – 0.20
Wells Fargo & Co. Long Debt US $1M – 0.13
Wells Fargo & Co. Long Debt US $154K – 0.01
Welltower OP LLC Long Debt US $595K – 0.06
Welltower OP LLC Long Debt US $368K – 0.03
WESCO Distribution, Inc. Long Debt US $95K – 0.01
WESCO Distribution, Inc. Long Debt US $68K – 0.01
WESCO Distribution, Inc. Long Debt US $40K – 0.00
Westlake Automobile Receivables Trust, Series 2020-3A, Class E Long ABS-other US $119K – 0.01
Westlake Automobile Receivables Trust, Series 2021-2A, Class D Long ABS-other US $637K – 0.06
Westlake Automobile Receivables Trust, Series 2022-2A, Class C Long ABS-other US $1M – 0.11
Westlake Automobile Receivables Trust, Series 2023-3A, Class D Long ABS-other US $1M – 0.12
Westlake Automobile Receivables Trust, Series 2024-1A, Class C Long ABS-other US $654K – 0.06
Westlake Automobile Receivables Trust, Series 2024-1A, Class D Long ABS-other US $543K – 0.05
Westpac Banking Corp. Long Debt AU $241K – 0.02
Whataburger, 1st Lien Term Loan B Long Loan US $499K – 0.05
WMG Acquisition Corp. Long Debt US $204K – 0.02
WMG Acquisition Corp. Long Debt US $102K – 0.01
WMG Acquisition Corp. Long Debt US $93K – 0.01
Wolfspeed, Inc. Long Debt US $360K – 0.03
Wolfspeed, Inc. Long Debt US $153K – 0.01
WP Carey, Inc. Long Debt US $279K – 0.03
WP Carey, Inc. Long Debt US $150K – 0.01
Wynn Resorts Finance LLC Long Debt US $150K – 0.01
Xerox Holdings Corp. Long Debt US $117K – 0.01
XPO, Inc. Long Debt US $97K – 0.01
Zekelman Industries, Inc., 1st Lien Term Loan B Long Loan US $600K – 0.06
ZF Europe Finance BV Long Debt NL $1M – 0.10
ZF Europe Finance BV Long Debt NL $208K – 0.02
ZF Finance GmbH Long Debt DE $418K – 0.04
Ziggo Bond Co. BV Long Debt NL $914K – 0.09

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