Voya mutual funds > Voya Investors Trust
Voya Balanced Income Portfolio
$235.12M
Avg Monthly Net Assets
$233.72M
Total Assets
$9.65M
Total Liabilities
$224.07M
Net Assets
Voya Balanced Income Portfolio is an Underlying fund in Voya Investors Trust
from Voya mutual funds,
based in Arizona,
United States of America.
The fund has four share classes
and monthly net assets of $235.12M.
On August 20th, 2024 it reported 938 holdings, the largest
being Microsoft Corp (2.5%), NVIDIA Corp (2.2%) and iShares Core S&P Mid-Cap ETF (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class ADV | C000028890 | IIFAX | |
| Class I | C000028891 | IIFIX | |
| Class S | C000028892 | IIFSX | |
| Class S2 | C000028893 | IIFTX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AAR Escrow Issuer LLC | Long | Debt | US | $71K | – | 0.03 |
| AbbVie Inc | Long | Equity-common | US | $491K | 3K | 0.22 |
| ABN AMRO Bank NV | Long | Equity-common | NL | $32.85 | 2 | 0.00 |
| Acadia Healthcare Co Inc | Long | Debt | US | $69K | – | 0.03 |
| ACE Securities Corp Mortgage Loan Trust Series 2007-D1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $345K | – | 0.15 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $55K | – | 0.02 |
| ACS Actividades de Construccion y Servicios SA | Long | Equity-common | ES | $59K | 1K | 0.03 |
| Acuity Brands Inc | Long | Equity-common | US | $156K | 648 | 0.07 |
| AdaptHealth LLC | Long | Debt | US | $61K | – | 0.03 |
| Adient Global Holdings Ltd | Long | Debt | JE | $73K | – | 0.03 |
| ADT Security Corp/The (ADT SEC CORP) | Long | Debt | US | $65K | – | 0.03 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $220K | 1K | 0.10 |
| Aena SME SA | Long | Equity-common | ES | $11K | 54 | 0.00 |
| Aflac Inc | Long | Equity-common | US | $121K | 1K | 0.05 |
| Agate Bay Mortgage Trust 2015-1 (Agate Bay Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $601K | – | 0.27 |
| AHP Health Partners Inc | Long | Debt | US | $67K | – | 0.03 |
| AIB Group PLC | Long | Equity-common | IE | $24K | 5K | 0.01 |
| Air Liquide SA | Long | Equity-common | FR | $12K | 69 | 0.01 |
| Aker BP ASA | Long | Equity-common | NO | $60K | 2K | 0.03 |
| Akzo Nobel NV | Long | Equity-common | NL | $15K | 240 | 0.01 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $179K | – | 0.08 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $63K | – | 0.03 |
| Allianz SE | Long | Equity-common | DE | $165K | 593 | 0.07 |
| Allison Transmission Inc | Long | Debt | US | $69K | – | 0.03 |
| Allstate Corp/The | Long | Equity-common | US | $279K | 2K | 0.12 |
| Ally Financial Inc | Long | Debt | US | $70K | – | 0.03 |
| Alphabet Inc | Long | Equity-common | US | $2M | 8K | 0.67 |
| Alta Equipment Group Inc | Long | Debt | US | $65K | – | 0.03 |
| Altria Group Inc | Long | Equity-common | US | $353K | 8K | 0.16 |
| Amazon.com Inc | Long | Equity-common | US | $3M | 17K | 1.43 |
| Amdocs Ltd | Long | Equity-common | US | $191K | 2K | 0.09 |
| Amer Sports Co (AMER SPORTS COMPANY) | Long | Debt | US | $70K | – | 0.03 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | $46K | – | 0.02 | |
| American Electric Power Co Inc | Long | Equity-common | US | $133K | 2K | 0.06 |
| American Express Co | Long | Equity-common | US | $306K | 1K | 0.14 |
| American Express Co | Long | Debt | US | $288K | – | 0.13 |
| American Financial Group Inc/OH | Long | Equity-common | US | $104K | 842 | 0.05 |
| Ameriprise Financial Inc | Long | Equity-common | US | $234K | 548 | 0.10 |
| AmeriTex HoldCo Intermediate LLC | Long | Debt | US | $74K | – | 0.03 |
| AMETEK Inc | Long | Equity-common | US | $280K | 2K | 0.12 |
| Ampol Ltd | Long | Equity-common | AU | $51K | 2K | 0.02 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $253K | – | 0.11 |
| ANZ Group Holdings Ltd | Long | Equity-common | AU | $114K | 6K | 0.05 |
| APi Group DE Inc | Long | Debt | US | $65K | – | 0.03 |
| Apollo Global Management Inc | Long | Equity-common | US | $360K | 3K | 0.16 |
| Apple Inc | Long | Equity-common | US | $4M | 19K | 1.81 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $143K | – | 0.06 |
| Applied Materials Inc | Long | Equity-common | US | $180K | 763 | 0.08 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $242K | – | 0.11 |
| Archrock Partners LP / Archrock Partners Finance Corp (ARCHROCK PARTNERS LP/FIN) | Long | Debt | US | $69K | – | 0.03 |
| Ares Management Corp | Long | Equity-common | US | $47K | 356 | 0.02 |
| Aretec Group Inc | Long | Debt | US | $68K | – | 0.03 |
| Arko Corp | Long | Debt | US | $61K | – | 0.03 |
| Armstrong World Industries Inc | Long | Equity-common | US | $161K | 1K | 0.07 |
| Arsenal AIC Parent LLC | Long | Debt | US | $74K | – | 0.03 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $293K | 1K | 0.13 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $252K | – | 0.11 |
| Asahi Kasei Corp | Long | Equity-common | JP | $53K | 8K | 0.02 |
| Asbury Automotive Group Inc | Long | Debt | US | $65K | – | 0.03 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $68K | – | 0.03 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $63K | – | 0.03 |
| ASML Holding NV | Long | Equity-common | NL | $519K | 507 | 0.23 |
| ASR Nederland NV | Long | Equity-common | NL | $61K | 1K | 0.03 |
| Assicurazioni Generali SpA | Long | Equity-common | IT | $45K | 2K | 0.02 |
| Assurant Inc | Long | Equity-common | US | $222K | 1K | 0.10 |
| Astellas Pharma Inc | Long | Equity-common | JP | $11K | 1K | 0.00 |
| AT&T Inc | Long | Equity-common | US | $437K | 23K | 0.20 |
| Aurizon Holdings Ltd | Long | Equity-common | AU | $49K | 20K | 0.02 |
| Automatic Data Processing Inc | Long | Equity-common | US | $235K | 983 | 0.10 |
| AUTOZONE INC 0 07/01/2024 | Long | Debt | US | $250K | – | 0.11 |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc (AVIS BUDGET CAR/FINANCE) | Long | Debt | US | $69K | – | 0.03 |
| Aviva PLC | Long | Equity-common | GB | $67K | 11K | 0.03 |
| AXA SA | Long | Equity-common | FR | $50K | 2K | 0.02 |
| Axis Capital Holdings Ltd | Long | Equity-common | BM | $246K | 3K | 0.11 |
| BAE Systems PLC | Long | Equity-common | GB | $45K | 3K | 0.02 |
| Baker Hughes Co | Long | Equity-common | US | $240K | 7K | 0.11 |
| Baloise Holding AG | Long | Equity-common | CH | $53K | 302 | 0.02 |
| Banco BPM SpA | Long | Equity-common | IT | $56K | 9K | 0.03 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $351K | – | 0.16 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $324K | – | 0.14 |
| Bank Hapoalim BM | Long | Equity-common | IL | $22K | 2K | 0.01 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $9K | 1K | 0.00 |
| Bank of America Corp | Long | Debt | US | $2M | – | 1.05 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $743K | – | 0.33 |
| Bank of Ireland Group PLC | Long | Equity-common | IE | $60K | 6K | 0.03 |
| Banque Cantonale Vaudoise | Long | Equity-common | CH | $23K | 218 | 0.01 |
| Barings CLO Ltd 2018-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.13 |
| BASF SE | Long | Equity-common | DE | $8K | 173 | 0.00 |
| Bath & Body Works Inc | Long | Debt | US | $70K | – | 0.03 |
| Bausch + Lomb Corp | Long | Debt | CA | $72K | – | 0.03 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $94.59 | 1 | 0.00 |
| Baytex Energy Corp | Long | Debt | CA | $73K | – | 0.03 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $331K | – | 0.15 |
| BCPE Ulysses Intermediate Inc | Long | Debt | US | $68K | – | 0.03 |
| Beasley Mezzanine Holdings LLC (BEASLEY MEZ HLDGS LLC) | Long | Debt | US | $36K | – | 0.02 |
| BellRing Brands Inc | Long | Debt | US | $72K | – | 0.03 |
| Benchmark 2018-B3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $635K | – | 0.28 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $469K | – | 0.21 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $258K | – | 0.12 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $185K | – | 0.08 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $104K | – | 0.05 |
| Benefit Street Partners CLO XXIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.18 |
| Berry Global Group Inc | Long | Equity-common | US | $41K | 691 | 0.02 |
| BETHESDA SECURITIES (Bethesda Securities, LLC) | Long | Repurchase agreement | US | $336K | – | 0.15 |
| BKW AG | Long | Equity-common | CH | $25K | 156 | 0.01 |
| Black Hills Corp | Long | Equity-common | US | $82K | 2K | 0.04 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.11 |
| BMD2 Re-Remic Trust 2019-FRR1 | Long | ABS-mortgage backed security | US | $149K | – | 0.07 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $448K | – | 0.20 |
| BOC Hong Kong Holdings Ltd | Long | Equity-common | HK | $65K | 21K | 0.03 |
| Bombardier Inc | Long | Debt | CA | $110K | – | 0.05 |
| Bombardier Inc | Long | Debt | CA | $36K | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $10K | – | 0.00 |
| Booking Holdings Inc | Long | Equity-common | US | $769K | 194 | 0.34 |
| Booz Allen Hamilton Holding Corp | Long | Equity-common | US | $329K | 2K | 0.15 |
| Boston Scientific Corp | Long | Equity-common | US | $438K | 6K | 0.20 |
| BP PLC | Long | Equity-common | GB | $155K | 26K | 0.07 |
| Brambles Ltd | Long | Equity-common | AU | $51K | 5K | 0.02 |
| Brazil Notas do Tesouro Nacional Serie B (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $292K | – | 0.13 |
| Bridgestone Corp | Long | Equity-common | JP | $71K | 2K | 0.03 |
| Brink's Co/The | Long | Debt | US | $51K | – | 0.02 |
| Brink's Co/The | Long | Debt | US | $50K | – | 0.02 |
| Brinker International Inc | Long | Debt | US | $35K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $343K | 8K | 0.15 |
| British American Tobacco PLC | Long | Equity-common | GB | $116K | 4K | 0.05 |
| Brixmor Property Group Inc | Long | Equity-common | US | $210K | 9K | 0.09 |
| Broadcom Inc | Long | Equity-common | US | $1M | 847 | 0.61 |
| Broadridge Financial Solutions Inc | Long | Equity-common | US | $208K | 1K | 0.09 |
| BroadStreet Partners Inc | Long | Debt | US | $65K | – | 0.03 |
| Brother Industries Ltd | Long | Equity-common | JP | $21K | 1K | 0.01 |
| Brown & Brown Inc | Long | Equity-common | US | $224K | 3K | 0.10 |
| Brundage-Bone Concrete Pumping Holdings Inc | Long | Debt | US | $252K | – | 0.11 |
| Bureau Veritas SA | Long | Equity-common | FR | $15K | 536 | 0.01 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $189K | – | 0.08 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $361K | – | 0.16 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $345K | – | 0.15 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $713K | – | 0.32 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $243K | – | 0.11 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $193K | – | 0.09 |
| BX Trust 2021-SDMF | Long | ABS-mortgage backed security | US | $653K | – | 0.29 |
| BX Trust 2022-FOX2 | Long | ABS-mortgage backed security | US | $546K | – | 0.24 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $697K | – | 0.31 |
| BX Trust 2023-DELC | Long | ABS-mortgage backed security | US | $502K | – | 0.22 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $594K | – | 0.27 |
| Cabot Corp | Long | Equity-common | US | $39K | 424 | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $70K | – | 0.03 |
| CaixaBank SA | Long | Equity-common | ES | $69K | 13K | 0.03 |
| Calpine Corp | Long | Debt | US | $65K | – | 0.03 |
| CANTOR FITZGERALD SECURITIES | Long | Repurchase agreement | US | $1M | – | 0.54 |
| Capital One Financial Corp | Long | Equity-common | US | $73K | 524 | 0.03 |
| Cardinal Health Inc | Long | Equity-common | US | $224K | 2K | 0.10 |
| Cascades Inc/Cascades USA Inc (CASCADES INC/USA INC) | Long | Debt | $67K | – | 0.03 | |
| Cboe Global Markets Inc | Long | Equity-common | US | $239K | 1K | 0.11 |
| CCM Merger Inc | Long | Debt | US | $70K | – | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $183K | – | 0.08 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $53K | – | 0.02 |
| Cencora Inc | Long | Equity-common | US | $221K | 981 | 0.10 |
| Central Japan Railway Co | Long | Equity-common | JP | $65K | 3K | 0.03 |
| Centrica PLC | Long | Equity-common | GB | $14K | 8K | 0.01 |
| CF SECURED LLC (CF Secured, LLC) | Long | Repurchase agreement | US | $1M | – | 0.54 |
| Chart Industries Inc | Long | Debt | US | $72K | – | 0.03 |
| Chase Mortgage Finance Corp (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $175K | – | 0.08 |
| Chesapeake Energy Corp | Long | Equity-common | US | $180K | 2K | 0.08 |
| Chevron Corp | Long | Equity-common | US | $228K | 1K | 0.10 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $237K | – | 0.11 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $316K | 5K | 0.14 |
| Chobani LLC / Chobani Finance Corp Inc (CHOBANI LLC/FINANCE CORP) | Long | Debt | US | $72K | – | 0.03 |
| Chord Energy Corp | Long | Debt | US | $70K | – | 0.03 |
| CHS/Community Health Systems Inc | Long | Debt | US | $58K | – | 0.03 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $47K | 4K | 0.02 |
| Cie Generale des Etablissements Michelin SCA (Michelin) | Long | Equity-common | FR | $53K | 1K | 0.02 |
| Cigna Group/The | Long | Equity-common | US | $366K | 1K | 0.16 |
| CIM Trust 2019-INV2 | Long | ABS-mortgage backed security | US | $126K | – | 0.06 |
| CIM Trust 2019-J1 | Long | ABS-mortgage backed security | US | $374K | – | 0.17 |
| CIM Trust 2019-J2 | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| Cintas Corp | Long | Equity-common | US | $209K | 299 | 0.09 |
| Cisco Systems Inc | Long | Equity-common | US | $545K | 11K | 0.24 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $610K | – | 0.27 |
| Citigroup Commercial Mortgage Trust 2016-P5 | Long | ABS-mortgage backed security | US | $175K | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $550K | – | 0.25 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $492K | – | 0.22 |
| Citigroup Inc | Long | Equity-common | US | $164K | 3K | 0.07 |
| Civitas Resources Inc | Long | Equity-common | US | $82K | 1K | 0.04 |
| Clean Harbors Inc | Long | Debt | US | $70K | – | 0.03 |
| Cleveland-Cliffs Inc | Long | Debt | US | $184K | – | 0.08 |
| Cleveland-Cliffs Inc | Long | Debt | US | $62K | – | 0.03 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $67K | – | 0.03 |
| Clydesdale Acquisition Holdings Inc | Long | Debt | US | $69K | – | 0.03 |
| CME Group Inc | Long | Equity-common | US | $336K | 2K | 0.15 |
| CNH CALL VERSUS USD PUT (STANDARD CHARTERED BANK) | Derivative-foreign exchange | GB | $-19K | – | -0.01 | |
| CNO Financial Group Inc | Long | Equity-common | US | $156K | 6K | 0.07 |
| Coca-Cola Co/The | Long | Equity-common | US | $383K | 6K | 0.17 |
| Coca-Cola Europacific Partners PLC | Long | Equity-common | GB | $16K | 218 | 0.01 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $51K | 1K | 0.02 |
| Coeur Mining Inc | Long | Debt | US | $66K | – | 0.03 |
| Colgate-Palmolive Co | Long | Equity-common | US | $263K | 3K | 0.12 |
| Comcast Corp | Long | Equity-common | US | $452K | 12K | 0.20 |
| Commerzbank AG | Long | Equity-common | DE | $9K | 572 | 0.00 |
| Compass Group PLC | Long | Equity-common | GB | $46K | 2K | 0.02 |
| Computershare Ltd | Long | Equity-common | AU | $49K | 3K | 0.02 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $25K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $531K | – | 0.24 |
| Connecticut Avenue Securities Trust 2022-R07 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $868K | – | 0.39 |
| Connecticut Avenue Securities Trust 2022-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $742K | – | 0.33 |
| ConocoPhillips | Long | Equity-common | US | $402K | 4K | 0.18 |
| Constellation Brands Inc | Long | Equity-common | US | $562K | 2K | 0.25 |
| Copart Inc | Long | Equity-common | US | $359K | 7K | 0.16 |
| COPT Defense Properties | Long | Equity-common | US | $38K | 2K | 0.02 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $200K | – | 0.09 |
| Coterra Energy Inc | Long | Equity-common | US | $233K | 9K | 0.10 |
| CPI CG Inc | Long | Debt | US | $72K | – | 0.03 |
| CPI CG Inc | Long | Debt | US | $62K | – | 0.03 |
| Credit Agricole SA | Long | Equity-common | FR | $40K | 3K | 0.02 |
| Crescent Energy Finance LLC | Long | Debt | US | $51K | – | 0.02 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $544K | 1K | 0.24 |
| CSX Corp | Long | Equity-common | US | $320K | 10K | 0.14 |
| Cummins Inc | Long | Equity-common | US | $238K | 859 | 0.11 |
| CURRENCY CONTRACT - EUR (UBS SECURITIES LLC) | Derivative-foreign exchange | US | $-9.51 | – | -0.00 | |
| CURRENCY CONTRACT - EUR (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-420.97 | – | -0.00 | |
| CURRENCY CONTRACT - NZD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-64.28 | – | -0.00 | |
| CURRENCY CONTRACT - SEK (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $-27.72 | – | -0.00 | |
| CURRENCY CONTRACT - TRY (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $13K | – | 0.01 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| CURRENCY CONTRACT - USD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $61.24 | – | 0.00 | |
| CURRENCY CONTRACT - USD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $40.52 | – | 0.00 | |
| CURRENCY CONTRACT - USD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $39.81 | – | 0.00 | |
| CURRENCY CONTRACT - USD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $27.07 | – | 0.00 | |
| CURRENCY CONTRACT - USD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $20.95 | – | 0.00 | |
| CURRENCY CONTRACT - USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-foreign exchange | US | $-2.43 | – | -0.00 | |
| CURRENCY CONTRACT - USD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-26.11 | – | -0.00 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $-56.58 | – | -0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| CURRENCY CONTRACT - ZAR (MIZUHO CAPITAL MARKETS LLC) | Derivative-foreign exchange | US | $-231.51 | – | -0.00 | |
| Curtiss-Wright Corp | Long | Equity-common | US | $171K | 632 | 0.08 |
| CVS Health Corp | Long | Equity-common | US | $325K | 6K | 0.15 |
| Daito Trust Construction Co Ltd | Long | Equity-common | JP | $41K | 400 | 0.02 |
| Daiwa House Industry Co Ltd | Long | Equity-common | JP | $59K | 2K | 0.03 |
| Danone SA | Long | Equity-common | FR | $87K | 1K | 0.04 |
| Danske Bank A/S | Long | Debt | DK | $265K | – | 0.12 |
| Danske Bank A/S | Long | Equity-common | DK | $62K | 2K | 0.03 |
| Datadog Inc | Long | Equity-common | US | $315K | 2K | 0.14 |
| DaVita Inc | Long | Debt | US | $63K | – | 0.03 |
| DBS Group Holdings Ltd | Long | Equity-common | SG | $52K | 2K | 0.02 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $874K | – | 0.39 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $1M | – | 0.46 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $494K | – | 0.22 |
| DCC PLC | Long | Equity-common | IE | $10K | 138 | 0.00 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp (DELEK LOG PART/FINANCE) | Long | Debt | US | $72K | – | 0.03 |
| Delta Air Lines Inc | Long | Equity-common | US | $70K | 1K | 0.03 |
| Deutsche Boerse AG | Long | Equity-common | DE | $44K | 215 | 0.02 |
| Deutsche Telekom AG | Long | Equity-common | DE | $125K | 5K | 0.06 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $46K | – | 0.02 |
| Diamondback Energy Inc | Long | Equity-common | US | $269K | 1K | 0.12 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $66K | – | 0.03 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $996K | – | 0.44 |
| DNB Bank ASA | Long | Equity-common | NO | $65K | 3K | 0.03 |
| Dollar General Corp | Long | Equity-common | US | $288K | 2K | 0.13 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $571K | – | 0.25 |
| Donaldson Co Inc | Long | Equity-common | US | $224K | 3K | 0.10 |
| Dover Corp | Long | Equity-common | US | $304K | 2K | 0.14 |
| Dow Inc | Long | Equity-common | US | $286K | 5K | 0.13 |
| Dream Finders Homes Inc | Long | Debt | US | $72K | – | 0.03 |
| Dryden 87 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.45 |
| DT Midstream Inc | Long | Debt | US | $65K | – | 0.03 |
| DTE Energy Co | Long | Equity-common | US | $234K | 2K | 0.10 |
| Duke Energy Corp | Long | Debt | US | $128K | – | 0.06 |
| Dun & Bradstreet Holdings Inc | Long | Equity-common | US | $66K | 7K | 0.03 |
| East Japan Railway Co | Long | Equity-common | JP | $25K | 2K | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $108K | – | 0.05 |
| Edison International | Long | Equity-common | US | $267K | 4K | 0.12 |
| Eiffage SA | Long | Equity-common | FR | $32K | 348 | 0.01 |
| Elbit Systems Ltd | Long | Equity-common | IL | $32K | 186 | 0.01 |
| Elevance Health Inc | Long | Equity-common | US | $834K | 2K | 0.37 |
| Eli Lilly & Co | Long | Equity-common | US | $2M | 2K | 0.80 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $71K | – | 0.03 |
| Enagas SA | Long | Equity-common | ES | $208.18 | 14 | 0.00 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $71K | – | 0.03 |
| Encompass Health Corp | Long | Debt | US | $66K | – | 0.03 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $72K | 14K | 0.03 |
| Enerflex Ltd | Long | Debt | CA | $71K | – | 0.03 |
| Energizer Holdings Inc | Long | Debt | US | $66K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $447K | – | 0.20 |
| Energy Transfer LP | Long | Debt | US | $70K | – | 0.03 |
| Eni SpA | Long | Equity-common | IT | $81K | 5K | 0.04 |
| EnLink Midstream LLC | Long | Debt | US | $68K | – | 0.03 |
| Entegris Inc | Long | Debt | US | $63K | – | 0.03 |
| Entergy Corp | Long | Equity-common | US | $199K | 2K | 0.09 |
| EOG Resources Inc | Long | Equity-common | US | $335K | 3K | 0.15 |
| Equitable Holdings Inc | Long | Equity-common | US | $142K | 3K | 0.06 |
| Equity Residential | Long | Equity-common | US | $267K | 4K | 0.12 |
| Erste Group Bank AG | Long | Equity-common | AT | $74K | 2K | 0.03 |
| Essent Group Ltd | Long | Equity-common | US | $216K | 4K | 0.10 |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | $399K | – | 0.18 | |
| Evergy Inc | Long | Equity-common | US | $191K | 4K | 0.09 |
| Evonik Industries AG | Long | Equity-common | DE | $59K | 3K | 0.03 |
| Exeter Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $199K | – | 0.09 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $272K | – | 0.12 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $685K | – | 0.31 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $512K | – | 0.23 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $493K | – | 0.22 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.98 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $600K | – | 0.27 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $530K | – | 0.24 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $455K | – | 0.20 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $454K | – | 0.20 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $361K | – | 0.16 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $298K | – | 0.13 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $275K | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $254K | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $52K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Equity-preferred | US | $720K | 50 | 0.32 |
| Ferrovial SE | Long | Equity-common | NL | $388.48 | 10 | 0.00 |
| Fiesta Purchaser Inc | Long | Debt | US | $72K | – | 0.03 |
| Flagstar Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $658K | – | 0.29 |
| Flagstar Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $160K | – | 0.07 |
| Flagstar Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $313K | – | 0.14 |
| Flagstar Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $634K | – | 0.28 |
| Flagstar Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $434K | – | 0.19 |
| Fortive Corp | Long | Equity-common | US | $238K | 3K | 0.11 |
| Fortress Intermediate 3 Inc | Long | Debt | US | $72K | – | 0.03 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $68K | – | 0.03 |
| Foundation Building Materials Inc | Long | Debt | US | $62K | – | 0.03 |
| Freddie Mac Multiclass Certificates Series 2021-P011 | Long | ABS-mortgage backed security | US | $123K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $458K | – | 0.20 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $134K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $104K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.53 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $500K | – | 0.22 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $390K | – | 0.17 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $388K | – | 0.17 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $335K | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $162K | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $135K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $94K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $80K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.45 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $205K | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $420K | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $317K | – | 0.14 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $310K | – | 0.14 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Freedom Mortgage Corp | Long | Debt | US | $184K | – | 0.08 |
| Freedom Mortgage Corp | Long | Debt | US | $68K | – | 0.03 |
| FREMF 2016-K57 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $904K | – | 0.40 |
| FREMF 2016-K57 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FREMF 2016-K57 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $993.57 | – | 0.00 |
| GAM Re-REMIC Trust 2021-FRR1 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $782K | – | 0.35 |
| GAM Re-REMIC Trust 2021-FRR1 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $555K | – | 0.25 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $145K | – | 0.06 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $131K | – | 0.06 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $120K | – | 0.05 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $119K | – | 0.05 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $115K | – | 0.05 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $111K | – | 0.05 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $195K | – | 0.09 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $72K | – | 0.03 |
| Gaming and Leisure Properties Inc | Long | Equity-common | US | $234K | 5K | 0.10 |
| Gap Inc/The | Long | Debt | US | $59K | – | 0.03 |
| Garda World Security Corp | Long | Debt | CA | $177K | – | 0.08 |
| Garda World Security Corp | Long | Debt | CA | $64K | – | 0.03 |
| Garmin Ltd | Long | Equity-common | CH | $253K | 2K | 0.11 |
| Gates Corp/DE (GATES CORPORATION/DE) | Long | Debt | US | $71K | – | 0.03 |
| GCI LLC | Long | Debt | US | $64K | – | 0.03 |
| General Mills Inc | Long | Equity-common | US | $105K | 2K | 0.05 |
| General Motors Co | Long | Equity-common | US | $194K | 4K | 0.09 |
| Genpact Ltd | Long | Equity-common | US | $111K | 3K | 0.05 |
| Gentex Corp | Long | Equity-common | US | $222K | 7K | 0.10 |
| Getlink SE | Long | Equity-common | FR | $37K | 2K | 0.02 |
| GFL Environmental Inc | Long | Debt | CA | $69K | – | 0.03 |
| GFL Environmental Inc | Long | Debt | CA | $65K | – | 0.03 |
| Gilead Sciences Inc | Long | Equity-common | US | $348K | 5K | 0.16 |
| Givaudan SA | Long | Equity-common | CH | $14K | 3 | 0.01 |
| Global Infrastructure Solutions Inc | Long | Debt | US | $66K | – | 0.03 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $72K | – | 0.03 |
| GM Financial Automobile Leasing Trust 2022-3 | Long | ABS-other | US | $397K | – | 0.18 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $77K | 171 | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $483K | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $194K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Graco Inc | Long | Equity-common | US | $86K | 1K | 0.04 |
| Graham Holdings Co | Long | Debt | US | $70K | – | 0.03 |
| Graham Packaging Co Inc (GRAHAM PACKAGING/GPC CAP) | Long | Debt | US | $66K | – | 0.03 |
| Gray Television Inc | Long | Debt | US | $40K | – | 0.02 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $587K | – | 0.26 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $623K | – | 0.28 |
| GS Mortgage Securities Trust 2019-GC39 | Long | ABS-mortgage backed security | US | $479K | – | 0.21 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ2 | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2020-NQM1 | Long | ABS-mortgage backed security | US | $144K | – | 0.06 |
| GSK PLC | Long | Equity-common | GB | $44K | 2K | 0.02 |
| H&R Block Inc | Long | Equity-common | US | $231K | 4K | 0.10 |
| Halliburton Co | Long | Equity-common | US | $39K | 1K | 0.02 |
| Hannover Rueck SE | Long | Equity-common | DE | $34K | 136 | 0.02 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $251K | 2K | 0.11 |
| HCA Healthcare Inc | Long | Equity-common | US | $235K | 732 | 0.10 |
| HCA Inc | Long | Debt | US | $63K | – | 0.03 |
| Helvetia Holding AG | Long | Equity-common | CH | $21K | 157 | 0.01 |
| Henkel AG & Co KGaA | Long | Equity-preferred | DE | $78K | 876 | 0.03 |
| Hess Midstream Operations LP | Long | Debt | US | $184K | – | 0.08 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $195K | 9K | 0.09 |
| Hikma Pharmaceuticals PLC | Long | Equity-common | JO | $33K | 1K | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $68K | – | 0.03 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $63K | – | 0.03 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $39K | 177 | 0.02 |
| HKT Trust & HKT Ltd | Long | Equity-common | HK | $34K | 30K | 0.02 |
| Holcim AG | Long | Equity-common | CH | $101K | 1K | 0.05 |
| Honda Auto Receivables 2024-1 Owner Trust (Honda Auto Receivables Owner T) | Long | ABS-other | US | $351K | – | 0.16 |
| Honda Motor Co Ltd | Long | Equity-common | JP | $61K | 6K | 0.03 |
| Host Hotels & Resorts Inc | Long | Equity-common | US | $131K | 7K | 0.06 |
| HSBC Holdings PLC | Long | Equity-common | GB | $219K | 25K | 0.10 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $799K | – | 0.36 |
| Hudbay Minerals Inc | Long | Debt | CA | $250K | – | 0.11 |
| Humana Inc | Long | Equity-common | US | $123K | 328 | 0.05 |
| Hundred Acre Wood Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $611K | – | 0.27 |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | Long | Debt | PE | $217K | – | 0.10 |
| Iberdrola SA | Long | Equity-common | ES | $53K | 4K | 0.02 |
| Illuminate Buyer LLC / Illuminate Holdings IV Inc (ILLUMINATE BUYER/HLDG) | Long | Debt | US | $71K | – | 0.03 |
| Imola Merger Corp | Long | Debt | US | $65K | – | 0.03 |
| Imperial Brands PLC | Long | Equity-common | GB | $70K | 3K | 0.03 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $9K | 185 | 0.00 |
| ING Groep NV | Long | Equity-common | NL | $51K | 3K | 0.02 |
| Ingersoll Rand Inc | Long | Equity-common | US | $482K | 5K | 0.22 |
| Ingredion Inc | Long | Equity-common | US | $220K | 2K | 0.10 |
| Installed Building Products Inc | Long | Debt | US | $69K | – | 0.03 |
| Insurance Australia Group Ltd | Long | Equity-common | AU | $64K | 13K | 0.03 |
| Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC | Long | Debt | CA | $68K | – | 0.03 |
| Interactive Brokers Group Inc | Long | Equity-common | US | $144K | 1K | 0.06 |
| Interface Inc | Long | Debt | US | $66K | – | 0.03 |
| International Bancshares Corp | Long | Equity-common | US | $137K | 2K | 0.06 |
| International Business Machines Corp (IBM) | Long | Equity-common | US | $299K | 2K | 0.13 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $84K | 23K | 0.04 |
| Intuit Inc | Long | Equity-common | US | $90K | 137 | 0.04 |
| Intuitive Surgical Inc | Long | Equity-common | US | $627K | 1K | 0.28 |
| Invitation Homes Inc | Long | Equity-common | US | $121K | 3K | 0.05 |
| Iridium Communications Inc | Long | Equity-common | US | $110K | 4K | 0.05 |
| Iris Holdings Inc | Long | Debt | US | $58K | – | 0.03 |
| IRS BRL (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-21K | – | -0.01 | |
| IRS BRL (BNP PARIBAS) | Derivative-interest rate | FR | $-23K | – | -0.01 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-78K | – | -0.04 | |
| IRS MXN (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $1K | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-29K | – | -0.01 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-70K | – | -0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $22K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-338K | – | -0.15 | |
| iShares Core S&P Mid-Cap ETF | Long | Equity-common | US | $5M | 77K | 2.01 |
| iShares MSCI EAFE Value ETF | Long | Equity-common | US | $211K | 4K | 0.09 |
| iShares Russell 1000 Value ETF | Long | Equity-common | US | $35K | 201 | 0.02 |
| J.P. Morgan Mortgage Trust 2019-2 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| J.P. Morgan Mortgage Trust 2022-5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $710K | – | 0.32 |
| Jacobs Solutions Inc | Long | Equity-common | US | $248K | 2K | 0.11 |
| Japan Airlines Co Ltd | Long | Equity-common | JP | $9K | 600 | 0.00 |
| Japan Post Bank Co Ltd | Long | Equity-common | JP | $62K | 7K | 0.03 |
| Japan Tobacco Inc | Long | Equity-common | JP | $79K | 3K | 0.04 |
| Jardine Matheson Holdings Ltd | Long | Equity-common | HK | $21K | 600 | 0.01 |
| JFE Holdings Inc | Long | Equity-common | JP | $53K | 4K | 0.02 |
| Johnson & Johnson | Long | Equity-common | US | $783K | 5K | 0.35 |
| Johnson Controls International plc | Long | Equity-common | US | $253K | 4K | 0.11 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC | Long | ABS-mortgage backed security | US | $764K | – | 0.34 |
| JP Morgan Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $314K | – | 0.14 |
| JP Morgan Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $709K | – | 0.32 |
| JP Morgan Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $883K | – | 0.39 |
| JP Morgan Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $576K | – | 0.26 |
| JP MORGAN MORTGAGE TRUST 2018-5 | Long | ABS-mortgage backed security | US | $739K | – | 0.33 |
| JP Morgan Mortgage Trust 2018-8 | Long | ABS-mortgage backed security | US | $94K | – | 0.04 |
| JP Morgan Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| JP Morgan Mortgage Trust 2019-5 | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| JP Morgan Mortgage Trust 2019-INV1 | Long | ABS-mortgage backed security | US | $840K | – | 0.37 |
| JP Morgan Mortgage Trust 2019-LTV2 | Long | ABS-mortgage backed security | US | $481K | – | 0.21 |
| JP Morgan Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $135K | – | 0.06 |
| JP Morgan Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $662K | – | 0.30 |
| JPMDB Commercial Mortgage Securities Trust 2018-C8 | Long | ABS-mortgage backed security | US | $333K | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.73 |
| JPMorgan Chase & Co | Long | Debt | US | $18K | – | 0.01 |
| JPY CALL VERSUS USD PUT (BNP PARIBAS) | Derivative-foreign exchange | FR | $113.99 | – | 0.00 | |
| Kao Corp | Long | Equity-common | JP | $24K | 600 | 0.01 |
| Kinetik Holdings LP | Long | Debt | US | $69K | – | 0.03 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $56K | 4K | 0.02 |
| KLA Corp | Long | Equity-common | US | $169K | 205 | 0.08 |
| Klepierre SA | Long | Equity-common | FR | $56K | 2K | 0.03 |
| Kodiak Gas Services LLC | Long | Debt | US | $72K | – | 0.03 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $45K | 555 | 0.02 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $78K | 3K | 0.03 |
| Koninklijke KPN NV | Long | Equity-common | NL | $65K | 17K | 0.03 |
| Kraft Heinz Co/The | Long | Equity-common | US | $237K | 7K | 0.11 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $175K | – | 0.08 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $65K | – | 0.03 |
| Las Vegas Sands Corp | Long | Equity-common | US | $352K | 8K | 0.16 |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $748K | – | 0.33 |
| LCM Investments Holdings II LLC | Long | Debt | US | $66K | – | 0.03 |
| LCM XV LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.34 |
| LCM XXII Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $748K | – | 0.33 |
| Leidos Holdings Inc | Long | Equity-common | US | $237K | 2K | 0.11 |
| Leonardo SpA | Long | Equity-common | IT | $63K | 3K | 0.03 |
| LifePoint Health Inc | Long | Debt | US | $72K | – | 0.03 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $70K | – | 0.03 |
| Lithia Motors Inc | Long | Debt | US | $62K | – | 0.03 |
| Loews Corp | Long | Equity-common | US | $245K | 3K | 0.11 |
| LPL Financial Holdings Inc | Long | Equity-common | US | $252K | 902 | 0.11 |
| LSF11 A5 HoldCo LLC | Long | Debt | US | $62K | – | 0.03 |
| Lululemon Athletica Inc | Long | Equity-common | CA | $306K | 1K | 0.14 |
| LyondellBasell Industries NV | Long | Equity-common | US | $249K | 3K | 0.11 |
| M/I Homes Inc | Long | Debt | US | $62K | – | 0.03 |
| M&G PLC | Long | Equity-common | GB | $16K | 6K | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $67K | – | 0.03 |
| Madison IAQ LLC | Long | Debt | US | $65K | – | 0.03 |
| Magnetite XXVI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $953K | – | 0.43 |
| ManpowerGroup Inc | Long | Equity-common | US | $37K | 528 | 0.02 |
| Marathon Petroleum Corp | Long | Equity-common | US | $267K | 2K | 0.12 |
| MAREX CAPITAL MARKETS INC (MAREX CAPITAL MARKETS INC.) | Long | Repurchase agreement | US | $1M | – | 0.54 |
| Marlette Funding Trust 2022-3 | Long | ABS-other | US | $1K | – | 0.00 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $354K | 2K | 0.16 |
| Marvell Technology Inc | Long | Equity-common | US | $161K | 2K | 0.07 |
| Masco Corp | Long | Equity-common | US | $66K | 991 | 0.03 |
| Masterbrand Inc | Long | Debt | US | $71K | – | 0.03 |
| Matador Resources Co | Long | Debt | US | $71K | – | 0.03 |
| Matador Resources Co | Long | Equity-common | US | $62K | 1K | 0.03 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $66K | – | 0.03 |
| Mativ Holdings Inc | Long | Debt | US | $70K | – | 0.03 |
| MatsukiyoCocokara & Co | Long | Equity-common | JP | $30K | 2K | 0.01 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $531K | 7K | 0.24 |
| McDonald's Holdings Co Japan Ltd (McDonald's Japan) | Long | Equity-common | JP | $47K | 1K | 0.02 |
| McGraw-Hill Education Inc | Long | Debt | US | $68K | – | 0.03 |
| McKesson Corp | Long | Equity-common | US | $273K | 467 | 0.12 |
| MED Commercial Mortgage Trust 2024-MOB (MED Trust) | Long | ABS-mortgage backed security | US | $996K | – | 0.44 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $747K | – | 0.33 |
| Medibank Pvt Ltd | Long | Equity-common | AU | $48K | 19K | 0.02 |
| Mediobanca Banca di Credito Finanziario SpA | Long | Equity-common | IT | $14.64 | 1 | 0.00 |
| Medline Borrower LP | Long | Debt | US | $65K | – | 0.03 |
| Medtronic PLC | Long | Equity-common | IE | $375K | 5K | 0.17 |
| MEIJI Holdings Co Ltd | Long | Equity-common | JP | $52K | 2K | 0.02 |
| Mello Mortgage Capital Acceptance 2018-MTG2 | Long | ABS-mortgage backed security | US | $397K | – | 0.18 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $20K | 290 | 0.01 |
| Merck & Co Inc | Long | Equity-common | US | $194K | 2K | 0.09 |
| Meta Platforms Inc | Long | Equity-common | US | $2M | 5K | 1.04 |
| MetLife Inc | Long | Equity-common | US | $302K | 4K | 0.13 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $1M | – | 0.59 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | KY | $179K | – | 0.08 |
| MGIC Investment Corp | Long | Equity-common | US | $253K | 12K | 0.11 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $183K | – | 0.08 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $67K | – | 0.03 |
| Michaels Cos Inc/The | Long | Debt | US | $56K | – | 0.03 |
| Micron Technology Inc | Long | Equity-common | US | $738K | 6K | 0.33 |
| Microsoft Corp | Long | Equity-common | US | $6M | 13K | 2.53 |
| Mill City Solar Loan 2019-2 Ltd | Long | ABS-other | KY | $236K | – | 0.11 |
| Minerva Luxembourg SA | Long | Debt | LU | $208K | – | 0.09 |
| Mitsubishi Chemical Group Corp | Long | Equity-common | JP | $47K | 8K | 0.02 |
| Mitsui Chemicals Inc | Long | Equity-common | JP | $25K | 900 | 0.01 |
| ModivCare Inc | Long | Debt | US | $71K | – | 0.03 |
| Molson Coors Beverage Co | Long | Equity-common | US | $50K | 987 | 0.02 |
| Mondelez International Inc | Long | Equity-common | US | $592K | 9K | 0.26 |
| Mondi PLC | Long | Equity-common | GB | $50K | 3K | 0.02 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.56 |
| Morgan Stanley | Long | Debt | US | $990K | – | 0.44 |
| Morgan Stanley | Long | Debt | US | $725K | – | 0.32 |
| Morgan Stanley | Long | Debt | US | $6K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $2K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $1K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $197K | – | 0.09 |
| Mosaic Solar Loans 2017-2 LLC (Mosaic Solar Loans LLC) | Long | ABS-other | US | $694K | – | 0.31 |
| Moss Creek Resources Holdings Inc (MOSS CREEK RESOURCES HLD) | Long | Debt | US | $70K | – | 0.03 |
| MPH Acquisition Holdings LLC | Long | Debt | US | $53K | – | 0.02 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $46K | – | 0.02 |
| MSC Industrial Direct Co Inc | Long | Equity-common | US | $177K | 2K | 0.08 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $78K | 78K | 0.03 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $351K | – | 0.16 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Munich Re) | Long | Equity-common | DE | $55K | 110 | 0.02 |
| Murphy Oil Corp | Long | Debt | US | $71K | – | 0.03 |
| Murphy Oil USA Inc | Long | Debt | US | $70K | – | 0.03 |
| MXN CALL VERSUS EUR PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $129.21 | – | 0.00 | |
| National Fuel Gas Co | Long | Equity-common | US | $170K | 3K | 0.08 |
| National Grid PLC | Long | Equity-common | GB | $66K | 6K | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $251K | – | 0.11 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $181K | – | 0.08 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $64K | – | 0.03 |
| Navient Corp | Long | Debt | US | $64K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2019-F (Navient Student Loan Trust) | Long | ABS-other | US | $282K | – | 0.13 |
| Navient Private Education Refi Loan Trust 2019-G (Navient Student Loan Trust) | Long | ABS-other | US | $121K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2020-B (Navient Student Loan Trust) | Long | ABS-other | US | $266K | – | 0.12 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $287K | – | 0.13 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $119K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2021-B (Navient Student Loan Trust) | Long | ABS-other | US | $96K | – | 0.04 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $183K | – | 0.08 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $73K | – | 0.03 |
| NCR Atleos Corp (NCR ATLEOS LLC) | Long | Debt | US | $76K | – | 0.03 |
| NESCO Holdings II Inc | Long | Debt | US | $65K | – | 0.03 |
| NetApp Inc | Long | Equity-common | US | $234K | 2K | 0.10 |
| Netflix Inc | Long | Equity-common | US | $867K | 1K | 0.39 |
| Netflix Inc | Long | Debt | US | $46K | – | 0.02 |
| Neuberger Berman CLO XVII Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $622K | – | 0.28 |
| Neuberger Berman Loan Advisers CLO 25 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.45 |
| Neuberger Berman Loan Advisers CLO 33 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.34 |
| New Enterprise Stone & Lime Co Inc | Long | Debt | US | $71K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $264K | – | 0.12 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $71K | – | 0.03 |
| NIKE Inc | Long | Equity-common | US | $114K | 2K | 0.05 |
| NIPPON EXPRESS HOLDINGS INC | Long | Equity-common | JP | $46K | 1K | 0.02 |
| Nippon Steel Corp | Long | Equity-common | JP | $66K | 3K | 0.03 |
| Nippon Telegraph & Telephone Corp (NTT) | Long | Equity-common | JP | $42K | 45K | 0.02 |
| Nippon Yusen KK | Long | Equity-common | JP | $58K | 2K | 0.03 |
| NiSource Inc | Long | Equity-common | US | $224K | 8K | 0.10 |
| Nitto Denko Corp | Long | Equity-common | JP | $40K | 500 | 0.02 |
| NN Group NV | Long | Equity-common | NL | $63K | 1K | 0.03 |
| Nomura Real Estate Holdings Inc | Long | Equity-common | JP | $13K | 500 | 0.01 |
| Nordson Corp | Long | Equity-common | US | $79K | 340 | 0.04 |
| Northern Trust Corp | Long | Debt | US | $19K | – | 0.01 |
| Northwestern Energy Group Inc | Long | Equity-common | US | $119K | 2K | 0.05 |
| NOVA Chemicals Corp | Long | Debt | CA | $74K | – | 0.03 |
| Novartis AG | Long | Equity-common | CH | $268K | 3K | 0.12 |
| Novelis Corp | Long | Debt | US | $174K | – | 0.08 |
| Novelis Corp | Long | Debt | US | $61K | – | 0.03 |
| Novo Nordisk A/S | Long | Equity-common | DK | $48K | 333 | 0.02 |
| Nufarm Australia Ltd / Nufarm Americas Inc (NUFARM AUSTRALIA/AMERICA) | Long | Debt | AU | $64K | – | 0.03 |
| NVIDIA Corp | Long | Equity-common | US | $5M | 40K | 2.22 |
| NYACK Park CLO Ltd (Nyack Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.22 |
| OBX 2019-INV2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| OCI NV | Long | Equity-common | NL | $25K | 1K | 0.01 |
| OCP CLO Ltd (OSD CLO 2023-27, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.22 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $206K | – | 0.09 |
| Octagon Investment Partners 43 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $655K | – | 0.29 |
| Octagon Loan Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.11 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.11 |
| Old Republic International Corp | Long | Equity-common | US | $122K | 4K | 0.05 |
| OMV AG | Long | Equity-common | AT | $54K | 1K | 0.02 |
| ONE Gas Inc | Long | Equity-common | US | $93K | 1K | 0.04 |
| OneMain Finance Corp | Long | Debt | US | $173K | – | 0.08 |
| OneMain Finance Corp | Long | Debt | US | $70K | – | 0.03 |
| OneMain Holdings Inc | Long | Equity-common | US | $145K | 3K | 0.06 |
| ONEOK Inc | Long | Equity-common | US | $287K | 4K | 0.13 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $45K | 3K | 0.02 |
| Open Text Corp | Long | Debt | CA | $65K | – | 0.03 |
| Oracle Corp Japan | Long | Equity-common | JP | $14K | 200 | 0.01 |
| Orange SA | Long | Equity-common | FR | $63K | 6K | 0.03 |
| Origin Energy Ltd | Long | Equity-common | AU | $50K | 7K | 0.02 |
| Orion Oyj | Long | Equity-common | FI | $36K | 835 | 0.02 |
| Orkla ASA | Long | Equity-common | NO | $39K | 5K | 0.02 |
| Osaka Gas Co Ltd | Long | Equity-common | JP | $55K | 3K | 0.02 |
| Otsuka Holdings Co Ltd | Long | Equity-common | JP | $51K | 1K | 0.02 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $63K | – | 0.03 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $89K | 8K | 0.04 |
| Owens & Minor Inc | Long | Debt | US | $64K | – | 0.03 |
| Owens Corning | Long | Equity-common | US | $167K | 961 | 0.07 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $70K | – | 0.03 |
| Palmer Square CLO 2023-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $761K | – | 0.34 |
| Palo Alto Networks Inc | Long | Equity-common | US | $407K | 1K | 0.18 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $211K | – | 0.09 |
| Panther Escrow Issuer LLC | Long | Debt | US | $71K | – | 0.03 |
| Paramount Global | Long | Debt | US | $130K | – | 0.06 |
| Paramount Global | Long | Debt | US | $57K | – | 0.03 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $106K | 7K | 0.05 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $71K | – | 0.03 |
| Parker-Hannifin Corp | Long | Equity-common | US | $523K | 1K | 0.23 |
| Paychex Inc | Long | Equity-common | US | $202K | 2K | 0.09 |
| Pearson PLC | Long | Equity-common | GB | $57K | 5K | 0.03 |
| Pentair PLC | Long | Equity-common | GB | $56K | 729 | 0.02 |
| PepsiCo Inc | Long | Equity-common | US | $283K | 2K | 0.13 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $183K | – | 0.08 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $69K | – | 0.03 |
| Petroleos del Peru SA | Long | Debt | PE | $169K | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $191K | – | 0.09 |
| PG&E Corp | Long | Equity-common | US | $61K | 3K | 0.03 |
| Philip Morris International Inc | Long | Equity-common | US | $464K | 5K | 0.21 |
| Phillips 66 | Long | Equity-common | US | $307K | 2K | 0.14 |
| Pluspetrol Camisea SA / Pluspetrol Lote 56 SA (PLUSPETROL CAM/PLUS LOTE) | Long | Debt | PE | $150K | – | 0.07 |
| Post Holdings Inc | Long | Debt | US | $64K | – | 0.03 |
| Poste Italiane SpA | Long | Equity-common | IT | $54K | 4K | 0.02 |
| Power Assets Holdings Ltd | Long | Equity-common | HK | $49K | 9K | 0.02 |
| PPG Industries Inc | Long | Equity-common | US | $206K | 2K | 0.09 |
| PRA Group Inc | Long | Debt | US | $60K | – | 0.03 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $15K | – | 0.01 |
| Primo Water Holdings Inc | Long | Debt | US | $65K | – | 0.03 |
| Procter & Gamble Co/The | Long | Equity-common | US | $520K | 3K | 0.23 |
| Progressive Corp/The | Long | Equity-common | US | $55K | 266 | 0.02 |
| Provident Funding Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $236K | – | 0.11 |
| Prudential Financial Inc | Long | Equity-common | US | $291K | 2K | 0.13 |
| QBE Insurance Group Ltd | Long | Equity-common | AU | $54K | 5K | 0.02 |
| QUALCOMM Inc | Long | Equity-common | US | $228K | 1K | 0.10 |
| Raising Cane's Restaurants LLC | Long | Debt | US | $76K | – | 0.03 |
| Raizen Fuels Finance SA | Long | Debt | LU | $204K | – | 0.09 |
| Ralph Lauren Corp | Long | Equity-common | US | $101K | 577 | 0.05 |
| RATE Mortgage Trust 2021-HB1 | Long | ABS-mortgage backed security | US | $344K | – | 0.15 |
| RCKT Mortgage Trust 2021-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $361K | – | 0.16 |
| RCKT Mortgage Trust 2021-4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $497K | – | 0.22 |
| Reckitt Benckiser Group PLC | Long | Equity-common | GB | $22K | 401 | 0.01 |
| Redeia Corp SA | Long | Equity-common | ES | $57K | 3K | 0.03 |
| Regency Centers Corp | Long | Equity-common | US | $216K | 3K | 0.10 |
| Reinsurance Group of America Inc | Long | Equity-common | US | $257K | 1K | 0.11 |
| RELX PLC | Long | Equity-common | GB | $53K | 1K | 0.02 |
| Repligen Corp | Long | Equity-common | US | $234K | 2K | 0.10 |
| Repsol SA | Long | Equity-common | ES | $47K | 3K | 0.02 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $229K | – | 0.10 |
| Republic Services Inc | Long | Equity-common | US | $199K | 1K | 0.09 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $95K | – | 0.04 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $78K | – | 0.03 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $72K | – | 0.03 |
| Rio Tinto Ltd | Long | Equity-common | AU | $96K | 1K | 0.04 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $73K | – | 0.03 |
| Rithm Capital Corp | Long | Equity-common | US | $233K | 21K | 0.10 |
| RLJ Lodging Trust LP | Long | Debt | US | $176K | – | 0.08 |
| ROBLOX Corp | Long | Equity-common | US | $297K | 8K | 0.13 |
| Roche Holding AG | Long | Equity-common | CH | $17K | 62 | 0.01 |
| Rollins Inc | Long | Equity-common | US | $216K | 4K | 0.10 |
| Romanian Government International Bond | Long | Debt | RO | $56K | – | 0.03 |
| Ross Stores Inc | Long | Equity-common | US | $656K | 5K | 0.29 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $179K | – | 0.08 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $69K | – | 0.03 |
| RPM International Inc | Long | Equity-common | US | $154K | 1K | 0.07 |
| Sabra Health Care REIT Inc | Long | Equity-common | US | $168K | 11K | 0.08 |
| Sage Group PLC/The | Long | Equity-common | GB | $49K | 4K | 0.02 |
| Salesforce Inc | Long | Equity-common | US | $355K | 1K | 0.16 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $69K | – | 0.03 |
| Sanofi SA | Long | Equity-common | FR | $164K | 2K | 0.07 |
| Santos Ltd | Long | Equity-common | AU | $8K | 2K | 0.00 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $68K | – | 0.03 |
| Scout24 SE | Long | Equity-common | DE | $32K | 420 | 0.01 |
| Scripps Escrow II Inc | Long | Debt | US | $49K | – | 0.02 |
| Sealed Air Corp | Long | Debt | US | $66K | – | 0.03 |
| Secom Co Ltd | Long | Equity-common | JP | $53K | 900 | 0.02 |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $25K | 2K | 0.01 |
| Sekisui House Ltd | Long | Equity-common | JP | $38K | 2K | 0.02 |
| Select Medical Corp | Long | Debt | US | $70K | – | 0.03 |
| Sempra | Long | Equity-common | US | $285K | 4K | 0.13 |
| Sensata Technologies Inc | Long | Debt | US | $61K | – | 0.03 |
| Sequoia Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $944K | – | 0.42 |
| Sequoia Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $922K | – | 0.41 |
| Sequoia Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| Sequoia Mortgage Trust 2019-CH2 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Sequoia Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $500K | – | 0.22 |
| ServiceNow Inc | Long | Equity-common | US | $444K | 564 | 0.20 |
| Shackleton 2019-XV CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $551K | – | 0.25 |
| Shell PLC | Long | Equity-common | GB | $183K | 5K | 0.08 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $580K | 2K | 0.26 |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed (SIMMONS FOOD INC/SIMMONS) | Long | Debt | US | $62K | – | 0.03 |
| Singapore Technologies Engineering Ltd (ST Engineering) | Long | Equity-common | SG | $49K | 15K | 0.02 |
| Sirius XM Radio Inc | Long | Debt | US | $174K | – | 0.08 |
| Sirius XM Radio Inc | Long | Debt | US | $67K | – | 0.03 |
| SLM Corp | Long | Equity-common | US | $38K | 2K | 0.02 |
| Smiths Group PLC | Long | Equity-common | GB | $42K | 2K | 0.02 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $74K | – | 0.03 |
| Snap-on Inc | Long | Equity-common | US | $229K | 877 | 0.10 |
| Sofi Professional Loan Program 2019-C LLC (Social Professional Loan Progr) | Long | ABS-other | US | $509K | – | 0.23 |
| SoFi Professional Loan Program 2020-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $146K | – | 0.06 |
| SoftBank Corp | Long | Equity-common | JP | $84K | 7K | 0.04 |
| Sompo Holdings Inc | Long | Equity-common | JP | $69K | 3K | 0.03 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Debt | US | $60K | – | 0.03 |
| South Jersey Industries Inc | Long | Debt | US | $166K | – | 0.07 |
| Southwestern Energy Co | Long | Debt | US | $185K | – | 0.08 |
| Southwestern Energy Co | Long | Debt | US | $68K | – | 0.03 |
| Spark New Zealand Ltd | Long | Equity-common | NZ | $22K | 9K | 0.01 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $228K | 4K | 0.10 |
| Stagwell Global LLC (MIDAS OPCO HOLDINGS LLC) | Long | Debt | US | $65K | – | 0.03 |
| Standard Industries Inc/NJ | Long | Debt | US | $180K | – | 0.08 |
| Standard Industries Inc/NJ | Long | Debt | US | $59K | – | 0.03 |
| Star Parent Inc | Long | Debt | US | $74K | – | 0.03 |
| STATE OF WISCONSIN INVESTMENT BOARD | Long | Repurchase agreement | US | $1M | – | 0.49 |
| Station Casinos LLC | Long | Debt | US | $66K | – | 0.03 |
| STL Holding Co LLC | Long | Debt | US | $73K | – | 0.03 |
| Subaru Corp | Long | Equity-common | JP | $60K | 3K | 0.03 |
| Sumitomo Corp | Long | Equity-common | JP | $48K | 2K | 0.02 |
| SUMITOMO MITSU 07/05/2024 | Long | Debt | US | $550K | – | 0.25 |
| Summit Materials LLC / Summit Materials Finance Corp (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $68K | – | 0.03 |
| Suncorp Group Ltd | Long | Equity-common | AU | $50K | 4K | 0.02 |
| Sunnova Helios IX Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $338K | – | 0.15 |
| Sunnova Helios XI Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $275K | – | 0.12 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $66K | – | 0.03 |
| Sunrun Xanadu Issuer 2019-1 LLC (Sunrun Issuer) | Long | ABS-other | US | $237K | – | 0.11 |
| Swiss Prime Site AG | Long | Equity-common | CH | $42K | 439 | 0.02 |
| Swiss Re AG | Long | Equity-common | CH | $87K | 699 | 0.04 |
| Swisscom AG | Long | Equity-common | CH | $15K | 27 | 0.01 |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $24K | – | 0.01 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-15K | – | -0.01 | |
| SWOP IRS EUR (UBS AG) | Derivative-interest rate | CH | $-19K | – | -0.01 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $108K | – | 0.05 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $43K | – | 0.02 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $17K | – | 0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $15K | – | 0.01 | |
| SWOP IRS USD (UBS AG) | Derivative-interest rate | CH | $-2K | – | -0.00 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-36K | – | -0.02 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-40K | – | -0.02 | |
| Synchrony Financial | Long | Equity-common | US | $174K | 4K | 0.08 |
| Sysco Corp | Long | Equity-common | US | $49K | 691 | 0.02 |
| SYSCO CORP-DIS 07/01/2024 | Long | Debt | US | $3M | – | 1.56 |
| T-Mobile US Inc | Long | Equity-common | US | $382K | 2K | 0.17 |
| Takeda Pharmaceutical Co Ltd | Long | Equity-common | JP | $62K | 2K | 0.03 |
| Talos Production Inc | Long | Debt | US | $74K | – | 0.03 |
| Tapestry Inc | Long | Equity-common | US | $98K | 2K | 0.04 |
| TCW CLO 2023-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $755K | – | 0.34 |
| Telecom Italia Capital SA | Long | Debt | LU | $196K | – | 0.09 |
| Teleflex Inc | Long | Debt | US | $66K | – | 0.03 |
| Telefonica SA | Long | Equity-common | ES | $24K | 6K | 0.01 |
| Telenor ASA | Long | Equity-common | NO | $53K | 5K | 0.02 |
| Telstra Group Ltd | Long | Equity-common | AU | $22K | 9K | 0.01 |
| Tempur Sealy International Inc (TEMPUR SEALY INTL INC) | Long | Debt | US | $59K | – | 0.03 |
| Tenet Healthcare Corp | Long | Debt | US | $70K | – | 0.03 |
| Terna - Rete Elettrica Nazionale | Long | Equity-common | IT | $508.77 | 66 | 0.00 |
| Tesco PLC | Long | Equity-common | GB | $21K | 5K | 0.01 |
| Tesla Inc | Long | Equity-common | US | $235K | 1K | 0.10 |
| Texas Roadhouse Inc | Long | Equity-common | US | $170K | 991 | 0.08 |
| Thales SA | Long | Equity-common | FR | $21K | 130 | 0.01 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $439K | 793 | 0.20 |
| THL Credit Wind River 2017-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.27 |
| THPT 2023-THL Mortgage Trust (Tharaldson Hotel Portfolio Tru) | Long | ABS-mortgage backed security | US | $508K | – | 0.23 |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| TOPPAN Holdings Inc | Long | Equity-common | JP | $36K | 1K | 0.02 |
| Toray Industries Inc | Long | Equity-common | JP | $15K | 3K | 0.01 |
| Towd Point Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $701K | – | 0.31 |
| Trade Desk Inc/The | Long | Equity-common | US | $471K | 5K | 0.21 |
| Tradeweb Markets Inc | Long | Equity-common | US | $618K | 6K | 0.28 |
| TransAlta Corp | Long | Debt | CA | $73K | – | 0.03 |
| TransDigm Group Inc | Long | Equity-common | US | $422K | 330 | 0.19 |
| TransDigm Inc | Long | Debt | US | $69K | – | 0.03 |
| Travelers Cos Inc/The | Long | Equity-common | US | $272K | 1K | 0.12 |
| Trend Micro Inc/Japan | Long | Equity-common | JP | $16K | 400 | 0.01 |
| Trinseo Materials Operating SCA / Trinseo Materials Finance Inc (TRINSEO OP / TRINSEO FIN) | Long | Debt | LU | $20K | – | 0.01 |
| Triton Water Holdings Inc | Long | Debt | US | $68K | – | 0.03 |
| Tronox Inc | Long | Debt | US | $63K | – | 0.03 |
| TRS VOL GBPUSD STRIKE 6.5 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.6 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-3K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.625 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-3K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.187 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-5K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.2 (UBS AG) | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.2 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-5K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.555 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-6K | – | -0.00 | |
| TRY CALL VERSUS USD PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $20K | – | 0.01 | |
| Tryg A/S | Long | Equity-common | DK | $49K | 2K | 0.02 |
| Tyson Foods Inc | Long | Equity-common | US | $76K | 1K | 0.03 |
| Uber Technologies Inc | Long | Debt | US | $71K | – | 0.03 |
| UKG Inc | Long | Debt | US | $71K | – | 0.03 |
| Ukraine Government International Bond | Long | Debt | UA | $108K | – | 0.05 |
| UniCredit SpA | Long | Equity-common | IT | $92K | 2K | 0.04 |
| United Airlines Holdings Inc | Long | Debt | US | $70K | – | 0.03 |
| United Airlines Inc | Long | Debt | US | $179K | – | 0.08 |
| United Natural Foods Inc | Long | Debt | US | $63K | – | 0.03 |
| United Rentals North America Inc | Long | Debt | US | $61K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.85 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.62 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $530K | – | 0.24 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $455K | – | 0.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $439K | – | 0.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $103K | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $44K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $26K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7K | – | 0.00 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $184K | – | 0.08 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $68K | – | 0.03 |
| UnitedHealth Group Inc | Long | Equity-common | US | $826K | 2K | 0.37 |
| Univision Communications Inc | Long | Debt | US | $244K | – | 0.11 |
| Unum Group | Long | Equity-common | US | $245K | 5K | 0.11 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-48K | – | -0.02 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $235K | – | 0.10 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $230K | – | 0.10 | |
| US LONG BOND(CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-82K | – | -0.04 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $27K | – | 0.01 | |
| USD CALL VERSUS CNH PUT (STANDARD CHARTERED BANK) | Derivative-foreign exchange | GB | $18K | – | 0.01 | |
| USD CALL VERSUS JPY PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $43K | – | 0.02 | |
| USD CALL VERSUS JPY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $36K | – | 0.02 | |
| USD CALL VERSUS JPY PUT (BNP PARIBAS) | Derivative-foreign exchange | FR | $36K | – | 0.02 | |
| USD CALL VERSUS JPY PUT (BNP PARIBAS) | Derivative-foreign exchange | FR | $-67K | – | -0.03 | |
| USD CALL VERSUS JPY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-67K | – | -0.03 | |
| Valero Energy Corp | Long | Equity-common | US | $290K | 2K | 0.13 |
| Varex Imaging Corp (VAREX IMAGING CORPORATIO) | Long | Debt | US | $71K | – | 0.03 |
| Venture Global LNG Inc | Long | Debt | US | $72K | – | 0.03 |
| Verizon Communications Inc | Long | Equity-common | US | $493K | 12K | 0.22 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $579K | 1K | 0.26 |
| Verus Securitization Trust 2021-3 | Long | ABS-mortgage backed security | US | $475K | – | 0.21 |
| VFH Parent LLC / Valor Co-Issuer Inc (VFH PARENT / VALOR CO) | Long | Debt | US | $70K | – | 0.03 |
| Viatris Inc | Long | Equity-common | US | $236K | 22K | 0.11 |
| Viavi Solutions Inc | Long | Debt | US | $59K | – | 0.03 |
| VICI Properties Inc | Long | Equity-common | US | $262K | 9K | 0.12 |
| Viking Cruises Ltd | Long | Debt | BM | $69K | – | 0.03 |
| Vinci SA | Long | Equity-common | FR | $39K | 374 | 0.02 |
| Viper Energy Inc | Long | Equity-common | US | $151K | 4K | 0.07 |
| Virtusa Corp | Long | Debt | US | $64K | – | 0.03 |
| Visa Inc | Long | Equity-common | US | $1M | 5K | 0.63 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc (VISTAJET MALTA/VM HOLDS) | Long | Debt | $55K | – | 0.02 | |
| Vistra Operations Co LLC | Long | Debt | US | $251K | – | 0.11 |
| Voya VACS Series EMHCD Fund | Long | Equity-common | US | $2M | 185K | 0.86 |
| Voya VACS Series HYB Fund | Long | Equity-common | US | $3M | 318K | 1.44 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $55K | – | 0.02 |
| Wand NewCo 3 Inc | Long | Debt | US | $72K | – | 0.03 |
| Waste Connections Inc | Long | Equity-common | CA | $213K | 1K | 0.09 |
| Watts Water Technologies Inc | Long | Equity-common | US | $117K | 639 | 0.05 |
| Weekley Homes LLC / Weekley Finance Corp (WEEKLEY HOMES LLC/ FINAN) | Long | Debt | US | $65K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.48 |
| Wells Fargo & Co | Long | Equity-common | US | $292K | 5K | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $996.9 | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | Long | ABS-mortgage backed security | US | $474K | – | 0.21 |
| Wells Fargo Mortgage Backed Securities 2018-1 | Long | ABS-mortgage backed security | US | $442K | – | 0.20 |
| Wendy's Co/The | Long | Equity-common | US | $212K | 13K | 0.09 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $1M | – | 0.47 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $215K | – | 0.10 |
| West Japan Railway Co | Long | Equity-common | JP | $54K | 3K | 0.02 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $251K | 2K | 0.11 |
| White Cap Buyer LLC | Long | Debt | US | $68K | – | 0.03 |
| William Carter Co/The | Long | Debt | US | $252K | – | 0.11 |
| Williams Scotsman Inc | Long | Debt | US | $66K | – | 0.03 |
| Wolters Kluwer NV | Long | Equity-common | NL | $50K | 300 | 0.02 |
| Workday Inc | Long | Equity-common | US | $313K | 1K | 0.14 |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp (WYNN LAS VEGAS LLC/CORP) | Long | Debt | US | $68K | – | 0.03 |
| Xcel Energy Inc | Long | Equity-common | US | $38K | 705 | 0.02 |
| Zoetis Inc | Long | Equity-common | US | $209K | 1K | 0.09 |
| Zurich Insurance Group AG | Long | Equity-common | CH | $134K | 252 | 0.06 |
Address
Voya Investors Trust
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
Arizona
85258
United States of America
Websites
Directors
Christopher P. Sullivan
John V. Boyer
Sheryl K. Pressler
Colleen D. Baldwin
Joseph E. Obermeyer
Martin J. Gavin
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg Inc.
PricingDirect Inc.
LSEG US FIN CORP.
Chicago Mercantile Exchange Inc.
ICE Data Pricing & Reference Data, LLC
S&P Global Market Intelligence
THE LONDON CLEARING HOUSE LIMITED
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
N/A
Brokers
N/A