SUNAMERICA > SEASONS SERIES TRUST

SA Multi-Managed Growth Portfolio

Underlying fund

Series ID: S000008035

LEI: V20SWOEB9PCOTBXMWX95

SEC CIK: 1003239

$35.38M Avg Monthly Net Assets

$38.33M Total Assets

$1.57M Total Liabilities

$36.76M Net Assets

SA Multi-Managed Growth Portfolio is an Underlying fund in SEASONS SERIES TRUST from SUNAMERICA, based in California, United States of America. The fund has three share classes and monthly net assets of $35.38M. On August 28th, 2024 it reported 1,172 holdings, the largest being Cloudflare Inc (4.3%), DoorDash Inc (3.6%) and Shopify Inc (3.5%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker	Monthly Returns (2 years)
Class 1	C000021808
Class 2	C000021809
Class 3	C000021810

Holdings

From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.

Name	Profile	Category	Country	Value $USD	# Shares	% of Fund
1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN)	Long	Debt	CA	$23K	–	0.06
AbbVie Inc	Long	Debt	US	$5K	–	0.01
Abercrombie & Fitch Co	Long	Equity-common	US	$42K	236	0.11
ABM Industries Inc	Long	Equity-common	US	$42K	834	0.11
Academy Sports & Outdoors Inc	Long	Equity-common	US	$12K	218	0.03
ACADIA Pharmaceuticals Inc	Long	Equity-common	US	$12K	761	0.03
Accel Entertainment Inc	Long	Equity-common	US	$8K	763	0.02
ACM Research Inc	Long	Equity-common	US	$20K	867	0.05
Acushnet Holdings Corp	Long	Equity-common	US	$13K	212	0.04
Adaptive Biotechnologies Corp	Long	Equity-common	US	$340.28	94	0.00
Adient PLC	Long	Equity-common	IE	$5K	199	0.01
Adobe Inc	Long	Debt	US	$10K	–	0.03
Adtalem Global Education Inc	Long	Equity-common	US	$20K	293	0.05
Adyen NV	Long	Equity-common	NL	$819K	687	2.23
AES Corp/The	Long	Debt	US	$5K	–	0.01
AGCO Corp	Long	Debt	US	$10K	–	0.03
AGCO Corp	Long	Debt	US	$5K	–	0.01
Agree Realty Corp	Long	Equity-common	US	$11K	173	0.03
Airbnb Inc	Long	Equity-common	US	$956K	6K	2.60
Akero Therapeutics Inc	Long	Equity-common	US	$17K	737	0.05
Alabama Power Co	Long	Debt	US	$11K	–	0.03
Alabama Power Co	Long	Debt	US	$4K	–	0.01
Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC)	Long	ABS-other	US	$25K	–	0.07
Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC)	Long	ABS-other	US	$25K	–	0.07
Alkermes PLC	Long	Equity-common	IE	$8K	315	0.02
Allogene Therapeutics Inc	Long	Equity-common	US	$3K	1K	0.01
Alpha Metallurgical Resources Inc	Long	Equity-common	US	$24K	86	0.07
Alphatec Holdings Inc	Long	Equity-common	US	$7K	639	0.02
Amalgamated Financial Corp	Long	Equity-common	US	$14K	517	0.04
Amazon.com Inc	Long	Equity-common	US	$1M	5K	2.76
Ameren Corp	Long	Debt	US	$15K	–	0.04
American Assets Trust Inc	Long	Equity-common	US	$6K	249	0.02
American Credit Acceptance Receivables Trust 2023-3	Long	ABS-other	US	$10K	–	0.03
American Electric Power Co Inc	Long	Debt	US	$10K	–	0.03
American States Water Co	Long	Equity-common	US	$7K	90	0.02
American Tower Corp	Long	Equity-common	US	$808K	4K	2.20
American Tower Corp	Long	Debt	US	$10K	–	0.03
American Tower Corp	Long	Debt	US	$5K	–	0.01
American Tower Corp	Long	Debt	US	$5K	–	0.01
Ameriprise Financial Inc	Long	Debt	US	$5K	–	0.01
Ameris Bancorp	Long	Equity-common	US	$28K	548	0.08
Amgen Inc	Long	Debt	US	$15K	–	0.04
Amicus Therapeutics Inc	Long	Equity-common	US	$23K	2K	0.06
AMN Healthcare Services Inc	Long	Equity-common	US	$5K	95	0.01
Andersons Inc/The	Long	Equity-common	US	$12K	238	0.03
Angel Oak Mortgage Trust 2020-3	Long	ABS-mortgage backed security	US	$8K	–	0.02
Angel Oak Mortgage Trust 2020-R1	Long	ABS-mortgage backed security	US	$7K	–	0.02
Angel Oak Mortgage Trust 2021-2	Long	ABS-mortgage backed security	US	$16K	–	0.04
Angel Oak Mortgage Trust 2021-3	Long	ABS-mortgage backed security	US	$18K	–	0.05
Angel Oak Mortgage Trust 2021-4	Long	ABS-mortgage backed security	US	$19K	–	0.05
Angel Oak Mortgage Trust 2021-5	Long	ABS-mortgage backed security	US	$20K	–	0.06
Angel Oak Mortgage Trust 2022-1	Long	ABS-mortgage backed security	US	$35K	–	0.09
AngioDynamics Inc	Long	Equity-common	US	$6K	955	0.02
ANI Pharmaceuticals Inc	Long	Equity-common	US	$5K	83	0.01
Annexon Inc	Long	Equity-common	US	$24K	5K	0.06
Anywhere Real Estate Inc	Long	Equity-common	US	$2K	562	0.01
Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD)	Long	Debt	US	$5K	–	0.01
Aon North America Inc	Long	Debt	US	$10K	–	0.03
Apache Corp	Long	Debt	US	$10K	–	0.03
API Group Corp	Long	Equity-common	US	$44K	1K	0.12
Apogee Enterprises Inc	Long	Equity-common	US	$7K	116	0.02
Apple Hospitality REIT Inc	Long	Equity-common	US	$8K	576	0.02
Applied Industrial Technologies Inc	Long	Equity-common	US	$36K	183	0.10
Arcadium Lithium PLC	Long	Equity-common	JE	$1K	428	0.00
ArcBest Corp	Long	Equity-common	US	$14K	130	0.04
Arch Resources Inc	Long	Equity-common	US	$13K	85	0.04
Arcosa Inc	Long	Equity-common	US	$28K	335	0.08
Arcutis Biotherapeutics Inc	Long	Equity-common	US	$34K	4K	0.09
Argan Inc	Long	Equity-common	US	$10K	137	0.03
Arizona Public Service Co	Long	Debt	US	$10K	–	0.03
Armada Hoffler Properties Inc	Long	Equity-common	US	$1K	132	0.00
Arrowhead Pharmaceuticals Inc	Long	Equity-common	US	$6K	245	0.02
ARZ Trust 2024-BILT (Arizona Biltmore Trust)	Long	ABS-mortgage backed security	US	$10K	–	0.03
Asana Inc	Long	Equity-common	US	$10K	723	0.03
Asbury Automotive Group Inc	Long	Equity-common	US	$23K	102	0.06
Asbury Automotive Group Inc	Long	Debt	US	$7K	–	0.02
ASGN Inc	Long	Equity-common	US	$17K	192	0.05
Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE7 (Asset Backed Securities Corp Home Equity Ln Trst)	Long	ABS-mortgage backed security	US	$387.09	–	0.00
AssetMark Financial Holdings Inc	Long	Equity-common	US	$2K	64	0.01
Associated Banc-Corp	Long	Equity-common	US	$5K	215	0.01
AT&T Inc	Long	Debt	US	$5K	–	0.01
AT&T Inc	Long	Debt	US	$4K	–	0.01
Athene Global Funding	Long	Debt	US	$16K	–	0.04
Athene Global Funding	Long	Debt	US	$7K	–	0.02
Athene Holding Ltd	Long	Debt	US	$5K	–	0.01
ATI Inc	Long	Equity-common	US	$5K	89	0.01
Atkore Inc	Long	Equity-common	US	$49K	360	0.13
AtriCure Inc	Long	Equity-common	US	$14K	626	0.04
Atrion Corp	Long	Equity-common	US	$25K	55	0.07
AutoZone Inc	Long	Debt	US	$5K	–	0.01
AutoZone Inc	Long	Debt	US	$5K	–	0.01
AutoZone Inc	Long	Debt	US	$5K	–	0.01
Avantor Funding Inc	Long	Debt	US	$19K	–	0.05
AvePoint Inc	Long	Equity-common	US	$36K	4K	0.10
Aviat Networks Inc	Long	Equity-common	US	$7K	244	0.02
Avient Corp	Long	Equity-common	US	$12K	282	0.03
Axcelis Technologies Inc	Long	Equity-common	US	$7K	49	0.02
Axos Financial Inc	Long	Equity-common	US	$8K	146	0.02
Axsome Therapeutics Inc	Long	Equity-common	US	$34K	420	0.09
Bain Capital Specialty Finance Inc	Long	Debt	US	$28K	–	0.07
Ball Corp	Long	Debt	US	$30K	–	0.08
Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC)	Long	Debt	US	$5K	–	0.01
Banc of California Inc	Long	Equity-common	US	$20K	2K	0.05
Bancorp Inc/The	Long	Equity-common	US	$9K	238	0.02
BANK 2018-BNK14	Long	ABS-mortgage backed security	US	$14K	–	0.04
BANK 2019-BNK17	Long	ABS-mortgage backed security	US	$33K	–	0.09
BANK 2024-BNK47	Long	ABS-mortgage backed security	US	$21K	–	0.06
Bank of America Corp	Long	Debt	US	$26K	–	0.07
Bank of America Corp	Long	Debt	US	$21K	–	0.06
Bank of America Corp	Long	Debt	US	$15K	–	0.04
Bank of America Corp	Long	Debt	US	$8K	–	0.02
Bank of America Corp	Long	Debt	US	$8K	–	0.02
Bank of America Corp	Long	Debt	US	$5K	–	0.01
Bank of America Corp	Long	Debt	US	$4K	–	0.01
BANK OF AMERICA MASTER NOTE (BofA Securities, Inc.)	Long	Repurchase agreement	US	$30K	–	0.08
Bank of Montreal	Long	Debt	CA	$5K	–	0.01
Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP)	Long	Debt	US	$5K	–	0.01
Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP)	Long	Debt	US	$5K	–	0.01
Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP)	Long	Debt	US	$5K	–	0.01
Bank of NT Butterfield & Son Ltd/The	Long	Equity-common	BM	$43K	1K	0.12
BankUnited Inc	Long	Equity-common	US	$6K	189	0.02
Banner Corp	Long	Equity-common	US	$13K	258	0.03
BARCLAYS CAPITAL REPO (Barclays Bank PLC)	Long	Repurchase agreement	US	$25K	–	0.07
Barrett Business Services Inc	Long	Equity-common	US	$14K	412	0.04
BAT Capital Corp	Long	Debt	US	$5K	–	0.01
BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$16K	–	0.04
Beacon Roofing Supply Inc	Long	Equity-common	US	$24K	262	0.06
Bear Stearns ARM Trust 2005-12 (Bear Stearns Adjustable Rate Mortgage Trust)	Long	ABS-mortgage backed security	US	$6K	–	0.02
BellRing Brands Inc	Long	Equity-common	US	$31K	544	0.08
Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$981.23	–	0.00
Benchmark 2018-B4 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$4K	–	0.01
Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$7K	–	0.02
Benchmark Electronics Inc	Long	Equity-common	US	$17K	419	0.04
Beyond Inc	Long	Equity-common	US	$4K	303	0.01
BILL Holdings Inc	Long	Equity-common	US	$328K	6K	0.89
Biohaven Ltd	Long	Equity-common	VG	$1K	35	0.00
BlackLine Inc	Long	Equity-common	US	$13K	259	0.03
Blade Air Mobility Inc	Long	Equity-common	US	$5K	2K	0.01
Block Inc	Long	Equity-common	US	$103K	2K	0.28
Block Inc	Long	Debt	US	$15K	–	0.04
Bloom Energy Corp	Long	Equity-common	US	$3K	259	0.01
Blue Bird Corp	Long	Equity-common	US	$15K	277	0.04
BlueLinx Holdings Inc	Long	Equity-common	US	$6K	63	0.02
Blueprint Medicines Corp	Long	Equity-common	US	$14K	131	0.04
Boeing Co/The	Long	Debt	US	$7K	–	0.02
Boeing Co/The	Long	Debt	US	$5K	–	0.01
Boeing Co/The	Long	Debt	US	$5K	–	0.01
Boise Cascade Co	Long	Equity-common	US	$16K	135	0.04
Boot Barn Holdings Inc	Long	Equity-common	US	$17K	135	0.05
Booz Allen Hamilton Inc	Long	Debt	US	$5K	–	0.01
Box Inc	Long	Equity-common	US	$30K	1K	0.08
Boyd Gaming Corp	Long	Equity-common	US	$11K	194	0.03
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$15K	–	0.04
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$5K	–	0.01
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$5K	–	0.01
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$5K	–	0.01
BPR Trust 2022-STAR	Long	ABS-mortgage backed security	US	$10K	–	0.03
Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS)	Long	Debt	US	$5K	–	0.01
Brandywine Realty Trust	Long	Equity-common	US	$2K	485	0.01
Braze Inc	Long	Equity-common	US	$11K	282	0.03
Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL)	Long	Debt	BR	$33K	–	0.09
Bridgebio Pharma Inc	Long	Equity-common	US	$3K	137	0.01
Bridgecrest Lending Auto Securitization Trust 2023-1	Long	ABS-other	US	$10K	–	0.03
Bridgecrest Lending Auto Securitization Trust 2024-1	Long	ABS-other	US	$5K	–	0.01
Brightsphere Investment Group Inc	Long	Equity-common	US	$5K	219	0.01
BrightSpire Capital Inc	Long	Equity-common	US	$10K	2K	0.03
Brink's Co/The	Long	Equity-common	US	$19K	186	0.05
Bristol-Myers Squibb Co	Long	Debt	US	$5K	–	0.01
Broadstone Net Lease Inc	Long	Equity-common	US	$8K	529	0.02
Brookfield Finance Inc	Long	Debt	CA	$10K	–	0.03
Brooklyn Union Gas Co/The	Long	Debt	US	$19K	–	0.05
Brooklyn Union Gas Co/The	Long	Debt	US	$5K	–	0.01
Buckle Inc/The	Long	Equity-common	US	$9K	242	0.02
Builders FirstSource Inc	Long	Debt	US	$19K	–	0.05
Bunker Hill Loan Depositary Trust 2019-2	Long	ABS-mortgage backed security	US	$7K	–	0.02
Business First Bancshares Inc	Long	Equity-common	US	$9K	410	0.02
BX Trust 2022-PSB	Long	ABS-mortgage backed security	US	$8K	–	0.02
Byline Bancorp Inc	Long	Equity-common	US	$2K	93	0.01
Cabot Corp	Long	Equity-common	US	$25K	269	0.07
CACI International Inc	Long	Equity-common	US	$33K	77	0.09
Cal-Maine Foods Inc	Long	Equity-common	US	$11K	173	0.03
Caleres Inc	Long	Equity-common	US	$3K	104	0.01
CALIFORNIA ST (State of California)	Long	Debt	US	$6K	–	0.02
CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal)		Derivative-interest rate	CA	$955.83	–	0.00
Cannae Holdings Inc	Long	Equity-common	US	$6K	350	0.02
Capital One Financial Corp	Long	Debt	US	$14K	–	0.04
Capital One Financial Corp	Long	Debt	US	$12K	–	0.03
Capital One Financial Corp	Long	Debt	US	$9K	–	0.02
Capitol Federal Financial Inc	Long	Equity-common	US	$2K	304	0.00
CareTrust REIT Inc	Long	Equity-common	US	$6K	248	0.02
Cargurus Inc	Long	Equity-common	US	$4K	154	0.01
Carnival Corp	Long	Debt	PA	$9K	–	0.03
Cars.com Inc	Long	Equity-common	US	$4K	218	0.01
Cartesian Therapeutics Inc	Long	Equity-common	US	$24K	895	0.07
Carvana Auto Receivables Trust 2022-P2	Long	ABS-other	US	$13K	–	0.04
Carvana Co	Long	Equity-common	US	$24K	189	0.07
Catalyst Pharmaceuticals Inc	Long	Equity-common	US	$9K	589	0.02
Cava Group Inc	Long	Equity-common	US	$17K	182	0.05
Cavco Industries Inc	Long	Equity-common	US	$10K	28	0.03
CBIZ Inc	Long	Equity-common	US	$23K	312	0.06
CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP)	Long	Debt	US	$21K	–	0.06
Celanese US Holdings LLC	Long	Debt	US	$10K	–	0.03
Celanese US Holdings LLC	Long	Debt	US	$5K	–	0.01
Celanese US Holdings LLC	Long	Debt	US	$5K	–	0.01
Celanese US Holdings LLC	Long	Debt	US	$5K	–	0.01
Centene Corp	Long	Debt	US	$28K	–	0.08
Centene Corp	Long	Debt	US	$9K	–	0.02
Central Pacific Financial Corp	Long	Equity-common	US	$3K	131	0.01
Century Communities Inc	Long	Equity-common	US	$10K	118	0.03
ChampionX Corp	Long	Equity-common	US	$8K	244	0.02
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$15K	–	0.04
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$7K	–	0.02
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$6K	–	0.02
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$5K	–	0.01
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$4K	–	0.01
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$3K	–	0.01
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$2K	–	0.00
Chatham Lodging Trust	Long	Equity-common	US	$1K	158	0.00
Chefs' Warehouse Inc/The	Long	Equity-common	US	$22K	554	0.06
Cheniere Energy Partners LP	Long	Debt	US	$5K	–	0.01
Chesapeake Utilities Corp	Long	Equity-common	US	$18K	167	0.05
CHICAGO IL BRD OF EDU (Chicago Board of Education)	Long	Debt	US	$15K	–	0.04
CHICAGO IL BRD OF EDU (Chicago Board of Education)	Long	Debt	US	$5K	–	0.01
CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE (Chicago Transit Authority Sales Tax Receipts Fund)	Long	Debt	US	$4K	–	0.01
CHL Mortgage Pass-Through Trust 2005-29 (Countrywide Home Loans)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Chord Energy Corp	Long	Equity-common	US	$32K	190	0.09
Cigna Group/The	Long	Debt	US	$5K	–	0.01
Cigna Group/The	Long	Debt	US	$3K	–	0.01
Cirrus Logic Inc	Long	Equity-common	US	$9K	74	0.03
Cisco Systems Inc	Long	Debt	US	$5K	–	0.01
Cisco Systems Inc	Long	Debt	US	$5K	–	0.01
Citigroup Commercial Mortgage Trust 2015-GC29	Long	ABS-mortgage backed security	US	$49K	–	0.13
Citigroup Commercial Mortgage Trust 2015-P1	Long	ABS-mortgage backed security	US	$49K	–	0.13
Citigroup Inc	Long	Debt	US	$10K	–	0.03
Citigroup Inc	Long	Debt	US	$5K	–	0.01
Citigroup Mortgage Loan Trust 2006-AR1 (Citigroup Mortgage Loan Trust Inc)	Long	ABS-mortgage backed security	US	$3K	–	0.01
Citizens Auto Receivables Trust 2024-1	Long	ABS-other	US	$5K	–	0.01
Citizens Financial Group Inc	Long	Debt	US	$10K	–	0.03
Citizens Financial Group Inc	Long	Debt	US	$5K	–	0.01
City Office REIT Inc	Long	Equity-common	US	$1K	301	0.00
Civitas Resources Inc	Long	Equity-common	US	$7K	103	0.02
Clean Harbors Inc	Long	Debt	US	$29K	–	0.08
Clearway Energy Inc	Long	Equity-common	US	$14K	561	0.04
Clearway Energy Inc	Long	Equity-common	US	$3K	149	0.01
Cleco Corporate Holdings LLC	Long	Debt	US	$4K	–	0.01
Cloudflare Inc	Long	Equity-common	US	$2M	19K	4.30
CNB Financial Corp/PA	Long	Equity-common	US	$3K	162	0.01
CNH Equipment Trust 2023-A	Long	ABS-other	US	$5K	–	0.01
CNHP01650 USD CALL/CNH PUT (JPMorgan Securities LLC)		Derivative-foreign exchange	US	$4.54	–	0.00
CNHP25362 USD CALL CNH PUT (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$11K	–	0.03
CNHP26551 USD CALL/CNH PUT (Goldman Sachs & Co. LLC)		Derivative-foreign exchange	US	$8K	–	0.02
CNO Financial Group Inc	Long	Equity-common	US	$9K	327	0.02
CNX Resources Corp	Long	Equity-common	US	$6K	264	0.02
Coastal Financial Corp/WA	Long	Equity-common	US	$10K	225	0.03
Coca-Cola Consolidated Inc	Long	Equity-common	US	$15K	14	0.04
Coeur Mining Inc	Long	Equity-common	US	$2K	418	0.01
COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC)	Long	ABS-mortgage backed security	US	$9K	–	0.02
Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO)	Long	Debt	US	$10K	–	0.03
Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO)	Long	Debt	US	$5K	–	0.01
Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO)	Long	Debt	US	$5K	–	0.01
Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO)	Long	Debt	US	$5K	–	0.01
Comcast Corp	Long	Debt	US	$6K	–	0.02
Comcast Corp	Long	Debt	US	$6K	–	0.02
Comcast Corp	Long	Debt	US	$2K	–	0.00
Comfort Systems USA Inc	Long	Equity-common	US	$83K	273	0.23
COMM 2013-300P Mortgage Trust (COMM Mortgage Trust)	Long	ABS-mortgage backed security	US	$94K	–	0.26
COMM 2014-CCRE21 Mortgage Trust (COMM Mortgage Trust)	Long	ABS-mortgage backed security	US	$28K	–	0.08
COMM 2014-UBS5 Mortgage Trust (COMM Mortgage Trust)	Long	ABS-mortgage backed security	US	$37K	–	0.10
COMM 2015-LC19 Mortgage Trust (COMM Mortgage Trust)	Long	ABS-mortgage backed security	US	$35K	–	0.09
Commercial Metals Co	Long	Equity-common	US	$43K	777	0.12
Community Healthcare Trust Inc	Long	Equity-common	US	$7K	301	0.02
CommVault Systems Inc	Long	Equity-common	US	$36K	296	0.10
Conagra Brands Inc	Long	Debt	US	$10K	–	0.03
ConnectOne Bancorp Inc	Long	Equity-common	US	$21K	1K	0.06
ConocoPhillips Co (CONOCOPHILLIPS COMPANY)	Long	Debt	US	$5K	–	0.01
ConocoPhillips Co (CONOCOPHILLIPS COMPANY)	Long	Debt	US	$5K	–	0.01
ConocoPhillips Co (CONOCOPHILLIPS COMPANY)	Long	Debt	US	$4K	–	0.01
ConocoPhillips Co (CONOCOPHILLIPS COMPANY)	Long	Debt	US	$2K	–	0.00
CONSOL Energy Inc	Long	Equity-common	US	$3K	34	0.01
Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC)	Long	Debt	US	$5K	–	0.01
Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC)	Long	Debt	US	$3K	–	0.01
Consolidated Water Co Ltd	Long	Equity-common	KY	$796.2	30	0.00
Constellium SE	Long	Equity-common	FR	$12K	630	0.03
Construction Partners Inc	Long	Equity-common	US	$13K	233	0.03
COPT Defense Properties	Long	Equity-common	US	$24K	965	0.07
Cox Communications Inc	Long	Debt	US	$7K	–	0.02
Crinetics Pharmaceuticals Inc	Long	Equity-common	US	$28K	635	0.08
Crocs Inc	Long	Equity-common	US	$24K	166	0.07
Crowdstrike Holdings Inc	Long	Equity-common	US	$350K	913	0.95
Crown Castle Inc	Long	Debt	US	$10K	–	0.03
Crown Castle Inc	Long	Debt	US	$7K	–	0.02
Crown Castle Inc	Long	Debt	US	$7K	–	0.02
Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$589.73	–	0.00
CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$9K	–	0.02
Cushman & Wakefield PLC	Long	Equity-common	GB	$12K	1K	0.03
Customers Bancorp Inc	Long	Equity-common	US	$15K	312	0.04
CVR Energy Inc	Long	Equity-common	US	$6K	220	0.02
CVS Health Corp	Long	Debt	US	$4K	–	0.01
CVS Health Corp	Long	Debt	US	$3K	–	0.01
CVS Health Corp	Long	Debt	US	$2K	–	0.01
Danaher Corp	Long	Equity-common	US	$653K	3K	1.78
Dave & Buster's Entertainment Inc	Long	Equity-common	US	$12K	311	0.03
DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$8K	–	0.02
DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$38K	–	0.10
Delek US Holdings Inc	Long	Equity-common	US	$9K	370	0.02
DEUTSCHE REPO (Deutsche Bank Securities, Inc.)	Long	Repurchase agreement	US	$30K	–	0.08
Diamondback Energy Inc	Long	Debt	US	$5K	–	0.01
DiamondRock Hospitality Co	Long	Equity-common	US	$8K	966	0.02
DigitalBridge Group Inc	Long	Equity-common	US	$6K	443	0.02
Discover Financial Services (DISCOVER FINANCIAL SVS)	Long	Debt	US	$3K	–	0.01
Discovery Communications LLC	Long	Debt	US	$14K	–	0.04
DLLAA 2023-1 LLC (DLLAA LLC)	Long	ABS-other	US	$5K	–	0.01
Dllad 2024-1 LLC (DLLAD LLC)	Long	ABS-other	US	$5K	–	0.01
DNOW Inc	Long	Equity-common	US	$24K	2K	0.06
Dole PLC	Long	Equity-common	IE	$13K	1K	0.03
Dominion Energy Inc	Long	Debt	US	$13K	–	0.04
Dominion Energy Inc	Long	Debt	US	$5K	–	0.01
Dominion Energy Inc	Long	Debt	US	$5K	–	0.01
Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC)	Long	ABS-other	US	$46K	–	0.13
Domo Inc	Long	Equity-common	US	$10K	1K	0.03
Donnelley Financial Solutions Inc	Long	Equity-common	US	$37K	616	0.10
DoorDash Inc	Long	Equity-common	US	$1M	12K	3.63
Dorian LPG Ltd	Long	Equity-common	MH	$10K	231	0.03
DT Auto Owner Trust 2023-2	Long	ABS-other	US	$10K	–	0.03
DT Auto Owner Trust 2023-3	Long	ABS-other	US	$10K	–	0.03
Duke Energy Carolinas LLC	Long	Debt	US	$4K	–	0.01
Duke Energy Corp	Long	Debt	US	$8K	–	0.02
Duke Energy Corp	Long	Debt	US	$5K	–	0.01
Duke Energy Corp	Long	Debt	US	$5K	–	0.01
Duke Energy Corp	Long	Debt	US	$5K	–	0.01
Duke Energy Indiana LLC	Long	Debt	US	$6K	–	0.02
Duke Energy Ohio Inc	Long	Debt	US	$5K	–	0.01
Duke Energy Progress LLC	Long	Debt	US	$8K	–	0.02
Duke Energy Progress LLC	Long	Debt	US	$4K	–	0.01
Duke Energy Progress LLC	Long	Debt	US	$4K	–	0.01
Duolingo Inc	Long	Equity-common	US	$26K	124	0.07
E-MINI RUSS 2000 SEP24 (Chicago Mercantile Exchange)		Derivative-equity	US	$120.37	–	0.00
Easterly Government Properties Inc	Long	Equity-common	US	$3K	228	0.01
Eastern Bankshares Inc	Long	Equity-common	US	$21K	2K	0.06
Ecopetrol SA	Long	Debt	CO	$15K	–	0.04
Ecopetrol SA	Long	Debt	CO	$11K	–	0.03
Ecopetrol SA	Long	Debt	CO	$10K	–	0.03
Ecopetrol SA	Long	Debt	CO	$4K	–	0.01
Ecovyst Inc	Long	Equity-common	US	$1K	162	0.00
Edgewell Personal Care Co	Long	Equity-common	US	$6K	158	0.02
Edison International	Long	Debt	US	$16K	–	0.04
Edison International	Long	Debt	US	$5K	–	0.01
El Pollo Loco Holdings Inc	Long	Equity-common	US	$237.51	21	0.00
Elevance Health Inc	Long	Debt	US	$10K	–	0.03
elf Beauty Inc	Long	Equity-common	US	$62K	296	0.17
Emera Inc	Long	Debt	CA	$3K	–	0.01
Empire State Realty Trust Inc	Long	Equity-common	US	$6K	658	0.02
Enact Holdings Inc	Long	Equity-common	US	$22K	722	0.06
Enanta Pharmaceuticals Inc	Long	Equity-common	US	$4K	274	0.01
Enbridge Inc	Long	Debt	CA	$15K	–	0.04
Enbridge Inc	Long	Debt	CA	$10K	–	0.03
Enbridge Inc	Long	Debt	CA	$5K	–	0.01
Enbridge Inc	Long	Debt	CA	$4K	–	0.01
Energean Israel Finance Ltd	Long	Debt	IL	$8K	–	0.02
Energean Israel Finance Ltd	Long	Debt	IL	$5K	–	0.01
Energy Transfer LP	Long	Debt	US	$8K	–	0.02
Energy Transfer LP	Long	Debt	US	$5K	–	0.01
Enova International Inc	Long	Equity-common	US	$20K	315	0.05
Enovix Corp	Long	Equity-common	US	$19K	1K	0.05
Enterprise Financial Services Corp	Long	Equity-common	US	$17K	412	0.05
Envestnet Inc	Long	Equity-common	US	$8K	133	0.02
EQM Midstream Partners LP	Long	Debt	US	$10K	–	0.03
Equinor ASA	Long	Debt	NO	$8K	–	0.02
Equitable Financial Life Global Funding	Long	Debt	US	$14K	–	0.04
Equitrans Midstream Corp	Long	Equity-common	US	$5K	412	0.01
Equity Bancshares Inc	Long	Equity-common	US	$12K	336	0.03
Equity Commonwealth	Long	Equity-common	US	$6K	293	0.02
ESC LEHMAN BRTH HLDH PROD	Long	Debt	US	$2.1	–	0.00
Esperion Therapeutics Inc	Long	Equity-common	US	$10K	4K	0.03
Essent Group Ltd	Long	Equity-common	BM	$26K	462	0.07
Essential Properties Realty Trust Inc	Long	Equity-common	US	$21K	774	0.06
EURO-BUND FUTURE SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$-3K	–	-0.01
EURO-SCHATZ FUT SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$1K	–	0.00
Evergy Inc	Long	Debt	US	$5K	–	0.01
Everi Holdings Inc	Long	Equity-common	US	$8K	908	0.02
Eversource Energy	Long	Debt	US	$10K	–	0.03
Eversource Energy	Long	Debt	US	$10K	–	0.03
Eversource Energy	Long	Debt	US	$7K	–	0.02
Eversource Energy	Long	Debt	US	$5K	–	0.01
EVERTEC Inc	Long	Equity-common	PR	$17K	506	0.05
EVgo Inc	Long	Equity-common	US	$2K	734	0.00
Exeter Automobile Receivables Trust 2019-4	Long	ABS-other	US	$2K	–	0.00
Exeter Automobile Receivables Trust 2020-1	Long	ABS-other	US	$2K	–	0.00
Extreme Networks Inc	Long	Equity-common	US	$4K	276	0.01
Fabrinet	Long	Equity-common	KY	$50K	203	0.14
Fair Isaac Corp	Long	Debt	US	$19K	–	0.05
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$26K	–	0.07
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$21K	–	0.06
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$19K	–	0.05
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$11K	–	0.03
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$10K	–	0.03
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$6K	–	0.02
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$3K	–	0.01
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$121K	–	0.33
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$115K	–	0.31
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$91K	–	0.25
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$75K	–	0.20
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$62K	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$56K	–	0.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$36K	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$22K	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20K	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$882.36	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$861.97	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$775.56	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$650.69	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$461.66	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$231.75	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$210.46	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$197.38	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$180.54	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$113.64	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$48.67	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$43.46	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$39.09	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$23K	–	0.06
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$12K	–	0.03
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$8K	–	0.02
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$5K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$5K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$5K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$5K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$4K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$4K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$3K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$3K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$2K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$2K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$2K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$2K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$2K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$2K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$149.2	–	0.00
Fannie Mae-Aces (Fanniemae-Aces)	Long	ABS-mortgage backed security	US	$7K	–	0.02
Fannie Mae-Aces (Fanniemae-Aces)	Long	ABS-mortgage backed security	US	$3K	–	0.01
Federal Agricultural Mortgage Corp	Long	Equity-common	US	$4K	24	0.01
First BanCorp/Puerto Rico	Long	Equity-common	PR	$27K	1K	0.07
First Bancshares Inc/The	Long	Equity-common	US	$5K	199	0.01
First Financial Corp/IN	Long	Equity-common	US	$6K	162	0.02
First Horizon Alternative Mortgage Securities Trust 2005-AA3	Long	ABS-mortgage backed security	US	$5K	–	0.01
First Industrial Realty Trust Inc	Long	Equity-common	US	$5K	102	0.01
First Interstate BancSystem Inc	Long	Equity-common	US	$2K	81	0.01
First Merchants Corp	Long	Equity-common	US	$15K	447	0.04
First Mid Bancshares Inc	Long	Equity-common	US	$5K	148	0.01
FirstCash Holdings Inc	Long	Equity-common	US	$8K	72	0.02
FirstCash Inc	Long	Debt	US	$19K	–	0.05
FirstCash Inc	Long	Debt	US	$14K	–	0.04
Flagship Credit Auto Trust 2022-3	Long	ABS-other	US	$10K	–	0.03
Flagship Credit Auto Trust 2023-2	Long	ABS-other	US	$10K	–	0.03
Flagship Credit Auto Trust 2023-3	Long	ABS-other	US	$10K	–	0.03
Floor & Decor Holdings Inc	Long	Equity-common	US	$322K	3K	0.88
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp)	Long	Debt	US	$24K	–	0.07
Flywire Corp	Long	Equity-common	US	$15K	894	0.04
FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006)	Long	Debt	AU	$10K	–	0.03
FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006)	Long	Debt	AU	$5K	–	0.01
FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006)	Long	Debt	AU	$4K	–	0.01
Ford Credit Auto Owner Trust 2022-D	Long	ABS-other	US	$20K	–	0.06
Ford Motor Co (FORD MOTOR COMPANY)	Long	Debt	US	$8K	–	0.02
Forestar Group Inc	Long	Equity-common	US	$9K	288	0.03
FormFactor Inc	Long	Equity-common	US	$35K	570	0.09
Forward Air Corp	Long	Equity-common	US	$1K	55	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$11K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$7K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$944.06	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$628.97	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$373.73	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$205.99	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$128.12	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$75.41	–	0.00
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$38K	–	0.10
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$5K	–	0.01
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$5K	–	0.01
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$3K	–	0.01
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Freddie Mac Non Gold Pool	Long	ABS-mortgage backed security	US	$119.68	–	0.00
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$154K	–	0.42
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$131K	–	0.36
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$91K	–	0.25
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$76K	–	0.21
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$62K	–	0.17
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$15K	–	0.04
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$7K	–	0.02
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$2K	–	0.01
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$489.38	–	0.00
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$37.51	–	0.00
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT)	Long	ABS-mortgage backed security	US	$4K	–	0.01
Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$21K	–	0.06
Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$10K	–	0.03
Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$21K	–	0.06
Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$10K	–	0.03
Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$10K	–	0.03
Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$16K	–	0.04
Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$11K	–	0.03
Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$11K	–	0.03
Freddie Mac STACR REMIC Trust 2023-HQA1 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$16K	–	0.04
Freddie Mac STACR REMIC Trust 2023-HQA2 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$21K	–	0.06
Fresh Del Monte Produce Inc	Long	Equity-common	KY	$2K	114	0.01
Freshpet Inc	Long	Equity-common	US	$20K	151	0.05
Fulgent Genetics Inc	Long	Equity-common	US	$4K	202	0.01
Gartner Inc	Long	Debt	US	$10K	–	0.03
Gen Digital Inc	Long	Debt	US	$15K	–	0.04
Gen Digital Inc	Long	Debt	US	$15K	–	0.04
Genworth Financial Inc	Long	Equity-common	US	$4K	694	0.01
Georgia Power Co	Long	Debt	US	$5K	–	0.01
Gibraltar Industries Inc	Long	Equity-common	US	$7K	98	0.02
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$148K	–	0.40
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$126K	–	0.34
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$73K	–	0.20
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$82K	–	0.22
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$12K	–	0.03
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$11K	–	0.03
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$699.43	–	0.00
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$106K	–	0.29
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$74K	–	0.20
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$69K	–	0.19
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$15K	–	0.04
Glacier Bancorp Inc	Long	Equity-common	US	$8K	209	0.02
Glencore Funding LLC	Long	Debt	US	$15K	–	0.04
Glencore Funding LLC	Long	Debt	US	$10K	–	0.03
Glencore Funding LLC	Long	Debt	US	$10K	–	0.03
Global Payments Inc	Long	Debt	US	$10K	–	0.03
GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II)	Long	Debt	US	$5K	–	0.01
GMS Inc	Long	Equity-common	US	$17K	208	0.05
Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO)	Long	Debt	US	$25K	–	0.07
Gogo Inc	Long	Equity-common	US	$4K	368	0.01
Goldman Sachs Group Inc/The	Long	Debt	US	$24K	–	0.06
Goldman Sachs Group Inc/The	Long	Debt	US	$13K	–	0.03
Goldman Sachs Group Inc/The	Long	Debt	US	$5K	–	0.01
Goodyear Tire & Rubber Co/The	Long	Equity-common	US	$20K	2K	0.05
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$2K	–	0.01
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$361.4	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$10.84	–	0.00
Gray Television Inc	Long	Equity-common	US	$5K	887	0.01
GreatAmerica Leasing Receivables Funding LLC Series 2024-1 (GREAT AMERICA LEASING RECEIVABLES)	Long	ABS-other	US	$5K	–	0.01
Green Brick Partners Inc	Long	Equity-common	US	$11K	185	0.03
Green Plains Inc	Long	Equity-common	US	$2K	154	0.01
Greif Inc	Long	Equity-common	US	$4K	73	0.01
Griffon Corp	Long	Equity-common	US	$49K	773	0.13
Group 1 Automotive Inc	Long	Equity-common	US	$21K	70	0.06
GS Mortgage Securities Trust 2014-GC26	Long	ABS-mortgage backed security	US	$1K	–	0.00
GS Mortgage Securities Trust 2018-GS10	Long	ABS-mortgage backed security	US	$12K	–	0.03
GSR Mortgage Loan Trust 2006-AR1	Long	ABS-mortgage backed security	US	$2K	–	0.01
GSR Mortgage Loan Trust 2007-AR1	Long	ABS-mortgage backed security	US	$1K	–	0.00
GTP Acquisition Partners I LLC	Long	Debt	US	$44K	–	0.12
Gulfport Energy Corp	Long	Equity-common	US	$4K	27	0.01
Hancock Whitney Corp	Long	Equity-common	US	$4K	83	0.01
Hanesbrands Inc	Long	Debt	US	$15K	–	0.04
Hanmi Financial Corp	Long	Equity-common	US	$2K	146	0.01
Haverty Furniture Cos Inc	Long	Equity-common	US	$2K	80	0.01
HB Fuller Co	Long	Equity-common	US	$14K	186	0.04
HCA Inc	Long	Debt	US	$9K	–	0.03
HCA Inc	Long	Debt	US	$7K	–	0.02
Health Catalyst Inc	Long	Equity-common	US	$15K	2K	0.04
HealthEquity Inc	Long	Equity-common	US	$38K	441	0.10
Heartland Financial USA Inc	Long	Equity-common	US	$5K	104	0.01
Hecla Mining Co	Long	Equity-common	US	$10K	2K	0.03
Helmerich & Payne Inc	Long	Equity-common	US	$2K	64	0.01
Herc Holdings Inc	Long	Equity-common	US	$16K	121	0.04
Heritage Commerce Corp	Long	Equity-common	US	$10K	1K	0.03
Hess Corp	Long	Debt	US	$12K	–	0.03
Hess Corp	Long	Debt	US	$3K	–	0.01
Hess Midstream Operations LP	Long	Debt	US	$10K	–	0.03
Hess Midstream Operations LP	Long	Debt	US	$5K	–	0.01
Hilltop Holdings Inc	Long	Equity-common	US	$7K	208	0.02
Hilton Grand Vacations Inc	Long	Equity-common	US	$33K	825	0.09
Hologic Inc	Long	Debt	US	$14K	–	0.04
Home BancShares Inc/AR	Long	Equity-common	US	$9K	363	0.02
Hope Bancorp Inc	Long	Equity-common	US	$6K	556	0.02
Howard University	Long	Debt	US	$9K	–	0.02
Howard University	Long	Debt	US	$4K	–	0.01
HSBC Holdings PLC	Long	Debt	GB	$201K	–	0.55
Hub Group Inc	Long	Equity-common	US	$30K	703	0.08
Hudson Technologies Inc	Long	Equity-common	US	$791.1	90	0.00
Humana Inc	Long	Debt	US	$10K	–	0.03
Hungary Government International Bond	Long	Debt	HU	$26K	–	0.07
Huntington Bancshares Inc/OH	Long	Debt	US	$19K	–	0.05
Huntington Bancshares Inc/OH	Long	Debt	US	$5K	–	0.01
Huron Consulting Group Inc	Long	Equity-common	US	$21K	216	0.06
Hut 8 Corp	Long	Equity-common	US	$30K	2K	0.08
IDACORP Inc	Long	Equity-common	US	$15K	158	0.04
IES Holdings Inc	Long	Equity-common	US	$14K	99	0.04
Immunovant Inc	Long	Equity-common	US	$12K	446	0.03
Impac CMB Trust Series 2005-4	Long	ABS-mortgage backed security	US	$3K	–	0.01
Impinj Inc	Long	Equity-common	US	$45K	289	0.12
Independence Realty Trust Inc	Long	Equity-common	US	$15K	809	0.04
Information Services Group Inc	Long	Equity-common	US	$6K	2K	0.02
Ingevity Corp	Long	Equity-common	US	$4K	97	0.01
Inmode Ltd	Long	Equity-common	IL	$6K	331	0.02
Innospec Inc	Long	Equity-common	US	$9K	73	0.02
Innovative Industrial Properties Inc	Long	Equity-common	US	$12K	112	0.03
Inogen Inc	Long	Equity-common	US	$20K	2K	0.05
Insight Enterprises Inc	Long	Equity-common	US	$25K	125	0.07
Insight Enterprises Inc (INSIGHT ENTERPRS)	Long	Debt	US	$20K	–	0.06
Insmed Inc	Long	Equity-common	US	$28K	424	0.08
Installed Building Products Inc	Long	Equity-common	US	$19K	90	0.05
Integral Ad Science Holding Corp	Long	Equity-common	US	$2K	174	0.00
Intel Corp	Long	Debt	US	$6K	–	0.02
Intel Corp	Long	Debt	US	$5K	–	0.01
Intellia Therapeutics Inc	Long	Equity-common	US	$6K	249	0.02
Intercontinental Exchange Inc	Long	Equity-common	US	$929K	7K	2.53
Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE)	Long	Debt	US	$21K	–	0.06
Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE)	Long	Debt	US	$19K	–	0.05
International Money Express Inc	Long	Equity-common	US	$7K	317	0.02
International Seaways Inc	Long	Equity-common	MH	$17K	293	0.05
InvenTrust Properties Corp	Long	Equity-common	US	$10K	397	0.03
Iridium Communications Inc	Long	Equity-common	US	$3K	118	0.01
iTeos Therapeutics Inc	Long	Equity-common	US	$19K	1K	0.05
Jackson Financial Inc	Long	Equity-common	US	$24K	319	0.06
JAKKS Pacific Inc	Long	Equity-common	US	$2K	97	0.00
Joby Aviation Inc	Long	Equity-common	US	$2K	471	0.01
John B Sanfilippo & Son Inc	Long	Equity-common	US	$11K	112	0.03
John Wiley & Sons Inc	Long	Equity-common	US	$8K	208	0.02
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN (JP Morgan Chase Commercial Mortgage Sec Trust)	Long	ABS-mortgage backed security	US	$9K	–	0.02
JPMBB Commercial Mortgage Securities Trust 2015-C29	Long	ABS-mortgage backed security	US	$38K	–	0.10
JPMDB Commercial Mortgage Securities Trust 2016-C4	Long	ABS-mortgage backed security	US	$28K	–	0.08
JPMorgan Chase & Co	Long	Debt	US	$15K	–	0.04
JPMorgan Chase & Co	Long	Debt	US	$15K	–	0.04
JPMorgan Chase & Co	Long	Debt	US	$10K	–	0.03
JPMorgan Chase & Co	Long	Debt	US	$10K	–	0.03
JPMorgan Chase & Co	Long	Debt	US	$9K	–	0.02
JPMorgan Chase & Co	Long	Debt	US	$5K	–	0.01
JPMorgan Chase & Co	Long	Debt	US	$5K	–	0.01
JPMorgan Chase & Co	Long	Debt	US	$4K	–	0.01
Kaiser Foundation Hospitals	Long	Debt	US	$5K	–	0.01
KB Home	Long	Equity-common	US	$16K	234	0.04
KBR Inc	Long	Equity-common	US	$20K	318	0.06
KeySpan Gas East Corp	Long	Debt	US	$2K	–	0.01
Kimco Realty Corp	Long	Equity-common	US	$2K	121	0.01
Kite Realty Group Trust	Long	Equity-common	US	$14K	640	0.04
KKR Real Estate Finance Trust Inc	Long	Equity-common	US	$1K	144	0.00
Knife River Corp	Long	Equity-common	US	$11K	150	0.03
Kura Oncology Inc	Long	Equity-common	US	$21K	1K	0.06
Kura Sushi USA Inc	Long	Equity-common	US	$4K	59	0.01
Kyverna Therapeutics Inc	Long	Equity-common	US	$5K	617	0.01
L3Harris Technologies Inc (L3HARRIS TECH INC)	Long	Debt	US	$10K	–	0.03
L3Harris Technologies Inc (L3HARRIS TECH INC)	Long	Debt	US	$10K	–	0.03
Ladder Capital Corp	Long	Equity-common	US	$22K	2K	0.06
Lamar Media Corp	Long	Debt	US	$14K	–	0.04
Lands' End Inc	Long	Equity-common	US	$2K	117	0.00
Landsea Homes Corp	Long	Equity-common	US	$5K	567	0.01
Lantheus Holdings Inc	Long	Equity-common	US	$38K	479	0.10
Laureate Education Inc	Long	Equity-common	US	$5K	329	0.01
LendingClub Corp	Long	Equity-common	US	$6K	723	0.02
Leviathan Bond Ltd	Long	Debt	IL	$19K	–	0.05
Liberty Energy Inc	Long	Equity-common	US	$33K	2K	0.09
Liberty Latin America Ltd	Long	Equity-common	BM	$25K	3K	0.07
Light & Wonder Inc	Long	Equity-common	US	$38K	364	0.10
Lions Gate Entertainment Corp	Long	Equity-common	CA	$8K	801	0.02
LiveRamp Holdings Inc	Long	Equity-common	US	$22K	726	0.06
Long: B9D0PVZF2 IRS USD R V 12MSOFR 99D0PVZG0 CCPOIS / Short: B9D0PVZF2 IRS USD P F 1.56000 99D0PVZF2 CCPOIS (LCH Limited)		Derivative-interest rate	US	$39K	–	0.11
Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F 2.88000 99D0UTL09 CCPOIS (LCH Limited)		Derivative-interest rate	US	$3K	–	0.01
Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F 2.97000 99D0UXBE1 CCPOIS (LCH Limited)		Derivative-interest rate	US	$8K	–	0.02
Long: B9D0YMEM0 IRS USD R V 12MSOFR 99D0YMEK4 CCPOIS / Short: B9D0YMEM0 IRS USD P F 3.74300 99D0YMEM0 CCPOIS (LCH Limited)		Derivative-interest rate	US	$129.77	–	0.00
Long: B9D0YMUK6 IRS USD R V 12MSOFR 99D0YMUJ9 CCPOIS / Short: B9D0YMUK6 IRS USD P F 3.87300 99D0YMUK6 CCPOIS (LCH Limited)		Derivative-interest rate	US	$-169.52	–	-0.00
Long: B9D0YMVE9 IRS USD R V 12MSOFR 99D0YMVD1 CCPOIS / Short: B9D0YMVE9 IRS USD P F 3.87800 99D0YMVE9 CCPOIS (LCH Limited)		Derivative-interest rate	US	$-62.42	–	-0.00
Long: B9D0YMVQ2 IRS USD R V 12MSOFR 99D0YMVP4 CCPOIS / Short: B9D0YMVQ2 IRS USD P F 3.67150 99D0YMVQ2 CCPOIS (LCH Limited)		Derivative-interest rate	US	$363.87	–	0.00
Long: B9D0YN4S6 IRS USD R V 12MSOFR 99D0YN4R8 CCPOIS / Short: B9D0YN4S6 IRS USD P F 3.65700 99D0YN4S6 CCPOIS (LCH Limited)		Derivative-interest rate	US	$464.55	–	0.00
Long: B9D0YNOH8 IRS USD R V 12MSOFR 99D0YNOF2 CCPOIS / Short: B9D0YNOH8 IRS USD P F 3.65450 99D0YNOH8 CCPOIS (LCH Limited)		Derivative-interest rate	US	$202.05	–	0.00
Long: B9D0YNOL9 IRS USD R V 12MSOFR 99D0YNOK1 CCPOIS / Short: B9D0YNOL9 IRS USD P F 3.64650 99D0YNOL9 CCPOIS (LCH Limited)		Derivative-interest rate	US	$282.03	–	0.00
Longboard Pharmaceuticals Inc	Long	Equity-common	US	$37K	1K	0.10
LXP Industrial Trust	Long	Equity-common	US	$19K	2K	0.05
M/I Homes Inc	Long	Equity-common	US	$11K	89	0.03
M&T Bank Corp (M&T BANK CORPORATION)	Long	Debt	US	$21K	–	0.06
M&T Bank Corp (M&T BANK CORPORATION)	Long	Debt	US	$17K	–	0.05
Macerich Co/The	Long	Equity-common	US	$12K	808	0.03
MACOM Technology Solutions Holdings Inc	Long	Equity-common	US	$14K	123	0.04
Macquarie Group Ltd	Long	Debt	AU	$20K	–	0.05
Madrigal Pharmaceuticals Inc	Long	Equity-common	US	$26K	93	0.07
Magnite Inc	Long	Equity-common	US	$12K	936	0.03
Magnolia Oil & Gas Corp	Long	Equity-common	US	$6K	237	0.02
Marathon Digital Holdings Inc	Long	Equity-common	US	$14K	700	0.04
Marsh & McLennan Cos Inc	Long	Debt	US	$4K	–	0.01
Marvell Technology Inc	Long	Debt	US	$5K	–	0.01
Matador Resources Co	Long	Equity-common	US	$36K	596	0.10
Matson Inc	Long	Equity-common	US	$24K	180	0.06
MaxLinear Inc	Long	Equity-common	US	$25K	1K	0.07
Medpace Holdings Inc	Long	Equity-common	US	$51K	125	0.14
MeiraGTx Holdings plc	Long	Equity-common	KY	$4K	926	0.01
MercadoLibre Inc	Long	Equity-common	US	$695K	423	1.89
Mercantile Bank Corp	Long	Equity-common	US	$1K	32	0.00
Merchants Bancorp/IN	Long	Equity-common	US	$16K	392	0.04
Meritage Homes Corp	Long	Equity-common	US	$21K	132	0.06
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A1	Long	ABS-mortgage backed security	US	$1K	–	0.00
Mersana Therapeutics Inc	Long	Equity-common	US	$7K	3K	0.02
MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority)	Long	Debt	US	$10K	–	0.03
Meta Platforms Inc	Long	Equity-common	US	$133K	263	0.36
Mexico Government International Bonds	Long	Debt	MX	$21K	–	0.06
Mexico Government International Bonds	Long	Debt	MX	$6K	–	0.02
MFA Financial Inc	Long	Equity-common	US	$6K	581	0.02
MGE Energy Inc	Long	Equity-common	US	$74.72	1	0.00
MicroStrategy Inc	Long	Equity-common	US	$778K	565	2.12
Mid Penn Bancorp Inc	Long	Equity-common	US	$724.35	33	0.00
MidWestOne Financial Group Inc	Long	Equity-common	US	$1K	52	0.00
Mill City Mortgage Loan Trust 2017-3 (Mill City Mortgage Trust)	Long	ABS-mortgage backed security	US	$5K	–	0.01
MillerKnoll Inc	Long	Equity-common	US	$31K	1K	0.08
MMAF Equipment Finance LLC 2023-A	Long	ABS-other	US	$15K	–	0.04
Modine Manufacturing Co	Long	Equity-common	US	$46K	461	0.13
Monongahela Power Co	Long	Debt	US	$5K	–	0.01
Morgan Stanley	Long	Debt	US	$16K	–	0.04
Morgan Stanley	Long	Debt	US	$10K	–	0.03
Morgan Stanley	Long	Debt	US	$9K	–	0.03
Morgan Stanley	Long	Debt	US	$5K	–	0.01
Morgan Stanley	Long	Debt	US	$4K	–	0.01
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust)	Long	ABS-mortgage backed security	US	$14.48	–	0.00
Morgan Stanley Mortgage Loan Trust 2007-12	Long	ABS-mortgage backed security	US	$2K	–	0.00
MortgageIT Trust 2005-4	Long	ABS-mortgage backed security	US	$4K	–	0.01
MPLX LP	Long	Debt	US	$10K	–	0.03
Mr Cooper Group Inc	Long	Equity-common	US	$31K	384	0.08
MSCI Inc	Long	Debt	US	$4K	–	0.01
MSWF Commercial Mortgage Trust 2023-2	Long	ABS-mortgage backed security	US	$845.52	–	0.00
Mueller Industries Inc	Long	Equity-common	US	$51K	894	0.14
Mueller Water Products Inc	Long	Equity-common	US	$22K	1K	0.06
MUNI ELEC AUTH OF GEORGIA (Municipal Electric Authority of Georgia)	Long	Debt	US	$4K	–	0.01
Murphy Oil Corp	Long	Equity-common	US	$27K	647	0.07
MVB Financial Corp	Long	Equity-common	US	$279.6	15	0.00
MYR Group Inc	Long	Equity-common	US	$42K	313	0.12
National Bank Holdings Corp	Long	Equity-common	US	$3K	83	0.01
National Grid PLC	Long	Debt	GB	$5K	–	0.01
National HealthCare Corp	Long	Equity-common	US	$8K	71	0.02
National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP)	Long	Debt	US	$5K	–	0.01
NeoGenomics Inc	Long	Equity-common	US	$24K	2K	0.07
New Jersey Resources Corp	Long	Equity-common	US	$10K	236	0.03
New Mountain Finance Corp	Long	Debt	US	$5K	–	0.01
New Residential Mortgage Loan Trust 2017-4	Long	ABS-mortgage backed security	US	$15K	–	0.04
New Residential Mortgage Loan Trust 2017-5	Long	ABS-mortgage backed security	US	$12K	–	0.03
New Residential Mortgage Loan Trust 2018-4	Long	ABS-mortgage backed security	US	$16K	–	0.04
New Residential Mortgage Loan Trust 2021-NQM2R	Long	ABS-mortgage backed security	US	$22K	–	0.06
NEW YORK TRANSPRTN DEV CORP LEASE REVENUE (New York Transportation Development Corp)	Long	Debt	US	$19K	–	0.05
Newmark Group Inc	Long	Equity-common	US	$4K	384	0.01
NextEra Energy Capital Holdings Inc	Long	Debt	US	$4K	–	0.01
NextEra Energy Capital Holdings Inc	Long	Debt	US	$3K	–	0.01
Niagara Mohawk Power Corp	Long	Debt	US	$10K	–	0.03
NiSource Inc	Long	Debt	US	$10K	–	0.03
NiSource Inc	Long	Debt	US	$10K	–	0.03
NMI Holdings Inc	Long	Equity-common	US	$22K	656	0.06
Noble Corp PLC	Long	Equity-common	GB	$22K	491	0.06
Nokia Oyj	Long	Debt	FI	$5K	–	0.01
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 (Nomura Asset Acceptance Corporation)	Long	ABS-mortgage backed security	US	$8K	–	0.02
Northrop Grumman Corp	Long	Debt	US	$4K	–	0.01
Northwest Natural Holding Co	Long	Equity-common	US	$6K	180	0.02
Northwest Pipe Co	Long	Equity-common	US	$1K	35	0.00
Northwestern Energy Group Inc	Long	Equity-common	US	$7K	133	0.02
NRP Mortgage Trust 2013-1	Long	ABS-mortgage backed security	US	$2K	–	0.00
NSTAR Electric Co	Long	Debt	US	$5K	–	0.01
NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC)	Long	Debt	XX	$6K	–	0.02
NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA)	Long	Debt	XX	$15K	–	0.04
O-I Glass Inc	Long	Equity-common	US	$6K	540	0.02
O'Reilly Automotive Inc	Long	Debt	US	$4K	–	0.01
Oceaneering International Inc	Long	Equity-common	US	$17K	708	0.05
OceanFirst Financial Corp	Long	Equity-common	US	$20K	1K	0.05
Oddity Tech Ltd	Long	Equity-common	IL	$31K	777	0.08
ODP Corp/The	Long	Equity-common	US	$8K	213	0.02
OFG Bancorp	Long	Equity-common	PR	$23K	610	0.06
Oglethorpe Power Corp	Long	Debt	US	$4K	–	0.01
Ohio Edison Co	Long	Debt	US	$5K	–	0.01
Oil States International Inc	Long	Equity-common	US	$3K	737	0.01
Old National Bancorp/IN	Long	Equity-common	US	$25K	1K	0.07
Old Second Bancorp Inc	Long	Equity-common	US	$13K	852	0.03
Olympic Steel Inc	Long	Equity-common	US	$4K	79	0.01
OmniAb Inc	Long	Equity-common	US	$2K	513	0.01
OMNIAB INC	Long	Equity-common	US	$0	56	–
OMNIAB INC	Long	Equity-common	US	$0	56	–
Omnicell Inc	Long	Equity-common	US	$4K	150	0.01
Oncor Electric Delivery Co LLC	Long	Debt	US	$10K	–	0.03
ONE Gas Inc	Long	Equity-common	US	$25K	391	0.07
ONEOK Inc	Long	Debt	US	$3K	–	0.01
ONEOK Inc	Long	Debt	US	$2K	–	0.00
OneSpaWorld Holdings Ltd	Long	Equity-common	BS	$6K	420	0.02
Onto Innovation Inc	Long	Equity-common	US	$17K	77	0.05
Ooma Inc	Long	Equity-common	US	$10K	1K	0.03
Open Lending Corp	Long	Equity-common	US	$11K	2K	0.03
Open Text Corp	Long	Debt	CA	$22K	–	0.06
Open Text Corp	Long	Debt	CA	$7K	–	0.02
Opendoor Technologies Inc	Long	Equity-common	US	$4K	2K	0.01
OPKO Health Inc	Long	Equity-common	US	$4K	3K	0.01
OptimizeRx Corp	Long	Equity-common	US	$3K	308	0.01
Option Care Health Inc	Long	Equity-common	US	$22K	800	0.06
Option One Mortgage Loan Trust 2006-3	Long	ABS-mortgage backed security	US	$3K	–	0.01
Oracle Corp	Long	Debt	US	$14K	–	0.04
Oracle Corp	Long	Debt	US	$12K	–	0.03
Oracle Corp	Long	Debt	US	$5K	–	0.01
Oracle Corp	Long	Debt	US	$4K	–	0.01
Oracle Corp	Long	Debt	US	$2K	–	0.01
Orion SA	Long	Equity-common	LU	$24K	1K	0.07
Oscar Health Inc	Long	Equity-common	US	$32K	2K	0.09
OSI Systems Inc	Long	Equity-common	US	$9K	68	0.03
Otis Worldwide Corp	Long	Debt	US	$9K	–	0.02
Ovid therapeutics Inc	Long	Equity-common	US	$3K	4K	0.01
Ovintiv Inc	Long	Equity-common	US	$18K	375	0.05
Ovintiv Inc	Long	Debt	US	$11K	–	0.03
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$20K	–	0.06
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$10K	–	0.03
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$9K	–	0.03
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$7K	–	0.02
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$5K	–	0.01
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$5K	–	0.01
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$4K	–	0.01
Palomar Holdings Inc	Long	Equity-common	US	$9K	107	0.02
Paramount Global	Long	Debt	US	$7K	–	0.02
Paramount Global	Long	Debt	US	$4K	–	0.01
PARIBAS REPO (BNP Paribas SA)	Long	Repurchase agreement	US	$25K	–	0.07
Pathward Financial Inc	Long	Equity-common	US	$15K	269	0.04
Patrick Industries Inc	Long	Equity-common	US	$11K	102	0.03
Patterson-UTI Energy Inc	Long	Equity-common	US	$24K	2K	0.07
PBF Energy Inc	Long	Equity-common	US	$12K	255	0.03
Peabody Energy Corp	Long	Equity-common	US	$2K	97	0.01
Peapack-Gladstone Financial Corp	Long	Equity-common	US	$1K	61	0.00
Pebblebrook Hotel Trust	Long	Equity-common	US	$1K	91	0.00
PennyMac Financial Services Inc	Long	Equity-common	US	$23K	245	0.06
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$25K	–	0.07
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$15K	–	0.04
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$5K	–	0.01
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$5K	–	0.01
Perdoceo Education Corp	Long	Equity-common	US	$11K	516	0.03
Perella Weinberg Partners	Long	Equity-common	US	$10K	603	0.03
Permian Resources Corp	Long	Equity-common	US	$15K	902	0.04
Peru Government International Bonds	Long	Debt	PE	$4K	–	0.01
Petco Health & Wellness Co Inc	Long	Equity-common	US	$2K	443	0.00
PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING (Philadelphia Authority for Industrial Development)	Long	Debt	US	$27K	–	0.07
Philip Morris International Inc (PHILIP MORRIS INTL INC)	Long	Debt	US	$15K	–	0.04
Philip Morris International Inc (PHILIP MORRIS INTL INC)	Long	Debt	US	$5K	–	0.01
Philip Morris International Inc (PHILIP MORRIS INTL INC)	Long	Debt	US	$5K	–	0.01
Philip Morris International Inc (PHILIP MORRIS INTL INC)	Long	Debt	US	$5K	–	0.01
Philip Morris International Inc (PHILIP MORRIS INTL INC)	Long	Debt	US	$5K	–	0.01
Phillips 66 Co	Long	Debt	US	$10K	–	0.03
Phillips Edison & Co Inc	Long	Equity-common	US	$26K	785	0.07
Phinia Inc	Long	Equity-common	US	$11K	292	0.03
Piedmont Office Realty Trust Inc	Long	Equity-common	US	$2K	319	0.01
Piedmont Operating Partnership LP	Long	Debt	US	$5K	–	0.01
Pinnacle Financial Partners Inc	Long	Equity-common	US	$9K	114	0.02
Piper Sandler Cos	Long	Equity-common	US	$19K	82	0.05
Plymouth Industrial REIT Inc	Long	Equity-common	US	$13K	608	0.04
PNC Financial Services Group Inc/The	Long	Debt	US	$5K	–	0.01
Popular Inc	Long	Equity-common	PR	$34K	382	0.09
Portland General Electric Co	Long	Equity-common	US	$28K	649	0.08
PotlatchDeltic Corp	Long	Equity-common	US	$17K	419	0.04
Preferred Bank/Los Angeles CA	Long	Equity-common	US	$6K	81	0.02
Premier Financial Corp	Long	Equity-common	US	$2K	110	0.01
Prestige Consumer Healthcare Inc	Long	Equity-common	US	$3K	38	0.01
Primo Water Corp	Long	Equity-common	CA	$5K	218	0.01
Primoris Services Corp	Long	Equity-common	US	$20K	407	0.06
PROCEPT BioRobotics Corp	Long	Equity-common	US	$30K	497	0.08
Procore Technologies Inc	Long	Equity-common	US	$345K	5K	0.94
Protagonist Therapeutics Inc	Long	Equity-common	US	$33K	954	0.09
PTC Therapeutics Inc	Long	Equity-common	US	$7K	239	0.02
Public Service Electric and Gas Co	Long	Debt	US	$3K	–	0.01
Public Service Enterprise Group Inc	Long	Debt	US	$10K	–	0.03
Public Service Enterprise Group Inc	Long	Debt	US	$5K	–	0.01
Puget Energy Inc	Long	Debt	US	$9K	–	0.02
Puget Energy Inc	Long	Debt	US	$6K	–	0.02
Puget Energy Inc	Long	Debt	US	$4K	–	0.01
Puget Energy Inc	Long	Debt	US	$2K	–	0.01
Pulmonx Corp	Long	Equity-common	US	$17K	3K	0.05
PURCHASED EUR / SOLD USD (NatWest Markets PLC)		Derivative-foreign exchange	XX	$-35.41	–	-0.00
PURCHASED USD / SOLD BRL (Goldman Sachs International)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD EUR (Deutsche Bank AG)		Derivative-foreign exchange	US	$-15.78	–	-0.00
Q2 Holdings Inc	Long	Equity-common	US	$12K	197	0.03
QCR Holdings Inc	Long	Equity-common	US	$16K	271	0.04
Qorvo Inc	Long	Debt	US	$4K	–	0.01
Qualys Inc	Long	Equity-common	US	$23K	162	0.06
Quanex Building Products Corp	Long	Equity-common	US	$8K	287	0.02
Quanterix Corp	Long	Equity-common	US	$2K	177	0.01
QuinStreet Inc	Long	Equity-common	US	$8K	475	0.02
Radian Group Inc	Long	Equity-common	US	$23K	736	0.06
Radiant Logistics Inc	Long	Equity-common	US	$5K	865	0.01
Rambus Inc	Long	Equity-common	US	$35K	596	0.10
Rapid7 Inc	Long	Equity-common	US	$18K	411	0.05
Recursion Pharmaceuticals Inc	Long	Equity-common	US	$17K	2K	0.05
Redwood Trust Inc	Long	Equity-common	US	$2K	336	0.01
Regal Rexnord Corp	Long	Debt	US	$10K	–	0.03
Regal Rexnord Corp	Long	Debt	US	$10K	–	0.03
Regency Centers LP	Long	Debt	US	$5K	–	0.01
Reinsurance Group of America Inc (REINSURANCE GRP OF AMER)	Long	Debt	US	$5K	–	0.01
Remitly Global Inc	Long	Equity-common	US	$6K	486	0.02
Renaissance Home Equity Loan Trust 2007-1	Long	ABS-mortgage backed security	US	$16K	–	0.04
Repay Holdings Corp	Long	Equity-common	US	$3K	248	0.01
Replimune Group Inc	Long	Equity-common	US	$6K	627	0.02
Republic Services Inc	Long	Debt	US	$5K	–	0.01
Republic Services Inc	Long	Debt	US	$4K	–	0.01
Resideo Technologies Inc	Long	Equity-common	US	$6K	283	0.02
Retail Opportunity Investments Corp	Long	Equity-common	US	$22K	2K	0.06
REVOLUTION Medicines Inc	Long	Equity-common	US	$33K	855	0.09
REX American Resources Corp	Long	Equity-common	US	$2K	48	0.01
Rio Tinto Alcan Inc	Long	Debt	CA	$5K	–	0.01
Riot Platforms Inc	Long	Equity-common	US	$9K	1K	0.03
RIVERSIDE CNTY CA PENSN OBLG (County of Riverside CA)	Long	Debt	US	$23K	–	0.06
RLI Corp	Long	Equity-common	US	$13K	95	0.04
RLJ Lodging Trust	Long	Equity-common	US	$10K	1K	0.03
ROBLOX Corp	Long	Equity-common	US	$1M	27K	2.78
Roivant Sciences Ltd	Long	Equity-common	BM	$253K	24K	0.69
Romanian Government International Bond	Long	Debt	RO	$17K	–	0.05
Romanian Government International Bond	Long	Debt	RO	$14K	–	0.04
Romanian Government International Bond	Long	Debt	RO	$12K	–	0.03
ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO	Long	Repurchase agreement	US	$45K	–	0.12
Royalty Pharma PLC	Long	Equity-common	GB	$924K	35K	2.51
Royalty Pharma PLC	Long	Debt	GB	$12K	–	0.03
Royalty Pharma PLC	Long	Debt	GB	$5K	–	0.01
Royalty Pharma PLC	Long	Debt	GB	$4K	–	0.01
Rush Enterprises Inc	Long	Equity-common	US	$27K	644	0.07
RxSight Inc	Long	Equity-common	US	$28K	467	0.08
Ryerson Holding Corp	Long	Equity-common	US	$3K	135	0.01
Ryman Hospitality Properties Inc	Long	Equity-common	US	$24K	244	0.07
Sabra Health Care REIT Inc	Long	Equity-common	US	$19K	1K	0.05
Safe Bulkers Inc	Long	Equity-common	MH	$4K	714	0.01
Sage Therapeutics Inc	Long	Equity-common	US	$3K	303	0.01
Sana Biotechnology Inc	Long	Equity-common	US	$38.22	7	0.00
Santander Drive Auto Receivables Trust 2023-1	Long	ABS-other	US	$5K	–	0.01
Santander Drive Auto Receivables Trust 2023-3	Long	ABS-other	US	$10K	–	0.03
Santander Drive Auto Receivables Trust 2023-6	Long	ABS-other	US	$5K	–	0.01
Savers Value Village Inc	Long	Equity-common	US	$6K	520	0.02
SBA Tower Trust	Long	Debt	US	$25K	–	0.07
SBNA Auto Lease Trust 2024-A	Long	ABS-other	US	$5K	–	0.01
ScanSource Inc	Long	Equity-common	US	$8K	190	0.02
Scorpio Tankers Inc	Long	Equity-common	MH	$2K	26	0.01
Seacoast Banking Corp of Florida	Long	Equity-common	US	$2K	82	0.01
Securitized Asset Backed Receivables LLC Trust 2007-BR5	Long	ABS-other	US	$10K	–	0.03
Select Water Solutions Inc	Long	Equity-common	US	$10K	945	0.03
Selective Insurance Group Inc	Long	Equity-common	US	$9K	100	0.03
Sempra	Long	Debt	US	$10K	–	0.03
Sempra	Long	Debt	US	$4K	–	0.01
Semtech Corp	Long	Equity-common	US	$20K	679	0.06
Sensata Technologies BV	Long	Debt	NL	$10K	–	0.03
Sequoia Mortgage Trust 2007-1	Long	ABS-mortgage backed security	US	$6K	–	0.02
Service Corp International/US (SERVICE CORP INTL)	Long	Debt	US	$22K	–	0.06
Service Corp International/US (SERVICE CORP INTL)	Long	Debt	US	$15K	–	0.04
SG Commercial Mortgage Securities Trust 2020-COVE	Long	ABS-mortgage backed security	US	$27K	–	0.07
SG Residential Mortgage Trust 2021-1 (SG Capital Partners)	Long	ABS-mortgage backed security	US	$24K	–	0.06
Shake Shack Inc	Long	Equity-common	US	$17K	188	0.05
Shell International Finance BV	Long	Debt	NL	$4K	–	0.01
Shell International Finance BV	Long	Debt	NL	$3K	–	0.01
Shopify Inc	Long	Equity-common	CA	$1M	19K	3.49
Shutterstock Inc	Long	Equity-common	US	$9K	232	0.02
SI-BONE Inc	Long	Equity-common	US	$5K	405	0.01
Signet Jewelers Ltd	Long	Equity-common	BM	$24K	263	0.06
Simply Good Foods Co/The	Long	Equity-common	US	$13K	373	0.04
Simpson Manufacturing Co Inc	Long	Equity-common	US	$5K	32	0.01
Sirius XM Radio Inc	Long	Debt	US	$13K	–	0.03
Sirius XM Radio Inc	Long	Debt	US	$9K	–	0.02
SITE Centers Corp	Long	Equity-common	US	$7K	473	0.02
Skyward Specialty Insurance Group Inc	Long	Equity-common	US	$2K	66	0.01
SkyWest Inc	Long	Equity-common	US	$35K	423	0.09
SL Green Realty Corp	Long	Equity-common	US	$18K	310	0.05
SM Energy Co	Long	Equity-common	US	$44K	1K	0.12
SMART Global Holdings Inc	Long	Equity-common	KY	$14K	606	0.04
Smith & Nephew PLC	Long	Debt	GB	$5K	–	0.01
Snowflake Inc	Long	Equity-common	US	$1M	7K	2.75
Solo Brands Inc	Long	Equity-common	US	$2K	1K	0.01
Solventum Corp	Long	Debt	US	$10K	–	0.03
Sonos Inc	Long	Equity-common	US	$22K	1K	0.06
Soundview Home Loan Trust 2006-3 (Soundview Home Equity Loan Trust)	Long	ABS-mortgage backed security	US	$34K	–	0.09
South Plains Financial Inc	Long	Equity-common	US	$486	18	0.00
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$10K	–	0.03
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$10K	–	0.03
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$5K	–	0.01
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$5K	–	0.01
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$4K	–	0.01
Southern California Gas Co (SOUTHERN CALIF GAS CO)	Long	Debt	US	$17K	–	0.05
Southern California Gas Co (SOUTHERN CALIF GAS CO)	Long	Debt	US	$7K	–	0.02
Southern Co/The	Long	Debt	US	$10K	–	0.03
Southside Bancshares Inc	Long	Equity-common	US	$2K	79	0.01
SouthState Corp	Long	Equity-common	US	$6K	82	0.02
Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER)	Long	Debt	US	$15K	–	0.04
SpringWorks Therapeutics Inc	Long	Equity-common	US	$21K	570	0.06
Sprout Social Inc	Long	Equity-common	US	$6K	164	0.02
Sprouts Farmers Market Inc	Long	Equity-common	US	$30K	362	0.08
SPS Commerce Inc	Long	Equity-common	US	$10K	52	0.03
SS&C Technologies Inc	Long	Debt	US	$25K	–	0.07
Standard Industries Inc/NJ	Long	Debt	US	$18K	–	0.05
State Street Institutional U.S. Government Money Market Fund (State Street Global Advisors)	Long	Short-term investment vehicle	US	$117K	117K	0.32
Sterling Infrastructure Inc	Long	Equity-common	US	$26K	218	0.07
Steven Madden Ltd	Long	Equity-common	US	$16K	387	0.04
StoneX Group Inc	Long	Equity-common	US	$9K	114	0.02
Stride Inc	Long	Equity-common	US	$17K	239	0.05
Subway Funding LLC	Long	ABS-other	US	$25K	–	0.07
Summit Materials Inc	Long	Equity-common	US	$14K	396	0.04
SunCoke Energy Inc	Long	Equity-common	US	$2K	225	0.01
Sunnova Energy International Inc	Long	Equity-common	US	$2K	270	0.00
SunOpta Inc	Long	Equity-common	CA	$7K	1K	0.02
Super Micro Computer Inc	Long	Equity-common	US	$120K	146	0.33
Surgery Partners Inc	Long	Equity-common	US	$4K	152	0.01
Sutro Biopharma Inc	Long	Equity-common	US	$199.24	68	0.00
Sweetgreen Inc	Long	Equity-common	US	$15K	514	0.04
Synchrony Financial	Long	Debt	US	$15K	–	0.04
Syndax Pharmaceuticals Inc	Long	Equity-common	US	$15K	735	0.04
T-Mobile USA Inc	Long	Debt	US	$5K	–	0.01
T-Mobile USA Inc	Long	Debt	US	$5K	–	0.01
T-Mobile USA Inc	Long	Debt	US	$5K	–	0.01
T-Mobile USA Inc	Long	Debt	US	$4K	–	0.01
Taco Bell Funding LLC (TACO BELL FUNDING, LLC)	Long	ABS-other	US	$32K	–	0.09
Tapestry Inc	Long	Debt	US	$5K	–	0.01
Tapestry Inc	Long	Debt	US	$5K	–	0.01
Targa Resources Corp	Long	Debt	US	$10K	–	0.03
Targa Resources Corp	Long	Debt	US	$10K	–	0.03
Taylor Morrison Communities Inc	Long	Debt	US	$15K	–	0.04
Taylor Morrison Communities Inc	Long	Debt	US	$5K	–	0.01
Taylor Morrison Home Corp	Long	Equity-common	US	$25K	454	0.07
Taysha Gene Therapies Inc	Long	Equity-common	US	$19K	9K	0.05
Teekay Tankers Ltd	Long	Equity-common	MH	$15K	222	0.04
Teleflex Inc	Long	Debt	US	$10K	–	0.03
Telephone and Data Systems Inc	Long	Equity-common	US	$2K	120	0.01
Tenet Healthcare Corp	Long	Equity-common	US	$18K	138	0.05
Terex Corp	Long	Equity-common	US	$17K	302	0.05
Tesla Inc	Long	Equity-common	US	$1M	6K	3.07
Tetra Tech Inc	Long	Equity-common	US	$38K	186	0.10
Texas Capital Bancshares Inc	Long	Equity-common	US	$4K	67	0.01
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp)	Long	Debt	US	$10K	–	0.03
Thermon Group Holdings Inc	Long	Equity-common	US	$4K	125	0.01
Thryv Holdings Inc	Long	Equity-common	US	$9K	495	0.02
Time Warner Cable LLC	Long	Debt	US	$9K	–	0.02
Time Warner Cable LLC	Long	Debt	US	$4K	–	0.01
Titan International Inc	Long	Equity-common	US	$8K	1K	0.02
Titan Machinery Inc	Long	Equity-common	US	$2K	95	0.00
TotalEnergies Capital SA	Long	Debt	FR	$5K	–	0.01
Towd Point Mortgage Trust 2017-4	Long	ABS-mortgage backed security	US	$14K	–	0.04
Towd Point Mortgage Trust 2017-6	Long	ABS-mortgage backed security	US	$15K	–	0.04
Towne Bank/Portsmouth VA	Long	Equity-common	US	$5K	176	0.01
TPG RE Finance Trust Inc	Long	Equity-common	US	$6K	659	0.02
Trade Desk Inc/The	Long	Equity-common	US	$1M	13K	3.45
Travere Therapeutics Inc	Long	Equity-common	US	$7K	888	0.02
Treace Medical Concepts Inc	Long	Equity-common	US	$2K	324	0.01
Tri Pointe Homes Inc	Long	Equity-common	US	$17K	463	0.05
TriCo Bancshares	Long	Equity-common	US	$9K	237	0.03
TriNet Group Inc	Long	Equity-common	US	$35K	347	0.09
Tronox Holdings PLC	Long	Equity-common	GB	$9K	583	0.02
TrueBlue Inc	Long	Equity-common	US	$2K	173	0.00
Turtle Beach Corp	Long	Equity-common	US	$1K	86	0.00
Twist Bioscience Corp	Long	Equity-common	US	$38K	772	0.10
Tyra Biosciences Inc	Long	Equity-common	US	$17K	1K	0.05
TYSN 2023-CRNR Mortgage Trust	Long	ABS-mortgage backed security	US	$15K	–	0.04
Tyson Foods Inc	Long	Debt	US	$5K	–	0.01
Tyson Foods Inc	Long	Debt	US	$5K	–	0.01
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$543K	–	1.48
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$135K	–	0.37
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$104K	–	0.28
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$87K	–	0.24
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$80K	–	0.22
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$35K	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$28K	–	0.08
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$24K	–	0.07
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$18K	–	0.05
U.S. Treasury Inflation-Indexed Bonds (United States Treasury)	Long	Debt	US	$74K	–	0.20
U.S. Treasury Inflation-Indexed Bonds (United States Treasury)	Long	Debt	US	$30K	–	0.08
U.S. Treasury Inflation-Indexed Bonds (United States Treasury)	Long	Debt	US	$12K	–	0.03
U.S. Treasury Inflation-Indexed Bonds (United States Treasury)	Long	Debt	US	$5K	–	0.01
U.S. Treasury Inflation-Indexed Notes (United States Treasury)	Long	Debt	US	$292K	–	0.79
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$163K	–	0.44
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$146K	–	0.40
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$130K	–	0.35
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$56K	–	0.15
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$29K	–	0.08
Uber Technologies Inc	Long	Equity-common	US	$861K	12K	2.34
UFP Industries Inc	Long	Equity-common	US	$43K	380	0.12
Ultra Clean Holdings Inc	Long	Equity-common	US	$14K	293	0.04
UMB Financial Corp	Long	Equity-common	US	$6K	76	0.02
UMH Properties Inc	Long	Equity-common	US	$3K	165	0.01
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$350K	–	0.95
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$216K	–	0.59
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$160K	–	0.44
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$136K	–	0.37
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$98K	–	0.27
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$72K	–	0.20
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$66K	–	0.18
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Short	ABS-mortgage backed security	US	$-216K	–	-0.59
Union Pacific Corp	Long	Equity-common	US	$597K	3K	1.62
Unisys Corp	Long	Equity-common	US	$13K	3K	0.04
United Bankshares Inc/WV	Long	Equity-common	US	$5K	145	0.01
United Parks & Resorts Inc	Long	Equity-common	US	$7K	126	0.02
United Rentals North America Inc	Long	Debt	US	$14K	–	0.04
United Rentals North America Inc	Long	Debt	US	$5K	–	0.01
UnitedHealth Group Inc	Long	Debt	US	$10K	–	0.03
UnitedHealth Group Inc	Long	Debt	US	$7K	–	0.02
UnitedHealth Group Inc	Long	Debt	US	$2K	–	0.01
UnitedHealth Group Inc	Long	Debt	US	$2K	–	0.00
Uniti Group Inc	Long	Equity-common	US	$2K	642	0.01
Unitil Corp	Long	Equity-common	US	$26K	496	0.07
Unity Bancorp Inc	Long	Equity-common	US	$620.97	21	0.00
Upwork Inc	Long	Equity-common	US	$4K	344	0.01
Uranium Energy Corp	Long	Equity-common	US	$11K	2K	0.03
Urban Outfitters Inc	Long	Equity-common	US	$17K	415	0.05
US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$970.11	–	0.00
US 10YR ULTRA FUT SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$584.51	–	0.00
US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$1K	–	0.00
US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$1K	–	0.00
USANA Health Sciences Inc	Long	Equity-common	US	$3K	67	0.01
V2X Inc	Long	Equity-common	US	$28K	585	0.08
Valaris Ltd	Long	Equity-common	BM	$16K	216	0.04
Valvoline Inc	Long	Equity-common	US	$15K	345	0.04
Veeco Instruments Inc	Long	Equity-common	US	$39K	842	0.11
Ventyx Biosciences Inc	Long	Equity-common	US	$6K	2K	0.02
Veradigm Inc	Long	Equity-common	US	$8K	849	0.02
Veralto Corp	Long	Debt	US	$10K	–	0.03
Veris Residential Inc	Long	Equity-common	US	$3K	199	0.01
Veritex Holdings Inc	Long	Equity-common	US	$7K	319	0.02
Verus Securitization Trust 2021-3	Long	ABS-mortgage backed security	US	$40K	–	0.11
Viad Corp	Long	Equity-common	US	$3K	95	0.01
VICI Properties LP	Long	Debt	US	$7K	–	0.02
VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE)	Long	Debt	US	$5K	–	0.01
Victory Capital Holdings Inc	Long	Equity-common	US	$33K	699	0.09
Viking Therapeutics Inc	Long	Equity-common	US	$60K	1K	0.16
Viper Energy Inc	Long	Debt	US	$15K	–	0.04
Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO)	Long	Debt	US	$10K	–	0.03
Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO)	Long	Debt	US	$5K	–	0.01
Virtus Investment Partners Inc	Long	Equity-common	US	$17K	75	0.05
Vita Coco Co Inc/The	Long	Equity-common	US	$26K	934	0.07
Vital Farms Inc	Long	Equity-common	US	$14K	293	0.04
Vivid Seats Inc	Long	Equity-common	US	$4K	668	0.01
Warnermedia Holdings Inc	Long	Debt	US	$5K	–	0.01
Warnermedia Holdings Inc	Long	Debt	US	$4K	–	0.01
Warrior Met Coal Inc	Long	Equity-common	US	$12K	196	0.03
Watts Water Technologies Inc	Long	Equity-common	US	$37K	203	0.10
Weatherford International PLC	Long	Equity-common	IE	$34K	279	0.09
Wellfleet CLO X LTD (Wellfleet CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$249K	–	0.68
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$15K	–	0.04
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$15K	–	0.04
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$10K	–	0.03
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$9K	–	0.02
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$8K	–	0.02
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$5K	–	0.01
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$5K	–	0.01
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$5K	–	0.01
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$4K	–	0.01
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$2K	–	0.00
Wells Fargo Commercial Mortgage Trust 2015-P2	Long	ABS-mortgage backed security	US	$34K	–	0.09
Wells Fargo Mortgage Backed Securities 2006-AR14 Trust (Wells Fargo Mortgage Backed Securities Trust)	Long	ABS-mortgage backed security	US	$2K	–	0.00
WesBanco Inc	Long	Equity-common	US	$4K	144	0.01
WESCO International Inc	Long	Equity-common	US	$18K	113	0.05
Western Midstream Operating LP	Long	Debt	US	$5K	–	0.01
Westinghouse Air Brake Technologies Corp	Long	Debt	US	$5K	–	0.01
Westlake Automobile Receivables Trust 2020-3	Long	ABS-other	US	$3K	–	0.01
William Carter Co/The	Long	Debt	US	$30K	–	0.08
Willis North America Inc	Long	Debt	US	$20K	–	0.05
Wingstop Inc	Long	Equity-common	US	$13K	31	0.04
Wintrust Financial Corp	Long	Equity-common	US	$24K	243	0.07
Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT)	Long	Debt	US	$5K	–	0.01
WMG Acquisition Corp	Long	Debt	US	$22K	–	0.06
Workiva Inc	Long	Equity-common	US	$21K	286	0.06
WSFS Financial Corp	Long	Equity-common	US	$4K	86	0.01
Xcel Energy Inc	Long	Debt	US	$18K	–	0.05
Xcel Energy Inc	Long	Debt	US	$3K	–	0.01
Xencor Inc	Long	Equity-common	US	$4K	201	0.01
Xenia Hotels & Resorts Inc	Long	Equity-common	US	$10K	702	0.03
Xperi Inc	Long	Equity-common	US	$8K	987	0.02
Y-mAbs Therapeutics Inc	Long	Equity-common	US	$229.52	19	0.00
Yelp Inc	Long	Equity-common	US	$20K	547	0.05
Zeta Global Holdings Corp	Long	Equity-common	US	$36K	2K	0.10
Zuora Inc	Long	Equity-common	US	$4K	447	0.01

Address

SEASONS SERIES TRUST

21650 Oxnard Street

Woodland Hills

California

91367

United States of America

Websites

www.corebridgefinancial.com/annuities

Directors

John T. Genoy

Charles H. Self III

Christianne F. Kerns

Bruce G. Willison

Martha B. Willis

Tracey C. Doi

Jane Jelenko

Transfer Agents

VALIC Retirement Services Company

Pricing Services

Bloomberg L.P.

CanDeal Group Inc.

ICE Data Services, Inc.

LSEG US Fin Corp.

S&P Global Market Intelligence Inc.

State Street GS Performance Services Limited

Virtu Financial, Inc.

Bank of America Merrill Lynch Securities Inc

PricingDirect Inc.

Custodians

Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)

Intesa Sanpaolo S.p.A.

Citibank del Peru S.A.

HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)

BNP Paribas (Athens, Attica, GR, Branch)

Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)

First Abu Dhabi Bank P.J.S.C.

The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

Bank Hapoalim B.M.

FirstRand Bank Limited

The Hongkong and Shanghai Banking Corporation Limited

Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

State Street Trust Company Canada

The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

UBS Switzerland AG

Skandinaviska Enskilda Banken AB

Skandinaviska Enskilda Banken A/S

State Street Bank and Trust Company (Edinburgh, GB, Branch)

Standard Chartered International Commercial Bank Co., Ltd.

Standard Chartered Bank (Thai) Public Company Limited

BNP Paribas

UniCredit Bank Austria AG

Royal Bank of Canada

Citibank Europe Public Limited Company

State Street Bank and Trust Company

Citibank, National Association (Singapore, SG, Branch)

Standard Chartered Bank (Hong Kong) Limited

Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

Citibank, Anonim Sirketi

Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)

Clearstream Banking S.A.

Citibank Europe Public Limited Company (Budapest, HU, Branch)

Shareholder Servicing Agents

VALIC Retirement Services Company

Admins

N/A

Brokers

Barclays Capital Inc.

Robert W. Baird & Co. Incorporated

Cowen and Company, LLC

Cantor Fitzgerald & Co.

Citigroup Global Markets Inc.

J.P. Morgan Securities LLC

RBC Capital Markets, LLC

Jefferies LLC

Nomura Securities International, Inc.

UBS Securities LLC