SUNAMERICA > SEASONS SERIES TRUST
SA Multi-Managed Moderate Growth Portfolio
$57.55M
Avg Monthly Net Assets
$61.56M
Total Assets
$3.95M
Total Liabilities
$57.61M
Net Assets
SA Multi-Managed Moderate 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 $57.55M.
On August 28th, 2024 it reported 1,263 holdings, the largest
being Cloudflare Inc (3.3%), DoorDash Inc (2.8%) and Trade Desk Inc/The (2.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000021837 | ||
| Class 2 | C000021838 | ||
| Class 3 | C000021839 |
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 |
|---|---|---|---|---|---|---|
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $106K | – | 0.18 |
| 510 Asset Backed 2021-NPL1 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $38K | – | 0.07 |
| 510 Asset Backed 2021-NPL2 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $36K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $10K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $5K | – | 0.01 |
| Abercrombie & Fitch Co | Long | Equity-common | US | $59K | 333 | 0.10 |
| ABM Industries Inc | Long | Equity-common | US | $60K | 1K | 0.10 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $16K | 307 | 0.03 |
| ACADIA Pharmaceuticals Inc | Long | Equity-common | US | $17K | 1K | 0.03 |
| Accel Entertainment Inc | Long | Equity-common | US | $11K | 1K | 0.02 |
| ACM Research Inc | Long | Equity-common | US | $28K | 1K | 0.05 |
| Acushnet Holdings Corp | Long | Equity-common | US | $19K | 299 | 0.03 |
| Adaptive Biotechnologies Corp | Long | Equity-common | US | $481.46 | 133 | 0.00 |
| Adient PLC | Long | Equity-common | IE | $7K | 280 | 0.01 |
| Adobe Inc | Long | Debt | US | $25K | – | 0.04 |
| Adtalem Global Education Inc | Long | Equity-common | US | $28K | 414 | 0.05 |
| Adyen NV | Long | Equity-common | NL | $969K | 813 | 1.68 |
| AES Corp/The | Long | Debt | US | $8K | – | 0.01 |
| AGCO Corp | Long | Debt | US | $20K | – | 0.03 |
| AGCO Corp | Long | Debt | US | $10K | – | 0.02 |
| Agree Realty Corp | Long | Equity-common | US | $15K | 245 | 0.03 |
| Airbnb Inc | Long | Equity-common | US | $1M | 8K | 2.06 |
| Akero Therapeutics Inc | Long | Equity-common | US | $24K | 1K | 0.04 |
| Alabama Power Co | Long | Debt | US | $21K | – | 0.04 |
| Alabama Power Co | Long | Debt | US | $8K | – | 0.01 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $60K | – | 0.10 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $40K | – | 0.07 |
| Alkermes PLC | Long | Equity-common | IE | $11K | 444 | 0.02 |
| Allogene Therapeutics Inc | Long | Equity-common | US | $4K | 2K | 0.01 |
| Alpha Metallurgical Resources Inc | Long | Equity-common | US | $34K | 120 | 0.06 |
| Alphatec Holdings Inc | Long | Equity-common | US | $9K | 902 | 0.02 |
| Amalgamated Financial Corp | Long | Equity-common | US | $20K | 730 | 0.03 |
| Amazon.com Inc | Long | Equity-common | US | $1M | 6K | 2.08 |
| Ameren Corp | Long | Debt | US | $40K | – | 0.07 |
| American Assets Trust Inc | Long | Equity-common | US | $8K | 351 | 0.01 |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $20K | – | 0.03 |
| American Electric Power Co Inc | Long | Debt | US | $20K | – | 0.03 |
| American States Water Co | Long | Equity-common | US | $9K | 128 | 0.02 |
| American Tower Corp | Long | Equity-common | US | $958K | 5K | 1.66 |
| American Tower Corp | Long | Debt | US | $14K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $10K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $5K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $4K | – | 0.01 |
| Ameris Bancorp | Long | Equity-common | US | $39K | 774 | 0.07 |
| Amgen Inc | Long | Debt | US | $45K | – | 0.08 |
| Amgen Inc | Long | Debt | US | $5K | – | 0.01 |
| Amicus Therapeutics Inc | Long | Equity-common | US | $33K | 3K | 0.06 |
| AMN Healthcare Services Inc | Long | Equity-common | US | $7K | 134 | 0.01 |
| Andersons Inc/The | Long | Equity-common | US | $17K | 336 | 0.03 |
| Angel Oak Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $15K | – | 0.03 |
| Angel Oak Mortgage Trust 2020-R1 | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Angel Oak Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $15K | – | 0.03 |
| Angel Oak Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $16K | – | 0.03 |
| Angel Oak Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $28K | – | 0.05 |
| Angel Oak Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $19K | – | 0.03 |
| AngioDynamics Inc | Long | Equity-common | US | $8K | 1K | 0.01 |
| ANI Pharmaceuticals Inc | Long | Equity-common | US | $7K | 117 | 0.01 |
| Annexon Inc | Long | Equity-common | US | $34K | 7K | 0.06 |
| Anywhere Real Estate Inc | Long | Equity-common | US | $3K | 793 | 0.00 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $10K | – | 0.02 |
| Aon North America Inc | Long | Debt | US | $25K | – | 0.04 |
| API Group Corp | Long | Equity-common | US | $63K | 2K | 0.11 |
| Apogee Enterprises Inc | Long | Equity-common | US | $10K | 164 | 0.02 |
| Apple Hospitality REIT Inc | Long | Equity-common | US | $12K | 813 | 0.02 |
| Applied Industrial Technologies Inc | Long | Equity-common | US | $50K | 257 | 0.09 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $2K | 605 | 0.00 |
| ArcBest Corp | Long | Equity-common | US | $20K | 183 | 0.03 |
| Arch Resources Inc | Long | Equity-common | US | $18K | 119 | 0.03 |
| Arcosa Inc | Long | Equity-common | US | $39K | 472 | 0.07 |
| Arcutis Biotherapeutics Inc | Long | Equity-common | US | $48K | 5K | 0.08 |
| Argan Inc | Long | Equity-common | US | $14K | 196 | 0.02 |
| ARI Fleet Lease Trust 2023-A | Long | ABS-other | US | $62K | – | 0.11 |
| Arizona Public Service Co | Long | Debt | US | $10K | – | 0.02 |
| Arizona Public Service Co | Long | Debt | US | $5K | – | 0.01 |
| Armada Hoffler Properties Inc | Long | Equity-common | US | $2K | 186 | 0.00 |
| Arrowhead Pharmaceuticals Inc | Long | Equity-common | US | $9K | 347 | 0.02 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Asana Inc | Long | Equity-common | US | $14K | 1K | 0.02 |
| Asbury Automotive Group Inc | Long | Equity-common | US | $33K | 145 | 0.06 |
| ASGN Inc | Long | Equity-common | US | $24K | 271 | 0.04 |
| 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 | $2K | – | 0.00 |
| AssetMark Financial Holdings Inc | Long | Equity-common | US | $3K | 91 | 0.01 |
| Associated Banc-Corp | Long | Equity-common | US | $6K | 304 | 0.01 |
| AT&T Inc | Long | Debt | US | $17K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $5K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $1K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $41K | – | 0.07 |
| Athene Global Funding | Long | Debt | US | $17K | – | 0.03 |
| Athene Holding Ltd | Long | Debt | US | $15K | – | 0.03 |
| ATI Inc | Long | Equity-common | US | $7K | 126 | 0.01 |
| Atkore Inc | Long | Equity-common | US | $69K | 509 | 0.12 |
| AtriCure Inc | Long | Equity-common | US | $20K | 884 | 0.03 |
| Atrion Corp | Long | Equity-common | US | $35K | 78 | 0.06 |
| AutoZone Inc | Long | Debt | US | $13K | – | 0.02 |
| AutoZone Inc | Long | Debt | US | $11K | – | 0.02 |
| AutoZone Inc | Long | Debt | US | $10K | – | 0.02 |
| Avantor Funding Inc | Long | Debt | US | $48K | – | 0.08 |
| AvePoint Inc | Long | Equity-common | US | $52K | 5K | 0.09 |
| Aviat Networks Inc | Long | Equity-common | US | $10K | 344 | 0.02 |
| Avient Corp | Long | Equity-common | US | $17K | 398 | 0.03 |
| Axcelis Technologies Inc | Long | Equity-common | US | $10K | 69 | 0.02 |
| Axos Financial Inc | Long | Equity-common | US | $12K | 207 | 0.02 |
| Axsome Therapeutics Inc | Long | Equity-common | US | $48K | 593 | 0.08 |
| Bain Capital Credit CLO 2019-1 (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.17 |
| Bain Capital Specialty Finance Inc | Long | Debt | US | $69K | – | 0.12 |
| Ball Corp | Long | Debt | US | $80K | – | 0.14 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $15K | – | 0.03 |
| Banc of California Inc | Long | Equity-common | US | $28K | 2K | 0.05 |
| Bancorp Inc/The | Long | Equity-common | US | $13K | 336 | 0.02 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $16K | – | 0.03 |
| BANK 2019-BNK17 | Long | ABS-mortgage backed security | US | $85K | – | 0.15 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $49K | – | 0.08 |
| BANK 2024-BNK47 | Long | ABS-mortgage backed security | US | $57K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $59K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $48K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $41K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $25K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $21K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $20K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $10K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $4K | – | 0.01 |
| BANK OF AMERICA MASTER NOTE (BofA Securities, Inc.) | Long | Repurchase agreement | US | $115K | – | 0.20 |
| Bank of Montreal | Long | Debt | CA | $15K | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $16K | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $15K | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $10K | – | 0.02 |
| Bank of NT Butterfield & Son Ltd/The | Long | Equity-common | BM | $61K | 2K | 0.11 |
| BankUnited Inc | Long | Equity-common | US | $8K | 267 | 0.01 |
| Banner Corp | Long | Equity-common | US | $18K | 364 | 0.03 |
| BARCLAYS CAPITAL REPO (Barclays Bank PLC) | Long | Repurchase agreement | US | $95K | – | 0.16 |
| Barrett Business Services Inc | Long | Equity-common | US | $19K | 584 | 0.03 |
| BAT Capital Corp | Long | Debt | US | $20K | – | 0.04 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $42K | – | 0.07 |
| Beacon Roofing Supply Inc | Long | Equity-common | US | $33K | 370 | 0.06 |
| Bear Stearns ARM Trust 2005-12 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.03 |
| BellRing Brands Inc | Long | Equity-common | US | $44K | 768 | 0.08 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Benchmark 2018-B4 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Benchmark 2018-B8 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $19K | – | 0.03 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.02 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| Benchmark Electronics Inc | Long | Equity-common | US | $23K | 592 | 0.04 |
| Beyond Inc | Long | Equity-common | US | $6K | 428 | 0.01 |
| BILL Holdings Inc | Long | Equity-common | US | $388K | 7K | 0.67 |
| Biohaven Ltd | Long | Equity-common | VG | $2K | 49 | 0.00 |
| BlackLine Inc | Long | Equity-common | US | $18K | 366 | 0.03 |
| Blade Air Mobility Inc | Long | Equity-common | US | $8K | 2K | 0.01 |
| Block Inc | Long | Equity-common | US | $122K | 2K | 0.21 |
| Block Inc | Long | Debt | US | $51K | – | 0.09 |
| Bloom Energy Corp | Long | Equity-common | US | $4K | 366 | 0.01 |
| Blue Bird Corp | Long | Equity-common | US | $21K | 391 | 0.04 |
| BlueLinx Holdings Inc | Long | Equity-common | US | $8K | 89 | 0.01 |
| Blueprint Medicines Corp | Long | Equity-common | US | $20K | 184 | 0.03 |
| Boeing Co/The | Long | Debt | US | $20K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $10K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $10K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $4K | – | 0.01 |
| Boise Cascade Co | Long | Equity-common | US | $23K | 190 | 0.04 |
| Boot Barn Holdings Inc | Long | Equity-common | US | $25K | 191 | 0.04 |
| Booz Allen Hamilton Inc | Long | Debt | US | $14K | – | 0.02 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $4K | – | 0.01 |
| Box Inc | Long | Equity-common | US | $42K | 2K | 0.07 |
| Boyd Gaming Corp | Long | Equity-common | US | $15K | 275 | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $34K | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $20K | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $10K | – | 0.02 |
| 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 | $2K | – | 0.00 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $10K | – | 0.02 |
| Brandywine Realty Trust | Long | Equity-common | US | $3K | 684 | 0.01 |
| Braze Inc | Long | Equity-common | US | $15K | 398 | 0.03 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $93K | – | 0.16 |
| Bridgebio Pharma Inc | Long | Equity-common | US | $5K | 194 | 0.01 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $15K | – | 0.03 |
| Brightsphere Investment Group Inc | Long | Equity-common | US | $7K | 309 | 0.01 |
| BrightSpire Capital Inc | Long | Equity-common | US | $14K | 2K | 0.02 |
| Brink's Co/The | Long | Equity-common | US | $27K | 263 | 0.05 |
| Bristol-Myers Squibb Co | Long | Debt | US | $10K | – | 0.02 |
| Broadstone Net Lease Inc | Long | Equity-common | US | $12K | 746 | 0.02 |
| Brookfield Finance Inc | Long | Debt | CA | $30K | – | 0.05 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $20K | – | 0.04 |
| Buckle Inc/The | Long | Equity-common | US | $13K | 342 | 0.02 |
| Builders FirstSource Inc | Long | Debt | US | $52K | – | 0.09 |
| Business First Bancshares Inc | Long | Equity-common | US | $13K | 579 | 0.02 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Byline Bancorp Inc | Long | Equity-common | US | $3K | 131 | 0.01 |
| Cabot Corp | Long | Equity-common | US | $35K | 379 | 0.06 |
| CACI International Inc | Long | Equity-common | US | $47K | 109 | 0.08 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $15K | 245 | 0.03 |
| Caleres Inc | Long | Equity-common | US | $5K | 147 | 0.01 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $17K | – | 0.03 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $4K | – | 0.01 | |
| Cannae Holdings Inc | Long | Equity-common | US | $9K | 494 | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $60K | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $15K | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $11K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $8K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $5K | – | 0.01 |
| Capitol Federal Financial Inc | Long | Equity-common | US | $2K | 430 | 0.00 |
| CareTrust REIT Inc | Long | Equity-common | US | $9K | 351 | 0.02 |
| Cargurus Inc | Long | Equity-common | US | $6K | 216 | 0.01 |
| Cars.com Inc | Long | Equity-common | US | $6K | 308 | 0.01 |
| Cartesian Therapeutics Inc | Long | Equity-common | US | $34K | 1K | 0.06 |
| Carvana Co | Long | Equity-common | US | $34K | 267 | 0.06 |
| Catalyst Pharmaceuticals Inc | Long | Equity-common | US | $13K | 832 | 0.02 |
| Cava Group Inc | Long | Equity-common | US | $24K | 256 | 0.04 |
| Cavco Industries Inc | Long | Equity-common | US | $14K | 39 | 0.02 |
| CBIZ Inc | Long | Equity-common | US | $33K | 440 | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $59K | – | 0.10 |
| Celanese US Holdings LLC | Long | Debt | US | $21K | – | 0.04 |
| Celanese US Holdings LLC | Long | Debt | US | $15K | – | 0.03 |
| Celanese US Holdings LLC | Long | Debt | US | $15K | – | 0.03 |
| Cenovus Energy Inc | Long | Debt | CA | $4K | – | 0.01 |
| Centene Corp | Long | Debt | US | $71K | – | 0.12 |
| Centene Corp | Long | Debt | US | $4K | – | 0.01 |
| Central Pacific Financial Corp | Long | Equity-common | US | $4K | 185 | 0.01 |
| Century Communities Inc | Long | Equity-common | US | $14K | 167 | 0.02 |
| ChampionX Corp | Long | Equity-common | US | $11K | 344 | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $45K | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $13K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6K | – | 0.01 |
| 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 |
| Chatham Lodging Trust | Long | Equity-common | US | $2K | 223 | 0.00 |
| Chefs' Warehouse Inc/The | Long | Equity-common | US | $31K | 782 | 0.05 |
| Cheniere Energy Partners LP | Long | Debt | US | $10K | – | 0.02 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $71K | – | 0.12 |
| Chesapeake Utilities Corp | Long | Equity-common | US | $25K | 236 | 0.04 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $30K | – | 0.05 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $15K | – | 0.03 |
| CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE (Chicago Transit Authority Sales Tax Receipts Fund) | Long | Debt | US | $8K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2005-29 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| Chord Energy Corp | Long | Equity-common | US | $45K | 269 | 0.08 |
| Cigna Group/The | Long | Debt | US | $25K | – | 0.04 |
| Cirrus Logic Inc | Long | Equity-common | US | $13K | 104 | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $15K | – | 0.03 |
| Cisco Systems Inc | Long | Debt | US | $10K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $34K | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $10K | – | 0.02 |
| Citigroup Mortgage Loan Trust 2006-AR1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $15K | – | 0.03 |
| Citizens Financial Group Inc | Long | Debt | US | $30K | – | 0.05 |
| Citizens Financial Group Inc | Long | Debt | US | $10K | – | 0.02 |
| City Office REIT Inc | Long | Equity-common | US | $2K | 425 | 0.00 |
| Civitas Resources Inc | Long | Equity-common | US | $10K | 145 | 0.02 |
| Clean Harbors Inc | Long | Debt | US | $77K | – | 0.13 |
| Clearway Energy Inc | Long | Equity-common | US | $20K | 792 | 0.03 |
| Clearway Energy Inc | Long | Equity-common | US | $5K | 211 | 0.01 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $11K | – | 0.02 |
| Cloudflare Inc | Long | Equity-common | US | $2M | 23K | 3.29 |
| CNB Financial Corp/PA | Long | Equity-common | US | $5K | 228 | 0.01 |
| CNH Equipment Trust 2023-A | Long | ABS-other | US | $10K | – | 0.02 |
| CNHP01650 USD CALL/CNH PUT (JPMorgan Securities LLC) | Derivative-foreign exchange | US | $5.63 | – | 0.00 | |
| CNHP25362 USD CALL CNH PUT (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $12K | – | 0.02 | |
| CNHP26551 USD CALL/CNH PUT (Goldman Sachs & Co. LLC) | Derivative-foreign exchange | US | $9K | – | 0.02 | |
| CNO Financial Group Inc | Long | Equity-common | US | $13K | 461 | 0.02 |
| CNX Resources Corp | Long | Equity-common | US | $9K | 373 | 0.02 |
| Coastal Financial Corp/WA | Long | Equity-common | US | $15K | 318 | 0.03 |
| Coca-Cola Consolidated Inc | Long | Equity-common | US | $22K | 20 | 0.04 |
| Coeur Mining Inc | Long | Equity-common | US | $3K | 591 | 0.01 |
| COLT 2021-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $25K | – | 0.04 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $29K | – | 0.05 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $55K | – | 0.10 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $20K | – | 0.04 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $20K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $11K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $10K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $10K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $18K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $11K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $10K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $6K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $4K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2K | – | 0.00 |
| Comfort Systems USA Inc | Long | Equity-common | US | $117K | 385 | 0.20 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| COMM 2014-CCRE21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $77K | – | 0.13 |
| COMM 2015-LC19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $89K | – | 0.15 |
| Commercial Metals Co | Long | Equity-common | US | $60K | 1K | 0.10 |
| CommonSpirit Health | Long | Debt | US | $5K | – | 0.01 |
| Community Healthcare Trust Inc | Long | Equity-common | US | $10K | 425 | 0.02 |
| CommVault Systems Inc | Long | Equity-common | US | $51K | 418 | 0.09 |
| Conagra Brands Inc | Long | Debt | US | $18K | – | 0.03 |
| ConnectOne Bancorp Inc | Long | Equity-common | US | $29K | 2K | 0.05 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $15K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $15K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $10K | – | 0.02 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $8K | – | 0.01 |
| CONSOL Energy Inc | Long | Equity-common | US | $5K | 48 | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $10K | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $10K | – | 0.02 |
| Consolidated Water Co Ltd | Long | Equity-common | KY | $1K | 41 | 0.00 |
| Constellation Software Inc/Canada | Long | Debt | CA | $5K | – | 0.01 |
| Constellium SE | Long | Equity-common | FR | $17K | 889 | 0.03 |
| Construction Partners Inc | Long | Equity-common | US | $18K | 329 | 0.03 |
| COPT Defense Properties | Long | Equity-common | US | $34K | 1K | 0.06 |
| Cox Communications Inc | Long | Debt | US | $17K | – | 0.03 |
| Crinetics Pharmaceuticals Inc | Long | Equity-common | US | $40K | 897 | 0.07 |
| Crocs Inc | Long | Equity-common | US | $34K | 235 | 0.06 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $414K | 1K | 0.72 |
| Crown Castle Inc | Long | Debt | US | $24K | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $20K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $15K | – | 0.03 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CSMC 2017-FHA1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.03 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $33K | – | 0.06 |
| CSMC 2021-NQM4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $38K | – | 0.07 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $47K | – | 0.08 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $64K | – | 0.11 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $73K | – | 0.13 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $16K | 2K | 0.03 |
| Customers Bancorp Inc | Long | Equity-common | US | $21K | 440 | 0.04 |
| CVR Energy Inc | Long | Equity-common | US | $8K | 311 | 0.01 |
| CVS Health Corp | Long | Debt | US | $13K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $10K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $4K | – | 0.01 |
| Danaher Corp | Long | Equity-common | US | $774K | 3K | 1.34 |
| Dave & Buster's Entertainment Inc | Long | Equity-common | US | $17K | 439 | 0.03 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $22K | – | 0.04 |
| DBJPM 20-C9 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $109K | – | 0.19 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Delek US Holdings Inc | Long | Equity-common | US | $13K | 522 | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $142K | – | 0.25 |
| DEUTSCHE REPO (Deutsche Bank Securities, Inc.) | Long | Repurchase agreement | US | $115K | – | 0.20 |
| Diamondback Energy Inc | Long | Debt | US | $10K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $5K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $5K | – | 0.01 |
| DiamondRock Hospitality Co | Long | Equity-common | US | $12K | 1K | 0.02 |
| DigitalBridge Group Inc | Long | Equity-common | US | $9K | 625 | 0.01 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $11K | – | 0.02 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $15K | – | 0.03 |
| DNOW Inc | Long | Equity-common | US | $33K | 2K | 0.06 |
| Dole PLC | Long | Equity-common | IE | $18K | 1K | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $20K | – | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $14K | – | 0.02 |
| 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 | – | 0.08 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $43K | – | 0.07 |
| Domo Inc | Long | Equity-common | US | $15K | 2K | 0.03 |
| Donnelley Financial Solutions Inc | Long | Equity-common | US | $52K | 870 | 0.09 |
| DoorDash Inc | Long | Equity-common | US | $2M | 15K | 2.77 |
| Dorian LPG Ltd | Long | Equity-common | MH | $14K | 326 | 0.02 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $15K | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $17K | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $8K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $29K | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $15K | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $5K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $4K | – | 0.01 |
| Duke Energy Indiana LLC | Long | Debt | US | $15K | – | 0.03 |
| Duke Energy Ohio Inc | Long | Debt | US | $10K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $12K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $8K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $7K | – | 0.01 |
| Duolingo Inc | Long | Equity-common | US | $37K | 175 | 0.06 |
| E-MINI RUSS 2000 SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $120.37 | – | 0.00 | |
| Easterly Government Properties Inc | Long | Equity-common | US | $4K | 323 | 0.01 |
| Eastern Bankshares Inc | Long | Equity-common | US | $30K | 2K | 0.05 |
| Ecopetrol SA | Long | Debt | CO | $49K | – | 0.09 |
| Ecopetrol SA | Long | Debt | CO | $22K | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $21K | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $4K | – | 0.01 |
| Ecovyst Inc | Long | Equity-common | US | $2K | 229 | 0.00 |
| Edgewell Personal Care Co | Long | Equity-common | US | $9K | 223 | 0.02 |
| Edison International | Long | Debt | US | $43K | – | 0.07 |
| Edison International | Long | Debt | US | $25K | – | 0.04 |
| Edison International | Long | Debt | US | $5K | – | 0.01 |
| El Pollo Loco Holdings Inc | Long | Equity-common | US | $316.68 | 28 | 0.00 |
| Elevance Health Inc | Long | Debt | US | $25K | – | 0.04 |
| elf Beauty Inc | Long | Equity-common | US | $88K | 418 | 0.15 |
| Emera Inc | Long | Debt | CA | $10K | – | 0.02 |
| Empire State Realty Trust Inc | Long | Equity-common | US | $9K | 929 | 0.02 |
| Enact Holdings Inc | Long | Equity-common | US | $31K | 1K | 0.05 |
| Enanta Pharmaceuticals Inc | Long | Equity-common | US | $5K | 388 | 0.01 |
| Enbridge Inc | Long | Debt | CA | $37K | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $25K | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $10K | – | 0.02 |
| Energean Israel Finance Ltd | Long | Debt | IL | $25K | – | 0.04 |
| Energean Israel Finance Ltd | Long | Debt | IL | $5K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $21K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $15K | – | 0.03 |
| Enova International Inc | Long | Equity-common | US | $28K | 445 | 0.05 |
| Enovix Corp | Long | Equity-common | US | $27K | 2K | 0.05 |
| Enterprise Financial Services Corp | Long | Equity-common | US | $24K | 580 | 0.04 |
| Envestnet Inc | Long | Equity-common | US | $12K | 188 | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $29K | – | 0.05 |
| Equinor ASA | Long | Debt | NO | $16K | – | 0.03 |
| Equitable Financial Life Global Funding | Long | Debt | US | $38K | – | 0.07 |
| Equitrans Midstream Corp | Long | Equity-common | US | $8K | 582 | 0.01 |
| Equity Bancshares Inc | Long | Equity-common | US | $17K | 475 | 0.03 |
| Equity Commonwealth | Long | Equity-common | US | $8K | 413 | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $5K | – | 0.01 |
| ESC LEHMAN BRTH HLDH PROD | Long | Debt | US | $3 | – | 0.00 |
| Esperion Therapeutics Inc | Long | Equity-common | US | $14K | 6K | 0.02 |
| Essent Group Ltd | Long | Equity-common | BM | $37K | 652 | 0.06 |
| Essential Properties Realty Trust Inc | Long | Equity-common | US | $30K | 1K | 0.05 |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-4K | – | -0.01 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| Evergy Inc | Long | Debt | US | $25K | – | 0.04 |
| Evergy Metro Inc | Long | Debt | US | $4K | – | 0.01 |
| Everi Holdings Inc | Long | Equity-common | US | $11K | 1K | 0.02 |
| Eversource Energy | Long | Debt | US | $24K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $10K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $9K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $5K | – | 0.01 |
| EVERTEC Inc | Long | Equity-common | PR | $24K | 716 | 0.04 |
| EVgo Inc | Long | Equity-common | US | $3K | 1K | 0.00 |
| Exeter Automobile Receivables Trust 2019-4 | Long | ABS-other | US | $5K | – | 0.01 |
| Exeter Automobile Receivables Trust 2020-1 | Long | ABS-other | US | $3K | – | 0.01 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $8K | – | 0.01 |
| Extreme Networks Inc | Long | Equity-common | US | $5K | 390 | 0.01 |
| Fabrinet | Long | Equity-common | KY | $70K | 287 | 0.12 |
| Fair Isaac Corp | Long | Debt | US | $56K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $56K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $53K | – | 0.09 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $37K | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $18K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $17K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.59 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.52 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 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 | $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 | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $769.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $694.62 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $487.93 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $424.87 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383.78 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $378.08 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $361.07 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $66K | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $33K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 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 | $149.2 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $18K | – | 0.03 |
| Federal Agricultural Mortgage Corp | Long | Equity-common | US | $6K | 33 | 0.01 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $38K | 2K | 0.07 |
| First Bancshares Inc/The | Long | Equity-common | US | $7K | 281 | 0.01 |
| First Financial Corp/IN | Long | Equity-common | US | $8K | 229 | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA3 | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| First Industrial Realty Trust Inc | Long | Equity-common | US | $7K | 144 | 0.01 |
| First Interstate BancSystem Inc | Long | Equity-common | US | $3K | 114 | 0.01 |
| First Merchants Corp | Long | Equity-common | US | $21K | 631 | 0.04 |
| First Mid Bancshares Inc | Long | Equity-common | US | $7K | 209 | 0.01 |
| FirstCash Holdings Inc | Long | Equity-common | US | $11K | 102 | 0.02 |
| FirstCash Inc | Long | Debt | US | $47K | – | 0.08 |
| FirstCash Inc | Long | Debt | US | $43K | – | 0.07 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $7K | – | 0.01 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $88K | – | 0.15 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $96K | – | 0.17 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $10K | – | 0.02 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $19K | – | 0.03 |
| Flagship Credit Auto Trust 2023-3 | Long | ABS-other | US | $19K | – | 0.03 |
| Floor & Decor Holdings Inc | Long | Equity-common | US | $381K | 4K | 0.66 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $62K | – | 0.11 |
| Flywire Corp | Long | Equity-common | US | $21K | 1K | 0.04 |
| Forestar Group Inc | Long | Equity-common | US | $13K | 406 | 0.02 |
| FormFactor Inc | Long | Equity-common | US | $48K | 800 | 0.08 |
| Forward Air Corp | Long | Equity-common | US | $1K | 78 | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 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 | $618.23 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $579.26 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $560.58 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $353.12 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $256.23 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $65K | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $6K | – | 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 | $4K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $219.42 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $316K | – | 0.55 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.44 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.10 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $187.54 | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $57K | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $57K | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $26K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $38K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2023-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $53K | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2023-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $58K | – | 0.10 |
| Fresh Del Monte Produce Inc | Long | Equity-common | KY | $4K | 161 | 0.01 |
| Freshpet Inc | Long | Equity-common | US | $28K | 213 | 0.05 |
| Fulgent Genetics Inc | Long | Equity-common | US | $6K | 285 | 0.01 |
| Gartner Inc | Long | Debt | US | $24K | – | 0.04 |
| GCAT 2021-NQM1 Trust | Long | ABS-mortgage backed security | US | $23K | – | 0.04 |
| GCAT 2021-NQM3 Trust | Long | ABS-mortgage backed security | US | $40K | – | 0.07 |
| GCAT 2021-NQM4 Trust | Long | ABS-mortgage backed security | US | $49K | – | 0.08 |
| GCAT 2021-NQM7 Trust | Long | ABS-mortgage backed security | US | $48K | – | 0.08 |
| Gen Digital Inc | Long | Debt | US | $35K | – | 0.06 |
| Gen Digital Inc | Long | Debt | US | $30K | – | 0.05 |
| Genworth Financial Inc | Long | Equity-common | US | $6K | 981 | 0.01 |
| Georgia Power Co | Long | Debt | US | $10K | – | 0.02 |
| Georgia Power Co | Long | Debt | US | $5K | – | 0.01 |
| Gibraltar Industries Inc | Long | Equity-common | US | $9K | 138 | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $539K | – | 0.94 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $436K | – | 0.76 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.12 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.05 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $285K | – | 0.50 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $208K | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $174K | – | 0.30 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $39K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.06 |
| Glacier Bancorp Inc | Long | Equity-common | US | $11K | 295 | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $34K | – | 0.06 |
| Glencore Funding LLC | Long | Debt | US | $26K | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $25K | – | 0.04 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $13K | – | 0.02 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $5K | – | 0.01 |
| GMS Inc | Long | Equity-common | US | $24K | 294 | 0.04 |
| Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO) | Long | Debt | US | $75K | – | 0.13 |
| Gogo Inc | Long | Equity-common | US | $5K | 520 | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $47K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $29K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $15K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9K | – | 0.01 |
| Goodyear Tire & Rubber Co/The | Long | Equity-common | US | $28K | 2K | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66.78 | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $44K | – | 0.08 |
| Gray Television Inc | Long | Equity-common | US | $7K | 1K | 0.01 |
| Green Brick Partners Inc | Long | Equity-common | US | $15K | 262 | 0.03 |
| Green Plains Inc | Long | Equity-common | US | $3K | 218 | 0.01 |
| Greif Inc | Long | Equity-common | US | $6K | 103 | 0.01 |
| Griffon Corp | Long | Equity-common | US | $70K | 1K | 0.12 |
| Group 1 Automotive Inc | Long | Equity-common | US | $29K | 99 | 0.05 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $98K | – | 0.17 |
| GS Mortgage Securities Corp II Series 2005-ROCK (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $29K | – | 0.05 |
| GS Mortgage Securities Corp Trust 2012-BWTR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $89K | – | 0.15 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| GSR Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GTP Acquisition Partners I LLC | Long | Debt | US | $132K | – | 0.23 |
| Gulfport Energy Corp | Long | Equity-common | US | $6K | 38 | 0.01 |
| Hancock Whitney Corp | Long | Equity-common | US | $6K | 118 | 0.01 |
| Hanesbrands Inc | Long | Debt | US | $29K | – | 0.05 |
| Hanmi Financial Corp | Long | Equity-common | US | $3K | 208 | 0.01 |
| Haverty Furniture Cos Inc | Long | Equity-common | US | $3K | 113 | 0.00 |
| HB Fuller Co | Long | Equity-common | US | $20K | 263 | 0.04 |
| HCA Inc | Long | Debt | US | $23K | – | 0.04 |
| HCA Inc | Long | Debt | US | $20K | – | 0.03 |
| Health Catalyst Inc | Long | Equity-common | US | $21K | 3K | 0.04 |
| HealthEquity Inc | Long | Equity-common | US | $54K | 624 | 0.09 |
| Heartland Financial USA Inc | Long | Equity-common | US | $7K | 147 | 0.01 |
| Hecla Mining Co | Long | Equity-common | US | $14K | 3K | 0.02 |
| Helmerich & Payne Inc | Long | Equity-common | US | $3K | 91 | 0.01 |
| Herc Holdings Inc | Long | Equity-common | US | $23K | 171 | 0.04 |
| Heritage Commerce Corp | Long | Equity-common | US | $14K | 2K | 0.03 |
| Hess Corp | Long | Debt | US | $25K | – | 0.04 |
| Hess Corp | Long | Debt | US | $17K | – | 0.03 |
| Hess Midstream Operations LP | Long | Debt | US | $30K | – | 0.05 |
| Hess Midstream Operations LP | Long | Debt | US | $5K | – | 0.01 |
| Hilltop Holdings Inc | Long | Equity-common | US | $9K | 292 | 0.02 |
| Hilton Grand Vacations Inc | Long | Equity-common | US | $47K | 1K | 0.08 |
| Hologic Inc | Long | Debt | US | $42K | – | 0.07 |
| Home BancShares Inc/AR | Long | Equity-common | US | $12K | 513 | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $5K | – | 0.01 |
| Hope Bancorp Inc | Long | Equity-common | US | $8K | 786 | 0.01 |
| Howard University | Long | Debt | US | $34K | – | 0.06 |
| Howard University | Long | Debt | US | $4K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $199K | – | 0.34 |
| Hub Group Inc | Long | Equity-common | US | $43K | 993 | 0.07 |
| Hudson Technologies Inc | Long | Equity-common | US | $1K | 127 | 0.00 |
| Humana Inc | Long | Debt | US | $25K | – | 0.04 |
| Hungary Government International Bond | Long | Debt | HU | $71K | – | 0.12 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $10K | – | 0.02 |
| Huron Consulting Group Inc | Long | Equity-common | US | $30K | 305 | 0.05 |
| Hut 8 Corp | Long | Equity-common | US | $42K | 3K | 0.07 |
| IDACORP Inc | Long | Equity-common | US | $21K | 223 | 0.04 |
| IES Holdings Inc | Long | Equity-common | US | $19K | 139 | 0.03 |
| Immunovant Inc | Long | Equity-common | US | $17K | 631 | 0.03 |
| Impac CMB Trust Series 2005-4 | Long | ABS-mortgage backed security | US | $10K | – | 0.02 |
| Impinj Inc | Long | Equity-common | US | $64K | 409 | 0.11 |
| Independence Realty Trust Inc | Long | Equity-common | US | $21K | 1K | 0.04 |
| Information Services Group Inc | Long | Equity-common | US | $8K | 3K | 0.01 |
| Ingersoll Rand Inc | Long | Debt | US | $5K | – | 0.01 |
| Ingevity Corp | Long | Equity-common | US | $6K | 137 | 0.01 |
| Inmode Ltd | Long | Equity-common | IL | $9K | 467 | 0.01 |
| Innospec Inc | Long | Equity-common | US | $13K | 102 | 0.02 |
| Innovative Industrial Properties Inc | Long | Equity-common | US | $17K | 158 | 0.03 |
| Inogen Inc | Long | Equity-common | US | $28K | 3K | 0.05 |
| Insight Enterprises Inc (INSIGHT ENTERPRS) | Long | Debt | US | $51K | – | 0.09 |
| Insight Enterprises Inc | Long | Equity-common | US | $35K | 177 | 0.06 |
| Insmed Inc | Long | Equity-common | US | $40K | 599 | 0.07 |
| Installed Building Products Inc | Long | Equity-common | US | $26K | 127 | 0.05 |
| Integral Ad Science Holding Corp | Long | Equity-common | US | $2K | 246 | 0.00 |
| Intel Corp | Long | Debt | US | $10K | – | 0.02 |
| Intel Corp | Long | Debt | US | $7K | – | 0.01 |
| Intel Corp | Long | Debt | US | $6K | – | 0.01 |
| Intel Corp | Long | Debt | US | $2K | – | 0.00 |
| Intellia Therapeutics Inc | Long | Equity-common | US | $8K | 351 | 0.01 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $1M | 8K | 2.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $60K | – | 0.10 |
| International Money Express Inc | Long | Equity-common | US | $9K | 448 | 0.02 |
| International Seaways Inc | Long | Equity-common | MH | $24K | 413 | 0.04 |
| InvenTrust Properties Corp | Long | Equity-common | US | $14K | 561 | 0.02 |
| Iridium Communications Inc | Long | Equity-common | US | $4K | 167 | 0.01 |
| iTeos Therapeutics Inc | Long | Equity-common | US | $27K | 2K | 0.05 |
| Jackson Financial Inc | Long | Equity-common | US | $33K | 450 | 0.06 |
| JAKKS Pacific Inc | Long | Equity-common | US | $2K | 137 | 0.00 |
| Joby Aviation Inc | Long | Equity-common | US | $3K | 666 | 0.01 |
| John B Sanfilippo & Son Inc | Long | Equity-common | US | $15K | 159 | 0.03 |
| John Wiley & Sons Inc | Long | Equity-common | US | $12K | 293 | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 | Long | ABS-mortgage backed security | US | $74K | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $40K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $33K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $33K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $25K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $25K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $15K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $13K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $11K | – | 0.02 |
| Kaiser Foundation Hospitals | Long | Debt | US | $11K | – | 0.02 |
| Kaiser Foundation Hospitals | Long | Debt | US | $4K | – | 0.01 |
| KB Home | Long | Equity-common | US | $23K | 331 | 0.04 |
| KBR Inc | Long | Equity-common | US | $29K | 449 | 0.05 |
| KeySpan Gas East Corp | Long | Debt | US | $5K | – | 0.01 |
| Kimco Realty Corp | Long | Equity-common | US | $3K | 171 | 0.01 |
| Kite Realty Group Trust | Long | Equity-common | US | $20K | 904 | 0.04 |
| KKR Real Estate Finance Trust Inc | Long | Equity-common | US | $2K | 204 | 0.00 |
| Knife River Corp | Long | Equity-common | US | $15K | 212 | 0.03 |
| Kura Oncology Inc | Long | Equity-common | US | $30K | 1K | 0.05 |
| Kura Sushi USA Inc | Long | Equity-common | US | $5K | 83 | 0.01 |
| Kyverna Therapeutics Inc | Long | Equity-common | US | $7K | 885 | 0.01 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $20K | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $15K | – | 0.03 |
| Ladder Capital Corp | Long | Equity-common | US | $30K | 3K | 0.05 |
| Lamar Media Corp | Long | Debt | US | $34K | – | 0.06 |
| Lamar Media Corp | Long | Debt | US | $4K | – | 0.01 |
| Lands' End Inc | Long | Equity-common | US | $2K | 166 | 0.00 |
| Landsea Homes Corp | Long | Equity-common | US | $7K | 801 | 0.01 |
| Lantheus Holdings Inc | Long | Equity-common | US | $54K | 676 | 0.09 |
| Las Vegas Sands Corp | Long | Debt | US | $5K | – | 0.01 |
| Laureate Education Inc | Long | Equity-common | US | $7K | 467 | 0.01 |
| LendingClub Corp | Long | Equity-common | US | $9K | 1K | 0.01 |
| Leviathan Bond Ltd | Long | Debt | IL | $47K | – | 0.08 |
| Liberty Energy Inc | Long | Equity-common | US | $46K | 2K | 0.08 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $35K | 4K | 0.06 |
| Light & Wonder Inc | Long | Equity-common | US | $54K | 514 | 0.09 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $11K | 1K | 0.02 |
| LiveRamp Holdings Inc | Long | Equity-common | US | $32K | 1K | 0.06 |
| 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 | $10K | – | 0.02 | |
| 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 | $17K | – | 0.03 | |
| Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F 3.59000 99D0WFLF4 CCPOIS (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.01 | |
| 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 | $291.98 | – | 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 | $-339.04 | – | -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 | $-124.85 | – | -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 | $849.04 | – | 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 | $929.11 | – | 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 | $471.46 | – | 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 | $564.05 | – | 0.00 | |
| Longboard Pharmaceuticals Inc | Long | Equity-common | US | $53K | 2K | 0.09 |
| LXP Industrial Trust | Long | Equity-common | US | $27K | 3K | 0.05 |
| M/I Homes Inc | Long | Equity-common | US | $15K | 125 | 0.03 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $58K | – | 0.10 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $32K | – | 0.06 |
| Macerich Co/The | Long | Equity-common | US | $18K | 1K | 0.03 |
| MACOM Technology Solutions Holdings Inc | Long | Equity-common | US | $19K | 174 | 0.03 |
| Madrigal Pharmaceuticals Inc | Long | Equity-common | US | $37K | 132 | 0.06 |
| Magnite Inc | Long | Equity-common | US | $18K | 1K | 0.03 |
| Magnolia Oil & Gas Corp | Long | Equity-common | US | $8K | 335 | 0.01 |
| Marathon Digital Holdings Inc | Long | Equity-common | US | $20K | 988 | 0.03 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $9K | – | 0.02 |
| Marvell Technology Inc | Long | Debt | US | $18K | – | 0.03 |
| Matador Resources Co | Long | Equity-common | US | $50K | 841 | 0.09 |
| Matson Inc | Long | Equity-common | US | $33K | 254 | 0.06 |
| MaxLinear Inc | Long | Equity-common | US | $35K | 2K | 0.06 |
| Medpace Holdings Inc | Long | Equity-common | US | $73K | 177 | 0.13 |
| MeiraGTx Holdings plc | Long | Equity-common | KY | $6K | 1K | 0.01 |
| MercadoLibre Inc | Long | Equity-common | US | $823K | 501 | 1.43 |
| Mercantile Bank Corp | Long | Equity-common | US | $2K | 46 | 0.00 |
| Merchants Bancorp/IN | Long | Equity-common | US | $22K | 553 | 0.04 |
| Meritage Homes Corp | Long | Equity-common | US | $30K | 187 | 0.05 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 | Long | ABS-mortgage backed security | US | $9K | – | 0.02 |
| Mersana Therapeutics Inc | Long | Equity-common | US | $10K | 5K | 0.02 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $31K | – | 0.05 |
| Meta Platforms Inc | Long | Equity-common | US | $157K | 312 | 0.27 |
| Mexico Government International Bonds | Long | Debt | MX | $53K | – | 0.09 |
| Mexico Government International Bonds | Long | Debt | MX | $6K | – | 0.01 |
| MFA Financial Inc | Long | Equity-common | US | $9K | 820 | 0.02 |
| MGE Energy Inc | Long | Equity-common | US | $149.44 | 2 | 0.00 |
| MicroStrategy Inc | Long | Equity-common | US | $941K | 683 | 1.63 |
| Mid Penn Bancorp Inc | Long | Equity-common | US | $1K | 46 | 0.00 |
| MidWestOne Financial Group Inc | Long | Equity-common | US | $2K | 73 | 0.00 |
| Mill City Mortgage Loan Trust 2017-3 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Mill City Mortgage Loan Trust 2018-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.02 |
| MillerKnoll Inc | Long | Equity-common | US | $44K | 2K | 0.08 |
| Modine Manufacturing Co | Long | Equity-common | US | $65K | 652 | 0.11 |
| Monongahela Power Co | Long | Debt | US | $10K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $29K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $20K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $20K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $10K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $5K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $5K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $5K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $4K | – | 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 | $42.71 | – | 0.00 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-12 | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| MortgageIT Trust 2005-4 | Long | ABS-mortgage backed security | US | $12K | – | 0.02 |
| MPLX LP | Long | Debt | US | $25K | – | 0.04 |
| Mr Cooper Group Inc | Long | Equity-common | US | $44K | 543 | 0.08 |
| MSCI Inc | Long | Debt | US | $18K | – | 0.03 |
| Mueller Industries Inc | Long | Equity-common | US | $72K | 1K | 0.12 |
| Mueller Water Products Inc | Long | Equity-common | US | $31K | 2K | 0.05 |
| MUNI ELEC AUTH OF GEORGIA (Municipal Electric Authority of Georgia) | Long | Debt | US | $11K | – | 0.02 |
| Murphy Oil Corp | Long | Equity-common | US | $38K | 914 | 0.07 |
| MVB Financial Corp | Long | Equity-common | US | $391.44 | 21 | 0.00 |
| MYR Group Inc | Long | Equity-common | US | $60K | 442 | 0.10 |
| National Bank Holdings Corp | Long | Equity-common | US | $5K | 117 | 0.01 |
| National Grid PLC | Long | Debt | GB | $5K | – | 0.01 |
| National HealthCare Corp | Long | Equity-common | US | $11K | 101 | 0.02 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $10K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2023-A (Navient Student Loan Trust) | Long | ABS-other | US | $86K | – | 0.15 |
| NeoGenomics Inc | Long | Equity-common | US | $34K | 2K | 0.06 |
| New Jersey Resources Corp | Long | Equity-common | US | $14K | 333 | 0.02 |
| New Mountain Finance Corp | Long | Debt | US | $10K | – | 0.02 |
| New Residential Mortgage Loan Trust 2015-1 | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| New Residential Mortgage Loan Trust 2016-2 | Long | ABS-mortgage backed security | US | $17K | – | 0.03 |
| New Residential Mortgage Loan Trust 2016-4 | Long | ABS-mortgage backed security | US | $17K | – | 0.03 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $17K | – | 0.03 |
| New Residential Mortgage Loan Trust 2017-5 | Long | ABS-mortgage backed security | US | $16K | – | 0.03 |
| NEW YORK TRANSPRTN DEV CORP LEASE REVENUE (New York Transportation Development Corp) | Long | Debt | US | $57K | – | 0.10 |
| Newmark Group Inc | Long | Equity-common | US | $6K | 543 | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $17K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $14K | – | 0.02 |
| Niagara Mohawk Power Corp | Long | Debt | US | $24K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $24K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $15K | – | 0.03 |
| NiSource Inc | Long | Debt | US | $14K | – | 0.02 |
| NMI Holdings Inc | Long | Equity-common | US | $32K | 926 | 0.05 |
| NMLT 2021-INV1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $53K | – | 0.09 |
| Noble Corp PLC | Long | Equity-common | GB | $31K | 693 | 0.05 |
| Nokia Oyj | Long | Debt | FI | $20K | – | 0.03 |
| North Macedonia Government International Bond | Long | Debt | MK | $106K | – | 0.18 |
| Northrop Grumman Corp | Long | Debt | US | $11K | – | 0.02 |
| Northwest Natural Holding Co | Long | Equity-common | US | $9K | 254 | 0.02 |
| Northwest Pipe Co | Long | Equity-common | US | $2K | 49 | 0.00 |
| Northwestern Energy Group Inc | Long | Equity-common | US | $9K | 188 | 0.02 |
| NRP Mortgage Trust 2013-1 | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| NSTAR Electric Co | Long | Debt | US | $15K | – | 0.03 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | XX | $10K | – | 0.02 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | XX | $8K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $5K | – | 0.01 |
| O-I Glass Inc | Long | Equity-common | US | $8K | 763 | 0.01 |
| O'Reilly Automotive Inc | Long | Debt | US | $11K | – | 0.02 |
| OBX 2021-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $31K | – | 0.05 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $64K | – | 0.11 |
| Oceaneering International Inc | Long | Equity-common | US | $24K | 1K | 0.04 |
| OceanFirst Financial Corp | Long | Equity-common | US | $28K | 2K | 0.05 |
| Oddity Tech Ltd | Long | Equity-common | IL | $43K | 1K | 0.07 |
| ODP Corp/The | Long | Equity-common | US | $12K | 300 | 0.02 |
| OFG Bancorp | Long | Equity-common | PR | $32K | 861 | 0.06 |
| Oglethorpe Power Corp | Long | Debt | US | $12K | – | 0.02 |
| Ohio Edison Co | Long | Debt | US | $10K | – | 0.02 |
| Oil States International Inc | Long | Equity-common | US | $5K | 1K | 0.01 |
| Old National Bancorp/IN | Long | Equity-common | US | $35K | 2K | 0.06 |
| Old Second Bancorp Inc | Long | Equity-common | US | $18K | 1K | 0.03 |
| Olympic Steel Inc | Long | Equity-common | US | $5K | 112 | 0.01 |
| OmniAb Inc | Long | Equity-common | US | $3K | 725 | 0.00 |
| OMNIAB INC | Long | Equity-common | US | $0 | 85 | – |
| OMNIAB INC | Long | Equity-common | US | $0 | 85 | – |
| Omnicell Inc | Long | Equity-common | US | $6K | 212 | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $15K | – | 0.03 |
| ONE Gas Inc | Long | Equity-common | US | $35K | 553 | 0.06 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $100K | – | 0.17 |
| ONEOK Inc | Long | Debt | US | $16K | – | 0.03 |
| OneSpaWorld Holdings Ltd | Long | Equity-common | BS | $9K | 594 | 0.02 |
| Onto Innovation Inc | Long | Equity-common | US | $24K | 108 | 0.04 |
| Ooma Inc | Long | Equity-common | US | $15K | 1K | 0.03 |
| Open Lending Corp | Long | Equity-common | US | $16K | 3K | 0.03 |
| Open Text Corp | Long | Debt | CA | $58K | – | 0.10 |
| Open Text Corp | Long | Debt | CA | $10K | – | 0.02 |
| Opendoor Technologies Inc | Long | Equity-common | US | $6K | 3K | 0.01 |
| OPKO Health Inc | Long | Equity-common | US | $5K | 4K | 0.01 |
| OptimizeRx Corp | Long | Equity-common | US | $4K | 435 | 0.01 |
| Option Care Health Inc | Long | Equity-common | US | $31K | 1K | 0.05 |
| Option One Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $39K | – | 0.07 |
| Oracle Corp | Long | Debt | US | $30K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $15K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $5K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $1K | – | 0.00 |
| Orion SA | Long | Equity-common | LU | $34K | 2K | 0.06 |
| Oscar Health Inc | Long | Equity-common | US | $45K | 3K | 0.08 |
| OSI Systems Inc | Long | Equity-common | US | $13K | 96 | 0.02 |
| Otis Worldwide Corp | Long | Debt | US | $22K | – | 0.04 |
| Ovid therapeutics Inc | Long | Equity-common | US | $5K | 6K | 0.01 |
| Ovintiv Inc | Long | Debt | US | $44K | – | 0.08 |
| Ovintiv Inc | Long | Equity-common | US | $25K | 529 | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $46K | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $33K | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $25K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $25K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $10K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $9K | – | 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 | $2K | – | 0.00 |
| Palomar Holdings Inc | Long | Equity-common | US | $12K | 151 | 0.02 |
| Paramount Global | Long | Debt | US | $13K | – | 0.02 |
| Paramount Global | Long | Debt | US | $11K | – | 0.02 |
| Paramount Global | Long | Debt | US | $4K | – | 0.01 |
| PARIBAS REPO (BNP Paribas SA) | Long | Repurchase agreement | US | $95K | – | 0.16 |
| Pathward Financial Inc | Long | Equity-common | US | $21K | 380 | 0.04 |
| Patrick Industries Inc | Long | Equity-common | US | $16K | 144 | 0.03 |
| Patterson-UTI Energy Inc | Long | Equity-common | US | $34K | 3K | 0.06 |
| Patterson-UTI Energy Inc | Long | Debt | US | $11K | – | 0.02 |
| Patterson-UTI Energy Inc | Long | Debt | US | $5K | – | 0.01 |
| PBF Energy Inc | Long | Equity-common | US | $17K | 360 | 0.03 |
| Peabody Energy Corp | Long | Equity-common | US | $3K | 138 | 0.01 |
| Peapack-Gladstone Financial Corp | Long | Equity-common | US | $2K | 86 | 0.00 |
| Pebblebrook Hotel Trust | Long | Equity-common | US | $2K | 128 | 0.00 |
| PennyMac Financial Services Inc | Long | Equity-common | US | $33K | 347 | 0.06 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $30K | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $20K | – | 0.03 |
| 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 | $16K | 729 | 0.03 |
| Perella Weinberg Partners | Long | Equity-common | US | $14K | 852 | 0.02 |
| Permian Resources Corp | Long | Equity-common | US | $21K | 1K | 0.04 |
| Peru Government International Bonds | Long | Debt | PE | $8K | – | 0.01 |
| Petco Health & Wellness Co Inc | Long | Equity-common | US | $2K | 626 | 0.00 |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING (Philadelphia Authority for Industrial Development) | Long | Debt | US | $69K | – | 0.12 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $35K | – | 0.06 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $20K | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $15K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $10K | – | 0.02 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $76K | – | 0.13 |
| Phillips 66 Co | Long | Debt | US | $20K | – | 0.03 |
| Phillips Edison & Co Inc | Long | Equity-common | US | $36K | 1K | 0.06 |
| Phinia Inc | Long | Equity-common | US | $16K | 412 | 0.03 |
| Piedmont Office Realty Trust Inc | Long | Equity-common | US | $3K | 450 | 0.01 |
| Piedmont Operating Partnership LP | Long | Debt | US | $15K | – | 0.03 |
| Pinnacle Financial Partners Inc | Long | Equity-common | US | $13K | 160 | 0.02 |
| Piper Sandler Cos | Long | Equity-common | US | $27K | 116 | 0.05 |
| Plymouth Industrial REIT Inc | Long | Equity-common | US | $18K | 858 | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $10K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $5K | – | 0.01 |
| Popular Inc | Long | Equity-common | PR | $48K | 540 | 0.08 |
| Portland General Electric Co | Long | Equity-common | US | $40K | 916 | 0.07 |
| PotlatchDeltic Corp | Long | Equity-common | US | $23K | 592 | 0.04 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $9K | 114 | 0.01 |
| Premier Financial Corp | Long | Equity-common | US | $3K | 155 | 0.01 |
| Prestige Auto Receivables Trust 2022-1 | Long | ABS-other | US | $30K | – | 0.05 |
| Prestige Consumer Healthcare Inc | Long | Equity-common | US | $4K | 54 | 0.01 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-other | US | $50K | – | 0.09 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-other | US | $44K | – | 0.08 |
| Primo Water Corp | Long | Equity-common | CA | $7K | 308 | 0.01 |
| Primoris Services Corp | Long | Equity-common | US | $29K | 576 | 0.05 |
| PROCEPT BioRobotics Corp | Long | Equity-common | US | $43K | 702 | 0.07 |
| Procore Technologies Inc | Long | Equity-common | US | $409K | 6K | 0.71 |
| Protagonist Therapeutics Inc | Long | Equity-common | US | $47K | 1K | 0.08 |
| PRPM 2020-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $56K | – | 0.10 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $52K | – | 0.09 |
| PTC Therapeutics Inc | Long | Equity-common | US | $10K | 337 | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $10K | – | 0.02 |
| Public Service Enterprise Group Inc | Long | Debt | US | $21K | – | 0.04 |
| Public Service Enterprise Group Inc | Long | Debt | US | $5K | – | 0.01 |
| Public Service Enterprise Group Inc | Long | Debt | US | $5K | – | 0.01 |
| Puget Energy Inc | Long | Debt | US | $29K | – | 0.05 |
| Puget Energy Inc | Long | Debt | US | $18K | – | 0.03 |
| Puget Energy Inc | Long | Debt | US | $16K | – | 0.03 |
| Pulmonx Corp | Long | Equity-common | US | $24K | 4K | 0.04 |
| PURCHASED EUR / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | XX | $-596.05 | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs International) | Derivative-foreign exchange | US | $4K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $-107.93 | – | -0.00 | |
| Q2 Holdings Inc | Long | Equity-common | US | $17K | 278 | 0.03 |
| QCR Holdings Inc | Long | Equity-common | US | $23K | 383 | 0.04 |
| Qorvo Inc | Long | Debt | US | $17K | – | 0.03 |
| Qualys Inc | Long | Equity-common | US | $33K | 229 | 0.06 |
| Quanex Building Products Corp | Long | Equity-common | US | $11K | 406 | 0.02 |
| Quanterix Corp | Long | Equity-common | US | $3K | 251 | 0.01 |
| QuinStreet Inc | Long | Equity-common | US | $11K | 671 | 0.02 |
| Radian Group Inc | Long | Equity-common | US | $32K | 1K | 0.06 |
| Radiant Logistics Inc | Long | Equity-common | US | $7K | 1K | 0.01 |
| Rambus Inc | Long | Equity-common | US | $49K | 842 | 0.09 |
| Rapid7 Inc | Long | Equity-common | US | $25K | 580 | 0.04 |
| Recursion Pharmaceuticals Inc | Long | Equity-common | US | $24K | 3K | 0.04 |
| Redwood Trust Inc | Long | Equity-common | US | $3K | 474 | 0.01 |
| Regal Rexnord Corp | Long | Debt | US | $46K | – | 0.08 |
| Regal Rexnord Corp | Long | Debt | US | $10K | – | 0.02 |
| Regency Centers LP | Long | Debt | US | $19K | – | 0.03 |
| Reinsurance Group of America Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $15K | – | 0.03 |
| Remitly Global Inc | Long | Equity-common | US | $8K | 686 | 0.01 |
| Repay Holdings Corp | Long | Equity-common | US | $4K | 351 | 0.01 |
| Replimune Group Inc | Long | Equity-common | US | $8K | 886 | 0.01 |
| Republic Services Inc | Long | Debt | US | $10K | – | 0.02 |
| Republic Services Inc | Long | Debt | US | $4K | – | 0.01 |
| Resideo Technologies Inc | Long | Equity-common | US | $8K | 400 | 0.01 |
| Retail Opportunity Investments Corp | Long | Equity-common | US | $31K | 3K | 0.05 |
| REVOLUTION Medicines Inc | Long | Equity-common | US | $47K | 1K | 0.08 |
| REX American Resources Corp | Long | Equity-common | US | $3K | 67 | 0.01 |
| Rio Tinto Alcan Inc | Long | Debt | CA | $16K | – | 0.03 |
| Riot Platforms Inc | Long | Equity-common | US | $13K | 1K | 0.02 |
| RIVERSIDE CNTY CA PENSN OBLG (County of Riverside CA) | Long | Debt | US | $65K | – | 0.11 |
| RLI Corp | Long | Equity-common | US | $19K | 134 | 0.03 |
| RLJ Lodging Trust | Long | Equity-common | US | $14K | 1K | 0.02 |
| ROBLOX Corp | Long | Equity-common | US | $1M | 32K | 2.09 |
| Roivant Sciences Ltd | Long | Equity-common | BM | $300K | 28K | 0.52 |
| Romanian Government International Bond | Long | Debt | RO | $45K | – | 0.08 |
| Romanian Government International Bond | Long | Debt | RO | $42K | – | 0.07 |
| Romanian Government International Bond | Long | Debt | RO | $30K | – | 0.05 |
| ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO | Long | Repurchase agreement | US | $135K | – | 0.23 |
| Royalty Pharma PLC | Long | Equity-common | GB | $1M | 41K | 1.89 |
| Royalty Pharma PLC | Long | Debt | GB | $20K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $10K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $9K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $7K | – | 0.01 |
| 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 | $38K | 910 | 0.07 |
| RxSight Inc | Long | Equity-common | US | $40K | 660 | 0.07 |
| Ryerson Holding Corp | Long | Equity-common | US | $4K | 191 | 0.01 |
| Ryman Hospitality Properties Inc | Long | Equity-common | US | $34K | 345 | 0.06 |
| Sabra Health Care REIT Inc | Long | Equity-common | US | $27K | 2K | 0.05 |
| Safe Bulkers Inc | Long | Equity-common | MH | $6K | 1K | 0.01 |
| Sage Therapeutics Inc | Long | Equity-common | US | $5K | 428 | 0.01 |
| Sana Biotechnology Inc | Long | Equity-common | US | $54.6 | 10 | 0.00 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $15K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $25K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $30K | – | 0.05 |
| Savers Value Village Inc | Long | Equity-common | US | $9K | 735 | 0.02 |
| SBA Tower Trust | Long | Debt | US | $39K | – | 0.07 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $10K | – | 0.02 |
| ScanSource Inc | Long | Equity-common | US | $12K | 269 | 0.02 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $5K | – | 0.01 |
| Scorpio Tankers Inc | Long | Equity-common | MH | $3K | 37 | 0.01 |
| Seacoast Banking Corp of Florida | Long | Equity-common | US | $3K | 116 | 0.00 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | Long | ABS-other | US | $32K | – | 0.06 |
| Select Water Solutions Inc | Long | Equity-common | US | $14K | 1K | 0.02 |
| Selective Insurance Group Inc | Long | Equity-common | US | $13K | 141 | 0.02 |
| Sempra | Long | Debt | US | $20K | – | 0.03 |
| Sempra | Long | Debt | US | $7K | – | 0.01 |
| Semtech Corp | Long | Equity-common | US | $29K | 958 | 0.05 |
| Sensata Technologies BV | Long | Debt | NL | $20K | – | 0.04 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $57K | – | 0.10 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $50K | – | 0.09 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $15K | – | 0.03 |
| SG Commercial Mortgage Securities Trust 2020-COVE | Long | ABS-mortgage backed security | US | $77K | – | 0.13 |
| SG Residential Mortgage Trust 2021-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $36K | – | 0.06 |
| Shake Shack Inc | Long | Equity-common | US | $24K | 266 | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $11K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $9K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $2K | – | 0.00 |
| Sherwin-Williams Co/The | Long | Debt | US | $4K | – | 0.01 |
| Shopify Inc | Long | Equity-common | CA | $1M | 21K | 2.41 |
| Shutterstock Inc | Long | Equity-common | US | $13K | 328 | 0.02 |
| SI-BONE Inc | Long | Equity-common | US | $7K | 572 | 0.01 |
| Signet Jewelers Ltd | Long | Equity-common | BM | $33K | 371 | 0.06 |
| Simply Good Foods Co/The | Long | Equity-common | US | $19K | 526 | 0.03 |
| Simpson Manufacturing Co Inc | Long | Equity-common | US | $8K | 46 | 0.01 |
| Sirius XM Radio Inc | Long | Debt | US | $34K | – | 0.06 |
| Sirius XM Radio Inc | Long | Debt | US | $18K | – | 0.03 |
| SITE Centers Corp | Long | Equity-common | US | $10K | 667 | 0.02 |
| Skyward Specialty Insurance Group Inc | Long | Equity-common | US | $3K | 93 | 0.01 |
| SkyWest Inc | Long | Equity-common | US | $49K | 598 | 0.09 |
| SL Green Realty Corp | Long | Equity-common | US | $25K | 437 | 0.04 |
| SM Energy Co | Long | Equity-common | US | $62K | 1K | 0.11 |
| SMART Global Holdings Inc | Long | Equity-common | KY | $20K | 855 | 0.03 |
| Smith & Nephew PLC | Long | Debt | GB | $10K | – | 0.02 |
| Snowflake Inc | Long | Equity-common | US | $1M | 9K | 2.07 |
| Solo Brands Inc | Long | Equity-common | US | $3K | 1K | 0.01 |
| Solventum Corp | Long | Debt | US | $25K | – | 0.04 |
| Solventum Corp | Long | Debt | US | $5K | – | 0.01 |
| Sonos Inc | Long | Equity-common | US | $31K | 2K | 0.05 |
| Soundview Home Loan Trust 2006-3 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $108K | – | 0.19 |
| South Plains Financial Inc | Long | Equity-common | US | $702 | 26 | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $24K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $15K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $10K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $10K | – | 0.02 |
| 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 | $31K | – | 0.05 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $20K | – | 0.03 |
| Southern Co Gas Capital Corp | Long | Debt | US | $5K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $43K | – | 0.08 |
| Southern Co/The | Long | Debt | US | $10K | – | 0.02 |
| Southside Bancshares Inc | Long | Equity-common | US | $3K | 111 | 0.01 |
| SouthState Corp | Long | Equity-common | US | $9K | 115 | 0.02 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $39K | – | 0.07 |
| SpringWorks Therapeutics Inc | Long | Equity-common | US | $30K | 805 | 0.05 |
| Sprout Social Inc | Long | Equity-common | US | $8K | 231 | 0.01 |
| Sprouts Farmers Market Inc | Long | Equity-common | US | $43K | 511 | 0.07 |
| SPS Commerce Inc | Long | Equity-common | US | $14K | 74 | 0.02 |
| SS&C Technologies Inc | Long | Debt | US | $59K | – | 0.10 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $40K | – | 0.07 |
| Standard Industries Inc/NJ | Long | Debt | US | $45K | – | 0.08 |
| STAR 2021-1 Trust (Starwood Residential Mortgage Trust) | Long | ABS-mortgage backed security | US | $23K | – | 0.04 |
| Starwood Mortgage Residential Trust 2021-3 | Long | ABS-mortgage backed security | US | $40K | – | 0.07 |
| Sterling Infrastructure Inc | Long | Equity-common | US | $36K | 308 | 0.06 |
| Steven Madden Ltd | Long | Equity-common | US | $23K | 546 | 0.04 |
| StoneX Group Inc | Long | Equity-common | US | $12K | 161 | 0.02 |
| Stride Inc | Long | Equity-common | US | $24K | 338 | 0.04 |
| Subway Funding LLC | Long | ABS-other | US | $40K | – | 0.07 |
| Summit Issuer LLC (Summit Issuer, LLC) | Long | ABS-other | US | $24K | – | 0.04 |
| Summit Materials Inc | Long | Equity-common | US | $21K | 560 | 0.04 |
| SunCoke Energy Inc | Long | Equity-common | US | $3K | 317 | 0.01 |
| Sunnova Energy International Inc | Long | Equity-common | US | $2K | 381 | 0.00 |
| SunOpta Inc | Long | Equity-common | CA | $9K | 2K | 0.02 |
| Super Micro Computer Inc | Long | Equity-common | US | $169K | 206 | 0.29 |
| Surgery Partners Inc | Long | Equity-common | US | $5K | 215 | 0.01 |
| Sutro Biopharma Inc | Long | Equity-common | US | $281.28 | 96 | 0.00 |
| Sweetgreen Inc | Long | Equity-common | US | $22K | 726 | 0.04 |
| Syndax Pharmaceuticals Inc | Long | Equity-common | US | $21K | 1K | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $30K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $10K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $10K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $4K | – | 0.01 |
| Taco Bell Funding LLC (TACO BELL FUNDING, LLC) | Long | ABS-other | US | $89K | – | 0.15 |
| Tapestry Inc | Long | Debt | US | $16K | – | 0.03 |
| Tapestry Inc | Long | Debt | US | $10K | – | 0.02 |
| Tapestry Inc | Long | Debt | US | $5K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $15K | – | 0.03 |
| Targa Resources Corp | Long | Debt | US | $5K | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $42K | – | 0.07 |
| Taylor Morrison Communities Inc | Long | Debt | US | $18K | – | 0.03 |
| Taylor Morrison Home Corp | Long | Equity-common | US | $36K | 641 | 0.06 |
| Taysha Gene Therapies Inc | Long | Equity-common | US | $28K | 12K | 0.05 |
| Teekay Tankers Ltd | Long | Equity-common | MH | $22K | 314 | 0.04 |
| Telephone and Data Systems Inc | Long | Equity-common | US | $4K | 170 | 0.01 |
| Tenet Healthcare Corp | Long | Equity-common | US | $26K | 195 | 0.05 |
| Terex Corp | Long | Equity-common | US | $23K | 427 | 0.04 |
| Tesla Inc | Long | Equity-common | US | $1M | 7K | 2.30 |
| Tetra Tech Inc | Long | Equity-common | US | $54K | 263 | 0.09 |
| Texas Capital Bancshares Inc | Long | Equity-common | US | $6K | 95 | 0.01 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $29K | – | 0.05 |
| Thermon Group Holdings Inc | Long | Equity-common | US | $6K | 180 | 0.01 |
| Thryv Holdings Inc | Long | Equity-common | US | $12K | 699 | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $22K | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $22K | – | 0.04 |
| Titan International Inc | Long | Equity-common | US | $11K | 1K | 0.02 |
| Titan Machinery Inc | Long | Equity-common | US | $2K | 135 | 0.00 |
| TotalEnergies Capital SA | Long | Debt | FR | $20K | – | 0.03 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $74K | – | 0.13 |
| Towne Bank/Portsmouth VA | Long | Equity-common | US | $7K | 248 | 0.01 |
| TPG RE Finance Trust Inc | Long | Equity-common | US | $8K | 931 | 0.01 |
| Trade Desk Inc/The | Long | Equity-common | US | $2M | 16K | 2.70 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $5K | – | 0.01 |
| Travere Therapeutics Inc | Long | Equity-common | US | $10K | 1K | 0.02 |
| Treace Medical Concepts Inc | Long | Equity-common | US | $3K | 457 | 0.01 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $24K | 654 | 0.04 |
| TriCo Bancshares | Long | Equity-common | US | $13K | 335 | 0.02 |
| TriNet Group Inc | Long | Equity-common | US | $49K | 490 | 0.09 |
| Tronox Holdings PLC | Long | Equity-common | GB | $13K | 823 | 0.02 |
| TrueBlue Inc | Long | Equity-common | US | $3K | 244 | 0.00 |
| Turtle Beach Corp | Long | Equity-common | US | $2K | 121 | 0.00 |
| Twist Bioscience Corp | Long | Equity-common | US | $54K | 1K | 0.09 |
| Tyra Biosciences Inc | Long | Equity-common | US | $24K | 1K | 0.04 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $46K | – | 0.08 |
| Tyson Foods Inc | Long | Debt | US | $20K | – | 0.03 |
| Tyson Foods Inc | Long | Debt | US | $10K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $846K | – | 1.47 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $480K | – | 0.83 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $293K | – | 0.51 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $281K | – | 0.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $256K | – | 0.44 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $248K | – | 0.43 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $149K | – | 0.26 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $102K | – | 0.18 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $97K | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $64K | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $33K | – | 0.06 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $160K | – | 0.28 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $90K | – | 0.16 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $35K | – | 0.06 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $34K | – | 0.06 |
| 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 | $693K | – | 1.20 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $368K | – | 0.64 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $116K | – | 0.20 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $116K | – | 0.20 |
| Uber Technologies Inc | Long | Equity-common | US | $1M | 14K | 1.77 |
| UFP Industries Inc | Long | Equity-common | US | $60K | 537 | 0.10 |
| Ultra Clean Holdings Inc | Long | Equity-common | US | $20K | 414 | 0.04 |
| UMB Financial Corp | Long | Equity-common | US | $9K | 107 | 0.02 |
| UMH Properties Inc | Long | Equity-common | US | $4K | 233 | 0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $745K | – | 1.29 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $557K | – | 0.97 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $396K | – | 0.69 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $389K | – | 0.67 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $193K | – | 0.34 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $156K | – | 0.27 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $154K | – | 0.27 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $150K | – | 0.26 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-557K | – | -0.97 |
| Union Pacific Corp | Long | Equity-common | US | $707K | 3K | 1.23 |
| Unisys Corp | Long | Equity-common | US | $19K | 5K | 0.03 |
| United Bankshares Inc/WV | Long | Equity-common | US | $7K | 205 | 0.01 |
| United Parks & Resorts Inc | Long | Equity-common | US | $10K | 178 | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $19K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $12K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $7K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $5K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $5K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $4K | – | 0.01 |
| Uniti Group Inc | Long | Equity-common | US | $3K | 906 | 0.00 |
| Unitil Corp | Long | Equity-common | US | $36K | 701 | 0.06 |
| Unity Bancorp Inc | Long | Equity-common | US | $887.1 | 30 | 0.00 |
| Upwork Inc | Long | Equity-common | US | $5K | 486 | 0.01 |
| Uranium Energy Corp | Long | Equity-common | US | $16K | 3K | 0.03 |
| Urban Outfitters Inc | Long | Equity-common | US | $24K | 586 | 0.04 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $7K | – | 0.01 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $5K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-7K | – | -0.01 | |
| USANA Health Sciences Inc | Long | Equity-common | US | $4K | 94 | 0.01 |
| V2X Inc | Long | Equity-common | US | $40K | 826 | 0.07 |
| Valaris Ltd | Long | Equity-common | BM | $23K | 305 | 0.04 |
| Valvoline Inc | Long | Equity-common | US | $21K | 488 | 0.04 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $30K | – | 0.05 |
| VCAT 2021-NPL4 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $39K | – | 0.07 |
| Veeco Instruments Inc | Long | Equity-common | US | $56K | 1K | 0.10 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.17 |
| Ventyx Biosciences Inc | Long | Equity-common | US | $8K | 3K | 0.01 |
| Veradigm Inc | Long | Equity-common | US | $11K | 1K | 0.02 |
| Veralto Corp | Long | Debt | US | $20K | – | 0.03 |
| Vericrest Opportunity Loan Transferee | Long | ABS-other | US | $45K | – | 0.08 |
| Veris Residential Inc | Long | Equity-common | US | $4K | 282 | 0.01 |
| Veritex Holdings Inc | Long | Equity-common | US | $9K | 450 | 0.02 |
| Verus Securitization Trust 2021-2 | Long | ABS-mortgage backed security | US | $30K | – | 0.05 |
| Viad Corp | Long | Equity-common | US | $5K | 134 | 0.01 |
| VICI Properties LP | Long | Debt | US | $28K | – | 0.05 |
| Victory Capital Holdings Inc | Long | Equity-common | US | $47K | 988 | 0.08 |
| Viking Therapeutics Inc | Long | Equity-common | US | $85K | 2K | 0.15 |
| Viper Energy Inc | Long | Debt | US | $32K | – | 0.06 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $24K | – | 0.04 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $19K | – | 0.03 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $5K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $3K | – | 0.00 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $24K | 107 | 0.04 |
| Vita Coco Co Inc/The | Long | Equity-common | US | $37K | 1K | 0.06 |
| Vital Farms Inc | Long | Equity-common | US | $19K | 413 | 0.03 |
| Vivid Seats Inc | Long | Equity-common | US | $5K | 944 | 0.01 |
| VOLT CIII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $45K | – | 0.08 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $33K | – | 0.06 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $36K | – | 0.06 |
| Warnermedia Holdings Inc | Long | Debt | US | $10K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $9K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $9K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $4K | – | 0.01 |
| Warrior Met Coal Inc | Long | Equity-common | US | $17K | 276 | 0.03 |
| Watts Water Technologies Inc | Long | Equity-common | US | $53K | 287 | 0.09 |
| Weatherford International PLC | Long | Equity-common | IE | $48K | 394 | 0.08 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.43 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $50K | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $26K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $24K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $22K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $16K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $15K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $10K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS3 | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $44K | – | 0.08 |
| WesBanco Inc | Long | Equity-common | US | $6K | 203 | 0.01 |
| WESCO International Inc | Long | Equity-common | US | $25K | 160 | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $15K | – | 0.03 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $5K | – | 0.01 |
| Westlake Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $10K | – | 0.02 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $10K | – | 0.02 |
| William Carter Co/The | Long | Debt | US | $89K | – | 0.15 |
| Wingstop Inc | Long | Equity-common | US | $19K | 44 | 0.03 |
| Wintrust Financial Corp | Long | Equity-common | US | $34K | 344 | 0.06 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $10K | – | 0.02 |
| WMG Acquisition Corp | Long | Debt | US | $58K | – | 0.10 |
| Workiva Inc | Long | Equity-common | US | $29K | 404 | 0.05 |
| World Omni Auto Receivables Trust 2023-A | Long | ABS-other | US | $15K | – | 0.03 |
| WSFS Financial Corp | Long | Equity-common | US | $6K | 122 | 0.01 |
| Xcel Energy Inc | Long | Debt | US | $50K | – | 0.09 |
| Xcel Energy Inc | Long | Debt | US | $8K | – | 0.01 |
| Xencor Inc | Long | Equity-common | US | $5K | 284 | 0.01 |
| Xenia Hotels & Resorts Inc | Long | Equity-common | US | $14K | 992 | 0.02 |
| Xperi Inc | Long | Equity-common | US | $11K | 1K | 0.02 |
| Y-mAbs Therapeutics Inc | Long | Equity-common | US | $326.16 | 27 | 0.00 |
| Yelp Inc | Long | Equity-common | US | $29K | 772 | 0.05 |
| Zeta Global Holdings Corp | Long | Equity-common | US | $51K | 3K | 0.09 |
| Zuora Inc | Long | Equity-common | US | $6K | 632 | 0.01 |
Address
SEASONS SERIES TRUST
21650 Oxnard Street
Woodland Hills
California
91367
United States of America
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