SUNAMERICA > SEASONS SERIES TRUST
SA Multi-Managed Income/Equity Portfolio
$36.56M
Avg Monthly Net Assets
$40.44M
Total Assets
$3.45M
Total Liabilities
$36.99M
Net Assets
SA Multi-Managed Income/Equity 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 $36.56M.
On August 28th, 2024 it reported 756 holdings, the largest
being Cloudflare Inc (2.6%), DoorDash Inc (2.2%) and Trade Desk Inc/The (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000021846 | ||
| Class 2 | C000021847 | ||
| Class 3 | C000021848 |
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 | $116K | – | 0.31 |
| 510 Asset Backed 2021-NPL1 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $38K | – | 0.10 |
| 510 Asset Backed 2021-NPL2 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $36K | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $10K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $5K | – | 0.01 |
| Adobe Inc | Long | Debt | US | $30K | – | 0.08 |
| Adyen NV | Long | Equity-common | NL | $492K | 413 | 1.33 |
| AES Corp/The | Long | Debt | US | $19K | – | 0.05 |
| AGCO Corp | Long | Debt | US | $25K | – | 0.07 |
| AGCO Corp | Long | Debt | US | $10K | – | 0.03 |
| Airbnb Inc | Long | Equity-common | US | $574K | 4K | 1.55 |
| Alabama Power Co | Long | Debt | US | $18K | – | 0.05 |
| Alabama Power Co | Long | Debt | US | $12K | – | 0.03 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $60K | – | 0.16 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $45K | – | 0.12 |
| Amazon.com Inc | Long | Equity-common | US | $610K | 3K | 1.65 |
| Ameren Corp | Long | Debt | US | $45K | – | 0.12 |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $20K | – | 0.05 |
| American Electric Power Co Inc | Long | Debt | US | $20K | – | 0.05 |
| American Tower Corp | Long | Equity-common | US | $487K | 3K | 1.32 |
| American Tower Corp | Long | Debt | US | $14K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $9K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $5K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $48K | – | 0.13 |
| Amgen Inc | Long | Debt | US | $5K | – | 0.01 |
| Angel Oak Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $18K | – | 0.05 |
| Angel Oak Mortgage Trust 2020-R1 | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| Angel Oak Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| Angel Oak Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $28K | – | 0.08 |
| Angel Oak Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $28K | – | 0.07 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $10K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $25K | – | 0.07 |
| Apache Corp | Long | Debt | US | $29K | – | 0.08 |
| ARI Fleet Lease Trust 2023-A | Long | ABS-other | US | $62K | – | 0.17 |
| Arizona Public Service Co | Long | Debt | US | $10K | – | 0.03 |
| Arizona Public Service Co | Long | Debt | US | $5K | – | 0.01 |
| 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 | $3K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $17K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $9K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $1K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $37K | – | 0.10 |
| Athene Global Funding | Long | Debt | US | $22K | – | 0.06 |
| Athene Holding Ltd | Long | Debt | US | $15K | – | 0.04 |
| AutoZone Inc | Long | Debt | US | $13K | – | 0.04 |
| AutoZone Inc | Long | Debt | US | $11K | – | 0.03 |
| AutoZone Inc | Long | Debt | US | $10K | – | 0.03 |
| Avantor Funding Inc | Long | Debt | US | $52K | – | 0.14 |
| Bain Capital Specialty Finance Inc | Long | Debt | US | $69K | – | 0.19 |
| Ball Corp | Long | Debt | US | $85K | – | 0.23 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $15K | – | 0.04 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $30K | – | 0.08 |
| BANK 2024-BNK47 | Long | ABS-mortgage backed security | US | $62K | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $63K | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $46K | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $41K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $39K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $30K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $12K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $10K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $8K | – | 0.02 |
| BANK OF AMERICA MASTER NOTE (BofA Securities, Inc.) | Long | Repurchase agreement | US | $55K | – | 0.15 |
| Bank of Montreal | Long | Debt | CA | $15K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $21K | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $15K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $10K | – | 0.03 |
| BARCLAYS CAPITAL REPO (Barclays Bank PLC) | Long | Repurchase agreement | US | $45K | – | 0.12 |
| BAT Capital Corp | Long | Debt | US | $20K | – | 0.05 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $42K | – | 0.11 |
| Bear Stearns ARM Trust 2005-12 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $23K | – | 0.06 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| Benchmark 2018-B4 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Benchmark 2018-B8 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $19K | – | 0.05 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| BILL Holdings Inc | Long | Equity-common | US | $197K | 4K | 0.53 |
| Block Inc | Long | Equity-common | US | $62K | 965 | 0.17 |
| Block Inc | Long | Debt | US | $46K | – | 0.12 |
| BlueMountain CLO XXIV Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.68 |
| Boeing Co/The | Long | Debt | US | $13K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $10K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $10K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $4K | – | 0.01 |
| Booz Allen Hamilton Inc | Long | Debt | US | $14K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $29K | – | 0.08 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $22K | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $15K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $10K | – | 0.03 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $10K | – | 0.03 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $96K | – | 0.26 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $20K | – | 0.05 |
| Bristol-Myers Squibb Co | Long | Debt | US | $10K | – | 0.03 |
| Brookfield Finance Inc | Long | Debt | CA | $30K | – | 0.08 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $26K | – | 0.07 |
| Builders FirstSource Inc | Long | Debt | US | $52K | – | 0.14 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $11K | – | 0.03 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $3K | – | 0.01 | |
| Capital One Financial Corp | Long | Debt | US | $55K | – | 0.15 |
| Capital One Financial Corp | Long | Debt | US | $22K | – | 0.06 |
| Capital One Financial Corp | Long | Debt | US | $10K | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $10K | – | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $59K | – | 0.16 |
| Celanese US Holdings LLC | Long | Debt | US | $21K | – | 0.06 |
| Celanese US Holdings LLC | Long | Debt | US | $20K | – | 0.05 |
| Celanese US Holdings LLC | Long | Debt | US | $15K | – | 0.04 |
| Cenovus Energy Inc | Long | Debt | CA | $4K | – | 0.01 |
| Centene Corp | Long | Debt | US | $76K | – | 0.20 |
| Centene Corp | Long | Debt | US | $4K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $45K | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $10K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $9K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $10K | – | 0.03 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $71K | – | 0.19 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $30K | – | 0.08 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $15K | – | 0.04 |
| CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE (Chicago Transit Authority Sales Tax Receipts Fund) | Long | Debt | US | $8K | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2005-29 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $9K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $30K | – | 0.08 |
| Cisco Systems Inc | Long | Debt | US | $15K | – | 0.04 |
| Cisco Systems Inc | Long | Debt | US | $10K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $34K | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $15K | – | 0.04 |
| Citigroup Mortgage Loan Trust 2006-AR1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $20K | – | 0.05 |
| Citizens Financial Group Inc | Long | Debt | US | $35K | – | 0.09 |
| Citizens Financial Group Inc | Long | Debt | US | $10K | – | 0.03 |
| Clean Harbors Inc | Long | Debt | US | $87K | – | 0.24 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $11K | – | 0.03 |
| Cloudflare Inc | Long | Equity-common | US | $962K | 12K | 2.60 |
| CNH Equipment Trust 2023-A | Long | ABS-other | US | $10K | – | 0.03 |
| CNHP01650 USD CALL/CNH PUT (JPMorgan Securities LLC) | Derivative-foreign exchange | US | $2.83 | – | 0.00 | |
| CNHP25362 USD CALL CNH PUT (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $6K | – | 0.02 | |
| CNHP26551 USD CALL/CNH PUT (Goldman Sachs & Co. LLC) | Derivative-foreign exchange | US | $5K | – | 0.01 | |
| COLT 2021-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $25K | – | 0.07 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $55K | – | 0.15 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $55K | – | 0.15 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $26K | – | 0.07 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $20K | – | 0.05 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $15K | – | 0.04 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $10K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $5K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $21K | – | 0.06 |
| Comcast Corp | Long | Debt | US | $14K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $10K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $5K | – | 0.01 |
| COMM 2013-300P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $184K | – | 0.50 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| COMM 2014-CCRE21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.26 |
| COMM 2015-LC19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $123K | – | 0.33 |
| CommonSpirit Health | Long | Debt | US | $5K | – | 0.01 |
| Conagra Brands Inc | Long | Debt | US | $20K | – | 0.05 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $15K | – | 0.04 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $11K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $10K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $10K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $10K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $10K | – | 0.03 |
| Constellation Software Inc/Canada | Long | Debt | CA | $5K | – | 0.01 |
| Cox Communications Inc | Long | Debt | US | $21K | – | 0.06 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $211K | 550 | 0.57 |
| Crown Castle Inc | Long | Debt | US | $32K | – | 0.09 |
| Crown Castle Inc | Long | Debt | US | $20K | – | 0.05 |
| Crown Castle Inc | Long | Debt | US | $10K | – | 0.03 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $28K | – | 0.08 |
| CSMC 2017-FHA1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.05 |
| CSMC 2021-NQM4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $38K | – | 0.10 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $73K | – | 0.20 |
| CVS Health Corp | Long | Debt | US | $13K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $10K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $4K | – | 0.01 |
| Danaher Corp | Long | Equity-common | US | $394K | 2K | 1.06 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $29K | – | 0.08 |
| 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 | $118K | – | 0.32 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $142K | – | 0.38 |
| DEUTSCHE REPO (Deutsche Bank Securities, Inc.) | Long | Repurchase agreement | US | $55K | – | 0.15 |
| Diamondback Energy Inc | Long | Debt | US | $10K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $5K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $5K | – | 0.01 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $11K | – | 0.03 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $15K | – | 0.04 |
| Dominion Energy Inc | Long | Debt | US | $25K | – | 0.07 |
| Dominion Energy Inc | Long | Debt | US | $14K | – | 0.04 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $55K | – | 0.15 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $44K | – | 0.12 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $43K | – | 0.12 |
| DoorDash Inc | Long | Equity-common | US | $798K | 7K | 2.16 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $15K | – | 0.04 |
| Duke Energy Carolinas LLC | Long | Debt | US | $13K | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $20K | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $15K | – | 0.04 |
| Duke Energy Corp | Long | Debt | US | $8K | – | 0.02 |
| 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 | $12K | – | 0.03 |
| Duke Energy Ohio Inc | Long | Debt | US | $10K | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $22K | – | 0.06 |
| Duke Energy Progress LLC | Long | Debt | US | $17K | – | 0.05 |
| Duke Energy Progress LLC | Long | Debt | US | $8K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $54K | – | 0.15 |
| Ecopetrol SA | Long | Debt | CO | $29K | – | 0.08 |
| Ecopetrol SA | Long | Debt | CO | $26K | – | 0.07 |
| Edison International | Long | Debt | US | $48K | – | 0.13 |
| Edison International | Long | Debt | US | $15K | – | 0.04 |
| Edison International | Long | Debt | US | $5K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $25K | – | 0.07 |
| Emera Inc | Long | Debt | CA | $15K | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $43K | – | 0.12 |
| Enbridge Inc | Long | Debt | CA | $25K | – | 0.07 |
| Enbridge Inc | Long | Debt | CA | $15K | – | 0.04 |
| Energean Israel Finance Ltd | Long | Debt | IL | $25K | – | 0.07 |
| Energean Israel Finance Ltd | Long | Debt | IL | $5K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $21K | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $15K | – | 0.04 |
| EQM Midstream Partners LP | Long | Debt | US | $34K | – | 0.09 |
| Equinor ASA | Long | Debt | NO | $16K | – | 0.04 |
| Equitable Financial Life Global Funding | Long | Debt | US | $35K | – | 0.10 |
| Equitable Holdings Inc | Long | Debt | US | $5K | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $5K | – | 0.01 |
| ESC LEHMAN BRTH HLDH PROD | Long | Debt | US | $5.7 | – | 0.00 |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-5K | – | -0.01 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2K | – | -0.01 | |
| Evergy Inc | Long | Debt | US | $25K | – | 0.07 |
| Evergy Metro Inc | Long | Debt | US | $4K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $29K | – | 0.08 |
| Eversource Energy | Long | Debt | US | $10K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $9K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $5K | – | 0.01 |
| Exeter Automobile Receivables Trust 2019-4 | Long | ABS-other | US | $6K | – | 0.02 |
| Exeter Automobile Receivables Trust 2020-1 | Long | ABS-other | US | $4K | – | 0.01 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $9K | – | 0.02 |
| Fair Isaac Corp | Long | Debt | US | $56K | – | 0.15 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $61K | – | 0.16 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $58K | – | 0.16 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $37K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $20K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $19K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $363K | – | 0.98 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.74 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.73 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.62 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.61 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| 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 | $4K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $811.13 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $775.62 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $746.23 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $680.9 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182.51 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93.84 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $66K | – | 0.18 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 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 | $216.33 | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA3 | Long | ABS-mortgage backed security | US | $17K | – | 0.05 |
| FirstCash Inc | Long | Debt | US | $52K | – | 0.14 |
| FirstCash Inc | Long | Debt | US | $38K | – | 0.10 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $88K | – | 0.24 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $96K | – | 0.26 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $10K | – | 0.03 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $19K | – | 0.05 |
| Floor & Decor Holdings Inc | Long | Equity-common | US | $194K | 2K | 0.52 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $72K | – | 0.19 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 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 | $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 | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $917.38 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $688.58 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $628.97 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $616.77 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $384.35 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $75K | – | 0.20 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $9K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| 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 Non Gold Pool | Long | ABS-mortgage backed security | US | $398.95 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $316K | – | 0.86 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.74 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.64 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.61 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.47 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.33 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.10 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $362.58 | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $14K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $62K | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $26K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $62K | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $31K | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $38K | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2023-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $53K | – | 0.14 |
| Freddie Mac STACR REMIC Trust 2023-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $63K | – | 0.17 |
| Gartner Inc | Long | Debt | US | $24K | – | 0.07 |
| GCAT 2021-NQM2 Trust | Long | ABS-mortgage backed security | US | $41K | – | 0.11 |
| Gen Digital Inc | Long | Debt | US | $45K | – | 0.12 |
| Gen Digital Inc | Long | Debt | US | $25K | – | 0.07 |
| Georgia Power Co | Long | Debt | US | $10K | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $7K | – | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $593K | – | 1.60 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $392K | – | 1.06 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $116K | – | 0.31 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.09 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 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 | $2K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $858.01 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $347K | – | 0.94 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $174K | – | 0.47 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $58K | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.10 |
| Glencore Funding LLC | Long | Debt | US | $34K | – | 0.09 |
| Glencore Funding LLC | Long | Debt | US | $31K | – | 0.08 |
| Glencore Funding LLC | Long | Debt | US | $25K | – | 0.07 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $15K | – | 0.04 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $5K | – | 0.01 |
| Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO) | Long | Debt | US | $80K | – | 0.22 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $55K | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $28K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $20K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $666.83 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $0.81 | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $39K | – | 0.11 |
| GS Mortgage Securities Corp II Series 2005-ROCK (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $30K | – | 0.08 |
| GS Mortgage Securities Corp Trust 2012-BWTR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $101K | – | 0.27 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $26K | – | 0.07 |
| GSR Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| GSR Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| GTP Acquisition Partners I LLC | Long | Debt | US | $157K | – | 0.42 |
| Hanesbrands Inc | Long | Debt | US | $29K | – | 0.08 |
| HCA Inc | Long | Debt | US | $28K | – | 0.07 |
| HCA Inc | Long | Debt | US | $20K | – | 0.05 |
| Hess Corp | Long | Debt | US | $26K | – | 0.07 |
| Hess Corp | Long | Debt | US | $20K | – | 0.05 |
| Hess Midstream Operations LP | Long | Debt | US | $35K | – | 0.10 |
| Hess Midstream Operations LP | Long | Debt | US | $5K | – | 0.01 |
| Hologic Inc | Long | Debt | US | $46K | – | 0.12 |
| Home Depot Inc/The | Long | Debt | US | $5K | – | 0.01 |
| Howard University | Long | Debt | US | $21K | – | 0.06 |
| Howard University | Long | Debt | US | $7K | – | 0.02 |
| Howard University | Long | Debt | US | $4K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $199K | – | 0.54 |
| Humana Inc | Long | Debt | US | $25K | – | 0.07 |
| Hungary Government International Bond | Long | Debt | HU | $71K | – | 0.19 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $15K | – | 0.04 |
| Impac CMB Trust Series 2005-4 | Long | ABS-mortgage backed security | US | $14K | – | 0.04 |
| Imperial Fund Mortgage Trust 2022-NQM2 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $76K | – | 0.21 |
| Ingersoll Rand Inc | Long | Debt | US | $5K | – | 0.01 |
| Insight Enterprises Inc (INSIGHT ENTERPRS) | Long | Debt | US | $51K | – | 0.14 |
| Intel Corp | Long | Debt | US | $10K | – | 0.03 |
| Intel Corp | Long | Debt | US | $7K | – | 0.02 |
| Intel Corp | Long | Debt | US | $4K | – | 0.01 |
| Intel Corp | Long | Debt | US | $3K | – | 0.01 |
| Intel Corp | Long | Debt | US | $2K | – | 0.01 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $558K | 4K | 1.51 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $56K | – | 0.15 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $22K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $61K | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $40K | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $25K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $20K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $15K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $14K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $14K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $8K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $2K | – | 0.01 |
| Kaiser Foundation Hospitals | Long | Debt | US | $10K | – | 0.03 |
| Kaiser Foundation Hospitals | Long | Debt | US | $6K | – | 0.02 |
| KeySpan Gas East Corp | Long | Debt | US | $5K | – | 0.01 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $20K | – | 0.05 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $15K | – | 0.04 |
| Lamar Media Corp | Long | Debt | US | $34K | – | 0.09 |
| Lamar Media Corp | Long | Debt | US | $4K | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $5K | – | 0.01 |
| Leviathan Bond Ltd | Long | Debt | IL | $47K | – | 0.13 |
| 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 | $13K | – | 0.04 | |
| 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 | $21K | – | 0.06 | |
| 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 | $6K | – | 0.02 | |
| Long: B9D0YMEM0 IRS USD R V 12MSOFR 99D0YMEK4 CCPOIS / Short: B9D0YMEM0 IRS USD P F 3.74300 99D0YMEM0 CCPOIS (LCH Limited) | Derivative-interest rate | US | $324.42 | – | 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 | $-357.87 | – | -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 | $-145.66 | – | -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 | $909.68 | – | 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 | |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $63K | – | 0.17 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $32K | – | 0.09 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $11K | – | 0.03 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $6K | – | 0.02 |
| Marvell Technology Inc | Long | Debt | US | $21K | – | 0.06 |
| MercadoLibre Inc | Long | Equity-common | US | $419K | 255 | 1.13 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A1 | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $36K | – | 0.10 |
| Meta Platforms Inc | Long | Equity-common | US | $80K | 158 | 0.22 |
| Mexico Government International Bonds | Long | Debt | MX | $56K | – | 0.15 |
| Mexico Government International Bonds | Long | Debt | MX | $6K | – | 0.02 |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.06 |
| MFA 2021-NQM2 Trust (MFRA TRUST) | Long | ABS-mortgage backed security | US | $37K | – | 0.10 |
| MicroStrategy Inc | Long | Equity-common | US | $420K | 305 | 1.14 |
| Monongahela Power Co | Long | Debt | US | $10K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $25K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $24K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $20K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $20K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $10K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $5K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $52.11 | – | 0.00 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2007-12 | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| MortgageIT Trust 2005-4 | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| MPLX LP | Long | Debt | US | $25K | – | 0.07 |
| MSCI Inc | Long | Debt | US | $18K | – | 0.05 |
| MUNI ELEC AUTH OF GEORGIA (Municipal Electric Authority of Georgia) | Long | Debt | US | $15K | – | 0.04 |
| National Grid PLC | Long | Debt | GB | $5K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $10K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $53K | – | 0.14 |
| New Mountain Finance Corp | Long | Debt | US | $10K | – | 0.03 |
| New Residential Mortgage Loan Trust 2016-2 | Long | ABS-mortgage backed security | US | $21K | – | 0.06 |
| New Residential Mortgage Loan Trust 2016-4 | Long | ABS-mortgage backed security | US | $20K | – | 0.05 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $20K | – | 0.05 |
| New Residential Mortgage Loan Trust 2017-5 | Long | ABS-mortgage backed security | US | $19K | – | 0.05 |
| New Residential Mortgage Loan Trust 2019-NQM4 | Long | ABS-mortgage backed security | US | $13K | – | 0.03 |
| NEW YORK TRANSPRTN DEV CORP LEASE REVENUE (New York Transportation Development Corp) | Long | Debt | US | $67K | – | 0.18 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $21K | – | 0.06 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $9K | – | 0.02 |
| Niagara Mohawk Power Corp | Long | Debt | US | $24K | – | 0.07 |
| NiSource Inc | Long | Debt | US | $24K | – | 0.06 |
| NiSource Inc | Long | Debt | US | $15K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $13K | – | 0.03 |
| NMLT 2021-INV1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $53K | – | 0.14 |
| Nokia Oyj | Long | Debt | FI | $15K | – | 0.04 |
| North Macedonia Government International Bond | Long | Debt | MK | $104K | – | 0.28 |
| Northrop Grumman Corp | Long | Debt | US | $14K | – | 0.04 |
| NRP Mortgage Trust 2013-1 | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| NSTAR Electric Co | Long | Debt | US | $15K | – | 0.04 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | XX | $15K | – | 0.04 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | XX | $10K | – | 0.03 |
| O'Reilly Automotive Inc | Long | Debt | US | $10K | – | 0.03 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $64K | – | 0.17 |
| Oglethorpe Power Corp | Long | Debt | US | $12K | – | 0.03 |
| Ohio Edison Co | Long | Debt | US | $15K | – | 0.04 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $21K | – | 0.06 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $100K | – | 0.27 |
| ONEOK Inc | Long | Debt | US | $21K | – | 0.06 |
| Open Text Corp | Long | Debt | CA | $63K | – | 0.17 |
| Open Text Corp | Long | Debt | CA | $10K | – | 0.03 |
| Option One Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $40K | – | 0.11 |
| Oracle Corp | Long | Debt | US | $25K | – | 0.07 |
| Oracle Corp | Long | Debt | US | $18K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $5K | – | 0.01 |
| Otis Worldwide Corp | Long | Debt | US | $22K | – | 0.06 |
| Ovintiv Inc | Long | Debt | US | $44K | – | 0.12 |
| Ovintiv Inc | Long | Debt | US | $5K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $43K | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $30K | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $25K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $21K | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $15K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $10K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $9K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $8K | – | 0.02 |
| Paramount Global | Long | Debt | US | $21K | – | 0.06 |
| Paramount Global | Long | Debt | US | $11K | – | 0.03 |
| PARIBAS REPO (BNP Paribas SA) | Long | Repurchase agreement | US | $45K | – | 0.12 |
| Patterson-UTI Energy Inc | Long | Debt | US | $11K | – | 0.03 |
| Patterson-UTI Energy Inc | Long | Debt | US | $5K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $35K | – | 0.09 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $20K | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $10K | – | 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 |
| Peru Government International Bonds | Long | Debt | PE | $8K | – | 0.02 |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING (Philadelphia Authority for Industrial Development) | Long | Debt | US | $69K | – | 0.19 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $30K | – | 0.08 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $27K | – | 0.07 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $20K | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $10K | – | 0.03 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $76K | – | 0.21 |
| Phillips 66 Co | Long | Debt | US | $25K | – | 0.07 |
| Piedmont Operating Partnership LP | Long | Debt | US | $15K | – | 0.04 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $10K | – | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $5K | – | 0.01 |
| Prestige Auto Receivables Trust 2022-1 | Long | ABS-other | US | $30K | – | 0.08 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-other | US | $50K | – | 0.13 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-other | US | $44K | – | 0.12 |
| Procore Technologies Inc | Long | Equity-common | US | $208K | 3K | 0.56 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $42K | – | 0.11 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $58K | – | 0.16 |
| PRPM 2021-5 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $66K | – | 0.18 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $55K | – | 0.15 |
| Public Service Electric and Gas Co | Long | Debt | US | $10K | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $21K | – | 0.06 |
| 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 | – | 0.08 |
| Puget Energy Inc | Long | Debt | US | $18K | – | 0.05 |
| Puget Energy Inc | Long | Debt | US | $16K | – | 0.04 |
| PURCHASED EUR / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | XX | $-548.84 | – | -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 | $-105.64 | – | -0.00 | |
| Qorvo Inc | Long | Debt | US | $17K | – | 0.05 |
| Regal Rexnord Corp | Long | Debt | US | $52K | – | 0.14 |
| Regal Rexnord Corp | Long | Debt | US | $5K | – | 0.01 |
| Regency Centers LP | Long | Debt | US | $19K | – | 0.05 |
| Reinsurance Group of America Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $15K | – | 0.04 |
| Republic Services Inc | Long | Debt | US | $10K | – | 0.03 |
| Republic Services Inc | Long | Debt | US | $8K | – | 0.02 |
| Rio Tinto Alcan Inc | Long | Debt | CA | $16K | – | 0.04 |
| RIVERSIDE CNTY CA PENSN OBLG (County of Riverside CA) | Long | Debt | US | $75K | – | 0.20 |
| ROBLOX Corp | Long | Equity-common | US | $613K | 16K | 1.66 |
| Roivant Sciences Ltd | Long | Equity-common | BM | $153K | 14K | 0.41 |
| Romanian Government International Bond | Long | Debt | RO | $49K | – | 0.13 |
| Romanian Government International Bond | Long | Debt | RO | $42K | – | 0.11 |
| Romanian Government International Bond | Long | Debt | RO | $36K | – | 0.10 |
| ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO | Long | Repurchase agreement | US | $60K | – | 0.16 |
| Royalty Pharma PLC | Long | Equity-common | GB | $555K | 21K | 1.50 |
| Royalty Pharma PLC | Long | Debt | GB | $16K | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | GB | $13K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $10K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $10K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $5K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $15K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $30K | – | 0.08 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $30K | – | 0.08 |
| SBA Tower Trust | Long | Debt | US | $39K | – | 0.11 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $10K | – | 0.03 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $5K | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | Long | ABS-other | US | $36K | – | 0.10 |
| Sempra | Long | Debt | US | $25K | – | 0.07 |
| Sempra | Long | Debt | US | $15K | – | 0.04 |
| Sensata Technologies BV | Long | Debt | NL | $20K | – | 0.05 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $60K | – | 0.16 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $48K | – | 0.13 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $15K | – | 0.04 |
| SG Commercial Mortgage Securities Trust 2020-COVE | Long | ABS-mortgage backed security | US | $86K | – | 0.23 |
| SG Residential Mortgage Trust 2021-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $38K | – | 0.10 |
| Shell International Finance BV | Long | Debt | NL | $11K | – | 0.03 |
| Shell International Finance BV | Long | Debt | NL | $10K | – | 0.03 |
| Shell International Finance BV | Long | Debt | NL | $1K | – | 0.00 |
| Sherwin-Williams Co/The | Long | Debt | US | $4K | – | 0.01 |
| Shopify Inc | Long | Equity-common | CA | $703K | 11K | 1.90 |
| Sirius XM Radio Inc | Long | Debt | US | $38K | – | 0.10 |
| Sirius XM Radio Inc | Long | Debt | US | $23K | – | 0.06 |
| Smith & Nephew PLC | Long | Debt | GB | $10K | – | 0.03 |
| Snowflake Inc | Long | Equity-common | US | $607K | 4K | 1.64 |
| Solventum Corp | Long | Debt | US | $25K | – | 0.07 |
| Solventum Corp | Long | Debt | US | $5K | – | 0.01 |
| Soundview Home Loan Trust 2006-3 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $135K | – | 0.36 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $24K | – | 0.07 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $15K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $13K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $10K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $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 | $34K | – | 0.09 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $15K | – | 0.04 |
| Southern Co Gas Capital Corp | Long | Debt | US | $5K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $29K | – | 0.08 |
| Southern Co/The | Long | Debt | US | $20K | – | 0.05 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $44K | – | 0.12 |
| SS&C Technologies Inc | Long | Debt | US | $64K | – | 0.17 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $40K | – | 0.11 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $25K | – | 0.07 |
| Standard Industries Inc/NJ | Long | Debt | US | $59K | – | 0.16 |
| Starwood Mortgage Residential Trust 2021-3 | Long | ABS-mortgage backed security | US | $40K | – | 0.11 |
| Starwood Mortgage Residential Trust 2021-6 | Long | ABS-mortgage backed security | US | $63K | – | 0.17 |
| Subway Funding LLC | Long | ABS-other | US | $40K | – | 0.11 |
| Summit Issuer LLC (Summit Issuer, LLC) | Long | ABS-other | US | $24K | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $22K | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $15K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $15K | – | 0.04 |
| Taco Bell Funding LLC (TACO BELL FUNDING, LLC) | Long | ABS-other | US | $91K | – | 0.25 |
| Tapestry Inc | Long | Debt | US | $16K | – | 0.04 |
| Tapestry Inc | Long | Debt | US | $5K | – | 0.01 |
| Tapestry Inc | Long | Debt | US | $5K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $21K | – | 0.06 |
| Taylor Morrison Communities Inc | Long | Debt | US | $40K | – | 0.11 |
| Taylor Morrison Communities Inc | Long | Debt | US | $13K | – | 0.04 |
| Tesla Inc | Long | Equity-common | US | $682K | 3K | 1.84 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $29K | – | 0.08 |
| Time Warner Cable LLC | Long | Debt | US | $33K | – | 0.09 |
| Time Warner Cable LLC | Long | Debt | US | $26K | – | 0.07 |
| TotalEnergies Capital SA | Long | Debt | FR | $20K | – | 0.05 |
| Towd Point Mortgage Trust 2017-6 | Long | ABS-mortgage backed security | US | $23K | – | 0.06 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $74K | – | 0.20 |
| Trade Desk Inc/The | Long | Equity-common | US | $797K | 8K | 2.15 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $5K | – | 0.01 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $52K | – | 0.14 |
| Tyson Foods Inc | Long | Debt | US | $20K | – | 0.05 |
| Tyson Foods Inc | Long | Debt | US | $10K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $483K | – | 1.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $412K | – | 1.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $404K | – | 1.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $387K | – | 1.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $304K | – | 0.82 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $259K | – | 0.70 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $256K | – | 0.69 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $200K | – | 0.54 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $173K | – | 0.47 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $132K | – | 0.36 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $117K | – | 0.32 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $179K | – | 0.48 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $90K | – | 0.24 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $35K | – | 0.09 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $16K | – | 0.04 |
| 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 | $757K | – | 2.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $448K | – | 1.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $383K | – | 1.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $40K | – | 0.11 |
| Uber Technologies Inc | Long | Equity-common | US | $519K | 7K | 1.40 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $759K | – | 2.05 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $425K | – | 1.15 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $324K | – | 0.88 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $193K | – | 0.52 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $176K | – | 0.48 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $176K | – | 0.48 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $171K | – | 0.46 |
| Union Pacific Corp | Long | Equity-common | US | $360K | 2K | 0.97 |
| UnitedHealth Group Inc | Long | Debt | US | $19K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $19K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $8K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $5K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $4K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $7K | – | 0.02 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $6K | – | 0.01 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2K | – | 0.01 | |
| 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 | $-8K | – | -0.02 | |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $30K | – | 0.08 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.27 |
| Veralto Corp | Long | Debt | US | $20K | – | 0.05 |
| Verus Securitization Trust 2021-7 | Long | ABS-mortgage backed security | US | $62K | – | 0.17 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $25K | – | 0.07 |
| VICI Properties LP | Long | Debt | US | $23K | – | 0.06 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $5K | – | 0.01 |
| Viper Energy Inc | Long | Debt | US | $27K | – | 0.07 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $25K | – | 0.07 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $24K | – | 0.07 |
| 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 | – | 0.01 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $33K | – | 0.09 |
| VOLT XCIX LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $36K | – | 0.10 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $36K | – | 0.10 |
| Warnermedia Holdings Inc | Long | Debt | US | $13K | – | 0.04 |
| 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 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $55K | – | 0.15 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $29K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $21K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $19K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $16K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $15K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $10K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1 | Long | ABS-mortgage backed security | US | $9K | – | 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 | $6K | – | 0.02 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $44K | – | 0.12 |
| Western Midstream Operating LP | Long | Debt | US | $15K | – | 0.04 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $5K | – | 0.01 |
| Westlake Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $10K | – | 0.03 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $10K | – | 0.03 |
| William Carter Co/The | Long | Debt | US | $94K | – | 0.25 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $10K | – | 0.03 |
| WMG Acquisition Corp | Long | Debt | US | $62K | – | 0.17 |
| World Omni Auto Receivables Trust 2023-A | Long | ABS-other | US | $15K | – | 0.04 |
| Xcel Energy Inc | Long | Debt | US | $50K | – | 0.14 |
| Xcel Energy Inc | Long | Debt | US | $12K | – | 0.03 |
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