SUNAMERICA > SEASONS SERIES TRUST
SA Putnam Asset Allocation Diversified Growth Portfolio
$189.03M
Avg Monthly Net Assets
$207.63M
Total Assets
$716K
Total Liabilities
$206.91M
Net Assets
SA Putnam Asset Allocation Diversified 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 $189.03M.
On August 28th, 2024 it reported 1,793 holdings, the largest
being Apple Inc (4.1%), NVIDIA Corp (3.9%) and Microsoft Corp (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000021852 | ||
| Class 2 | C000021853 | ||
| Class 3 | C000021854 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $22K | – | 0.01 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $10K | – | 0.00 |
| 10X Genomics Inc | Long | Equity-common | US | $85K | 4K | 0.04 |
| 1375209 BC Ltd | Long | Debt | CA | $961.58 | – | 0.00 |
| 3i Group PLC | Long | Equity-common | GB | $363K | 9K | 0.18 |
| 3M Co | Long | Equity-common | US | $1M | 14K | 0.70 |
| 8x8 Inc | Long | Equity-common | US | $7K | 3K | 0.00 |
| 99P878LA9 PUTNAM (Citibank NA) | Derivative-equity | US | $-10K | – | -0.00 | |
| 99P879LA7 PUTNAM (Citibank NA) | Derivative-equity | US | $35K | – | 0.02 | |
| A O Smith Corp | Long | Equity-common | US | $120K | 1K | 0.06 |
| A10 Networks Inc | Long | Equity-common | US | $8K | 580 | 0.00 |
| AAON Inc | Long | Equity-common | US | $11K | 122 | 0.01 |
| Aaron's Co Inc/The | Long | Equity-common | US | $9K | 884 | 0.00 |
| ABB Ltd | Long | Equity-common | CH | $432K | 8K | 0.21 |
| Abbott Laboratories | Long | Equity-common | US | $523K | 5K | 0.25 |
| AbbVie Inc | Long | Equity-common | US | $876K | 5K | 0.42 |
| AbbVie Inc | Long | Debt | US | $44K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $12K | – | 0.01 |
| Abercrombie & Fitch Co | Long | Equity-common | US | $68K | 382 | 0.03 |
| Abu Dhabi Islamic Bank PJSC | Long | Equity-common | AE | $113K | 36K | 0.05 |
| ACADIA Pharmaceuticals Inc | Long | Equity-common | US | $49K | 3K | 0.02 |
| Accenture PLC | Long | Equity-common | IE | $124K | 410 | 0.06 |
| ACCO Brands Corp | Long | Equity-common | US | $8K | 2K | 0.00 |
| ACELYRIN Inc | Long | Equity-common | US | $9K | 2K | 0.00 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $30K | – | 0.01 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $30K | – | 0.01 |
| Adaptive Biotechnologies Corp | Long | Equity-common | US | $10K | 3K | 0.00 |
| Addus HomeCare Corp | Long | Equity-common | US | $10K | 86 | 0.00 |
| Adeia Inc | Long | Equity-common | US | $4K | 354 | 0.00 |
| Adient PLC | Long | Equity-common | IE | $9K | 377 | 0.00 |
| Adobe, Inc. | Long | Equity-common | US | $2M | 3K | 0.82 |
| ADT Security Corp/The (ADT SEC CORP) | Long | Debt | US | $18K | – | 0.01 |
| AdvanSix Inc | Long | Equity-common | US | $12K | 540 | 0.01 |
| Aena SME SA | Long | Equity-common | ES | $147K | 728 | 0.07 |
| AerCap Holdings NV | Long | Equity-common | NL | $28K | 300 | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $149K | – | 0.07 |
| AES Corp/The | Long | Debt | US | $36K | – | 0.02 |
| Affiliated Managers Group Inc | Long | Equity-common | US | $109K | 699 | 0.05 |
| Agenus Inc | Long | Equity-common | US | $10K | 606 | 0.00 |
| Agilysys Inc | Long | Equity-common | US | $26K | 251 | 0.01 |
| Ahead DB Holdings LLC | Long | Debt | US | $14K | – | 0.01 |
| AIA Group Ltd | Long | Equity-common | HK | $225K | 33K | 0.11 |
| AIB Group PLC | Long | Equity-common | IE | $71K | 13K | 0.03 |
| Air Lease Corp | Long | Debt | US | $49K | – | 0.02 |
| Air Lease Corp | Long | Debt | US | $35K | – | 0.02 |
| Air Lease Corp | Long | Debt | US | $5K | – | 0.00 |
| Airbus SE | Long | Equity-common | NL | $197K | 1K | 0.09 |
| Alamo Group Inc | Long | Equity-common | US | $8K | 44 | 0.00 |
| Alarm.com Holdings Inc | Long | Equity-common | US | $8K | 126 | 0.00 |
| Albany International Corp | Long | Equity-common | US | $9K | 103 | 0.00 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $28K | – | 0.01 |
| Alcoa Corp | Long | Equity-common | US | $109K | 3K | 0.05 |
| Alexander & Baldwin Inc | Long | Equity-common | US | $16K | 933 | 0.01 |
| Alibaba Group Holding Ltd | Long | Equity-common | KY | $83K | 9K | 0.04 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $30K | – | 0.01 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $29K | – | 0.01 |
| Alkami Technology Inc | Long | Equity-common | US | $10K | 334 | 0.00 |
| Alkermes PLC | Long | Equity-common | IE | $9K | 361 | 0.00 |
| Allegion plc | Long | Equity-common | IE | $116K | 982 | 0.06 |
| ALLETE Inc | Long | Equity-common | US | $50K | 797 | 0.02 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $35K | – | 0.02 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $23K | – | 0.01 |
| Allianz SE | Long | Equity-common | DE | $203K | 732 | 0.10 |
| Allied Universal Holdco LLC | Long | Debt | US | $30K | – | 0.01 |
| Allient Inc | Long | Equity-common | US | $4K | 177 | 0.00 |
| Allstate Corp/The | Long | Equity-common | US | $118K | 740 | 0.06 |
| Ally Financial Inc | Long | Equity-common | US | $117K | 3K | 0.06 |
| Ally Financial Inc | Long | Debt | US | $53K | – | 0.03 |
| Alnylam Pharmaceuticals Inc | Long | Equity-common | US | $181K | 743 | 0.09 |
| Alpha Metallurgical Resources Inc | Long | Equity-common | US | $42K | 150 | 0.02 |
| Alphabet Inc | Long | Equity-common | US | $5M | 26K | 2.26 |
| Alsea SAB de CV | Long | Equity-common | MX | $37K | 11K | 0.02 |
| Altair Engineering Inc | Long | Equity-common | US | $9K | 96 | 0.00 |
| Amalgamated Financial Corp | Long | Equity-common | US | $10K | 370 | 0.00 |
| Amazon.com Inc | Long | Equity-common | US | $5M | 26K | 2.44 |
| Ambarella Inc | Long | Equity-common | KY | $38K | 701 | 0.02 |
| Amdocs Ltd | Long | Equity-common | GG | $115K | 1K | 0.06 |
| American Airlines Inc 2021 Term Loan | Long | Loan | KY | $36K | – | 0.02 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $15K | – | 0.01 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $10K | – | 0.00 |
| American Assets Trust Inc | Long | Equity-common | US | $9K | 383 | 0.00 |
| American Axle & Manufacturing Holdings Inc | Long | Equity-common | US | $37K | 5K | 0.02 |
| American Builders & Contractors Supply Co Inc (ABC SUPPLY CO INC) | Long | Debt | US | $19K | – | 0.01 |
| American Builders & Contractors Supply Co Inc (ABC SUPPLY CO INC) | Long | Debt | US | $18K | – | 0.01 |
| American Eagle Outfitters Inc | Long | Equity-common | US | $25K | 1K | 0.01 |
| American Electric Power Co Inc | Long | Equity-common | US | $115K | 1K | 0.06 |
| American Electric Power Co Inc | Long | Debt | US | $36K | – | 0.02 |
| American Electric Power Co Inc | Long | Debt | US | $8K | – | 0.00 |
| American Express Co | Long | Equity-common | US | $125K | 538 | 0.06 |
| American Financial Group Inc/OH | Long | Equity-common | US | $112K | 910 | 0.05 |
| American States Water Co | Long | Equity-common | US | $8K | 106 | 0.00 |
| American Tower Corp | Long | Equity-common | US | $138K | 710 | 0.07 |
| American Tower Corp | Long | Debt | US | $78K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $32K | – | 0.02 |
| American Transmission Systems Inc | Long | Debt | US | $12K | – | 0.01 |
| American Woodmark Corp | Long | Equity-common | US | $28K | 356 | 0.01 |
| Ameriprise Financial Inc | Long | Equity-common | US | $101K | 236 | 0.05 |
| AMETEK Inc | Long | Equity-common | US | $523K | 3K | 0.25 |
| Amgen Inc | Long | Equity-common | US | $124K | 396 | 0.06 |
| Amgen Inc | Long | Debt | US | $40K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $23K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $23K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $19K | – | 0.01 |
| Amkor Technology Inc | Long | Equity-common | US | $34K | 860 | 0.02 |
| Analog Devices Inc | Long | Debt | US | $31K | – | 0.01 |
| Andersons Inc/The | Long | Equity-common | US | $30K | 602 | 0.01 |
| AngioDynamics Inc | Long | Equity-common | US | $8K | 1K | 0.00 |
| Antero Resources Corp | Long | Debt | US | $8K | – | 0.00 |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp (ANYWHERE REAL EST/CO-ISS) | Long | Debt | US | $13K | – | 0.01 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp (ANYWHERE RE GRP/REALOGY) | Long | Debt | US | $14K | – | 0.01 |
| Anywhere Real Estate Inc | Long | Equity-common | US | $14K | 4K | 0.01 |
| Apogee Enterprises Inc | Long | Equity-common | US | $33K | 531 | 0.02 |
| Apollo Commercial Real Estate Finance Inc (APOLLO CMMRL REAL EST FI) | Long | Debt | US | $34K | – | 0.02 |
| Apollo Global Management Inc | Long | Equity-preferred | US | $20K | 304 | 0.01 |
| Apollo Hospitals Enterprise Ltd | Long | Equity-common | IN | $86K | 1K | 0.04 |
| Appalachian Power Co | Long | Debt | US | $18K | – | 0.01 |
| Appfolio Inc | Long | Equity-common | US | $12K | 49 | 0.01 |
| Apple Hospitality REIT Inc | Long | Equity-common | US | $8K | 546 | 0.00 |
| Apple Inc | Long | Equity-common | US | $8M | 40K | 4.09 |
| Apple Inc | Long | Debt | US | $27K | – | 0.01 |
| Applied Industrial Technologies Inc | Long | Equity-common | US | $44K | 228 | 0.02 |
| Applied Materials Inc | Long | Equity-common | US | $270K | 1K | 0.13 |
| AptarGroup Inc | Long | Equity-common | US | $107K | 760 | 0.05 |
| Aramark Services Inc | Long | Debt | US | $24K | – | 0.01 |
| ArcBest Corp | Long | Equity-common | US | $9K | 88 | 0.00 |
| Arcellx Inc | Long | Equity-common | US | $38K | 680 | 0.02 |
| ArcelorMittal SA | Long | Equity-common | LU | $238K | 10K | 0.11 |
| ArcelorMittal SA | Long | Debt | LU | $40K | – | 0.02 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $883K | 15K | 0.43 |
| Arcosa Inc | Long | Equity-common | US | $8K | 96 | 0.00 |
| Arcturus Therapeutics Holdings Inc | Long | Equity-common | US | $26K | 1K | 0.01 |
| AREIT 2021-CRE5 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $33K | – | 0.02 |
| Ares Capital Corp | Long | Debt | US | $85K | – | 0.04 |
| Ares Capital Corp | Long | Debt | US | $5K | – | 0.00 |
| Aretec Group Inc | Long | Debt | US | $22K | – | 0.01 |
| Aretec Group Inc | Long | Debt | US | $19K | – | 0.01 |
| Argan Inc | Long | Equity-common | US | $13K | 171 | 0.01 |
| Arista Networks Inc | Long | Equity-common | US | $139K | 398 | 0.07 |
| Aristocrat Leisure Ltd | Long | Equity-common | AU | $325K | 10K | 0.16 |
| Arkema SA | Long | Equity-common | FR | $98K | 1K | 0.05 |
| Arlo Technologies Inc | Long | Equity-common | US | $23K | 2K | 0.01 |
| Arrowhead Pharmaceuticals Inc | Long | Equity-common | US | $9K | 352 | 0.00 |
| Arvinas, Inc. | Long | Equity-common | US | $26K | 991 | 0.01 |
| Ascend Learning LLC 2021 2nd Lien Term Loan | Long | Loan | US | $10K | – | 0.00 |
| Asia Vital Components Co Ltd | Long | Equity-common | TW | $47K | 2K | 0.02 |
| ASML Holding NV | Long | Equity-common | NL | $995K | 964 | 0.48 |
| Associated Banc-Corp | Long | Equity-common | US | $8K | 388 | 0.00 |
| Associated British Foods PLC | Long | Equity-common | GB | $195K | 6K | 0.09 |
| AstraZeneca PLC | Long | Equity-common | GB | $175K | 1K | 0.08 |
| AT&T Inc | Long | Equity-common | US | $707K | 37K | 0.34 |
| AT&T Inc | Long | Debt | US | $66K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $40K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $4K | – | 0.00 |
| AthenaHealth Group Inc | Long | Debt | US | $28K | – | 0.01 |
| Athene Holding Ltd | Long | Debt | US | $49K | – | 0.02 |
| Athene Holding Ltd | Long | Debt | US | $13K | – | 0.01 |
| ATI Inc | Long | Debt | US | $30K | – | 0.01 |
| ATI Inc | Long | Debt | US | $26K | – | 0.01 |
| ATI Inc | Long | Debt | US | $5K | – | 0.00 |
| Atkore Inc | Long | Equity-common | US | $47K | 351 | 0.02 |
| Atlas Copco AB | Long | Equity-common | SE | $152K | 8K | 0.07 |
| Atlassian Corp | Long | Equity-common | US | $148K | 834 | 0.07 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $15K | – | 0.01 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| Atmus Filtration Technologies Inc | Long | Equity-common | US | $17K | 578 | 0.01 |
| AtriCure Inc | Long | Equity-common | US | $16K | 702 | 0.01 |
| Aurizon Holdings Ltd | Long | Equity-common | AU | $73K | 30K | 0.04 |
| Australia & New Zealand Banking Group Ltd | Long | Short-term investment vehicle | AU | $314K | – | 0.15 |
| Auto Trader Group PLC | Long | Equity-common | GB | $251K | 25K | 0.12 |
| Autodesk Inc | Long | Equity-common | US | $134K | 540 | 0.06 |
| Automatic Data Processing Inc | Long | Equity-common | US | $1M | 6K | 0.72 |
| AutoZone Inc | Long | Equity-common | US | $133K | 45 | 0.06 |
| AvalonBay Communities Inc | Long | Equity-common | US | $121K | 587 | 0.06 |
| Avanos Medical Inc | Long | Equity-common | US | $8K | 405 | 0.00 |
| Aviation Capital Group LLC | Long | Debt | US | $44K | – | 0.02 |
| Avient Corp | Long | Debt | US | $20K | – | 0.01 |
| Avient Corp | Long | Equity-common | US | $9K | 207 | 0.00 |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc (AVIS BUDGET CAR/FINANCE) | Long | Debt | US | $5K | – | 0.00 |
| AXA SA | Long | Equity-common | FR | $32K | 982 | 0.02 |
| Axalta Coating Systems Ltd | Long | Equity-common | BM | $105K | 3K | 0.05 |
| Axcelis Technologies Inc | Long | Equity-common | US | $11K | 79 | 0.01 |
| Axis Capital Holdings Ltd | Long | Equity-common | BM | $109K | 2K | 0.05 |
| Axogen Inc | Long | Equity-common | US | $7K | 979 | 0.00 |
| Axos Financial Inc | Long | Equity-common | US | $53K | 928 | 0.03 |
| BAE Systems PLC | Long | Equity-common | GB | $94K | 6K | 0.05 |
| Baker Hughes Co | Long | Equity-common | US | $124K | 4K | 0.06 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $337K | 34K | 0.16 |
| Banco do Brasil SA | Long | Equity-common | BR | $92K | 19K | 0.04 |
| Banco Latinoamericano de Comercio Exterior SA (Banco Latinoamericano de Comercio Exterior SA, Class E) | Long | Equity-common | PA | $10K | 336 | 0.00 |
| Banco Santander SA | Long | Equity-common | ES | $336K | 72K | 0.16 |
| Bandwidth Inc | Long | Equity-common | US | $15K | 915 | 0.01 |
| Bank Central Asia Tbk PT | Long | Equity-common | ID | $79K | 130K | 0.04 |
| Bank Hapoalim BM | Long | Equity-common | IL | $151K | 17K | 0.07 |
| Bank Mandiri Persero Tbk PT | Long | Equity-common | ID | $80K | 212K | 0.04 |
| Bank of America Corp | Long | Equity-common | US | $376K | 9K | 0.18 |
| Bank of America Corp | Long | Debt | US | $87K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $76K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $40K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $18K | – | 0.01 |
| BANK OF AMERICA NA REPO (BofA Securities, Inc.) | Long | Repurchase agreement | US | $5M | – | 2.42 |
| Bank of China Ltd | Long | Equity-common | CN | $215K | 436K | 0.10 |
| Bank of Montreal | Long | Debt | CA | $13K | – | 0.01 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $795K | 13K | 0.38 |
| Bank of Nova Scotia/The | Long | Short-term investment vehicle | CA | $497K | – | 0.24 |
| Bank of Nova Scotia/The | Long | Debt | CA | $45K | – | 0.02 |
| Bank of NT Butterfield & Son Ltd/The | Long | Equity-common | BM | $20K | 569 | 0.01 |
| Banner Corp | Long | Equity-common | US | $35K | 715 | 0.02 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Barrett Business Services Inc | Long | Equity-common | US | $9K | 284 | 0.00 |
| Bath & Body Works Inc | Long | Debt | US | $25K | – | 0.01 |
| Bausch & Lomb Corporation Term Loan | Long | Loan | CA | $25K | – | 0.01 |
| Bausch + Lomb Corp | Long | Debt | CA | $15K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $15K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $12K | – | 0.01 |
| BCPE Ulysses Intermediate Inc | Long | Debt | US | $15K | – | 0.01 |
| BDS 2021-FL8 (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $34K | – | 0.02 |
| Beacon Roofing Supply Inc | Long | Equity-common | US | $9K | 101 | 0.00 |
| Beacon Roofing Supply Inc | Long | Debt | US | $9K | – | 0.00 |
| Becton Dickinson & Co | Long | Equity-common | US | $608K | 3K | 0.29 |
| Becton Dickinson & Co | Long | Debt | US | $31K | – | 0.01 |
| Belden Inc | Long | Equity-common | US | $52K | 558 | 0.03 |
| BellRing Brands Inc | Long | Equity-common | US | $12K | 207 | 0.01 |
| Benefit Systems SA | Long | Equity-common | PL | $37K | 52 | 0.02 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $24K | – | 0.01 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $8K | – | 0.00 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $365K | 898 | 0.18 |
| Berkshire Hills Bancorp Inc | Long | Equity-common | US | $11K | 478 | 0.01 |
| Berry Global Inc | Long | Debt | US | $47K | – | 0.02 |
| Berry Global Inc | Long | Debt | US | $30K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $4K | – | 0.00 |
| BHP Group Ltd | Long | Equity-common | AU | $203K | 7K | 0.10 |
| BHP Group Ltd | Long | Equity-common | AU | $35K | 1K | 0.02 |
| Big River Steel LLC / BRS Finance Corp (BIG RIVER STEEL/BRS FIN) | Long | Debt | US | $22K | – | 0.01 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $109K | 399 | 0.05 |
| BioCryst Pharmaceuticals Inc | Long | Equity-common | US | $11K | 2K | 0.01 |
| Biohaven Ltd | Long | Equity-common | VG | $41K | 1K | 0.02 |
| Black Hills Corp | Long | Equity-common | US | $9K | 158 | 0.00 |
| BlackLine Inc | Long | Equity-common | US | $20K | 406 | 0.01 |
| BlackRock Inc | Long | Equity-common | US | $109K | 139 | 0.05 |
| Block Inc | Long | Equity-common | US | $170K | 3K | 0.08 |
| Block Inc | Long | Debt | US | $17K | – | 0.01 |
| Blue Bird Corp | Long | Equity-common | US | $43K | 806 | 0.02 |
| BlueLinx Holdings Inc | Long | Equity-common | US | $19K | 205 | 0.01 |
| Blueprint Medicines Corp | Long | Equity-common | US | $10K | 90 | 0.00 |
| Boeing Co/The | Long | Equity-common | US | $201K | 1K | 0.10 |
| Boeing Co/The | Long | Debt | US | $48K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $36K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $24K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $20K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $20K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $11K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $9K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $9K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $8K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $7K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $5K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $3K | – | 0.00 |
| Boise Cascade Co | Long | Equity-common | US | $46K | 390 | 0.02 |
| Boise Cascade Co (BOISE CASCADE COMPANY) | Long | Debt | US | $23K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $22K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $5K | – | 0.00 |
| Bombardier Inc | Long | Debt | CA | $5K | – | 0.00 |
| Booking Holdings Inc | Long | Equity-common | US | $879K | 222 | 0.43 |
| Boston Beer Co Inc/The | Long | Equity-common | US | $120K | 394 | 0.06 |
| Boston Scientific Corp | Long | Equity-common | US | $126K | 2K | 0.06 |
| Boyd Gaming Corp | Long | Debt | US | $32K | – | 0.02 |
| BP PLC | Long | Equity-common | GB | $429K | 71K | 0.21 |
| Bread Financial Holdings Inc | Long | Equity-common | US | $50K | 1K | 0.02 |
| BrightSpire Capital Inc | Long | Equity-common | US | $15K | 3K | 0.01 |
| BrightView Holdings Inc | Long | Equity-common | US | $12K | 903 | 0.01 |
| Brink's Co/The | Long | Equity-common | US | $52K | 503 | 0.02 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $430K | 10K | 0.21 |
| Brixmor Property Group Inc | Long | Equity-common | US | $124K | 5K | 0.06 |
| Broadcom Inc | Long | Equity-common | US | $721K | 449 | 0.35 |
| Broadcom Inc | Long | Debt | US | $87K | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $31K | – | 0.01 |
| Broadstone Net Lease Inc | Long | Equity-common | US | $9K | 544 | 0.00 |
| Brunswick Corp/DE | Long | Debt | US | $25K | – | 0.01 |
| Buckle Inc/The | Long | Equity-common | US | $7K | 199 | 0.00 |
| Builders FirstSource Inc | Long | Equity-common | US | $293K | 2K | 0.14 |
| Builders FirstSource Inc | Long | Debt | US | $15K | – | 0.01 |
| Builders FirstSource Inc | Long | Debt | US | $10K | – | 0.00 |
| Builders FirstSource Inc | Long | Debt | US | $9K | – | 0.00 |
| BYD Co Ltd | Long | Equity-common | CN | $74K | 3K | 0.04 |
| Cadence Design Systems Inc | Long | Equity-common | US | $2M | 5K | 0.73 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $37K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $36K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $5K | – | 0.00 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $9K | 152 | 0.00 |
| Caleres Inc | Long | Equity-common | US | $7K | 223 | 0.00 |
| California Resources Corp | Long | Equity-common | US | $10K | 188 | 0.00 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $35K | – | 0.02 |
| Calix Inc | Long | Equity-common | US | $9K | 253 | 0.00 |
| Calpine Corp | Long | Debt | US | $10K | – | 0.00 |
| Calpine Corp | Long | Debt | US | $9K | – | 0.00 |
| Camelot Return Merger Sub Inc | Long | Debt | US | $29K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $15K | – | 0.01 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $44K | – | 0.02 |
| Capital One Financial Corp | Long | Equity-common | US | $130K | 938 | 0.06 |
| Capital One Financial Corp | Long | Debt | US | $34K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $27K | – | 0.01 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $120K | – | 0.06 |
| Cardinal Health Inc | Long | Equity-common | US | $112K | 1K | 0.05 |
| CareTrust REIT Inc | Long | Equity-common | US | $4K | 167 | 0.00 |
| Cargurus Inc | Long | Equity-common | US | $38K | 1K | 0.02 |
| Carlsberg AS | Long | Equity-common | DK | $49K | 406 | 0.02 |
| Carnival Corp | Long | Debt | PA | $40K | – | 0.02 |
| Carnival Corp | Long | Debt | PA | $16K | – | 0.01 |
| Carnival Corp | Long | Debt | PA | $5K | – | 0.00 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $16K | – | 0.01 |
| Carvana Co | Long | Equity-common | US | $68K | 528 | 0.03 |
| Castle Biosciences Inc | Long | Equity-common | US | $11K | 511 | 0.01 |
| Catalyst Pharmaceuticals Inc | Long | Equity-common | US | $9K | 593 | 0.00 |
| Caterpillar Inc | Long | Equity-common | US | $129K | 386 | 0.06 |
| Cathay General Bancorp | Long | Equity-common | US | $49K | 1K | 0.02 |
| CBRE Group Inc | Long | Equity-common | US | $120K | 1K | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $74K | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $45K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $20K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $12K | – | 0.01 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $23K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $74K | – | 0.04 |
| Celanese US Holdings LLC | Long | Debt | US | $19K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $17K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $14K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $2K | – | 0.00 |
| Centene Corp | Long | Debt | US | $19K | – | 0.01 |
| Centene Corp | Long | Debt | US | $13K | – | 0.01 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $23K | – | 0.01 |
| Central Pacific Financial Corp | Long | Equity-common | US | $13K | 617 | 0.01 |
| Centrica PLC | Long | Equity-common | GB | $196K | 115K | 0.09 |
| CEVA Inc | Long | Equity-common | US | $8K | 428 | 0.00 |
| CF Industries Holdings Inc | Long | Equity-common | US | $127K | 2K | 0.06 |
| CF Industries Inc | Long | Debt | US | $48K | – | 0.02 |
| Charles River Laboratories International Inc | Long | Debt | US | $9K | – | 0.00 |
| Charles River Laboratories International Inc | Long | Debt | US | $9K | – | 0.00 |
| Chart Industries Inc | Long | Debt | US | $26K | – | 0.01 |
| Chart Industries Inc | Long | Debt | US | $11K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $33K | – | 0.02 |
| Check Point Software Technologies Ltd | Long | Equity-common | IL | $66K | 400 | 0.03 |
| Chefs' Warehouse Inc/The (CHEFS' WAREHOUSE THE) | Long | Debt | US | $17K | – | 0.01 |
| Cheniere Energy Inc | Long | Equity-common | US | $2M | 9K | 0.73 |
| Cheniere Energy Partners LP | Long | Debt | US | $52K | – | 0.03 |
| Cheniere Energy Partners LP | Long | Debt | US | $30K | – | 0.01 |
| Chesapeake Energy Corp | Long | Debt | US | $35K | – | 0.02 |
| Chesapeake Utilities Corp | Long | Equity-common | US | $8K | 74 | 0.00 |
| Chevron Corp | Long | Equity-common | US | $128K | 818 | 0.06 |
| Chimera Investment Corp | Long | Equity-common | US | $9K | 692 | 0.00 |
| China Resources Gas Group Ltd | Long | Equity-common | BM | $61K | 17K | 0.03 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $110K | 2K | 0.05 |
| Chobani LLC / Chobani Finance Corp Inc (CHOBANI LLC/FINANCE CORP) | Long | Debt | US | $26K | – | 0.01 |
| Chord Energy Corp | Long | Debt | US | $25K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $37K | – | 0.02 |
| CHS/Community Health Systems Inc | Long | Debt | US | $21K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $14K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $7K | – | 0.00 |
| Chubb Ltd | Long | Equity-common | CH | $119K | 468 | 0.06 |
| Chugai Pharmaceutical Co Ltd | Long | Equity-common | JP | $203K | 6K | 0.10 |
| Churchill Downs Inc | Long | Debt | US | $19K | – | 0.01 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $307K | 4K | 0.15 |
| Cigna Group/The | Long | Equity-common | US | $805K | 2K | 0.39 |
| Cimpress PLC | Long | Equity-common | IE | $31K | 354 | 0.01 |
| Cinemark USA Inc | Long | Debt | US | $19K | – | 0.01 |
| Cipher Mining Inc | Long | Equity-common | US | $9K | 2K | 0.00 |
| Cisco Systems Inc | Long | Equity-common | US | $318K | 7K | 0.15 |
| Cisco Systems Inc | Long | Debt | US | $28K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2014-GC21 | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2016-P6 | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Citigroup Inc | Long | Equity-common | US | $2M | 24K | 0.73 |
| Citigroup Inc | Long | Debt | US | $116K | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $38K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $36K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $14K | – | 0.01 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Citizens Financial Group Inc | Long | Equity-common | US | $123K | 3K | 0.06 |
| Civitas Resources Inc | Long | Debt | US | $27K | – | 0.01 |
| Civitas Resources Inc | Long | Debt | US | $10K | – | 0.01 |
| Civitas Resources Inc | Long | Debt | US | $5K | – | 0.00 |
| CK Hutchison Holdings Ltd | Long | Equity-common | KY | $69K | 15K | 0.03 |
| Clarios Global LP | Long | Debt | CA | $9K | – | 0.00 |
| Clarios Global LP / Clarios US Finance Co (CLARIOS GLOBAL LP/US FIN) | Long | Debt | XX | $20K | – | 0.01 |
| Clarios Global LP / Clarios US Finance Co (CLARIOS GLOBAL LP/US FIN) | Long | Debt | XX | $10K | – | 0.00 |
| Clean Harbors Inc | Long | Debt | US | $10K | – | 0.00 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $40K | – | 0.02 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $26K | – | 0.01 |
| Clear Channel Outdoor Holdings Inc 2024 Term Loan | Long | Loan | US | $6K | – | 0.00 |
| Clearwater Paper Corp | Long | Equity-common | US | $9K | 188 | 0.00 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $60K | 4K | 0.03 |
| Clorox Co/The | Long | Equity-common | US | $119K | 875 | 0.06 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $72K | – | 0.03 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $29K | – | 0.01 |
| Cloud Software Group Inc 2024 USD Term Loan B | Long | Loan | US | $5K | – | 0.00 |
| CLP Holdings Ltd | Long | Equity-common | HK | $16K | 2K | 0.01 |
| CME Group Inc | Long | Equity-common | US | $116K | 592 | 0.06 |
| CNA Financial Corp | Long | Debt | US | $25K | – | 0.01 |
| CNO Financial Group Inc | Long | Debt | US | $59K | – | 0.03 |
| CNO Financial Group Inc | Long | Equity-common | US | $49K | 2K | 0.02 |
| CNO Financial Group Inc | Long | Debt | US | $15K | – | 0.01 |
| CNO Financial Group Inc | Long | Debt | US | $11K | – | 0.01 |
| Cobra AcquisitionCo LLC | Long | Debt | US | $16K | – | 0.01 |
| Coca-Cola Co/The | Long | Equity-common | US | $2M | 25K | 0.77 |
| Coca-Cola Consolidated Inc | Long | Equity-common | US | $66K | 61 | 0.03 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $233K | 7K | 0.11 |
| Colgate-Palmolive Co | Long | Equity-common | US | $1M | 11K | 0.50 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $24K | – | 0.01 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $23K | – | 0.01 |
| Columbus McKinnon Corp/NY | Long | Equity-common | US | $8K | 220 | 0.00 |
| Comcast Corp | Long | Equity-common | US | $1M | 30K | 0.57 |
| Comcast Corp | Long | Debt | US | $35K | – | 0.02 |
| Comfort Systems USA Inc | Long | Equity-common | US | $16K | 52 | 0.01 |
| COMM 2013-CCRE6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| COMM 2014-CCRE15 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $62K | – | 0.03 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $45.19 | – | 0.00 |
| COMM 2014-UBS4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| COMM 2014-UBS4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $43.8 | – | 0.00 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $73.56 | – | 0.00 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $123K | – | 0.06 |
| Commercial Metals Co | Long | Equity-common | US | $9K | 168 | 0.00 |
| Commercial Metals Co | Long | Debt | US | $5K | – | 0.00 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $31K | 359 | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $23K | – | 0.01 |
| CommScope Inc | Long | Debt | US | $9K | – | 0.00 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $7K | – | 0.00 |
| CommVault Systems Inc | Long | Equity-common | US | $63K | 521 | 0.03 |
| Comstock Resources Inc | Long | Debt | US | $19K | – | 0.01 |
| Comstock Resources Inc | Long | Debt | US | $15K | – | 0.01 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $10K | – | 0.00 |
| Connect Finco Sarl 2024 Extended Term Loan B | Long | Loan | LU | $14K | – | 0.01 |
| ConocoPhillips | Long | Equity-common | US | $119K | 1K | 0.06 |
| CONSOL Energy Inc | Long | Equity-common | US | $48K | 475 | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $10K | – | 0.00 |
| Constellation Energy Corp | Long | Equity-common | US | $123K | 616 | 0.06 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $61K | – | 0.03 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $47K | – | 0.02 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $19K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $18K | – | 0.01 |
| Constellium SE | Long | Equity-common | FR | $41K | 2K | 0.02 |
| CONTRA CINCOR PHARMA I | Derivative-equity | US | $853.74 | 279 | 0.00 | |
| CONTRA ICOSAVAX INC | Derivative-equity | US | $165.85 | 535 | 0.00 | |
| Copa Holdings SA | Long | Equity-common | PA | $64K | 671 | 0.03 |
| COPT Defense Properties | Long | Equity-common | US | $8K | 329 | 0.00 |
| Corcept Therapeutics Inc | Long | Equity-common | US | $17K | 511 | 0.01 |
| CoreCivic Inc | Long | Equity-common | US | $10K | 748 | 0.00 |
| Costamare Inc | Long | Equity-common | MH | $11K | 657 | 0.01 |
| Costco Wholesale Corp | Long | Equity-common | US | $111K | 131 | 0.05 |
| Coterra Energy, Inc. | Long | Equity-common | US | $115K | 4K | 0.06 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $19K | – | 0.01 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $15K | – | 0.01 |
| CP Atlas Buyer Inc | Long | Debt | US | $9K | – | 0.00 |
| CP Atlas Buyer Inc 2021 Term Loan B | Long | Loan | US | $20K | – | 0.01 |
| CQP HOLDCO LP 2024 TERM LOAN B | Long | Loan | US | $18K | – | 0.01 |
| Crane Co | Long | Equity-common | US | $114K | 789 | 0.06 |
| Credit Acceptance Corp | Long | Debt | US | $32K | – | 0.02 |
| Credit Suisse Commercial Mortgage Trust Series 2006-C4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $0.3 | – | 0.00 |
| Credo Technology Group Holding Ltd | Long | Equity-common | KY | $15K | 476 | 0.01 |
| CRH PLC | Long | Equity-common | IE | $128K | 2K | 0.06 |
| Crocs Inc | Long | Equity-common | US | $115K | 785 | 0.06 |
| Crocs Inc | Long | Debt | US | $14K | – | 0.01 |
| CrossFirst Bankshares Inc | Long | Equity-common | US | $5K | 366 | 0.00 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $138K | 359 | 0.07 |
| Crowdstrike Holdings Inc | Long | Debt | US | $18K | – | 0.01 |
| Crown Castle Inc | Long | Equity-common | US | $116K | 1K | 0.06 |
| Crown Castle Inc | Long | Debt | US | $31K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $15K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $4K | – | 0.00 |
| Crown Cork & Seal Co Inc | Long | Debt | US | $26K | – | 0.01 |
| Crown Holdings Inc | Long | Equity-common | US | $105K | 1K | 0.05 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| CSAIL 2016-C7 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| CSMC Trust 2016-NXSR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| CSX Corp | Long | Equity-common | US | $143K | 4K | 0.07 |
| Cullinan Therapeutics Inc | Long | Equity-common | US | $8K | 464 | 0.00 |
| Cummins Inc | Long | Equity-common | US | $120K | 433 | 0.06 |
| Curtiss-Wright Corp | Long | Equity-common | US | $109K | 402 | 0.05 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $21K | 2K | 0.01 |
| Customers Bancorp Inc | Long | Equity-common | US | $38K | 802 | 0.02 |
| CVS Health Corp | Long | Equity-common | US | $119K | 2K | 0.06 |
| Daiichi Sankyo Co Ltd | Long | Equity-common | JP | $24K | 700 | 0.01 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $64K | 2K | 0.03 |
| Daktronics Inc | Long | Equity-common | US | $15K | 1K | 0.01 |
| Dana Inc | Long | Equity-common | US | $20K | 2K | 0.01 |
| Danaher Corp | Long | Equity-common | US | $116K | 463 | 0.06 |
| Danske Bank A/S | Long | Equity-common | DK | $19K | 644 | 0.01 |
| Dassault Aviation SA | Long | Equity-common | FR | $72K | 395 | 0.03 |
| Dave & Buster's Entertainment Inc | Long | Equity-common | US | $7K | 166 | 0.00 |
| DBS Group Holdings Ltd | Long | Equity-common | SG | $297K | 11K | 0.14 |
| DBUBS 2011-LC3 Mortgage Trust (DBUBS Mortgage Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.04 |
| DCC PLC | Long | Equity-common | IE | $79K | 1K | 0.04 |
| Deckers Outdoor Corp | Long | Equity-common | US | $120K | 124 | 0.06 |
| Deere & Co | Long | Equity-common | US | $115K | 309 | 0.06 |
| Delek US Holdings Inc | Long | Equity-common | US | $8K | 308 | 0.00 |
| Demant A/S | Long | Equity-common | DK | $108K | 2K | 0.05 |
| Denali Therapeutics Inc | Long | Equity-common | US | $11K | 476 | 0.01 |
| Designer Brands Inc | Long | Equity-common | US | $6K | 882 | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $138K | – | 0.07 |
| Deutsche Boerse AG | Long | Equity-common | DE | $21K | 102 | 0.01 |
| Deutsche Post AG | Long | Equity-common | DE | $190K | 5K | 0.09 |
| Devon Energy Corp | Long | Equity-common | US | $116K | 2K | 0.06 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $23K | – | 0.01 |
| Devon Energy Corp (Devon Energy Corporation) | Long | Debt | US | $11K | – | 0.01 |
| Dexcom Inc | Long | Equity-common | US | $97K | 858 | 0.05 |
| Dexerials Corp | Long | Equity-common | JP | $37K | 800 | 0.02 |
| DigitalBridge Group Inc | Long | Equity-common | US | $8K | 614 | 0.00 |
| Dillard's Inc | Long | Equity-common | US | $49K | 111 | 0.02 |
| Dino Polska SA | Long | Equity-common | PL | $54K | 534 | 0.03 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $24K | – | 0.01 |
| DirecTV Financing LLC 2024 Term Loan | Long | Loan | US | $5K | – | 0.00 |
| Disco Corp | Long | Equity-common | JP | $304K | 800 | 0.15 |
| DISH DBS Corp | Long | Debt | US | $9K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $8K | – | 0.00 |
| DMC Global Inc | Long | Equity-common | US | $6K | 430 | 0.00 |
| DNOW Inc | Long | Equity-common | US | $33K | 2K | 0.02 |
| DocuSign Inc | Long | Equity-common | US | $285K | 5K | 0.14 |
| Dole PLC | Long | Equity-common | IE | $24K | 2K | 0.01 |
| Dollar Tree Inc | Long | Equity-common | US | $108K | 1K | 0.05 |
| Dominion Energy Inc | Long | Equity-common | US | $111K | 2K | 0.05 |
| Domo Inc | Long | Equity-common | US | $13K | 2K | 0.01 |
| Donaldson Co Inc | Long | Equity-common | US | $112K | 2K | 0.05 |
| DoorDash Inc | Long | Equity-common | US | $126K | 1K | 0.06 |
| Dow Inc | Long | Equity-common | US | $115K | 2K | 0.06 |
| Dropbox Inc | Long | Equity-common | US | $115K | 5K | 0.06 |
| DTE Energy Co | Long | Equity-common | US | $121K | 1K | 0.06 |
| Duke Energy Corp | Long | Equity-common | US | $118K | 1K | 0.06 |
| Duke Energy Corp | Long | Debt | US | $48K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $35K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $5K | – | 0.00 |
| Duke Energy Ohio Inc | Long | Debt | US | $16K | – | 0.01 |
| Dyne Therapeutics Inc | Long | Equity-common | US | $23K | 638 | 0.01 |
| E.ON SE | Long | Equity-common | DE | $276K | 21K | 0.13 |
| Eastern Bankshares Inc | Long | Equity-common | US | $8K | 606 | 0.00 |
| Eastman Chemical Co | Long | Equity-common | US | $117K | 1K | 0.06 |
| Eaton Corp PLC | Long | Equity-common | IE | $110K | 350 | 0.05 |
| eBay Inc | Long | Equity-common | US | $131K | 2K | 0.06 |
| Ecolab Inc | Long | Equity-common | US | $132K | 556 | 0.06 |
| Edison International | Long | Equity-common | US | $115K | 2K | 0.06 |
| Edwards Lifesciences Corp | Long | Equity-common | US | $122K | 1K | 0.06 |
| El Paso Natural Gas Co LLC | Long | Debt | US | $27K | – | 0.01 |
| Elanco Animal Health Inc | Long | Equity-common | US | $91K | 6K | 0.04 |
| Elanco Animal Health Inc | Long | Debt | US | $15K | – | 0.01 |
| Electricite de France SA | Long | Debt | FR | $45K | – | 0.02 |
| Elevance Health Inc | Long | Equity-common | US | $126K | 232 | 0.06 |
| Eli Lilly & Co | Long | Equity-common | US | $3M | 3K | 1.40 |
| Eli Lilly & Co | Long | Debt | US | $17K | – | 0.01 |
| Elite Material Co Ltd | Long | Equity-common | TW | $44K | 3K | 0.02 |
| Elme Communities | Long | Equity-common | US | $9K | 547 | 0.00 |
| Empire State Realty Trust Inc | Long | Equity-common | US | $8K | 876 | 0.00 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $40K | – | 0.02 |
| EMRLD BORROWER LP 2024 TERM LOAN B | Long | Loan | US | $5K | – | 0.00 |
| Enanta Pharmaceuticals Inc | Long | Equity-common | US | $7K | 550 | 0.00 |
| Enbridge Inc | Long | Debt | CA | $11K | – | 0.01 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $31K | – | 0.01 |
| Encore Capital Group Inc | Long | Debt | US | $20K | – | 0.01 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $45K | – | 0.02 |
| Endo Finance Holdings Inc | Long | Debt | US | $15K | – | 0.01 |
| Endo Luxembourg Finance Company I Sa rl 2024 Term Loan B | Long | Loan | US | $30K | – | 0.01 |
| Enel SpA | Long | Equity-common | IT | $266K | 38K | 0.13 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $73K | 14K | 0.04 |
| Energy Transfer LP | Long | Debt | US | $78K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $65K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $2K | – | 0.00 |
| EnerSys | Long | Equity-common | US | $44K | 425 | 0.02 |
| Eni SpA | Long | Equity-common | IT | $63K | 4K | 0.03 |
| Enova International Inc | Long | Equity-common | US | $39K | 633 | 0.02 |
| Enphase Energy Inc | Long | Equity-common | US | $87K | 871 | 0.04 |
| Enstar Group Ltd | Long | Equity-common | BM | $9K | 30 | 0.00 |
| Entergy Corp | Long | Equity-common | US | $114K | 1K | 0.06 |
| Enterprise Financial Services Corp | Long | Equity-common | US | $21K | 525 | 0.01 |
| Enviri Corp | Long | Equity-common | US | $9K | 1K | 0.00 |
| EPR Properties | Long | Equity-common | US | $111K | 3K | 0.05 |
| EPR Properties | Long | Debt | US | $11K | – | 0.01 |
| Equinix Inc | Long | Debt | US | $47K | – | 0.02 |
| Equinor ASA | Long | Equity-common | NO | $327K | 12K | 0.16 |
| EquipmentShare.com Inc | Long | Debt | US | $16K | – | 0.01 |
| EquipmentShare.com Inc | Long | Debt | US | $15K | – | 0.01 |
| Equitable Holdings Inc | Long | Equity-common | US | $557K | 14K | 0.27 |
| Equity Residential | Long | Equity-common | US | $122K | 2K | 0.06 |
| ERAC USA Finance LLC | Long | Debt | US | $42K | – | 0.02 |
| Erste Group Bank AG | Long | Equity-common | AT | $187K | 4K | 0.09 |
| ESCO Technologies Inc | Long | Equity-common | US | $13K | 122 | 0.01 |
| Essent Group Ltd | Long | Equity-common | BM | $9K | 159 | 0.00 |
| Etsy Inc | Long | Equity-common | US | $107K | 2K | 0.05 |
| Eurazeo SE | Long | Equity-common | FR | $39K | 490 | 0.02 |
| Eurofins Scientific SE | Long | Equity-common | LU | $16K | 318 | 0.01 |
| Euronet Worldwide Inc | Long | Equity-common | US | $106K | 1K | 0.05 |
| Euronext NV | Long | Equity-common | NL | $138K | 1K | 0.07 |
| Eventbrite Inc | Long | Equity-common | US | $17K | 4K | 0.01 |
| Everest Group Ltd | Long | Equity-common | BM | $115K | 303 | 0.06 |
| Eversource Energy | Long | Equity-common | US | $115K | 2K | 0.06 |
| Eversource Energy | Long | Debt | US | $47K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $20K | – | 0.01 |
| Exelixis Inc | Long | Equity-common | US | $230K | 10K | 0.11 |
| Exelon Corp | Long | Equity-common | US | $720K | 21K | 0.35 |
| Exelon Corp | Long | Debt | US | $70K | – | 0.03 |
| Exelon Corp | Long | Debt | US | $8K | – | 0.00 |
| EXOR NV | Long | Equity-common | NL | $78K | 741 | 0.04 |
| Expedia Group Inc | Long | Equity-common | US | $783K | 6K | 0.38 |
| Extreme Networks Inc | Long | Equity-common | US | $54K | 4K | 0.03 |
| Exxon Mobil Corp | Long | Equity-common | US | $378K | 3K | 0.18 |
| F&G Annuities & Life Inc | Long | Debt | US | $30K | – | 0.01 |
| F5 Inc | Long | Equity-common | US | $124K | 720 | 0.06 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $70K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $69K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $66K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.79 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $775K | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| 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 | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338.74 | – | 0.00 |
| Fast Retailing Co Ltd | Long | Equity-common | JP | $202K | 800 | 0.10 |
| Fate Therapeutics Inc | Long | Equity-common | US | $13K | 4K | 0.01 |
| FB Financial Corp | Long | Equity-common | US | $18K | 460 | 0.01 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $4M | – | 1.86 |
| Federal Signal Corp | Long | Equity-common | US | $8K | 96 | 0.00 |
| FedEx Corp | Long | Equity-common | US | $136K | 455 | 0.07 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $31K | – | 0.01 |
| Fertitta Entertainment LLC 2022 Term Loan B | Long | Loan | US | $15K | – | 0.01 |
| Fidelis Insurance Holdings Ltd | Long | Equity-common | BM | $10K | 624 | 0.00 |
| Fidelity National Financial Inc (FIDELITY NATL FINANCIAL) | Long | Debt | US | $15K | – | 0.01 |
| Fifth Third Bancorp | Long | Debt | US | $36K | – | 0.02 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $49K | 3K | 0.02 |
| First Financial Corp/IN | Long | Equity-common | US | $6K | 165 | 0.00 |
| First Industrial Realty Trust Inc | Long | Equity-common | US | $118K | 2K | 0.06 |
| First-Citizens Bank & Trust Co (FIRST-CITIZENS BANK/TRST) | Long | Debt | US | $45K | – | 0.02 |
| FirstCash Inc | Long | Debt | US | $45K | – | 0.02 |
| Flowserve Corp | Long | Equity-common | US | $113K | 2K | 0.05 |
| FMC Corp | Long | Debt | US | $40K | – | 0.02 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $20K | – | 0.01 |
| Ford Credit Auto Owner Trust 2024-B | Long | ABS-other | US | $91K | – | 0.04 |
| Ford Motor Co | Long | Equity-common | US | $115K | 9K | 0.06 |
| Forestar Group Inc | Long | Equity-common | US | $23K | 732 | 0.01 |
| Fortescue Ltd | Long | Equity-common | AU | $260K | 18K | 0.13 |
| Fortive Corp | Long | Equity-common | US | $150K | 2K | 0.07 |
| Fortress Intermediate 3 Inc | Long | Debt | US | $20K | – | 0.01 |
| FORTRESS INTERMEDIATE 3 INC Term Loan B | Long | Loan | US | $5K | – | 0.00 |
| Fortune Brands Innovations Inc | Long | Equity-common | US | $114K | 2K | 0.06 |
| Franklin Electric Co Inc | Long | Equity-common | US | $9K | 95 | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $877K | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $858K | – | 0.41 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $808K | – | 0.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $726.37 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $84K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2023-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2023-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Freedom Mortgage Corp | Long | Debt | US | $21K | – | 0.01 |
| Freedom Mortgage Corp | Long | Debt | US | $19K | – | 0.01 |
| Freedom Mortgage Corp | Long | Debt | US | $5K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $120K | 2K | 0.06 |
| Fresenius SE & Co KGaA | Long | Equity-common | DE | $165K | 6K | 0.08 |
| Fresh Del Monte Produce Inc | Long | Equity-common | KY | $15K | 685 | 0.01 |
| Frontdoor Inc | Long | Equity-common | US | $47K | 1K | 0.02 |
| Frontier Communications Holdings LLC | Long | Debt | US | $29K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $15K | – | 0.01 |
| FUJIFILM Holdings Corp | Long | Equity-common | JP | $152K | 7K | 0.07 |
| Full House Resorts Inc | Long | Debt | US | $34K | – | 0.02 |
| G-III Apparel Group Ltd | Long | Equity-common | US | $8K | 305 | 0.00 |
| Garda World Security Corp | Long | Debt | CA | $22K | – | 0.01 |
| Garda World Security Corp | Long | Debt | CA | $5K | – | 0.00 |
| Garmin Ltd | Long | Equity-common | CH | $115K | 708 | 0.06 |
| Garrett Motion Holdings Inc / Garrett LX I Sarl (GARRETT MOTION HLD/SARL) | Long | Debt | US | $10K | – | 0.00 |
| Gartner Inc | Long | Debt | US | $47K | – | 0.02 |
| Gartner Inc | Long | Debt | US | $5K | – | 0.00 |
| Gates Corp/DE (GATES CORPORATION/DE) | Long | Debt | US | $5K | – | 0.00 |
| GEA Group AG | Long | Equity-common | DE | $106K | 3K | 0.05 |
| Gen Digital Inc | Long | Debt | US | $10K | – | 0.00 |
| General Electric Co | Long | Equity-common | US | $114K | 714 | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $30K | – | 0.01 |
| Genesys Cloud Services Holdings II LLC First Lien Term Loan B | Long | Loan | US | $15K | – | 0.01 |
| Gentex Corp | Long | Equity-common | US | $115K | 3K | 0.06 |
| Gentherm Inc | Long | Equity-common | US | $8K | 153 | 0.00 |
| Genworth Financial Inc | Long | Equity-common | US | $46K | 8K | 0.02 |
| Georgia Power Co | Long | Debt | US | $40K | – | 0.02 |
| Georgia Power Co | Long | Debt | US | $26K | – | 0.01 |
| GFL Environmental Inc | Long | Debt | CA | $14K | – | 0.01 |
| GFL Environmental Inc | Long | Debt | CA | $5K | – | 0.00 |
| GFL Environmental Inc 2023 First Lien Term Loan | Long | Loan | CA | $7K | – | 0.00 |
| GGAM Finance Ltd | Long | Debt | KY | $10K | – | 0.00 |
| Gibraltar Industries Inc | Long | Equity-common | US | $8K | 115 | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $914K | – | 0.44 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $886K | – | 0.43 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $754K | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Glaukos Corp | Long | Equity-common | US | $15K | 128 | 0.01 |
| Glencore Finance Canada Ltd | Long | Debt | CA | $7K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $43K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $32K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $22K | – | 0.01 |
| Glencore PLC | Long | Equity-common | JE | $160K | 28K | 0.08 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $15K | – | 0.01 |
| Global Payments Inc | Long | Equity-common | US | $228K | 2K | 0.11 |
| Globe Life Inc | Long | Equity-common | US | $109K | 1K | 0.05 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $33K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $16K | – | 0.01 |
| GMS Inc | Long | Equity-common | US | $42K | 526 | 0.02 |
| GoDaddy Inc | Long | Equity-common | US | $118K | 847 | 0.06 |
| Golar LNG Ltd | Long | Equity-common | BM | $11K | 357 | 0.01 |
| Golden Entertainment Inc | Long | Equity-common | US | $10K | 334 | 0.01 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $309K | 683 | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $7K | – | 0.00 |
| Goodman Group | Long | Equity-common | AU | $116K | 5K | 0.06 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $27K | – | 0.01 |
| Goodyear Tire & Rubber Co/The | Long | Equity-common | US | $8K | 730 | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| Graco Inc | Long | Equity-common | US | $53K | 673 | 0.03 |
| Graphic Packaging International LLC | Long | Debt | US | $9K | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $9K | – | 0.00 |
| Gray Television Inc | Long | Debt | US | $14K | – | 0.01 |
| Great Lakes Dredge & Dock Corp (GREAT LAKES DREDGE&DOCK) | Long | Debt | US | $36K | – | 0.02 |
| Grupo Financiero Banorte SAB de CV | Long | Equity-common | MX | $93K | 12K | 0.05 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GSK PLC | Long | Equity-common | GB | $382K | 20K | 0.18 |
| Guidewire Software Inc | Long | Equity-common | US | $126K | 912 | 0.06 |
| H World Group Ltd | Long | Equity-common | KY | $87K | 3K | 0.04 |
| Hamilton Insurance Group Ltd | Long | Equity-common | BM | $16K | 951 | 0.01 |
| Hancock Whitney Corp | Long | Equity-common | US | $54K | 1K | 0.03 |
| Hanesbrands Inc | Long | Debt | US | $31K | – | 0.02 |
| Hanmi Financial Corp | Long | Equity-common | US | $10K | 622 | 0.01 |
| Hansol Chemical Co Ltd | Long | Equity-common | KR | $54K | 410 | 0.03 |
| HCA Healthcare Inc | Long | Equity-common | US | $117K | 365 | 0.06 |
| HCA Inc | Long | Debt | US | $21K | – | 0.01 |
| HCA Inc | Long | Debt | US | $15K | – | 0.01 |
| HCA Inc | Long | Debt | US | $11K | – | 0.01 |
| HCA Inc | Long | Debt | US | $3K | – | 0.00 |
| HD Hyundai Electric Co Ltd | Long | Equity-common | KR | $60K | 265 | 0.03 |
| HDFC Asset Management Co Ltd | Long | Equity-common | IN | $69K | 1K | 0.03 |
| Health Catalyst Inc | Long | Equity-common | US | $10K | 1K | 0.00 |
| HealthEquity Inc | Long | Equity-common | US | $11K | 125 | 0.01 |
| HealthStream Inc | Long | Equity-common | US | $11K | 382 | 0.01 |
| Heidelberg Materials AG | Long | Equity-common | DE | $275K | 3K | 0.13 |
| Henkel AG & Co KGaA | Long | Equity-common | DE | $72K | 811 | 0.03 |
| Herc Holdings Inc | Long | Debt | US | $15K | – | 0.01 |
| Herc Holdings Inc | Long | Debt | US | $15K | – | 0.01 |
| Heritage Commerce Corp | Long | Equity-common | US | $8K | 963 | 0.00 |
| Hermes International SCA | Long | Equity-common | FR | $374K | 163 | 0.18 |
| Hess Midstream Operations LP | Long | Debt | US | $25K | – | 0.01 |
| Hess Midstream Operations LP | Long | Debt | US | $10K | – | 0.00 |
| Hess Midstream Operations LP | Long | Debt | US | $10K | – | 0.00 |
| Hess Midstream Operations LP | Long | Debt | US | $10K | – | 0.00 |
| Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan | Long | Loan | US | $23K | – | 0.01 |
| HF Sinclair Corp. | Long | Equity-common | US | $110K | 2K | 0.05 |
| Hilltop Holdings Inc | Long | Equity-common | US | $36K | 1K | 0.02 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $118K | 540 | 0.06 |
| Hitachi Ltd | Long | Equity-common | JP | $246K | 11K | 0.12 |
| Holcim AG | Long | Equity-common | CH | $357K | 4K | 0.17 |
| Hologic Inc | Long | Equity-common | US | $118K | 2K | 0.06 |
| Home Depot Inc/The | Long | Equity-common | US | $407K | 1K | 0.20 |
| Home Depot Inc/The | Long | Debt | US | $22K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $20K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $20K | – | 0.01 |
| Hon Hai Precision Industry Co Ltd | Long | Equity-common | TW | $158K | 24K | 0.08 |
| Honeywell International Inc | Long | Equity-common | US | $120K | 564 | 0.06 |
| Hope Bancorp Inc | Long | Equity-common | US | $17K | 2K | 0.01 |
| Horace Mann Educators Corp | Long | Equity-common | US | $20K | 603 | 0.01 |
| Hoshizaki Corp | Long | Equity-common | JP | $32K | 1K | 0.02 |
| Host Hotels & Resorts Inc | Long | Equity-common | US | $110K | 6K | 0.05 |
| Hovnanian Enterprises Inc | Long | Equity-common | US | $30K | 213 | 0.01 |
| Howmet Aerospace Inc | Long | Debt | US | $41K | – | 0.02 |
| Howmet Aerospace Inc | Long | Debt | US | $8K | – | 0.00 |
| Hoya Corp | Long | Equity-common | JP | $349K | 3K | 0.17 |
| HSBC Holdings PLC | Long | Equity-common | GB | $368K | 43K | 0.18 |
| Hub Group Inc | Long | Equity-common | US | $28K | 654 | 0.01 |
| HUB International Limited 2024 Term Loan B | Long | Loan | US | $4K | – | 0.00 |
| HUB International Ltd | Long | Debt | US | $26K | – | 0.01 |
| Hudbay Minerals Inc | Long | Debt | CA | $25K | – | 0.01 |
| Hudson Technologies Inc | Long | Equity-common | US | $7K | 851 | 0.00 |
| Humana Inc | Long | Debt | US | $51K | – | 0.02 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $114K | 9K | 0.06 |
| Huntsman Corp | Long | Equity-common | US | $114K | 5K | 0.05 |
| Huntsman International LLC | Long | Debt | US | $69K | – | 0.03 |
| Hyster-Yale Inc | Long | Equity-common | US | $18K | 260 | 0.01 |
| Hyundai Capital America | Long | Debt | US | $22K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $11K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $4K | – | 0.00 |
| ICICI Bank Ltd | Long | Equity-common | IN | $302K | 21K | 0.15 |
| IDERA INC 2024 TERM LOAN | Long | Loan | US | $20K | – | 0.01 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $119K | 244 | 0.06 |
| ImmunityBio Inc | Long | Equity-common | US | $28K | 4K | 0.01 |
| Immunovant Inc | Long | Equity-common | US | $40K | 2K | 0.02 |
| Imola Merger Corp | Long | Debt | US | $37K | – | 0.02 |
| Imperial Brands PLC | Long | Equity-common | GB | $332K | 13K | 0.16 |
| Inari Medical Inc | Long | Equity-common | US | $9K | 187 | 0.00 |
| Incyte Corp | Long | Equity-common | US | $375K | 6K | 0.18 |
| Independent Bank Corp/MI | Long | Equity-common | US | $8K | 309 | 0.00 |
| Indian Hotels Co Ltd | Long | Equity-common | IN | $126K | 17K | 0.06 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $388K | 8K | 0.19 |
| Ingevity Corp | Long | Equity-common | US | $25K | 579 | 0.01 |
| Ingevity Corp | Long | Debt | US | $14K | – | 0.01 |
| Ingles Markets Inc | Long | Equity-common | US | $8K | 112 | 0.00 |
| Inhibrx Biosciences Inc | Long | Equity-common | US | $7K | 499 | 0.00 |
| Innospec Inc | Long | Equity-common | US | $30K | 245 | 0.01 |
| Inpex Corp | Long | Equity-common | JP | $63K | 4K | 0.03 |
| Insmed Inc | Long | Equity-common | US | $20K | 303 | 0.01 |
| Insperity Inc | Long | Equity-common | US | $8K | 86 | 0.00 |
| Insulet Corp | Long | Equity-common | US | $122K | 603 | 0.06 |
| Integral Ad Science Holding Corp | Long | Equity-common | US | $17K | 2K | 0.01 |
| Intelligent Packaging Holdco Issuer LP (INTEL PKG HOLDCO ISSUER) | Long | Debt | CA | $19K | – | 0.01 |
| Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC | Long | Debt | CA | $19K | – | 0.01 |
| Inter Parfums Inc | Long | Equity-common | US | $36K | 312 | 0.02 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $113K | 829 | 0.05 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $24K | – | 0.01 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $11K | – | 0.01 |
| InterContinental Hotels Group PLC | Long | Equity-common | GB | $83K | 788 | 0.04 |
| InterDigital Inc | Long | Equity-common | US | $51K | 437 | 0.02 |
| Interface Inc | Long | Equity-common | US | $11K | 754 | 0.01 |
| International Bancshares Corp | Long | Equity-common | US | $7K | 131 | 0.00 |
| International Container Terminal Services Inc | Long | Equity-common | PH | $116K | 20K | 0.06 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $40K | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $14K | – | 0.01 |
| International Game Technology PLC | Long | Equity-common | GB | $48K | 2K | 0.02 |
| International Seaways Inc | Long | Equity-common | MH | $25K | 426 | 0.01 |
| Interpublic Group of Cos Inc/The (INTERPUBLIC GROUP COS) | Long | Debt | US | $61K | – | 0.03 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $175K | 47K | 0.08 |
| Investor AB | Long | Equity-common | SE | $379K | 14K | 0.18 |
| IPALCO Enterprises Inc | Long | Debt | US | $42K | – | 0.02 |
| Ipsen SA | Long | Equity-common | FR | $81K | 660 | 0.04 |
| IRB Holding Corp | Long | Debt | US | $10K | – | 0.00 |
| IRB Holding Corp 2024 Term Loan B | Long | Loan | US | $15K | – | 0.01 |
| Iridium Communications Inc | Long | Equity-common | US | $98K | 4K | 0.05 |
| Ironwood Pharmaceuticals Inc | Long | Equity-common | US | $42K | 6K | 0.02 |
| iShares Core MSCI Emerging Markets ETF | Long | Equity-common | US | $133K | 2K | 0.06 |
| iTeos Therapeutics Inc | Long | Equity-common | US | $11K | 729 | 0.01 |
| Itron Inc | Long | Equity-common | US | $51K | 514 | 0.02 |
| ITT Inc | Long | Equity-common | US | $59K | 457 | 0.03 |
| J Jill Inc | Long | Equity-common | US | $9K | 260 | 0.00 |
| Jackson Financial Inc | Long | Equity-common | US | $58K | 787 | 0.03 |
| JAKKS Pacific Inc | Long | Equity-common | US | $7K | 363 | 0.00 |
| James River Group Holdings Ltd | Long | Equity-common | BM | $8K | 989 | 0.00 |
| Janus International Group Inc | Long | Equity-common | US | $8K | 644 | 0.00 |
| Japan Exchange Group Inc | Long | Equity-common | JP | $124K | 5K | 0.06 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $48K | – | 0.02 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $45K | – | 0.02 |
| Jefferies Financial Group Inc | Long | Equity-common | US | $125K | 3K | 0.06 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $45K | – | 0.02 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $18K | – | 0.01 |
| Jefferson Capital Holdings LLC | Long | Debt | US | $57K | – | 0.03 |
| JELD-WEN Holding Inc | Long | Equity-common | US | $24K | 2K | 0.01 |
| Jeronimo Martins SGPS SA | Long | Equity-common | PT | $17K | 895 | 0.01 |
| Johnson & Johnson | Long | Equity-common | US | $122K | 837 | 0.06 |
| Jones Deslauriers Insurance Management Inc | Long | Debt | CA | $21K | – | 0.01 |
| Jones Deslauriers Insurance Management Inc | Long | Debt | CA | $10K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $63K | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2013-C12 | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $72K | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust 2018-C8 | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| JPMorgan Chase & Co | Long | Equity-common | US | $2M | 8K | 0.77 |
| JPMorgan Chase & Co | Long | Debt | US | $102K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $70K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $52K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $31K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $11K | – | 0.01 |
| JUMBO SA | Long | Equity-common | GR | $39K | 1K | 0.02 |
| Kaiser Aluminum Corp | Long | Equity-common | US | $7K | 84 | 0.00 |
| Kalyan Jewellers India Ltd | Long | Equity-common | IN | $32K | 5K | 0.02 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $161K | 10K | 0.08 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $20K | 1K | 0.01 |
| KB Home | Long | Equity-common | US | $45K | 642 | 0.02 |
| KDDI Corp | Long | Equity-common | JP | $333K | 13K | 0.16 |
| KEI Industries Ltd | Long | Equity-common | IN | $104K | 2K | 0.05 |
| Kenvue Inc | Long | Debt | US | $70K | – | 0.03 |
| Kenvue Inc | Long | Debt | US | $11K | – | 0.01 |
| Keros Therapeutics Inc | Long | Equity-common | US | $12K | 268 | 0.01 |
| Keysight Technologies Inc | Long | Equity-common | US | $115K | 840 | 0.06 |
| Kia Corp | Long | Equity-common | KR | $135K | 1K | 0.07 |
| Kimberly-Clark Corp | Long | Equity-common | US | $121K | 878 | 0.06 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $5K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $15K | – | 0.01 |
| Kinetik Holdings LP | Long | Debt | US | $25K | – | 0.01 |
| Kingspan Group PLC | Long | Equity-common | IE | $88K | 1K | 0.04 |
| Kiniksa Pharmaceuticals International Plc | Long | Equity-common | GB | $15K | 810 | 0.01 |
| Kite Realty Group Trust | Long | Equity-common | US | $24K | 1K | 0.01 |
| KKR Group Finance Co VI LLC (KKR GRP FIN CO VI LLC) | Long | Debt | US | $29K | – | 0.01 |
| KLA Corp | Long | Equity-common | US | $688K | 835 | 0.33 |
| Klepierre SA | Long | Equity-common | FR | $160K | 6K | 0.08 |
| Klockner-Pentaplast of America Inc 2021 Term Loan B | Long | Loan | US | $14K | – | 0.01 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $254K | 9K | 0.12 |
| Kontoor Brands Inc | Long | Debt | US | $18K | – | 0.01 |
| Korn Ferry | Long | Equity-common | US | $28K | 422 | 0.01 |
| L'Oreal SA | Long | Equity-common | FR | $274K | 624 | 0.13 |
| La Francaise des Jeux SAEM | Long | Equity-common | FR | $62K | 2K | 0.03 |
| Ladder Capital Corp | Long | Equity-common | US | $9K | 794 | 0.00 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $19K | – | 0.01 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $15K | – | 0.01 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $5K | – | 0.00 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $5K | – | 0.00 |
| Lam Research Corp | Long | Equity-common | US | $146K | 137 | 0.07 |
| Lantheus Holdings Inc | Long | Equity-common | US | $56K | 697 | 0.03 |
| Larsen & Toubro Ltd | Long | Equity-common | IN | $94K | 2K | 0.05 |
| Las Vegas Sands Corp | Long | Equity-common | US | $121K | 3K | 0.06 |
| Laureate Education Inc | Long | Equity-common | US | $10K | 659 | 0.00 |
| LBM Acquisition LLC | Long | Debt | US | $22K | – | 0.01 |
| LBM Acquisition LLC Term Loan B | Long | Loan | US | $10K | – | 0.00 |
| Legalzoom.com Inc | Long | Equity-common | US | $8K | 990 | 0.00 |
| Legrand SA | Long | Equity-common | FR | $81K | 820 | 0.04 |
| Leidos Holdings Inc | Long | Equity-common | US | $114K | 780 | 0.05 |
| Lennar Corp | Long | Equity-common | US | $107K | 712 | 0.05 |
| Level 3 Financing Inc | Long | Debt | US | $26K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $2K | – | 0.00 |
| Levi Strauss & Co | Long | Debt | US | $35K | – | 0.02 |
| Lexeo Therapeutics Inc | Long | Equity-common | US | $5K | 310 | 0.00 |
| LGI Homes Inc | Long | Debt | US | $31K | – | 0.02 |
| Light & Wonder Inc | Long | Equity-common | US | $73K | 699 | 0.04 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $36K | – | 0.02 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $5K | – | 0.00 |
| Lightwave Logic Inc | Long | Equity-common | US | $6K | 2K | 0.00 |
| Limbach Holdings Inc | Long | Equity-common | US | $11K | 197 | 0.01 |
| Lincoln Electric Holdings Inc | Long | Equity-common | US | $115K | 611 | 0.06 |
| Linde PLC | Long | Equity-common | IE | $120K | 274 | 0.06 |
| LivaNova PLC | Long | Equity-common | GB | $36K | 649 | 0.02 |
| Live Nation Entertainment Inc | Long | Debt | US | $20K | – | 0.01 |
| Live Nation Entertainment Inc | Long | Debt | US | $10K | – | 0.00 |
| LiveRamp Holdings Inc | Long | Equity-common | US | $47K | 2K | 0.02 |
| Lockheed Martin Corp | Long | Equity-common | US | $362K | 776 | 0.18 |
| Loews Corp | Long | Equity-common | US | $114K | 2K | 0.06 |
| Long: 99OM279U6 TRS USD R E ALINMA AB / Short: 99OM279U6 TRS USD P V 00MSOFR SOFRRATE 0.01 (Bank of America NA) | Derivative-equity | US | $796.67 | – | 0.00 | |
| Lonza Group AG USD Term Loan B | Long | Loan | US | $10K | – | 0.00 |
| Louisiana-Pacific Corp | Long | Equity-common | US | $104K | 1K | 0.05 |
| Louisiana-Pacific Corp | Long | Debt | US | $14K | – | 0.01 |
| LPL Financial Holdings Inc | Long | Equity-common | US | $111K | 396 | 0.05 |
| LPL Holdings Inc | Long | Debt | US | $25K | – | 0.01 |
| LSB Industries Inc | Long | Equity-common | US | $9K | 1K | 0.00 |
| LSF11 A5 HoldCo LLC | Long | Debt | US | $24K | – | 0.01 |
| LSF11 A5 Holdco LLC Term Loan | Long | Loan | US | $5K | – | 0.00 |
| Luminar Technologies Inc | Long | Equity-common | US | $13K | 9K | 0.01 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $86K | 113 | 0.04 |
| LyondellBasell Industries NV | Long | Equity-common | NL | $114K | 1K | 0.06 |
| M/I Homes Inc | Long | Equity-common | US | $47K | 382 | 0.02 |
| M3 Inc | Long | Equity-common | JP | $64K | 7K | 0.03 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $5K | – | 0.00 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $5K | – | 0.00 |
| MacroGenics Inc | Long | Equity-common | US | $9K | 2K | 0.00 |
| Madison IAQ LLC | Long | Debt | US | $33K | – | 0.02 |
| Madison IAQ LLC | Long | Debt | US | $9K | – | 0.00 |
| Madison IAQ LLC Term Loan | Long | Loan | US | $10K | – | 0.00 |
| Mahindra & Mahindra Ltd | Long | Equity-common | IN | $43K | 1K | 0.02 |
| MakeMyTrip Ltd | Long | Equity-common | MU | $57K | 673 | 0.03 |
| Manhattan Asset Funding Co LLC | Long | Short-term investment vehicle | US | $897K | – | 0.43 |
| Manhattan Associates Inc | Long | Equity-common | US | $132K | 535 | 0.06 |
| Maplebear Inc | Long | Equity-common | US | $107K | 3K | 0.05 |
| Marathon Petroleum Corp | Long | Equity-common | US | $729K | 4K | 0.35 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $107K | 509 | 0.05 |
| Marubeni Corp | Long | Equity-common | JP | $172K | 9K | 0.08 |
| Marvell Technology Inc | Long | Debt | US | $36K | – | 0.02 |
| Marvell Technology Inc | Long | Debt | US | $32K | – | 0.02 |
| Massachusetts Mutual Life Insurance Co (MASS MUTUAL LIFE INS CO) | Long | Debt | US | $43K | – | 0.02 |
| MasTec Inc | Long | Debt | US | $50K | – | 0.02 |
| Mastercard Inc | Long | Equity-common | US | $1M | 3K | 0.68 |
| MasterCraft Boat Holdings Inc | Long | Equity-common | US | $8K | 408 | 0.00 |
| Matador Resources Co | Long | Debt | US | $15K | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $14K | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $13K | – | 0.01 |
| Matchpoint Finance PLC | Long | Short-term investment vehicle | IE | $998K | – | 0.48 |
| Matson Inc | Long | Equity-common | US | $57K | 433 | 0.03 |
| Mattel Inc | Long | Debt | US | $5K | – | 0.00 |
| Mattress Firm Inc 2021 Term Loan B | Long | Loan | US | $15K | – | 0.01 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $25K | – | 0.01 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $20K | – | 0.01 |
| Maximus Inc | Long | Equity-common | US | $9K | 102 | 0.00 |
| MaxLinear Inc | Long | Equity-common | US | $36K | 2K | 0.02 |
| McAfee Corp | Long | Debt | US | $42K | – | 0.02 |
| McDonald's Corp | Long | Equity-common | US | $138K | 542 | 0.07 |
| McDonald's Corp | Long | Debt | US | $24K | – | 0.01 |
| McGraw-Hill Education Inc | Long | Debt | US | $29K | – | 0.01 |
| McGraw-Hill Education Inc | Long | Debt | US | $19K | – | 0.01 |
| McKesson Corp | Long | Equity-common | US | $122K | 209 | 0.06 |
| MediaAlpha Inc | Long | Equity-common | US | $12K | 875 | 0.01 |
| MediaTek Inc | Long | Equity-common | TW | $129K | 3K | 0.06 |
| Medline Borrower LP | Long | Debt | US | $23K | – | 0.01 |
| Medline Borrower LP | Long | Debt | US | $14K | – | 0.01 |
| Medline Borrower LP 2024 Term Loan B | Long | Loan | US | $14K | – | 0.01 |
| Medpace Holdings Inc | Long | Equity-common | US | $112K | 273 | 0.05 |
| Medtronic PLC | Long | Equity-common | IE | $95K | 1K | 0.05 |
| MercadoLibre Inc | Long | Equity-common | US | $74K | 45 | 0.04 |
| Mercer International Inc (MERCER INTL INC) | Long | Debt | US | $13K | – | 0.01 |
| Mercer International Inc (MERCER INTL INC) | Long | Debt | US | $11K | – | 0.01 |
| Merchants Bancorp/IN | Long | Equity-common | US | $8K | 204 | 0.00 |
| Merck & Co Inc | Long | Equity-common | US | $2M | 16K | 0.98 |
| Meritage Homes Corp | Long | Equity-common | US | $18K | 112 | 0.01 |
| Meritz Financial Group Inc | Long | Equity-common | KR | $58K | 1K | 0.03 |
| Mesa Laboratories Inc | Long | Equity-common | US | $7K | 85 | 0.00 |
| Meta Platforms Inc | Long | Equity-common | US | $4M | 7K | 1.79 |
| Meta Platforms Inc | Long | Debt | US | $69K | – | 0.03 |
| Meta Platforms Inc | Long | Debt | US | $42K | – | 0.02 |
| Meta Platforms Inc | Long | Debt | US | $30K | – | 0.01 |
| MetLife Inc | Long | Equity-common | US | $1M | 16K | 0.54 |
| MetLife Inc | Long | Debt | US | $40K | – | 0.02 |
| MFA Financial Inc | Long | Equity-common | US | $7K | 690 | 0.00 |
| MGIC Investment Corp | Long | Equity-common | US | $120K | 6K | 0.06 |
| Michaels Companies Inc 2021 Term Loan B | Long | Loan | US | $9K | – | 0.00 |
| Microsoft Corp | Long | Equity-common | US | $7M | 15K | 3.18 |
| MicroStrategy Inc | Long | Equity-common | US | $30K | 22 | 0.01 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $120K | 842 | 0.06 |
| Minerals Technologies Inc | Long | Equity-common | US | $41K | 490 | 0.02 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC (MITER BRAND / MIWD BORR) | Long | Debt | US | $15K | – | 0.01 |
| Mitsubishi Corp | Long | Equity-common | JP | $350K | 18K | 0.17 |
| Mitsui & Co Ltd | Long | Equity-common | JP | $363K | 16K | 0.18 |
| MIWD Holdco II LLC / MIWD Finance Corp (MIWD HLDCO II/MIWD FIN) | Long | Debt | US | $18K | – | 0.01 |
| Mizrahi Tefahot Bank Ltd | Long | Equity-common | IL | $110K | 3K | 0.05 |
| Modine Manufacturing Co | Long | Equity-common | US | $18K | 178 | 0.01 |
| Mohawk Industries Inc | Long | Equity-common | US | $112K | 985 | 0.05 |
| Molson Coors Beverage Co | Long | Equity-common | US | $107K | 2K | 0.05 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $126K | 153 | 0.06 |
| Monster Beverage Corp | Long | Equity-common | US | $140K | 3K | 0.07 |
| Morgan Stanley | Long | Debt | US | $179K | – | 0.09 |
| Morgan Stanley | Long | Equity-common | US | $119K | 1K | 0.06 |
| Morgan Stanley | Long | Debt | US | $31K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $11K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $14.77 | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| Morgan Stanley Capital I Trust 2016-BNK2 | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Mosaic Co/The | Long | Equity-common | US | $115K | 4K | 0.06 |
| Motorola Solutions Inc | Long | Equity-common | US | $374K | 969 | 0.18 |
| Motorola Solutions Inc | Long | Debt | US | $13K | – | 0.01 |
| Mr Cooper Group Inc | Long | Equity-common | US | $56K | 693 | 0.03 |
| MSA Safety Inc | Long | Equity-common | US | $124K | 658 | 0.06 |
| MSCI EAFE SEP24 (ICE Futures U.S., Inc.) | Derivative-equity | US | $17K | – | 0.01 | |
| MSCI Inc | Long | Debt | US | $53K | – | 0.03 |
| Mueller Industries Inc | Long | Equity-common | US | $11K | 189 | 0.01 |
| Mueller Water Products Inc | Long | Equity-common | US | $8K | 458 | 0.00 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Long | Equity-common | DE | $401K | 802 | 0.19 |
| Murphy Oil Corp | Long | Equity-common | US | $59K | 1K | 0.03 |
| N TX TOLLWAY AUTH REVENUE (North Texas Tollway Authority) | Long | Debt | US | $28K | – | 0.01 |
| Nabors Industries Inc | Long | Debt | US | $20K | – | 0.01 |
| Nabors Industries Inc | Long | Debt | US | $7K | – | 0.00 |
| Nasdaq Inc | Long | Debt | US | $7K | – | 0.00 |
| National Australia Bank Ltd | Long | Equity-common | AU | $68K | 3K | 0.03 |
| National Bank Holdings Corp | Long | Equity-common | US | $10K | 261 | 0.00 |
| National Fuel Gas Co | Long | Equity-common | US | $108K | 2K | 0.05 |
| National Health Investors Inc | Long | Equity-common | US | $28K | 419 | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $38K | – | 0.02 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $25K | – | 0.01 |
| Navient Corp | Long | Equity-common | US | $19K | 1K | 0.01 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $16K | – | 0.01 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $10K | – | 0.01 |
| Neptune Bidco US Inc | Long | Debt | US | $24K | – | 0.01 |
| Neptune Bidco US Inc 2022 USD Term Loan B | Long | Loan | US | $23K | – | 0.01 |
| Nestle SA | Long | Equity-common | CH | $175K | 2K | 0.08 |
| NetApp Inc | Long | Equity-common | US | $141K | 1K | 0.07 |
| Netflix Inc | Long | Equity-common | US | $2M | 3K | 0.86 |
| Netflix Inc | Long | Debt | US | $18K | – | 0.01 |
| Netflix Inc | Long | Debt | US | $10K | – | 0.00 |
| NETGEAR Inc | Long | Equity-common | US | $9K | 614 | 0.00 |
| NetScout Systems Inc | Long | Equity-common | US | $8K | 415 | 0.00 |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp (NEUBERGER BERMAN GRP/FIN) | Long | Debt | US | $15K | – | 0.01 |
| Neumora Therapeutics Inc | Long | Equity-common | US | $19K | 2K | 0.01 |
| Neurocrine Biosciences Inc | Long | Equity-common | US | $124K | 903 | 0.06 |
| New Jersey Resources Corp | Long | Equity-common | US | $12K | 286 | 0.01 |
| Newpark Resources Inc | Long | Equity-common | US | $11K | 1K | 0.01 |
| News Corp | Long | Debt | US | $18K | – | 0.01 |
| Nexon Co Ltd | Long | Equity-common | JP | $35K | 2K | 0.02 |
| NexPoint Residential Trust Inc | Long | Equity-common | US | $11K | 284 | 0.01 |
| Nexstar Media Inc | Long | Debt | US | $13K | – | 0.01 |
| Next PLC | Long | Equity-common | GB | $151K | 1K | 0.07 |
| NextEra Energy Inc | Long | Equity-common | US | $106K | 1K | 0.05 |
| Nintendo Co Ltd | Long | Equity-common | JP | $170K | 3K | 0.08 |
| NiSource Inc | Long | Debt | US | $45K | – | 0.02 |
| Nissin Foods Holdings Co Ltd | Long | Equity-common | JP | $147K | 6K | 0.07 |
| NMI Holdings Inc | Long | Equity-common | US | $30K | 870 | 0.01 |
| NN Group NV | Long | Equity-common | NL | $111K | 2K | 0.05 |
| Nomura Holdings Inc | Long | Equity-common | JP | $13K | 2K | 0.01 |
| Nordea Bank Abp | Long | Equity-common | FI | $332K | 28K | 0.16 |
| Norfolk Southern Corp | Long | Equity-common | US | $108K | 505 | 0.05 |
| Northern Star Resources Ltd | Long | Equity-common | AU | $34K | 4K | 0.02 |
| Northern Trust Corp | Long | Equity-common | US | $547K | 7K | 0.26 |
| Northrop Grumman Corp | Long | Equity-common | US | $131K | 301 | 0.06 |
| Northwest Natural Holding Co | Long | Equity-common | US | $8K | 235 | 0.00 |
| Nouryon Finance BV 2024 Incremental Term Loan B | Long | Loan | US | $10K | – | 0.00 |
| Nouryon Finance BV 2024 USD Term Loan B | Long | Loan | US | $21K | – | 0.01 |
| Novartis AG | Long | Equity-common | CH | $674K | 6K | 0.33 |
| Novatek Microelectronics Corp | Long | Equity-common | TW | $75K | 4K | 0.04 |
| Novelis Corp | Long | Debt | US | $14K | – | 0.01 |
| Novelis Corp | Long | Debt | US | $13K | – | 0.01 |
| Novo Nordisk A/S | Long | Equity-common | DK | $1M | 8K | 0.53 |
| NRG Energy Inc | Long | Debt | US | $37K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $27K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $22K | – | 0.01 |
| NTPC Ltd | Long | Equity-common | IN | $106K | 23K | 0.05 |
| NU Holdings Ltd/Cayman Islands | Long | Equity-common | KY | $126K | 10K | 0.06 |
| Nucor Corp | Long | Equity-common | US | $114K | 723 | 0.06 |
| Nurix Therapeutics Inc | Long | Equity-common | US | $26K | 1K | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $28K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $8K | – | 0.00 |
| Nuvation Bio Inc | Long | Equity-common | US | $9K | 3K | 0.00 |
| nVent Electric PLC | Long | Equity-common | IE | $112K | 1K | 0.05 |
| NVIDIA Corp | Long | Equity-common | US | $8M | 66K | 3.92 |
| O-I Glass Inc | Long | Equity-common | US | $8K | 696 | 0.00 |
| O'Reilly Automotive Inc | Long | Equity-common | US | $163K | 154 | 0.08 |
| Occidental Petroleum Corp | Long | Debt | US | $55K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $24K | – | 0.01 |
| Oceaneering International Inc | Long | Equity-common | US | $9K | 392 | 0.00 |
| OceanFirst Financial Corp | Long | Equity-common | US | $13K | 793 | 0.01 |
| OFG Bancorp | Long | Equity-common | PR | $28K | 754 | 0.01 |
| OHIO ST UNIV (Ohio State University/The) | Long | Debt | US | $14K | – | 0.01 |
| Olympus Corp | Long | Equity-common | JP | $31K | 2K | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $53K | – | 0.03 |
| OneMain Finance Corp | Long | Debt | US | $47K | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $20K | – | 0.01 |
| OneMain Holdings Inc | Long | Equity-common | US | $63K | 1K | 0.03 |
| ONEOK Inc | Long | Debt | US | $45K | – | 0.02 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $89K | 7K | 0.04 |
| Opendoor Technologies Inc | Long | Equity-common | US | $12K | 6K | 0.01 |
| Option Care Health Inc | Long | Equity-common | US | $38K | 1K | 0.02 |
| Oracle Corp | Long | Debt | US | $50K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $13K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $12K | – | 0.01 |
| OraSure Technologies Inc | Long | Equity-common | US | $12K | 3K | 0.01 |
| Orion SA | Long | Equity-common | LU | $13K | 584 | 0.01 |
| Osaka Gas Co Ltd | Long | Equity-common | JP | $53K | 2K | 0.03 |
| Oshkosh Corp | Long | Debt | US | $39K | – | 0.02 |
| Oshkosh Corp | Long | Debt | US | $7K | – | 0.00 |
| Otter Tail Corp | Long | Equity-common | US | $9K | 101 | 0.00 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $31K | – | 0.02 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $15K | – | 0.01 |
| Outfront Media Inc | Long | Equity-common | US | $8K | 549 | 0.00 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $265K | 25K | 0.13 |
| Ovintiv Inc | Long | Debt | US | $14K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $9K | – | 0.00 |
| Ovintiv Inc | Long | Debt | US | $5K | – | 0.00 |
| Owens Corning | Long | Equity-common | US | $116K | 670 | 0.06 |
| Owens Corning | Long | Debt | US | $36K | – | 0.02 |
| Owens Corning | Long | Debt | US | $23K | – | 0.01 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $30K | – | 0.01 |
| PACCAR Inc | Long | Equity-common | US | $108K | 1K | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $25K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $23K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $15K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $15K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $12K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $11K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $10K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $11K | – | 0.01 |
| PacifiCorp | Long | Debt | US | $11K | – | 0.01 |
| Packaging Corp of America | Long | Equity-common | US | $115K | 628 | 0.06 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $14K | – | 0.01 |
| Pagseguro Digital Ltd | Long | Equity-common | KY | $8K | 670 | 0.00 |
| Panasonic Holdings Corp | Long | Equity-common | JP | $25K | 3K | 0.01 |
| Pandora A/S | Long | Equity-common | DK | $251K | 2K | 0.12 |
| Par Pacific Holdings Inc | Long | Equity-common | US | $32K | 1K | 0.02 |
| Paramount Global | Long | Debt | US | $27K | – | 0.01 |
| Paramount Global | Long | Debt | US | $17K | – | 0.01 |
| Paramount Global | Long | Debt | US | $9K | – | 0.00 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $106K | 7K | 0.05 |
| Parker-Hannifin Corp | Long | Equity-common | US | $81K | 160 | 0.04 |
| Pathward Financial Inc | Long | Equity-common | US | $34K | 597 | 0.02 |
| Paycom Software Inc | Long | Equity-common | US | $117K | 818 | 0.06 |
| PayPal Holdings Inc | Long | Equity-common | US | $1M | 20K | 0.56 |
| PBF Energy Inc | Long | Equity-common | US | $47K | 1K | 0.02 |
| PDD Holdings Inc | Long | Equity-common | KY | $133K | 997 | 0.06 |
| PDF Solutions Inc | Long | Equity-common | US | $9K | 258 | 0.00 |
| Peabody Energy Corp | Long | Equity-common | US | $42K | 2K | 0.02 |
| PECF USS Intermediate Holding III Corporation Term Loan B | Long | Loan | US | $9K | – | 0.00 |
| Pegasystems Inc | Long | Equity-common | US | $105K | 2K | 0.05 |
| Penn Entertainment Inc | Long | Debt | US | $24K | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $26K | – | 0.01 |
| PennyMac Financial Services Inc | Long | Equity-common | US | $23K | 244 | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $89K | – | 0.04 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $11K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $35K | – | 0.02 |
| PetIQ Inc | Long | Equity-common | US | $11K | 497 | 0.01 |
| PetroChina Co Ltd | Long | Equity-common | CN | $172K | 170K | 0.08 |
| PetSmart Inc 2021 Term Loan B | Long | Loan | US | $24K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $41K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $27K | – | 0.01 |
| PG&E Corp | Long | Equity-common | US | $319K | 18K | 0.15 |
| PG&E Corp | Long | Debt | US | $29K | – | 0.01 |
| PHH Mortgage Corp | Long | Debt | US | $20K | – | 0.01 |
| Philip Morris International Inc | Long | Equity-common | US | $294K | 3K | 0.14 |
| Phoenix Mills Ltd/The | Long | Equity-common | IN | $124K | 3K | 0.06 |
| Photronics Inc | Long | Equity-common | US | $8K | 336 | 0.00 |
| Phreesia Inc | Long | Equity-common | US | $23K | 1K | 0.01 |
| Piedmont Office Realty Trust Inc | Long | Equity-common | US | $8K | 1K | 0.00 |
| Pinterest Inc | Long | Equity-common | US | $118K | 3K | 0.06 |
| PMHC II Inc 2022 Term Loan B | Long | Loan | US | $15K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $58K | – | 0.03 |
| PNM Resources Inc | Long | Equity-common | US | $33K | 892 | 0.02 |
| Portland General Electric Co | Long | Equity-common | US | $14K | 328 | 0.01 |
| Powell Industries Inc | Long | Equity-common | US | $36K | 249 | 0.02 |
| PPG Industries Inc | Long | Equity-common | US | $111K | 884 | 0.05 |
| PRA Group Inc | Long | Debt | US | $45K | – | 0.02 |
| PRADA SpA | Long | Equity-common | IT | $101K | 14K | 0.05 |
| Precision Drilling Corp | Long | Debt | CA | $15K | – | 0.01 |
| Precision Drilling Corp | Long | Debt | CA | $15K | – | 0.01 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $22K | 296 | 0.01 |
| Preformed Line Products Co | Long | Equity-common | US | $7K | 54 | 0.00 |
| Premier Financial Corp | Long | Equity-common | US | $9K | 438 | 0.00 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $30K | – | 0.01 |
| Principal Financial Group Inc | Long | Equity-common | US | $117K | 1K | 0.06 |
| Procore Technologies Inc | Long | Equity-common | US | $116K | 2K | 0.06 |
| Procter & Gamble Co/The | Long | Equity-common | US | $151K | 915 | 0.07 |
| PROG Holdings Inc | Long | Equity-common | US | $24K | 687 | 0.01 |
| Progressive Corp/The | Long | Equity-common | US | $113K | 546 | 0.05 |
| Prologis LP | Long | Debt | US | $35K | – | 0.02 |
| Prologis LP | Long | Debt | US | $9K | – | 0.00 |
| PROS Holdings Inc | Long | Equity-common | US | $19K | 680 | 0.01 |
| Prosus NV | Long | Equity-common | NL | $178K | 5K | 0.09 |
| Proto Labs Inc | Long | Equity-common | US | $8K | 262 | 0.00 |
| Prysmian SpA | Long | Equity-common | IT | $146K | 2K | 0.07 |
| PTC Therapeutics Inc | Long | Equity-common | US | $40K | 1K | 0.02 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $115K | 2K | 0.06 |
| Public Storage | Long | Equity-common | US | $121K | 419 | 0.06 |
| Publicis Groupe SA | Long | Equity-common | FR | $300K | 3K | 0.15 |
| Puget Sound Energy Inc | Long | Debt | US | $22K | – | 0.01 |
| PURCHASED AUD / SOLD USD (UBS AG) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | AU | $673.14 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (UBS AG) | Derivative-foreign exchange | AU | $484.75 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | AU | $174.34 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | AU | $156.96 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | AU | $133.2 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (UBS AG) | Derivative-foreign exchange | AU | $111.64 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | AU | $14.35 | – | 0.00 | |
| PURCHASED CHF / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CH | $-100.54 | – | -0.00 | |
| PURCHASED CHF / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CH | $-207.17 | – | -0.00 | |
| PURCHASED CHF / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CH | $-760.07 | – | -0.00 | |
| PURCHASED CHF / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| PURCHASED CHF / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | CN | $-12K | – | -0.01 | |
| PURCHASED CNY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| PURCHASED DKK / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | DK | $-750.91 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | XX | $-312.95 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | GB | $-460.07 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | GB | $-500.48 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | GB | $-806.73 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| PURCHASED HKD / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | HK | $203.31 | – | 0.00 | |
| PURCHASED HKD / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | HK | $-1.67 | – | -0.00 | |
| PURCHASED HKD / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | HK | $-2.22 | – | -0.00 | |
| PURCHASED HKD / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | HK | $-6.26 | – | -0.00 | |
| PURCHASED HKD / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | HK | $-12.17 | – | -0.00 | |
| PURCHASED HKD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | HK | $-13.02 | – | -0.00 | |
| PURCHASED HKD / SOLD USD (Citibank NA) | Derivative-foreign exchange | HK | $-15.14 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-48.27 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Citibank NA) | Derivative-foreign exchange | IL | $-210.7 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-546.1 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-601.38 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-954.84 | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | JP | $-43.26 | – | -0.00 | |
| PURCHASED JPY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $-95.14 | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | JP | $-96.52 | – | -0.00 | |
| PURCHASED JPY / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | JP | $-98.85 | – | -0.00 | |
| PURCHASED JPY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Bank of America NA) | Derivative-foreign exchange | JP | $-7K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (UBS AG) | Derivative-foreign exchange | JP | $-11K | – | -0.01 | |
| PURCHASED KRW / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | KR | $-7K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (UBS AG) | Derivative-foreign exchange | MX | $625.23 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (UBS AG) | Derivative-foreign exchange | MX | $331.09 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | MX | $234.76 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (UBS AG) | Derivative-foreign exchange | MX | $136.99 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | MX | $-207.31 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (UBS AG) | Derivative-foreign exchange | MX | $-665.77 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| PURCHASED NOK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NO | $-98.05 | – | -0.00 | |
| PURCHASED NZD / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | NZ | $3.11 | – | 0.00 | |
| PURCHASED NZD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | NZ | $-86.88 | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PL | $-34.02 | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | PL | $-50.99 | – | -0.00 | |
| PURCHASED PLN / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | PL | $-76.25 | – | -0.00 | |
| PURCHASED SEK / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | SE | $-511.78 | – | -0.00 | |
| PURCHASED SEK / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | SE | $-517.17 | – | -0.00 | |
| PURCHASED SGD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | SG | $-119.48 | – | -0.00 | |
| PURCHASED SGD / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | SG | $-296.45 | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | TW | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (NatWest Markets PLC) | Derivative-foreign exchange | US | $-16.32 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (UBS AG) | Derivative-foreign exchange | US | $-123.3 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-141.19 | – | -0.00 | |
| PURCHASED USD / SOLD DKK (NatWest Markets PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD DKK (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD DKK (HSBC Bank USA NA) | Derivative-foreign exchange | US | $332.14 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Toronto-Dominion Bank) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (HSBC Bank USA NA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $27.33 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $78.99 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (NatWest Markets PLC) | Derivative-foreign exchange | US | $65.04 | – | 0.00 | |
| PURCHASED USD / SOLD HKD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $59.85 | – | 0.00 | |
| PURCHASED USD / SOLD HKD (Barclays Bank PLC) | Derivative-foreign exchange | US | $48.93 | – | 0.00 | |
| PURCHASED USD / SOLD HKD (HSBC Bank USA NA) | Derivative-foreign exchange | US | $11.82 | – | 0.00 | |
| PURCHASED USD / SOLD HKD (NatWest Markets PLC) | Derivative-foreign exchange | US | $4.95 | – | 0.00 | |
| PURCHASED USD / SOLD HKD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $4.42 | – | 0.00 | |
| PURCHASED USD / SOLD HKD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $1.09 | – | 0.00 | |
| PURCHASED USD / SOLD HKD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-7.06 | – | -0.00 | |
| PURCHASED USD / SOLD ILS (Goldman Sachs International) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD ILS (Goldman Sachs International) | Derivative-foreign exchange | US | $562.29 | – | 0.00 | |
| PURCHASED USD / SOLD ILS (Citibank NA) | Derivative-foreign exchange | US | $47.93 | – | 0.00 | |
| PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs International) | Derivative-foreign exchange | US | $-234.84 | – | -0.00 | |
| PURCHASED USD / SOLD MXN (UBS AG) | Derivative-foreign exchange | US | $-325.41 | – | -0.00 | |
| PURCHASED USD / SOLD NOK (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $246.36 | – | 0.00 | |
| PURCHASED USD / SOLD NOK (NatWest Markets PLC) | Derivative-foreign exchange | US | $102.65 | – | 0.00 | |
| PURCHASED USD / SOLD NZD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $79.36 | – | 0.00 | |
| PURCHASED USD / SOLD NZD (NatWest Markets PLC) | Derivative-foreign exchange | US | $1.16 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $474.3 | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Goldman Sachs International) | Derivative-foreign exchange | US | $-87.38 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-297.87 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-377.1 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (UBS AG) | Derivative-foreign exchange | US | $-383.75 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (UBS AG) | Derivative-foreign exchange | ZA | $885.89 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $454.83 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (UBS AG) | Derivative-foreign exchange | ZA | $380.88 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $374.03 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $294.16 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $279.71 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | ZA | $113.67 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | ZA | $85.56 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $31.36 | – | 0.00 | |
| Q2 Holdings Inc | Long | Equity-common | US | $15K | 248 | 0.01 |
| Qantas Airways Ltd | Long | Equity-common | AU | $227K | 58K | 0.11 |
| QBE Insurance Group Ltd | Long | Equity-common | AU | $50K | 4K | 0.02 |
| QIAGEN NV | Long | Equity-common | NL | $107K | 3K | 0.05 |
| Qorvo Inc | Long | Equity-common | US | $128K | 1K | 0.06 |
| QUALCOMM Inc | Long | Equity-common | US | $2M | 9K | 0.89 |
| Qualys Inc | Long | Equity-common | US | $45K | 313 | 0.02 |
| Quanterix Corp | Long | Equity-common | US | $9K | 658 | 0.00 |
| Rain Carbon Inc | Long | Debt | US | $16K | – | 0.01 |
| Rambus Inc | Long | Equity-common | US | $62K | 1K | 0.03 |
| Rapid7 Inc | Long | Equity-common | US | $35K | 806 | 0.02 |
| Rational AG | Long | Equity-common | DE | $61K | 73 | 0.03 |
| Ready Capital Mortgage Financing 2022-FL8 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.02 |
| Ready Capital Mortgage Financing 2022-FL8 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.02 |
| REC Ltd | Long | Equity-common | IN | $87K | 14K | 0.04 |
| Reckitt Benckiser Group PLC | Long | Equity-common | GB | $33K | 605 | 0.02 |
| Recruit Holdings Co Ltd | Long | Equity-common | JP | $374K | 7K | 0.18 |
| Red Rock Resorts Inc | Long | Equity-common | US | $44K | 802 | 0.02 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $137K | 130 | 0.07 |
| Reinsurance Group of America Inc | Long | Equity-common | US | $247K | 1K | 0.12 |
| Renasant Corp | Long | Equity-common | US | $8K | 270 | 0.00 |
| Renesas Electronics Corp | Long | Equity-common | JP | $223K | 12K | 0.11 |
| Repsol SA | Long | Equity-common | ES | $82K | 5K | 0.04 |
| Republic Services Inc | Long | Debt | US | $70K | – | 0.03 |
| Resideo Technologies Inc | Long | Equity-common | US | $15K | 777 | 0.01 |
| Retail Opportunity Investments Corp | Long | Equity-common | US | $18K | 1K | 0.01 |
| REV Group Inc | Long | Equity-common | US | $39K | 2K | 0.02 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $15K | – | 0.01 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $10K | – | 0.00 |
| RingCentral Inc | Long | Debt | US | $26K | – | 0.01 |
| Rio Tinto PLC | Long | Equity-common | GB | $273K | 4K | 0.13 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $16K | – | 0.01 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $10K | – | 0.00 |
| RLJ Lodging Trust | Long | Equity-common | US | $37K | 4K | 0.02 |
| RMR Group Inc/The | Long | Equity-common | US | $6K | 257 | 0.00 |
| Robert Half Inc | Long | Equity-common | US | $117K | 2K | 0.06 |
| Robertshaw US Holding Corp 2023 5th OUT TERM LOAN | Long | Loan | US | $50 | – | 0.00 |
| ROBLOX Corp | Long | Equity-common | US | $100K | 3K | 0.05 |
| Roche Holding AG | Long | Equity-common | CH | $64K | 232 | 0.03 |
| Rockcliff Energy II LLC | Long | Debt | US | $33K | – | 0.02 |
| Rocket Software Inc | Long | Debt | US | $17K | – | 0.01 |
| Rocket Software Inc 2023 USD Term Loan B | Long | Loan | US | $19K | – | 0.01 |
| Rockwell Automation Inc | Long | Equity-common | US | $123K | 447 | 0.06 |
| ROCKWOOL A/S | Long | Equity-common | DK | $77K | 190 | 0.04 |
| Rogers Communications Inc | Long | Debt | CA | $49K | – | 0.02 |
| Rogers Communications Inc | Long | Debt | CA | $23K | – | 0.01 |
| Roku Inc | Long | Equity-common | US | $117K | 2K | 0.06 |
| Roller Bearing Co of America Inc | Long | Debt | US | $9K | – | 0.00 |
| Ross Stores Inc | Long | Equity-common | US | $390K | 3K | 0.19 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $37K | – | 0.02 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $16K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $10K | – | 0.00 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $5K | – | 0.00 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $5K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | GB | $28K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $27K | – | 0.01 |
| RWE AG | Long | Equity-common | DE | $65K | 2K | 0.03 |
| RxSight Inc | Long | Equity-common | US | $45K | 747 | 0.02 |
| Ryerson Holding Corp | Long | Equity-common | US | $17K | 884 | 0.01 |
| Ryman Hospitality Properties Inc | Long | Equity-common | US | $52K | 525 | 0.03 |
| S+P500 EMINI FUT SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $13K | – | 0.01 | |
| Sabra Health Care REIT Inc | Long | Equity-common | US | $29K | 2K | 0.01 |
| Salesforce Inc | Long | Equity-common | US | $474K | 2K | 0.23 |
| Salesforce Inc | Long | Debt | US | $25K | – | 0.01 |
| Salesforce Inc | Long | Debt | US | $13K | – | 0.01 |
| Sally Beauty Holdings Inc | Long | Equity-common | US | $8K | 710 | 0.00 |
| Samsung Electronics Co Ltd | Long | Equity-common | KR | $396K | 7K | 0.19 |
| Sandy Spring Bancorp Inc | Long | Equity-common | US | $9K | 351 | 0.00 |
| Sanmina Corp | Long | Equity-common | US | $9K | 133 | 0.00 |
| SAP SE | Long | Equity-common | DE | $46K | 229 | 0.02 |
| Schindler Holding AG | Long | Equity-common | CH | $116K | 463 | 0.06 |
| Schlumberger NV | Long | Equity-common | CW | $167K | 4K | 0.08 |
| Schrodinger Inc/United States | Long | Equity-common | US | $8K | 392 | 0.00 |
| SCIENTIFIC GAMES HOLDINGS LP 2024 USD TERM LOAN B | Long | Loan | US | $10K | – | 0.00 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $24K | – | 0.01 |
| SCIH Salt Holdings Inc | Long | Debt | US | $42K | – | 0.02 |
| SCIH Salt Holdings Inc | Long | Debt | US | $28K | – | 0.01 |
| Scorpio Tankers Inc | Long | Equity-common | MH | $53K | 658 | 0.03 |
| Sea Ltd | Long | Equity-common | KY | $45K | 635 | 0.02 |
| Seagate HDD Cayman | Long | Debt | KY | $9K | – | 0.00 |
| Seagate HDD Cayman | Long | Debt | KY | $6K | – | 0.00 |
| SEI Investments Co | Long | Equity-common | US | $114K | 2K | 0.06 |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $55K | 4K | 0.03 |
| Select Medical Holdings Corp | Long | Equity-common | US | $44K | 1K | 0.02 |
| Sembcorp Industries Ltd | Long | Equity-common | SG | $18K | 5K | 0.01 |
| Semler Scientific Inc | Long | Equity-common | US | $6K | 166 | 0.00 |
| Sempra | Long | Debt | US | $23K | – | 0.01 |
| Sensata Technologies Inc | Long | Debt | US | $90K | – | 0.04 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $19K | – | 0.01 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $14K | – | 0.01 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $9K | – | 0.00 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $4K | – | 0.00 |
| ServiceNow Inc | Long | Equity-common | US | $127K | 162 | 0.06 |
| ServiceNow Inc | Long | Debt | US | $30K | – | 0.01 |
| SEVENTY SEVEN ENERGY INC (Chesapeake Oilfield) | Long | Debt | US | $2 | – | 0.00 |
| Shell PLC | Long | Equity-common | GB | $104K | 3K | 0.05 |
| Shelter Growth CRE Issuer Ltd | Long | ABS-collateralized bond/debt obligation | KY | $28K | – | 0.01 |
| Shenzhou International Group Holdings Ltd | Long | Equity-common | KY | $127K | 13K | 0.06 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $112K | 375 | 0.05 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc (SHIFT4 PAYMENTS LLC/FIN) | Long | Debt | US | $15K | – | 0.01 |
| Shin-Etsu Chemical Co Ltd | Long | Equity-common | JP | $392K | 10K | 0.19 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $86K | 2K | 0.04 |
| Shoprite Holdings Ltd | Long | Equity-common | ZA | $74K | 5K | 0.04 |
| Shyft Group Inc/The | Long | Equity-common | US | $8K | 668 | 0.00 |
| Silicon Laboratories Inc | Long | Equity-common | US | $43K | 388 | 0.02 |
| Simon Property Group Inc | Long | Equity-common | US | $1M | 7K | 0.55 |
| Simply Good Foods Co/The | Long | Equity-common | US | $25K | 699 | 0.01 |
| Simpson Manufacturing Co Inc | Long | Equity-common | US | $28K | 167 | 0.01 |
| Sinbon Electronics Co Ltd | Long | Equity-common | TW | $72K | 8K | 0.03 |
| Sirius XM Radio Inc | Long | Debt | US | $20K | – | 0.01 |
| Sirius XM Radio Inc | Long | Debt | US | $14K | – | 0.01 |
| SITE Centers Corp | Long | Equity-common | US | $8K | 570 | 0.00 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $26K | – | 0.01 |
| Six Flags Entertainment Corp | Long | Debt | US | $25K | – | 0.01 |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc (SIX FLAGS ENTER / THEME) | Long | Debt | US | $10K | – | 0.00 |
| SJW Group | Long | Equity-common | US | $12K | 223 | 0.01 |
| SK Hynix Inc | Long | Equity-common | KR | $192K | 1K | 0.09 |
| SkyWest Inc | Long | Equity-common | US | $53K | 640 | 0.03 |
| SM Energy Co | Long | Equity-common | US | $22K | 513 | 0.01 |
| SM Energy Co | Long | Debt | US | $20K | – | 0.01 |
| SM Energy Co | Long | Debt | US | $10K | – | 0.00 |
| SM Energy Co | Long | Debt | US | $10K | – | 0.00 |
| Smartsheet Inc | Long | Equity-common | US | $120K | 3K | 0.06 |
| Smiths Group PLC | Long | Equity-common | GB | $78K | 4K | 0.04 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $27K | – | 0.01 |
| Snowflake Inc | Long | Equity-common | US | $122K | 902 | 0.06 |
| Solventum Corp | Long | Equity-common | US | $112K | 2K | 0.05 |
| Sonic Healthcare Ltd | Long | Equity-common | AU | $52K | 3K | 0.03 |
| Southern Co/The | Long | Debt | US | $32K | – | 0.02 |
| Southern Co/The | Long | Debt | US | $5K | – | 0.00 |
| Southwestern Energy Co | Long | Debt | US | $44K | – | 0.02 |
| Southwestern Energy Co | Long | Debt | US | $14K | – | 0.01 |
| SPDR S&P 500 ETF Trust | Long | Equity-common | US | $524K | 962 | 0.25 |
| SPDR S&P MidCap 400 ETF Trust | Long | Equity-common | US | $70K | 131 | 0.03 |
| Spirit AeroSystems Inc | Long | Debt | US | $33K | – | 0.02 |
| Spirit AeroSystems Inc | Long | Debt | US | $5K | – | 0.00 |
| Sprint Capital Corp | Long | Debt | US | $49K | – | 0.02 |
| SPX Technologies Inc | Long | Equity-common | US | $14K | 98 | 0.01 |
| Square Enix Holdings Co Ltd | Long | Equity-common | JP | $75K | 3K | 0.04 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $116K | 2K | 0.06 |
| Standard Industries Inc/NJ | Long | Debt | US | $27K | – | 0.01 |
| Standard Industries Inc/NJ | Long | Debt | US | $4K | – | 0.00 |
| Standex International Corp | Long | Equity-common | US | $8K | 52 | 0.00 |
| Starbucks Corp | Long | Equity-common | US | $119K | 2K | 0.06 |
| State Street Corp | Long | Equity-common | US | $111K | 1K | 0.05 |
| Station Casinos LLC | Long | Debt | US | $24K | – | 0.01 |
| Station Casinos LLC | Long | Debt | US | $18K | – | 0.01 |
| Station Casinos LLC | Long | Debt | US | $5K | – | 0.00 |
| Station Casinos LLC 2024 Term Loan B | Long | Loan | US | $10K | – | 0.00 |
| Steel Dynamics Inc | Long | Equity-common | US | $118K | 914 | 0.06 |
| Steelcase Inc | Long | Equity-common | US | $4K | 337 | 0.00 |
| Stellantis NV | Long | Equity-common | NL | $158K | 8K | 0.08 |
| Sterling Infrastructure Inc | Long | Equity-common | US | $52K | 441 | 0.03 |
| StoneCo Ltd | Long | Equity-common | KY | $38K | 3K | 0.02 |
| Stoneridge Inc | Long | Equity-common | US | $6K | 365 | 0.00 |
| StoneX Group Inc | Long | Equity-common | US | $37K | 486 | 0.02 |
| Stryker Corp | Long | Equity-common | US | $117K | 343 | 0.06 |
| Subaru Corp | Long | Equity-common | JP | $288K | 14K | 0.14 |
| Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp (SUGAR HSP GMNG PROP/FIN) | Long | Debt | US | $20K | – | 0.01 |
| Sumber Alfaria Trijaya Tbk PT | Long | Equity-common | ID | $42K | 252K | 0.02 |
| Sun Pharmaceutical Industries Ltd | Long | Equity-common | IN | $71K | 4K | 0.03 |
| SunCoke Energy Inc | Long | Equity-common | US | $14K | 1K | 0.01 |
| Sunstone Hotel Investors Inc | Long | Equity-common | US | $43K | 4K | 0.02 |
| Super Micro Computer Inc | Long | Equity-common | US | $166K | 202 | 0.08 |
| Sutro Biopharma Inc | Long | Equity-common | US | $6K | 2K | 0.00 |
| Sylvamo Corp | Long | Equity-common | US | $47K | 685 | 0.02 |
| Synaptics Inc | Long | Equity-common | US | $16K | 178 | 0.01 |
| Synchrony Financial | Long | Equity-common | US | $132K | 3K | 0.06 |
| Sysco Corp | Long | Equity-common | US | $108K | 2K | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $53K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $32K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $14K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $9K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $7K | – | 0.00 |
| Taiwan Semiconductor Manufacturing Co Ltd | Long | Equity-common | TW | $984K | 33K | 0.48 |
| Talanx AG | Long | Equity-common | DE | $46K | 570 | 0.02 |
| Tanger Inc | Long | Equity-common | US | $8K | 286 | 0.00 |
| Tapestry Inc | Long | Debt | US | $14K | – | 0.01 |
| Targa Resources Corp | Long | Equity-common | US | $127K | 990 | 0.06 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $44K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $39K | – | 0.02 |
| Target Corp | Long | Equity-common | US | $98K | 660 | 0.05 |
| Tata Consultancy Services Ltd | Long | Equity-common | IN | $166K | 4K | 0.08 |
| Taylor Morrison Communities Inc | Long | Debt | US | $19K | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $10K | – | 0.00 |
| Taylor Morrison Communities Inc | Long | Debt | US | $10K | – | 0.00 |
| Taylor Morrison Home Corp | Long | Equity-common | US | $56K | 1K | 0.03 |
| Taylor Wimpey PLC | Long | Equity-common | GB | $48K | 27K | 0.02 |
| TD SYNNEX Corp | Long | Equity-common | US | $101K | 874 | 0.05 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $21K | – | 0.01 |
| TechnipFMC PLC | Long | Equity-common | GB | $125K | 5K | 0.06 |
| Teekay Corp | Long | Equity-common | MH | $20K | 2K | 0.01 |
| Teekay Tankers Ltd | Long | Equity-common | MH | $44K | 635 | 0.02 |
| Teladoc Health, Inc. | Long | Equity-common | US | $56K | 6K | 0.03 |
| Telstra Group Ltd | Long | Equity-common | AU | $164K | 68K | 0.08 |
| Tencent Holdings Ltd | Long | Equity-common | KY | $568K | 12K | 0.27 |
| Tenet Healthcare Corp | Long | Equity-common | US | $115K | 868 | 0.06 |
| Tenet Healthcare Corp | Long | Debt | US | $69K | – | 0.03 |
| Tenet Healthcare Corp | Long | Debt | US | $25K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $14K | – | 0.01 |
| Tennant Co | Long | Equity-common | US | $9K | 91 | 0.00 |
| Teradata Corp | Long | Equity-common | US | $120K | 3K | 0.06 |
| Terex Corp | Long | Equity-common | US | $44K | 797 | 0.02 |
| Terex Corp | Long | Debt | US | $14K | – | 0.01 |
| Tesco PLC | Long | Equity-common | GB | $164K | 42K | 0.08 |
| Tesla Inc | Long | Equity-common | US | $1M | 5K | 0.50 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $192K | – | 0.09 |
| Textron Inc | Long | Equity-common | US | $110K | 1K | 0.05 |
| TG Therapeutics Inc | Long | Equity-common | US | $15K | 848 | 0.01 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $106K | 191 | 0.05 |
| TIM SA/Brazil | Long | Equity-common | BR | $81K | 28K | 0.04 |
| Time Warner Cable Enterprises LLC (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $11K | – | 0.01 |
| TIS Inc | Long | Equity-common | JP | $64K | 3K | 0.03 |
| Titan International Inc | Long | Equity-common | US | $8K | 1K | 0.00 |
| TJX Cos Inc/The | Long | Equity-common | US | $295K | 3K | 0.14 |
| TK Elevator US Newco Inc USD Term Loan B | Long | Loan | US | $28K | – | 0.01 |
| TMS International Corp/DE | Long | Debt | US | $23K | – | 0.01 |
| Tokyo Gas Co Ltd | Long | Equity-common | JP | $148K | 7K | 0.07 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $23K | – | 0.01 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $15K | – | 0.01 |
| Toll Brothers Inc | Long | Equity-common | US | $118K | 1K | 0.06 |
| TOPPAN Holdings Inc | Long | Equity-common | JP | $146K | 5K | 0.07 |
| TotalEnergies SE | Long | Equity-common | FR | $95K | 1K | 0.05 |
| Toyota Motor Corp | Long | Equity-common | JP | $125K | 6K | 0.06 |
| Trade Desk Inc/The | Long | Equity-common | US | $154K | 2K | 0.07 |
| TransDigm Inc | Long | Debt | US | $20K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $20K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $20K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $15K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $14K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $5K | – | 0.00 |
| Transocean Aquila Ltd | Long | Debt | KY | $5K | – | 0.00 |
| Transocean Inc | Long | Debt | KY | $9K | – | 0.00 |
| Transocean Poseidon Ltd | Long | Debt | KY | $13K | – | 0.01 |
| Transocean Titan Financing Ltd (TRANSOCEAN TITAN FIN LTD) | Long | Debt | KY | $15K | – | 0.01 |
| Travelers Cos Inc/The | Long | Equity-common | US | $112K | 549 | 0.05 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $49K | 1K | 0.02 |
| Trimble Inc | Long | Equity-common | US | $358K | 6K | 0.17 |
| TripAdvisor Inc | Long | Debt | US | $20K | – | 0.01 |
| Tronox Holdings PLC | Long | Equity-common | GB | $7K | 433 | 0.00 |
| Tronox Inc | Long | Debt | US | $23K | – | 0.01 |
| Truist Financial Corp | Long | Debt | US | $41K | – | 0.02 |
| Trustmark Corp | Long | Equity-common | US | $28K | 926 | 0.01 |
| TTM Technologies Inc | Long | Debt | US | $32K | – | 0.02 |
| TTM Technologies Inc | Long | Equity-common | US | $27K | 1K | 0.01 |
| Turning Point Brands Inc | Long | Equity-common | US | $8K | 247 | 0.00 |
| Tutor Perini Corp | Long | Equity-common | US | $11K | 503 | 0.01 |
| Twilio Inc | Long | Debt | US | $26K | – | 0.01 |
| Twilio Inc | Long | Debt | US | $22K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.67 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $332K | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $286K | – | 0.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $242K | – | 0.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $168K | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $936K | – | 0.45 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $921K | – | 0.45 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $708K | – | 0.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $627K | – | 0.30 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $409K | – | 0.20 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $394K | – | 0.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $148K | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $34K | – | 0.02 |
| Uber Technologies Inc | Long | Equity-common | US | $1M | 17K | 0.59 |
| Uber Technologies Inc | Long | Debt | US | $18K | – | 0.01 |
| UFP Industries Inc | Long | Equity-common | US | $57K | 509 | 0.03 |
| UGI Corp | Long | Equity-common | US | $102K | 4K | 0.05 |
| UKG Inc | Long | Debt | US | $30K | – | 0.01 |
| UKG Inc 2024 Term Loan B | Long | Loan | US | $5K | – | 0.00 |
| Ulta Beauty Inc | Long | Equity-common | US | $110K | 286 | 0.05 |
| Ultragenyx Pharmaceutical Inc | Long | Equity-common | US | $115K | 3K | 0.06 |
| UltraTech Cement Ltd | Long | Equity-common | IN | $120K | 857 | 0.06 |
| UniCredit SpA | Long | Equity-common | IT | $285K | 8K | 0.14 |
| Unilever PLC | Long | Equity-common | GB | $290K | 5K | 0.14 |
| Union Pacific Corp | Long | Equity-common | US | $909K | 4K | 0.44 |
| Unisys Corp | Long | Equity-common | US | $13K | 3K | 0.01 |
| United Airlines Inc | Long | Debt | US | $5K | – | 0.00 |
| United Airlines Inc 2024 Term Loan B | Long | Loan | US | $20K | – | 0.01 |
| United Natural Foods Inc | Long | Equity-common | US | $9K | 658 | 0.00 |
| United Parcel Service Inc | Long | Equity-common | US | $116K | 849 | 0.06 |
| United States Steel Corp | Long | Debt | US | $10K | – | 0.00 |
| UnitedHealth Group Inc | Long | Equity-common | US | $138K | 270 | 0.07 |
| Unitil Corp | Long | Equity-common | US | $9K | 166 | 0.00 |
| Universal Insurance Holdings Inc | Long | Equity-common | US | $8K | 453 | 0.00 |
| Univest Financial Corp. | Long | Equity-common | US | $9K | 393 | 0.00 |
| Univision Communications Inc | Long | Debt | US | $24K | – | 0.01 |
| Unum Group | Long | Equity-common | US | $126K | 2K | 0.06 |
| Upbound Group Inc | Long | Equity-common | US | $4K | 121 | 0.00 |
| Upwork Inc | Long | Equity-common | US | $40K | 4K | 0.02 |
| Urban Edge Properties | Long | Equity-common | US | $44K | 2K | 0.02 |
| Urban Outfitters Inc | Long | Equity-common | US | $9K | 214 | 0.00 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1K | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $5K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $8K | – | 0.00 | |
| US Bancorp | Long | Debt | US | $49K | – | 0.02 |
| US Foods Inc | Long | Debt | US | $14K | – | 0.01 |
| US Foods Inc | Long | Debt | US | $5K | – | 0.00 |
| US Silica Holdings Inc | Long | Equity-common | US | $44K | 3K | 0.02 |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $6K | – | 0.00 | |
| USA Compression Partners LP / USA Compression Finance Corp (USA COM PART/USA COM FIN) | Long | Debt | US | $10K | – | 0.00 |
| USA Compression Partners LP / USA Compression Finance Corp (USA COM PART/USA COM FIN) | Long | Debt | US | $10K | – | 0.00 |
| USANA Health Sciences Inc | Long | Equity-common | US | $8K | 180 | 0.00 |
| Valero Energy Corp | Long | Equity-common | US | $132K | 844 | 0.06 |
| VAT Group AG | Long | Equity-common | CH | $60K | 106 | 0.03 |
| Veeva Systems Inc | Long | Equity-common | US | $834K | 5K | 0.40 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $14K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $5K | – | 0.00 |
| Venture Global LNG Inc | Long | Debt | US | $31K | – | 0.02 |
| Venture Global LNG Inc | Long | Debt | US | $22K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $22K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $10K | – | 0.00 |
| Veralto Corp | Long | Equity-common | US | $109K | 1K | 0.05 |
| VeriSign Inc | Long | Equity-common | US | $111K | 624 | 0.05 |
| Veritex Holdings Inc | Long | Equity-common | US | $20K | 966 | 0.01 |
| Verizon Communications Inc | Long | Equity-common | US | $781K | 19K | 0.38 |
| Verizon Communications Inc | Long | Debt | US | $88K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $25K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $11K | – | 0.01 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $360K | 768 | 0.17 |
| VERTIV GROUP CORPORATION 2024 TERM LOAN B | Long | Loan | US | $29K | – | 0.01 |
| Vertiv Holdings Co | Long | Equity-common | US | $734K | 8K | 0.35 |
| Viasat Inc | Long | Debt | US | $13K | – | 0.01 |
| Viavi Solutions Inc | Long | Equity-common | US | $7K | 996 | 0.00 |
| Vibrantz Technologies Inc (VIBRANTZ TECH INC) | Long | Debt | US | $18K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $36K | – | 0.02 |
| VICI Properties LP | Long | Debt | US | $27K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $34K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $11K | – | 0.01 |
| Vicor Corp | Long | Equity-common | US | $10K | 306 | 0.00 |
| Viking Cruises Ltd | Long | Debt | BM | $27K | – | 0.01 |
| Viking Cruises Ltd | Long | Debt | BM | $10K | – | 0.00 |
| Vinci SA | Long | Equity-common | FR | $307K | 3K | 0.15 |
| Viper Energy Inc | Long | Debt | US | $20K | – | 0.01 |
| Viper Energy Inc | Long | Debt | US | $16K | – | 0.01 |
| Vir Biotechnology Inc | Long | Equity-common | US | $18K | 2K | 0.01 |
| Virtu Financial Inc | Long | Equity-common | US | $113K | 5K | 0.05 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $26K | 114 | 0.01 |
| Visteon Corp | Long | Equity-common | US | $49K | 457 | 0.02 |
| Vistra Corp | Long | Equity-common | US | $544K | 6K | 0.26 |
| Vistra Corp | Long | Debt | US | $15K | – | 0.01 |
| Vistra Corp | Long | Debt | US | $10K | – | 0.00 |
| Vistra Operations Co LLC | Long | Debt | US | $43K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $36K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $27K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $26K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $19K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $15K | – | 0.01 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $10K | – | 0.00 |
| Vital Energy Inc | Long | Debt | US | $20K | – | 0.01 |
| Vital Energy Inc | Long | Debt | US | $5K | – | 0.00 |
| VM Consolidated Inc 2024 Term Loan B | Long | Loan | US | $22K | – | 0.01 |
| Volvo AB | Long | Equity-common | SE | $267K | 10K | 0.13 |
| Voyager Therapeutics Inc | Long | Equity-common | US | $11K | 1K | 0.01 |
| Walmart Inc | Long | Equity-common | US | $2M | 31K | 1.03 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $20K | – | 0.01 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $4K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $82K | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $21K | – | 0.01 |
| Warrior Met Coal Inc | Long | Equity-common | US | $45K | 710 | 0.02 |
| Waste Connections Inc | Long | Debt | CA | $48K | – | 0.02 |
| Waste Management Inc | Long | Equity-common | US | $58K | 271 | 0.03 |
| Watco Cos LLC / Watco Finance Corp (WATCO COS LLC/FINANCE CO) | Long | Debt | US | $50K | – | 0.02 |
| Watts Water Technologies Inc | Long | Equity-common | US | $48K | 261 | 0.02 |
| WaVe Life Sciences Ltd | Long | Equity-common | SG | $10K | 2K | 0.01 |
| Weatherford International PLC | Long | Equity-common | IE | $72K | 588 | 0.03 |
| Weave Communications Inc | Long | Equity-common | US | $12K | 1K | 0.01 |
| Webster Financial Corp | Long | Equity-common | US | $123K | 3K | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $136K | – | 0.07 |
| Wells Fargo & Co | Long | Equity-common | US | $116K | 2K | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $21K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2017-RC1 | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2019-C50 | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2020-C57 | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| WESCO Distribution Inc | Long | Debt | US | $5K | – | 0.00 |
| WESCO Distribution Inc | Long | Debt | US | $5K | – | 0.00 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $59K | 180 | 0.03 |
| Westamerica BanCorp | Long | Equity-common | US | $8K | 173 | 0.00 |
| Western Union Co/The | Long | Equity-common | US | $108K | 9K | 0.05 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $114K | 722 | 0.06 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $59K | – | 0.03 |
| Westlake Corp | Long | Debt | US | $18K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $28K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $18K | – | 0.01 |
| WestRock MWV LLC | Long | Debt | US | $25K | – | 0.01 |
| WestRock MWV LLC | Long | Debt | US | $1K | – | 0.00 |
| Weyerhaeuser Co | Long | Equity-common | US | $172K | 6K | 0.08 |
| Weyerhaeuser Co | Long | Debt | US | $7K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2011-C3 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2012-C10 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| WFRBS Commercial Mortgage Trust 2013-C11 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| WH Group Ltd | Long | Equity-common | KY | $77K | 117K | 0.04 |
| White Cap Buyer LLC | Long | Debt | US | $43K | – | 0.02 |
| WHITE CAP BUYER LLC 2024 TERM LOAN B | Long | Loan | US | $14K | – | 0.01 |
| White Cap Parent LLC | Long | Debt | US | $10K | – | 0.00 |
| Willis Towers Watson PLC | Long | Equity-common | IE | $122K | 467 | 0.06 |
| Workday Inc | Long | Equity-common | US | $131K | 587 | 0.06 |
| Worthington Steel Inc | Long | Equity-common | US | $8K | 248 | 0.00 |
| WR Grace & Co-Conn 2021 Term Loan B | Long | Loan | US | $5K | – | 0.00 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $25K | – | 0.01 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $18K | – | 0.01 |
| Wrangler Holdco Corp | Long | Debt | US | $10K | – | 0.00 |
| WSFS Financial Corp | Long | Equity-common | US | $9K | 196 | 0.00 |
| Wyeth LLC | Long | Debt | US | $8K | – | 0.00 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $36K | – | 0.02 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $29K | – | 0.01 |
| Xcel Energy Inc | Long | Equity-common | US | $119K | 2K | 0.06 |
| Xencor Inc | Long | Equity-common | US | $34K | 2K | 0.02 |
| Xenia Hotels & Resorts Inc | Long | Equity-common | US | $4K | 288 | 0.00 |
| Xerox Holdings Corp | Long | Equity-common | US | $11K | 927 | 0.01 |
| Xperi Inc | Long | Equity-common | US | $8K | 937 | 0.00 |
| Y-mAbs Therapeutics Inc | Long | Equity-common | US | $8K | 678 | 0.00 |
| Yara International ASA | Long | Equity-common | NO | $22K | 752 | 0.01 |
| Yext Inc | Long | Equity-common | US | $17K | 3K | 0.01 |
| Zijin Mining Group Co Ltd | Long | Equity-common | CN | $97K | 46K | 0.05 |
| Zimvie Inc | Long | Equity-common | US | $14K | 779 | 0.01 |
| Zions Bancorp NA | Long | Equity-common | US | $123K | 3K | 0.06 |
| Zoetis Inc | Long | Debt | US | $15K | – | 0.01 |
| Zomato Ltd | Long | Equity-common | IN | $63K | 26K | 0.03 |
| Zoom Video Communications Inc | Long | Equity-common | US | $111K | 2K | 0.05 |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp (ZI TECH LLC/ZI FIN CORP) | Long | Debt | US | $45K | – | 0.02 |
| Zurich Insurance Group AG | Long | Equity-common | CH | $274K | 513 | 0.13 |
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