AuguStar Life Insurance Company > AuguStar Variable Insurance Products Fund Inc
AVIP AB Risk Managed Balanced Portfolio
$1.20B
Avg Monthly Net Assets
$1.42B
Total Assets
$62.45M
Total Liabilities
$1.36B
Net Assets
AVIP AB Risk Managed Balanced Portfolio is an Underlying fund in AuguStar Variable Insurance Products Fund Inc
from AuguStar Life Insurance Company,
based in Ohio,
United States of America.
The fund has one share class
and monthly net assets of $1.20B.
On August 26th, 2024 it reported 926 holdings, the largest
being Microsoft Corp. (3.4%), United States Treasury Notes (2.3%) and NVIDIA Corp. (2.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AVIP AB Risk Managed Balanced Portfolio | C000141102 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AB ISSUER LLC AUTHB 2021 1 A2 144A | Long | ABS-other | US | $277K | – | 0.02 |
| ABBVIE INC COMMON STOCK USD.01 (AbbVie Inc.) | Long | Equity-common | US | $5M | 27K | 0.34 |
| ABBVIE INC SR UNSECURED 05/25 3.6 (AbbVie Inc.) | Long | Debt | US | $1M | – | 0.11 |
| ABBVIE INC SR UNSECURED 11/24 2.6 (AbbVie Inc.) | Long | Debt | US | $163K | – | 0.01 |
| ACHV ABS TRUST ACHV 2023 4CP B 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $1M | – | 0.09 |
| ACM AUTO TRUST ACMAT 2024 1A A 144A (ACM AUTO TRUST 2024-1) | Long | ABS-other | US | $538K | – | 0.04 |
| ADOBE INC COMMON STOCK USD.0001 | Long | Equity-common | US | $7M | 12K | 0.50 |
| AECOM COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 14K | 0.09 |
| AEGEA FINANCE SARL SR UNSECURED REGS 05/29 6.75 (Aegea Finance S.a r.l.) | Long | Debt | LU | $296K | – | 0.02 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/25 6.5 (Aercap Ireland Capital DAC) | Long | Debt | IE | $273K | – | 0.02 |
| AES PANAMA GENERATION HL SR SECURED 144A 05/30 4.375 (AES Panama Generation Holdings S R L) | Long | Debt | PA | $239K | – | 0.02 |
| AES PANAMA GENERATION HL SR SECURED REGS 05/30 4.375 (AES Panama Generation Holdings S R L) | Long | Debt | PA | $202K | – | 0.01 |
| AFFIRM INC AFFRM 2021 Z1 A 144A (AFFIRM ASSET SECURITIZATION TRUST) | Long | ABS-other | US | $922.71 | – | 0.00 |
| AFFIRM INC AFFRM 2021 Z2 A 144A (AFFIRM ASSET SECURITIZATION TRUST) | Long | ABS-other | US | $8K | – | 0.00 |
| AFFIRM INC AFFRM 2023 B A 144A (AFFIRM ASSET SECURITIZATION TRUST 2023-B) | Long | ABS-other | US | $1M | – | 0.10 |
| AGL CLO LTD. AGL 2021 10A A 144A (AGL CLO 10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $965K | – | 0.07 |
| AIB GROUP PLC SR UNSECURED 144A 09/29 VAR | Long | Debt | IE | $334K | – | 0.02 |
| AIB GROUP PLC SR UNSECURED 144A 10/26 7.583 | Long | Debt | IE | $771K | – | 0.06 |
| AIR LEASE CORP SR UNSECURED 01/26 2.875 (Air Lease Corporation) | Long | Debt | US | $27K | – | 0.00 |
| AIR LEASE CORP SR UNSECURED 04/27 3.625 (Air Lease Corporation) | Long | Debt | US | $14K | – | 0.00 |
| AIR LEASE CORP SR UNSECURED 09/28 2.1 (Air Lease Corporation) | Long | Debt | US | $94K | – | 0.01 |
| AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0 (Air Products & Chemicals, Inc.) | Long | Equity-common | US | $2M | 9K | 0.17 |
| AIRCASTLE LTD SR UNSECURED 06/26 4.25 (Aircastle Limited) | Long | Debt | BM | $20K | – | 0.00 |
| AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85 (Aircastle Limited) | Long | Debt | BM | $624K | – | 0.05 |
| AIRCASTLE LTD SR UNSECURED 144A 08/25 5.25 (Aircastle Limited) | Long | Debt | BM | $907K | – | 0.07 |
| ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/30 4.875 (Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)) | Long | Debt | US | $918K | – | 0.07 |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/29 3.5 (Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)) | Long | Debt | US | $140K | – | 0.01 |
| ALEXANDER FUND TRUST II SR SECURED 144A 07/28 7.467 (Alexander Funding Trust II) | Long | Debt | US | $125K | – | 0.01 |
| ALIBABA GROUP HOLDING SR UNSECURED 02/31 2.125 (Alibaba Group Holding Ltd.) | Long | Debt | KY | $165K | – | 0.01 |
| ALIBABA GROUP HOLDING SR UNSECURED 11/34 4.5 (Alibaba Group Holding Ltd.) | Long | Debt | KY | $250K | – | 0.02 |
| ALIMENTATION COUCHE TARD SR UNSECURED 144A 01/30 2.95 (Alimentation Couche-Tard Inc.) | Long | Debt | CA | $69K | – | 0.01 |
| ALLEGION PLC COMMON STOCK USD.01 | Long | Equity-common | IE | $454K | 4K | 0.03 |
| ALLY FINANCIAL INC COMMON STOCK USD.1 (Ally Financial Inc.) | Long | Equity-common | US | $525K | 13K | 0.04 |
| ALLY FINANCIAL INC SR UNSECURED 06/29 VAR (Ally Financial Inc.) | Long | Debt | US | $595K | – | 0.04 |
| ALPHABET INC CL C COMMON STOCK USD.001 (Alphabet Inc.) | Long | Equity-common | US | $28M | 151K | 2.03 |
| ALTRIA GROUP INC COMMON STOCK USD.333 (Altria Group, Inc.) | Long | Equity-common | US | $3M | 55K | 0.18 |
| ALTRIA GROUP INC COMPANY GUAR 05/30 3.4 (Altria Group, Inc.) | Long | Debt | US | $2M | – | 0.13 |
| AMAZON.COM INC COMMON STOCK USD.01 (Amazon.com, Inc.) | Long | Equity-common | US | $21M | 111K | 1.58 |
| AMCOR PLC COMMON STOCK USD.01 | Long | Equity-common | JE | $528K | 54K | 0.04 |
| AMDOCS LTD COMMON STOCK GBP.0001 (Amdocs Limited) | Long | Equity-common | GG | $2M | 30K | 0.17 |
| AMEREN CORP SR UNSECURED 01/31 3.5 (Ameren Corp.) | Long | Debt | US | $603K | – | 0.04 |
| AMEREN CORPORATION COMMON STOCK USD.01 (Ameren Corp.) | Long | Equity-common | US | $663K | 9K | 0.05 |
| AMERICAN AIRLINES GROUP INC COMMON STOCK | Long | Equity-common | US | $354K | 31K | 0.03 |
| AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 (American Electric Power Co, Inc.) | Long | Equity-common | US | $3M | 34K | 0.22 |
| AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR (American Electric Power Co, Inc.) | Long | Debt | US | $438K | – | 0.03 |
| AMERICAN EXPRESS CO SR UNSECURED 02/28 VAR (American Express Company) | Long | Debt | US | $1M | – | 0.09 |
| AMERICAN FINANCIAL GROUP INC COMMON STOCK (American Financial Group, Inc.) | Long | Equity-common | US | $972K | 8K | 0.07 |
| AMERICAN TOWER CORP SR UNSECURED 03/27 3.65 (American Tower Corporation) | Long | Debt | US | $72K | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (American Tower Corporation) | Long | Debt | US | $1M | – | 0.10 |
| AMERICAN WATER CAPITAL C SR UNSECURED 05/30 2.8 (American Water Capital Corp) | Long | Debt | US | $882K | – | 0.06 |
| AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 (Ameriprise Financial, Inc.) | Long | Equity-common | US | $1M | 3K | 0.10 |
| AMERISOURCEBERGEN CORP COMMON STOCK USD.01 (Cencora Inc) | Long | Equity-common | US | $2M | 7K | 0.12 |
| AMETEK INC COMMON STOCK USD.01 (Ametek, Inc.) | Long | Equity-common | US | $1M | 9K | 0.11 |
| AMGEN INC SR UNSECURED 02/32 3.35 (Amgen Inc.) | Long | Debt | US | $141K | – | 0.01 |
| AMPHENOL CORP CL A COMMON STOCK USD.001 (Amphenol Corporation) | Long | Equity-common | US | $1M | 19K | 0.09 |
| ANALOG DEVICES INC COMMON STOCK USD.167 (Analog Devices Inc.) | Long | Equity-common | US | $2M | 9K | 0.14 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75 (AngloGold Ashanti Holdings PLC) | Long | Debt | IM | $503K | – | 0.04 |
| APACHE CORP SR UNSECURED 01/30 4.25 (APA Corp.) | Long | Debt | US | $2M | – | 0.13 |
| APPLE INC COMMON STOCK USD.00001 (Apple Inc.) | Long | Equity-common | US | $11M | 51K | 0.80 |
| APPLE INC SR UNSECURED 08/30 1.25 (Apple Inc.) | Long | Debt | US | $876K | – | 0.06 |
| APPLE INC SR UNSECURED 08/62 4.1 (Apple Inc.) | Long | Debt | US | $536K | – | 0.04 |
| APPLIED MATERIALS INC COMMON STOCK USD.01 (Applied Materials Inc.) | Long | Equity-common | US | $2M | 8K | 0.15 |
| ARCHER DANIELS MIDLAND CO COMMON STOCK (Archer-Daniels-Midland Company) | Long | Equity-common | US | $859K | 14K | 0.06 |
| AREIT CRE TRUST 11/24 1 (AREIT 2022-CRE6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $403K | – | 0.03 |
| ARES MANAGEMENT CORP A COMMON STOCK (Ares Management Corporation) | Long | Equity-common | US | $1M | 9K | 0.09 |
| ARGENTUM (SWISS RE LTD) SUBORDINATED REGS 08/50 VAR (Argentum Netherlands B.V.) | Long | Debt | NL | $1M | – | 0.11 |
| ARISTA NETWORKS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $7M | 20K | 0.53 |
| ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2024 1A A 144A (ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $223K | – | 0.02 |
| ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 (ASML Holding N.V.) | Long | Equity-common | NL | $3M | 3K | 0.22 |
| ASSURANT INC COMMON STOCK USD.01 (Assurant Inc.) | Long | Equity-common | US | $448K | 3K | 0.03 |
| AT+T INC COMMON STOCK USD1.0 (AT&T Inc) | Long | Equity-common | US | $2M | 81K | 0.11 |
| AT+T INC SR UNSECURED 02/32 2.25 (AT&T Inc) | Long | Debt | US | $14K | – | 0.00 |
| AT+T INC SR UNSECURED 02/34 5.4 (AT&T Inc) | Long | Debt | US | $392K | – | 0.03 |
| AT+T INC SR UNSECURED 05/35 4.5 (AT&T Inc) | Long | Debt | US | $258K | – | 0.02 |
| AT+T INC SR UNSECURED 12/33 2.55 (AT&T Inc) | Long | Debt | US | $222K | – | 0.02 |
| ATALAYA EQUIPMENT LEASING FUND AELF 2021 1A C 144A (ATALAYA EQUIPMENT LEASING TRUST 2021-1) | Long | ABS-other | US | $294K | – | 0.02 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/29 2.717 | Long | Debt | US | $131K | – | 0.01 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583 | Long | Debt | US | $64K | – | 0.00 |
| ATHENE GLOBAL FUNDING SECURED 144A 08/28 1.985 | Long | Debt | US | $341K | – | 0.03 |
| ATHENE GLOBAL FUNDING SECURED 144A 11/30 2.55 | Long | Debt | US | $68K | – | 0.01 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $704K | – | 0.05 |
| AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 (Automatic Data Processing, Inc.) | Long | Equity-common | US | $2M | 9K | 0.16 |
| AUTOZONE INC COMMON STOCK USD.01 (Autozone, Inc.) | Long | Equity-common | US | $4M | 1K | 0.28 |
| AVANTOR INC COMMON STOCK USD.01 | Long | Equity-common | US | $582K | 27K | 0.04 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 01/26 1.95 (Aviation Capital Group LLC) | Long | Debt | US | $170K | – | 0.01 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375 (Aviation Capital Group LLC) | Long | Debt | US | $11K | – | 0.00 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 (Aviation Capital Group LLC) | Long | Debt | US | $3K | – | 0.00 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95 (Aviation Capital Group LLC) | Long | Debt | US | $2M | – | 0.14 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875 (Aviation Capital Group LLC) | Long | Debt | US | $56K | – | 0.00 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5 (Aviation Capital Group LLC) | Long | Debt | US | $37K | – | 0.00 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (Aviation Capital Group LLC) | Long | Debt | US | $114K | – | 0.01 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 5A B 144A (Avis Budget Rental Car Funding AESOP LLC) | Long | ABS-other | US | $467K | – | 0.03 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 2A A2 144A (AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC) | Long | ABS-other | US | $260K | – | 0.02 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A D 144A (BAIN CAPITAL CREDIT CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $247K | – | 0.02 |
| BAKER HUGHES CO COMMON STOCK USD.0001 (Baker Hughes Company) | Long | Equity-common | US | $823K | 23K | 0.06 |
| BALBOA BAY LOAN FUNDING LTD BOBA 2020 1A AR 144A (Balboa Bay Ln Fdg 2020-1 Llc / Balboa Bay Ln Fdg 2020-1 Ltd) | Long | ABS-other | US | $1M | – | 0.11 |
| BALL CORP COMMON STOCK (Ball Corporation) | Long | Equity-common | US | $615K | 10K | 0.05 |
| BALLYROCK LTD BALLY 2021 17A A1A 144A (BALLYROCK CLO 17 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| BALLYROCK LTD BALLY 2021 17A C 144A (BALLYROCK CLO 17 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.02 |
| BALLYROCK LTD BALLY 2021 1A C 144A (BALLYROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.02 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (Banco Bilbao Vizcaya Argentaria, S.A.) | Long | Debt | ES | $201K | – | 0.01 |
| BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR (Banco Bilbao Vizcaya Argentaria, S.A.) | Long | Debt | ES | $218K | – | 0.02 |
| BANCO DE CREDITO DEL PER SUBORDINATED 144A 07/30 VAR (Banco de Credito del Peru) | Long | Debt | PE | $235K | – | 0.02 |
| BANCO SANTANDER SA JR SUBORDINA 12/99 VAR (Banco Santander, S.A.) | Long | Debt | ES | $443K | – | 0.03 |
| BANCO SANTANDER SA SR UNSECURED 03/28 VAR (Banco Santander, S.A.) | Long | Debt | ES | $2M | – | 0.13 |
| BANK OF AMERICA CORP COMMON STOCK USD.01 (Bank of America Corp.) | Long | Equity-common | US | $2M | 56K | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 02/33 VAR (Bank of America Corp.) | Long | Debt | US | $24K | – | 0.00 |
| BANK OF AMERICA CORP SR UNSECURED 03/29 VAR (Bank of America Corp.) | Long | Debt | US | $169K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 04/31 VAR (Bank of America Corp.) | Long | Debt | US | $1M | – | 0.09 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR (Bank of Ireland Group PLC) | Long | Debt | IE | $279K | – | 0.02 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR (Bank of Ireland Group PLC) | Long | Debt | IE | $356K | – | 0.03 |
| BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 (The Bank of New York Mellon Corp.) | Long | Equity-common | US | $2M | 26K | 0.11 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 BID A 144A (BBCMS MORTGAGE TRUST) | Long | ABS-other | US | $301K | – | 0.02 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $275K | – | 0.02 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $464K | – | 0.03 |
| BAT CAPITAL CORP COMPANY GUAR 03/28 2.259 (B.A.T. Capital Corporation) | Long | Debt | US | $1M | – | 0.07 |
| BATH + BODY WORKS INC COMPANY GUAR 144A 10/30 6.625 (Bath & Body Works Inc) | Long | Debt | US | $998K | – | 0.07 |
| BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 (Baxter International, Inc.) | Long | Equity-common | US | $514K | 15K | 0.04 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $285K | – | 0.02 |
| BECTON DICKINSON AND CO COMMON STOCK USD1.0 (Becton, Dickinson and Company) | Long | Equity-common | US | $2M | 8K | 0.13 |
| BELLEMEADE RE LT BMIR 2021 3A A2 144A (BELLEMEADE RE 2021-3 LTD) | Long | ABS-other | BM | $286K | – | 0.02 |
| BELLEMEADE RE LT BMIR 2022 1 M1C 144A (BELLEMEADE RE 2022-1 LTD) | Long | ABS-other | US | $336K | – | 0.02 |
| BELLEMEADE RE LT BMIR 2022 2 M1A 144A (BELLEMEADE RE 2022-2 LTD) | Long | ABS-other | US | $984K | – | 0.07 |
| BENTLEY SYSTEMS INC CLASS B COMMON STOCK USD.01 (Bentley Systems Incorporated) | Long | Equity-common | US | $470K | 10K | 0.03 |
| BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 (Berkshire Hathaway Inc.) | Long | Equity-common | US | $5M | 12K | 0.37 |
| BEST BUY CO INC COMMON STOCK USD.1 (Best Buy Inc) | Long | Equity-common | US | $611K | 7K | 0.04 |
| BFLD TRUST BFLD 2021 FPM A 144A (BFLD 2021-FPM MORTGAGE TRUST) | Long | ABS-other | US | $462K | – | 0.03 |
| BIOGEN INC COMMON STOCK USD.0005 | Long | Equity-common | US | $924K | 4K | 0.07 |
| BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 (BJ Wholesale Club Holdings Inc) | Long | Equity-common | US | $761K | 9K | 0.06 |
| BLOCK INC SR UNSECURED 144A 05/32 6.5 | Long | Debt | US | $376K | – | 0.03 |
| BNP PARIBAS JR SUBORDINA REGS 12/49 VAR (BNP Paribas SA) | Long | Debt | FR | $200K | – | 0.01 |
| BNP PARIBAS JR SUBORDINA REGS 12/99 VAR (BNP Paribas SA) | Long | Debt | FR | $183K | – | 0.01 |
| BNP PARIBAS SR UNSECURED 144A 01/31 VAR (BNP Paribas SA) | Long | Debt | FR | $292K | – | 0.02 |
| BNP PARIBAS SR UNSECURED 144A 11/25 VAR (BNP Paribas SA) | Long | Debt | FR | $2M | – | 0.16 |
| BOEING CO SR UNSECURED 02/28 3.25 (The Boeing Company) | Long | Debt | US | $137K | – | 0.01 |
| BOEING CO SR UNSECURED 02/31 3.625 (The Boeing Company) | Long | Debt | US | $159K | – | 0.01 |
| BOEING CO SR UNSECURED 05/30 5.15 (The Boeing Company) | Long | Debt | US | $156K | – | 0.01 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (The Boeing Company) | Long | Debt | US | $256K | – | 0.02 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (The Boeing Company) | Long | Debt | US | $373K | – | 0.03 |
| BOOKING HOLDINGS INC COMMON STOCK USD.008 | Long | Equity-common | US | $4M | 905 | 0.26 |
| BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625 | Long | Debt | US | $1M | – | 0.09 |
| BOSTON PROPERTIES INC REIT USD.01 (Boston Properties, Inc.) | Long | Equity-common | US | $575K | 9K | 0.04 |
| BP CAP MARKETS AMERICA COMPANY GUAR 06/51 2.939 (BP Capital Markets America, Inc.) | Long | Debt | US | $846K | – | 0.06 |
| BP CAP MARKETS AMERICA COMPANY GUAR 11/27 5.017 (BP Capital Markets America, Inc.) | Long | Debt | US | $560K | – | 0.04 |
| BPCE SA SUBORDINATED 144A 01/35 VAR | Long | Debt | FR | $1M | – | 0.09 |
| BRASKEM NETHERLANDS COMPANY GUAR REGS 01/28 4.5 (Braskem Netherlands Finance B V) | Long | Debt | NL | $788K | – | 0.06 |
| BREX INC BREX 2024 1 A1 144A (BREX COMMERCIAL CHARGE CARD MASTER TRUST) | Long | ABS-other | US | $744K | – | 0.05 |
| BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 (Bristol-Myers Squibb Company) | Long | Equity-common | US | $2M | 45K | 0.14 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 07/29 3.4 (Bristol-Myers Squibb Company) | Long | Debt | US | $581K | – | 0.04 |
| BROADCOM INC COMMON STOCK | Long | Equity-common | US | $11M | 7K | 0.82 |
| BROADCOM INC SR UNSECURED 144A 04/29 4 | Long | Debt | US | $34K | – | 0.00 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $169K | – | 0.01 |
| BUNGE GLOBAL SA COMMON STOCK USD.01 | Long | Equity-common | CH | $553K | 5K | 0.04 |
| BURLINGTON STORES INC COMMON STOCK USD.0001 (Burlington Stores Inc.) | Long | Equity-common | US | $682K | 3K | 0.05 |
| BX TRUST BX 2019 IMC E 144A | Long | ABS-other | US | $313K | – | 0.02 |
| CADENCE DESIGN SYS INC COMMON STOCK USD.01 (Cadence Design Systems, Inc.) | Long | Equity-common | US | $2M | 8K | 0.18 |
| CAESARS ENTERTAIN INC SR SECURED 144A 02/30 7 (Caesars Entertainment Inc New) | Long | Debt | US | $240K | – | 0.02 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR (Caixabank S.A.) | Long | Debt | ES | $468K | – | 0.03 |
| CAIXABANK SA SR UNSECURED 144A 09/27 VAR (Caixabank S.A.) | Long | Debt | ES | $709K | – | 0.05 |
| CAJUN GLOBAL LLC CAJUN 2021 1 A2 144A (Cajun Global Llc / Cajun Funding Corp / Cajun Restaurants Llc / Cajun Realty) | Long | ABS-other | US | $55K | – | 0.00 |
| CAMDEN PROPERTY TRUST REIT USD.01 | Long | Equity-common | US | $671K | 6K | 0.05 |
| CAMPBELL SOUP CO SR UNSECURED 03/25 3.95 (Campbell Soup Company) | Long | Debt | US | $112K | – | 0.01 |
| CANADIAN NATL RESOURCES SR UNSECURED 02/35 5.85 (Canadian Natural Resources Limited) | Long | Debt | CA | $853K | – | 0.06 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 03/30 VAR (Capital One Financial Corp.) | Long | Debt | US | $1M | – | 0.11 |
| CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 (Capital One Financial Corp.) | Long | Equity-common | US | $2M | 15K | 0.16 |
| CARDINAL HEALTH INC COMMON STOCK (Cardinal Health, Inc.) | Long | Equity-common | US | $536K | 5K | 0.04 |
| CARGILL INC SR UNSECURED 144A 04/30 2.125 (Cargill Inc.) | Long | Debt | US | $1M | – | 0.08 |
| CARRIER GLOBAL CORP COMMON STOCK USD.01 (Carrier Global Corporation) | Long | Equity-common | US | $2M | 30K | 0.14 |
| CARRIER GLOBAL CORP SR UNSECURED 02/25 2.242 (Carrier Global Corporation) | Long | Debt | US | $21K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 (Carrier Global Corporation) | Long | Debt | US | $24K | – | 0.00 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N3 C | Long | ABS-other | US | $24K | – | 0.00 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 D (CARVANA AUTO RECEIVABLES TRUST 2021-N4) | Long | ABS-other | US | $67K | – | 0.00 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $775K | – | 0.06 |
| CBOE GLOBAL MARKETS INC COMMON STOCK | Long | Equity-common | US | $1M | 9K | 0.11 |
| CBRE GROUP INC A COMMON STOCK USD.01 (CBRE Group Inc.) | Long | Equity-common | US | $1M | 15K | 0.10 |
| CDW LLC/CDW FINANCE COMPANY GUAR 04/28 4.25 (CDW LLC / CDW Finance Corp) | Long | Debt | US | $1M | – | 0.08 |
| CEDAR FAIR/CAN/MAGNUM/MI COMPANY GUAR 04/27 5.375 (Cedar Fair LP/ Canada's Wonderland Company/ Magnum Management Corporation/ Millennium Operations LLC) | Long | Debt | US | $991K | – | 0.07 |
| CELANESE CORP COMMON STOCK USD.0001 (Celanese Corporation) | Long | Equity-common | US | $434K | 3K | 0.03 |
| CELANESE US HOLDINGS LLC COMPANY GUAR 11/28 6.35 | Long | Debt | US | $124K | – | 0.01 |
| CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 6.55 | Long | Debt | US | $304K | – | 0.02 |
| CELSIUS HOLDINGS INC COMMON STOCK USD.001 (Celsius Holdings Inc.) | Long | Equity-common | US | $1M | 24K | 0.10 |
| CENCOSUD SA CENCOSUD SA (Cencosud S.A.) | Long | Debt | CL | $236K | – | 0.02 |
| CENTENE CORP COMMON STOCK USD.001 (Centene Corporation) | Long | Equity-common | US | $653K | 10K | 0.05 |
| CENTENE CORP SR UNSECURED 02/30 3.375 (Centene Corporation) | Long | Debt | US | $188K | – | 0.01 |
| CENTENE CORP SR UNSECURED 12/29 4.625 (Centene Corporation) | Long | Debt | US | $356K | – | 0.03 |
| CENTERPOINT ENERGY INC COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 72K | 0.16 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (The Charles Schwab Corporation) | Long | Debt | US | $427K | – | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/29 5.05 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $499K | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $837K | – | 0.06 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $57K | – | 0.00 |
| CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 (Charter Communications, Inc.) | Long | Equity-common | US | $498K | 2K | 0.04 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (Cheniere Corpus Christi Holdings, LLC) | Long | Debt | US | $515K | – | 0.04 |
| CHENIERE ENERGY INC COMMON STOCK USD.003 | Long | Equity-common | US | $551K | 3K | 0.04 |
| CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 (Chesapeake Energy Corporation) | Long | Equity-common | US | $489K | 6K | 0.04 |
| CHEVRON CORP COMMON STOCK USD.75 (Chevron Corp.) | Long | Equity-common | US | $3M | 19K | 0.21 |
| CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 | Long | Equity-common | US | $4M | 61K | 0.28 |
| CIFC FUNDING LTD CIFC 2020 4A A 144A (CIFC FUNDING 2020-IV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.02 |
| CIGNA CORP COMMON STOCK USD.01 (The Cigna Group) | Long | Equity-common | US | $4M | 13K | 0.31 |
| CIGNA CORP SR UNSECURED 03/40 3.2 (The Cigna Group) | Long | Debt | US | $38K | – | 0.00 |
| CIGNA CORP SR UNSECURED 03/50 3.4 (The Cigna Group) | Long | Debt | US | $53K | – | 0.00 |
| CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 (Cincinnati Financial Corporation) | Long | Equity-common | US | $510K | 4K | 0.04 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 (Cisco Systems, Inc.) | Long | Equity-common | US | $3M | 64K | 0.22 |
| CITIGROUP INC JR SUBORDINA 12/49 VAR (Citigroup Inc.) | Long | Debt | US | $141K | – | 0.01 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR (Citigroup Inc.) | Long | Debt | US | $97K | – | 0.01 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR (Citigroup Inc.) | Long | Debt | US | $16K | – | 0.00 |
| CITIGROUP INC SR UNSECURED 04/29 VAR (Citigroup Inc.) | Long | Debt | US | $203K | – | 0.01 |
| CITIGROUP INC SR UNSECURED 05/32 VAR (Citigroup Inc.) | Long | Debt | US | $1M | – | 0.09 |
| CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 (Citizens Financial Group Inc) | Long | Equity-common | US | $562K | 16K | 0.04 |
| CKE RESTAURANTS HOLDINGS INC HNGRY 2020 1A A2 144A (CKE Restaurants, Inc.) | Long | ABS-other | US | $118K | – | 0.01 |
| CLEVELAND CLIFFS INC COMMON STOCK USD.125 (Cleveland-Cliffs Inc) | Long | Equity-common | US | $362K | 24K | 0.03 |
| CLOVERIE PLC ZURICH INS SUBORDINATED REGS 06/46 VAR | Long | Debt | IE | $1M | – | 0.08 |
| CME GROUP INC COMMON STOCK USD.01 (CME Group Inc.) | Long | Equity-common | US | $2M | 9K | 0.13 |
| CNH EQUIPMENT TRUST CNH 2022 C A2 (CNH EQUIPMENT TRUST 2022-C) | Long | ABS-other | US | $306K | – | 0.02 |
| CNH INDUSTRIAL CAP LLC COMPANY GUAR 04/29 5.1 (CNH Industrial Capital LLC) | Long | Debt | US | $731K | – | 0.05 |
| CNH INDUSTRIAL NV COMMON STOCK EUR.01 (CNH Industrial N.V.) | Long | Equity-common | NL | $415K | 41K | 0.03 |
| COCA COLA CO/THE COMMON STOCK USD.25 (The Coca-Cola Company) | Long | Equity-common | US | $3M | 48K | 0.23 |
| COCA COLA CO/THE SR UNSECURED 03/27 3.375 (The Coca-Cola Company) | Long | Debt | US | $1M | – | 0.10 |
| COCA COLA CO/THE SR UNSECURED 03/30 3.45 (The Coca-Cola Company) | Long | Debt | US | $170K | – | 0.01 |
| CODELCO INC SR UNSECURED REGS 01/36 6.44 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $966K | – | 0.07 |
| COLGATE PALMOLIVE CO COMMON STOCK USD1.0 (Colgate-Palmolive Co.) | Long | Equity-common | US | $1M | 13K | 0.09 |
| COLLEGE AVE STUDENT LOANS CASL 2021 C C 144A (COLLEGE AVENUE STUDENT LOANS 2021-C LLC) | Long | ABS-other | US | $121K | – | 0.01 |
| COMCAST CORP CLASS A COMMON STOCK USD.01 (Comcast Corporation) | Long | Equity-common | US | $4M | 105K | 0.30 |
| COMISION FEDERAL DE ELEC COMPANY GUAR 144A 05/29 4.688 (Comision Federal de Electricidad) | Long | Debt | MX | $207K | – | 0.02 |
| COMM MORTGAGE TRUST COMM 2015 LC23 C (Commercial Mortgage Trust 2015-LC23) | Long | ABS-other | US | $95K | – | 0.01 |
| COMPASS GROUP PLC SPON ADR ADR | Long | Equity-common | GB | $2M | 83K | 0.17 |
| CONAGRA BRANDS INC COMMON STOCK USD5.0 | Long | Equity-common | US | $495K | 17K | 0.04 |
| CONN FUNDING II, L.P CONN 2024 A A 144A (CONN'S RECEIVABLES FUNDING 2024-A, LLC) | Long | ABS-other | US | $215K | – | 0.02 |
| CONSOLIDATED EDISON INC COMMON STOCK USD.1 (Consolidated Edison, Inc.) | Long | Equity-common | US | $1M | 15K | 0.10 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75 (Continental Resources, Inc.) | Long | Debt | US | $1M | – | 0.08 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 04/32 2.875 (Continental Resources, Inc.) | Long | Debt | US | $528K | – | 0.04 |
| CONTRA ABIOMED INC COMMON STOCK (Abiomed Inc) | Long | Equity-common | US | $4K | 4K | 0.00 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/29 VAR (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $1M | – | 0.08 |
| COPART INC COMMON STOCK | Long | Equity-common | US | $6M | 111K | 0.44 |
| CORPAY INC COMMON STOCK USD.001 | Long | Equity-common | US | $1M | 4K | 0.09 |
| COSTAR GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 15K | 0.08 |
| COSTCO WHOLESALE CORP COMMON STOCK USD.005 (Costco Wholesale Corporation) | Long | Equity-common | US | $9M | 10K | 0.63 |
| COUPANG INC COMMON STOCK USD.0001 (Coupang Inc.) | Long | Equity-common | US | $652K | 31K | 0.05 |
| COX COMMUNICATIONS INC COMPANY GUAR 144A 06/33 5.7 (Cox Communications, Inc.) | Long | Debt | US | $280K | – | 0.02 |
| CPS AUTO TRUST CPS 2021 C D 144A (CPS Auto Receivables Trust 2021-C) | Long | ABS-other | US | $184K | – | 0.01 |
| CPS AUTO TRUST CPS 2022 D A 144A (CPS AUTO RECEIVABLES TRUST 2022-D) | Long | ABS-other | US | $204K | – | 0.02 |
| CPS AUTO TRUST CPS 2023 A A 144A (CPS AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $50K | – | 0.00 |
| CREDIT AGRICOLE SA SUBORDINATED 144A 01/35 VAR (Credit Agricole S.A.) | Long | Debt | FR | $973K | – | 0.07 |
| CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/26 VAR (UBS Group AG) | Long | Debt | CH | $1M | – | 0.10 |
| CREDIT SUISSE GROUP AG SR UNSECURED 144A 07/26 VAR (UBS Group AG) | Long | Debt | CH | $757K | – | 0.06 |
| CROWDSTRIKE HOLDINGS INC A COMMON STOCK | Long | Equity-common | US | $3M | 7K | 0.19 |
| CROWN CASTLE INC REIT USD.01 (Crown Castle Inc.) | Long | Equity-common | US | $800K | 8K | 0.06 |
| CROWN CASTLE INC SR UNSECURED 03/34 5.8 (Crown Castle Inc.) | Long | Debt | US | $282K | – | 0.02 |
| CROWN CASTLE INC SR UNSECURED 06/29 5.6 (Crown Castle Inc.) | Long | Debt | US | $266K | – | 0.02 |
| CSN RESOURCES SA COMPANY GUAR REGS 04/32 5.875 (CSN Resources S.A.) | Long | Debt | LU | $653K | – | 0.05 |
| CSX CORP COMMON STOCK USD1.0 (CSX Corporation) | Long | Equity-common | US | $2M | 48K | 0.12 |
| CUMMINS INC SR UNSECURED 02/34 5.15 (Cummins Inc.) | Long | Debt | US | $1M | – | 0.09 |
| CVS HEALTH CORP COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 27K | 0.12 |
| CVS HEALTH CORP SR UNSECURED 06/34 5.7 | Long | Debt | US | $810K | – | 0.06 |
| CVS HEALTH CORP SR UNSECURED 08/26 3 | Long | Debt | US | $31K | – | 0.00 |
| DANSKE BANK A/S SR UNSECURED 144A 04/28 4.298 | Long | Debt | DK | $2M | – | 0.13 |
| DEERE + CO COMMON STOCK USD1.0 (Deere & Company) | Long | Equity-common | US | $2M | 5K | 0.14 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/25 4.5 (Skymiles IP Ltd. & Delta Air Lines Inc.) | Long | Debt | KY | $424K | – | 0.03 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (Skymiles IP Ltd. & Delta Air Lines Inc.) | Long | Debt | KY | $152K | – | 0.01 |
| DEUTSCHE BANK NY SR UNSECURED 01/28 VAR (Deutsche Bank AG New York Branch) | Long | Debt | DE | $189K | – | 0.01 |
| DEUTSCHE BANK NY SR UNSECURED 07/26 VAR (Deutsche Bank AG New York Branch) | Long | Debt | DE | $256K | – | 0.02 |
| DEUTSCHE BANK NY SR UNSECURED 07/27 VAR (Deutsche Bank AG New York Branch) | Long | Debt | DE | $406K | – | 0.03 |
| DEVON ENERGY CORP COMMON STOCK USD.1 (Devon Energy Corporation) | Long | Equity-common | US | $739K | 16K | 0.05 |
| DEVON ENERGY CORPORATION SR UNSECURED 07/41 5.6 | Long | Debt | US | $181K | – | 0.01 |
| DEXT ABS DEXT 2021 1 C 144A (DEXT ABS 2021-1 LLC) | Long | ABS-other | US | $251K | – | 0.02 |
| DEXT ABS DEXT 2021 1 D 144A (DEXT ABS 2021-1 LLC) | Long | ABS-other | US | $123K | – | 0.01 |
| DH EUROPE FINANCE II COMPANY GUAR 11/24 2.2 (DH Europe Finance II SARL) | Long | Debt | LU | $127K | – | 0.01 |
| DH EUROPE FINANCE II COMPANY GUAR 11/29 2.6 (DH Europe Finance II SARL) | Long | Debt | LU | $63K | – | 0.00 |
| DIAMOND ISSUER LLC SHINE 2021 1A B 144A | Long | ABS-other | US | $234K | – | 0.02 |
| DISCOVERY COMMUNICATIONS COMPANY GUAR 05/49 5.3 (Discovery Communications, LLC) | Long | Debt | US | $27K | – | 0.00 |
| DISCOVERY COMMUNICATIONS COMPANY GUAR 09/47 5.2 (Discovery Communications, LLC) | Long | Debt | US | $58K | – | 0.00 |
| DISH DBS CORP SR SECURED 144A 12/26 5.25 (DISH DBS Corporation) | Long | Debt | US | $805K | – | 0.06 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS Corporation) | Long | Debt | US | $110K | – | 0.01 |
| DOCUSIGN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $491K | 9K | 0.04 |
| DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 (Dolby Laboratories Inc.) | Long | Equity-common | US | $2M | 20K | 0.12 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875 | Long | Debt | DO | $224K | – | 0.02 |
| DOMINION ENERGY INC COMMON STOCK | Long | Equity-common | US | $1M | 29K | 0.10 |
| DT AUTO OWNER TRUST DTAOT 2023 1A A 144A (DT AUTO OWNER TRUST 2023-1) | Long | ABS-other | US | $208K | – | 0.02 |
| DUKE ENERGY CAROLINAS NC SR SECURED 07/41 2.617 (Duke Energy Carolinas Nc Storm Funding LLC) | Long | Debt | US | $155K | – | 0.01 |
| DYNATRACE INC COMMON STOCK USD.001 | Long | Equity-common | US | $442K | 10K | 0.03 |
| EASTMAN CHEMICAL CO COMMON STOCK USD.01 (Eastman Chemical Company) | Long | Equity-common | US | $551K | 6K | 0.04 |
| EATON CORP PLC COMMON STOCK USD.01 (Eaton Corporation PLC) | Long | Equity-common | IE | $867K | 3K | 0.06 |
| EBAY INC COMMON STOCK USD.001 (eBay Inc.) | Long | Equity-common | US | $665K | 12K | 0.05 |
| ECOPETROL SA SR UNSECURED 01/29 8.625 (Ecopetrol S.A.) | Long | Debt | CO | $605K | – | 0.04 |
| EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 (Edwards Lifesciences Corporation) | Long | Equity-common | US | $6M | 65K | 0.44 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $275K | – | 0.02 |
| ELECTRONIC ARTS INC COMMON STOCK USD.01 (Electronic Arts Inc.) | Long | Equity-common | US | $3M | 19K | 0.20 |
| ELI LILLY + CO COMMON STOCK (Eli Lilly & Co.) | Long | Equity-common | US | $12M | 13K | 0.85 |
| ELMWOOD CLO 15 LTD ELM15 2022 2A A1 144A (Elmwood CLO 15 LTD / LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| ELMWOOD CLO IX LTD ELMW9 2021 2A D 144A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.02 |
| ENA MASTER TRUST SR SECURED 144A 05/48 4 | Long | Debt | PA | $144K | – | 0.01 |
| ENEL CHILE SA SR UNSECURED 06/28 4.875 (Enel Chile S.A.) | Long | Debt | CL | $665K | – | 0.05 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/34 5.5 (ENEL Finance International N.V.) | Long | Debt | NL | $278K | – | 0.02 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/32 7.5 (ENEL Finance International N.V.) | Long | Debt | NL | $885K | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 09/34 5.6 | Long | Debt | US | $1M | – | 0.09 |
| ENGIE ENERGIA CHILE SA SR UNSECURED 144A 04/34 6.375 | Long | Debt | CL | $203K | – | 0.01 |
| ENGIE ENERGIA CHILE SA SR UNSECURED REGS 01/30 3.4 | Long | Debt | CL | $586K | – | 0.04 |
| ENTEGRIS ESCROW CORP SR SECURED 144A 04/29 4.75 (Entegris Escrow Corp.) | Long | Debt | US | $200K | – | 0.01 |
| ENTEGRIS INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 8K | 0.08 |
| ENTERGY CORP COMMON STOCK USD.01 (Entergy Corporation) | Long | Equity-common | US | $1M | 12K | 0.10 |
| ENTERPRISE FLEET FINANCING LLC EFF 2023 2 A2 144A (ENTERPRISE FLEET FINANCING 2023-2 LLC) | Long | ABS-other | US | $865K | – | 0.06 |
| EOG RESOURCES INC COMMON STOCK USD.01 (EOG Resources Inc.) | Long | Equity-common | US | $1M | 10K | 0.09 |
| EQT CORP SR UNSECURED 144A 05/31 3.625 (EQT Corporation) | Long | Debt | US | $1M | – | 0.08 |
| EQUIFAX INC SR UNSECURED 05/30 3.1 (Equifax Inc.) | Long | Debt | US | $214K | – | 0.02 |
| EQUIFAX INC SR UNSECURED 12/24 2.6 (Equifax Inc.) | Long | Debt | US | $1M | – | 0.08 |
| EQUIFAX INC SR UNSECURED 12/25 2.6 (Equifax Inc.) | Long | Debt | US | $141K | – | 0.01 |
| EQUINIX INC SR UNSECURED 11/29 3.2 (Equinix, Inc.) | Long | Debt | US | $2M | – | 0.11 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 05/28 4.6 | Long | Debt | US | $301K | – | 0.02 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 05/33 4.9 | Long | Debt | US | $696K | – | 0.05 |
| EVEREST RE GROUP LTD COMMON STOCK USD.01 (Everest Group Ltd) | Long | Equity-common | BM | $3M | 8K | 0.21 |
| EVERGY INC COMMON STOCK | Long | Equity-common | US | $530K | 10K | 0.04 |
| EXPERIAN PLC SPONS ADR ADR | Long | Equity-common | JE | $2M | 42K | 0.14 |
| EXXON MOBIL CORP COMMON STOCK (Exxon Mobil Corp.) | Long | Equity-common | US | $4M | 32K | 0.27 |
| FACEBOOK INC CLASS A COMMON STOCK USD.000006 (Meta Platforms Inc) | Long | Equity-common | US | $18M | 36K | 1.32 |
| FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 (FactSet Research Systems Inc.) | Long | Equity-common | US | $1M | 3K | 0.08 |
| FANNIE MAE CAS CAS 2015 C04 1M2 (Federal National Mortgage Association) | Long | ABS-other | US | $44K | – | 0.00 |
| FANNIE MAE CAS CAS 2018 C05 1M2 (Federal National Mortgage Association) | Long | ABS-other | US | $539K | – | 0.04 |
| FANNIE MAE CAS CAS 2018 C06 1M2 (Federal National Mortgage Association) | Long | ABS-other | US | $108K | – | 0.01 |
| FANNIE MAE CAS CAS 2019 R04 2B1 144A (Connecticut Avenue Securities Trust 2019-R04) | Long | ABS-other | US | $773K | – | 0.06 |
| FANNIE MAE CAS CAS 2019 R06 2B1 144A (Connecticut Avenue Securities Trust 2019-R06) | Long | ABS-other | US | $894K | – | 0.07 |
| FANNIE MAE CAS CAS 2021 R01 1M2 144A (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $439K | – | 0.03 |
| FANNIE MAE CAS CAS 2021 R02 2B1 144A (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $218K | – | 0.02 |
| FANNIE MAE CAS CAS 2021 R02 2M2 144A (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $1M | – | 0.07 |
| FANNIE MAE CAS CAS 2021 R03 1M2 144A (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-other | US | $118K | – | 0.01 |
| FANNIE MAE CAS CAS 2022 R01 1B1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-other | US | $316K | – | 0.02 |
| FANNIE MAE CAS CAS 2022 R02 2M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-other | US | $154K | – | 0.01 |
| FANNIE MAE CAS CAS 2022 R02 2M2 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-other | US | $985K | – | 0.07 |
| FANNIE MAE CAS CAS 2022 R03 1M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-other | US | $886K | – | 0.07 |
| FANNIE MAE CAS CAS 2022 R03 1M2 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-other | US | $267K | – | 0.02 |
| FANNIE MAE CAS CAS 2022 R04 1M2 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-other | US | $66K | – | 0.00 |
| FANNIE MAE CAS CAS 2022 R05 2M2 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-other | US | $621K | – | 0.05 |
| FANNIE MAE CAS CAS 2022 R06 1M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R06) | Long | ABS-other | US | $1M | – | 0.07 |
| FANNIE MAE CAS CAS 2022 R07 1M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R07) | Long | ABS-other | US | $877K | – | 0.06 |
| FANNIE MAE CAS CAS 2022 R08 1M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2022-R08) | Long | ABS-other | US | $834K | – | 0.06 |
| FANNIE MAE CAS CAS 2023 R01 1M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2023-R01) | Long | ABS-other | US | $683K | – | 0.05 |
| FANNIE MAE CAS CAS 2023 R02 1M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2023-R02) | Long | ABS-other | US | $1M | – | 0.10 |
| FANNIE MAE CAS CAS 2023 R03 2M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2023-R03) | Long | ABS-other | US | $1M | – | 0.10 |
| FANNIE MAE CAS CAS 2023 R04 1M1 144A (CONNECTICUT AVENUE SECURITIES TRUST 2023-R04) | Long | ABS-other | US | $949K | – | 0.07 |
| FED HM LN PC POOL G60658 FG 07/46 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| FED HM LN PC POOL G61360 FG 03/48 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL G61737 FG 11/48 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FED HM LN PC POOL Q54793 FG 03/48 FIXED 4.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL Q55394 FG 04/48 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL QD8682 FR 03/52 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $526K | – | 0.04 |
| FED HM LN PC POOL QE0805 FR 04/52 FIXED 2.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $474K | – | 0.03 |
| FED HM LN PC POOL QE0808 FR 04/52 FIXED 2.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $511K | – | 0.04 |
| FED HM LN PC POOL QN0783 FR 10/34 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL QN0786 FR 10/34 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FED HM LN PC POOL QN0951 FR 11/34 FIXED 2.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FED HM LN PC POOL RA6963 FR 03/52 FIXED 2 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $747K | – | 0.05 |
| FED HM LN PC POOL SB0040 FR 12/33 FIXED 2.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| FED HM LN PC POOL SB0116 FR 11/34 FIXED 2.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL SD0932 FR 04/52 FIXED 2.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $519K | – | 0.04 |
| FED HM LN PC POOL SD8213 FR 05/52 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FED HM LN PC POOL ZA4718 FR 10/46 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FED HM LN PC POOL ZK8962 FR 09/32 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FED HM LN PC POOL ZK9009 FR 10/32 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL ZK9163 FR 01/33 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL ZM1434 FR 07/46 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL ZM4821 FR 11/47 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL ZM4939 FR 11/47 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FED HM LN PC POOL ZM5102 FR 12/47 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL ZM5228 FR 12/47 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL ZM5705 FR 02/48 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL ZM5707 FR 02/48 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL ZM5945 FR 03/48 FIXED 4 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL ZM6220 FR 04/48 FIXED 4 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL ZM6276 FR 04/48 FIXED 4 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL ZM6427 FR 05/48 FIXED 4 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FED HM LN PC POOL ZN2165 FR 12/48 FIXED 4.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL ZS4598 FR 01/45 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL ZS7403 FR 05/31 FIXED 3 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FED HM LN PC POOL ZS9830 FR 10/46 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FED HM LN PC POOL ZT0272 FR 02/47 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FED HM LN PC POOL ZT0337 FR 12/44 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL ZT0537 FR 03/48 FIXED 3.5 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FED HM LN PC POOL ZT1633 FR 03/47 FIXED 4 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDEX CORP COMMON STOCK USD.1 (FedEx Corporation) | Long | Equity-common | US | $2M | 7K | 0.16 |
| FERGUSON PLC COMMON STOCK GBP.1 | Long | Equity-common | JE | $709K | 4K | 0.05 |
| FERRARI NV COMMON STOCK EUR.01 (Ferrari N V) | Long | Equity-common | NL | $2M | 5K | 0.14 |
| FHF TRUST 2021 2 FHF 2021 2A A 144A (FHF TRUST 2021-2) | Long | ABS-other | US | $22K | – | 0.00 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A (FHF TRUST 2023-1) | Long | ABS-other | US | $299K | – | 0.02 |
| FIRST INDUSTRIAL REALTY TR REIT USD.01 (First Industrial Realty Trust, Inc.) | Long | Equity-common | US | $741K | 16K | 0.05 |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2022 2A A 144A (FIRST INVESTORS AUTO OWNER TRUST 2022-2) | Long | ABS-other | US | $308K | – | 0.02 |
| FISERV INC COMMON STOCK USD.01 (Fiserv Inc.) | Long | Equity-common | US | $3M | 23K | 0.25 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2023 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2023-1) | Long | ABS-other | US | $188K | – | 0.01 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2023 2 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2023-2) | Long | ABS-other | US | $394K | – | 0.03 |
| FLATIRON CLO LTD FLAT 2021 1A D 144A (Flatiron Clo 21 Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.02 |
| FLOWSERVE CORPORATION SR UNSECURED 01/32 2.8 | Long | Debt | US | $1M | – | 0.11 |
| FNMA POOL AL5310 FN 04/44 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL5887 FN 10/44 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL6542 FN 03/45 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AL6620 FN 08/42 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FNMA POOL AL6997 FN 11/42 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AL8855 FN 07/46 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AS7168 FN 05/46 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AS7587 FN 07/46 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FNMA POOL AS7822 FN 08/46 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNMA POOL AZ9203 FN 10/45 FIXED 3 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BA2885 FN 10/45 FIXED 3 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL BA4752 FN 01/46 FIXED 3 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BC1520 FN 08/46 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FNMA POOL BC2468 FN 03/46 FIXED 3 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FNMA POOL BC2488 FN 03/46 FIXED 3 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FNMA POOL BC9077 FN 12/46 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BH1902 FN 12/47 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BH3892 FN 08/47 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BH6940 FN 08/47 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BJ1692 FN 12/47 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL BJ1695 FN 12/47 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BJ4558 FN 01/48 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BJ4559 FN 01/48 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL BJ4566 FN 01/48 FIXED 4 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FNMA POOL BJ4567 FN 01/48 FIXED 4 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FNMA POOL BJ5170 FN 03/48 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BK1964 FN 03/48 FIXED 4 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BK1975 FN 03/48 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BK3211 FN 03/48 FIXED 4.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BK4157 FN 05/48 FIXED 4 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BM3282 FN 12/47 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BM3511 FN 02/46 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL BM3912 FN 03/47 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FNMA POOL BM4427 FN 04/48 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL BM4735 FN 04/48 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL BM4896 FN 02/47 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $562K | – | 0.04 |
| FNMA POOL BM5138 FN 11/48 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| FNMA POOL BM5334 FN 01/49 FIXED VAR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BN0012 FN 08/48 FIXED 4.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BO3223 FN 10/34 FIXED 3 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BO4725 FN 11/34 FIXED 2.5 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BO5957 FN 12/34 FIXED 3 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BO7717 FN 11/34 FIXED 3 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BU1240 FN 03/52 FIXED 3 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $817K | – | 0.06 |
| FNMA POOL BU1349 FN 02/52 FIXED 3 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $635K | – | 0.05 |
| FNMA POOL BU8919 FN 04/52 FIXED 2.5 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $507K | – | 0.04 |
| FNMA POOL BU8922 FN 04/52 FIXED 2.5 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $474K | – | 0.03 |
| FNMA POOL CA0108 FN 08/47 FIXED 3.5 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL CB1113 FN 07/51 FIXED 2 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $797K | – | 0.06 |
| FNMA POOL CB2538 FN 01/52 FIXED 2.5 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $516K | – | 0.04 |
| FNMA POOL CB3564 FN 05/52 FIXED 2.5 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $437K | – | 0.03 |
| FNMA POOL CB3565 FN 05/52 FIXED 2.5 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $346K | – | 0.03 |
| FNMA POOL FM0029 FN 09/46 FIXED VAR (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FNMA POOL FM1036 FN 05/43 FIXED VAR (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FNMA POOL FS0967 FN 03/52 FIXED VAR (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $567K | – | 0.04 |
| FNMA POOL MA3211 FN 12/47 FIXED 4 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL MA3239 FN 01/48 FIXED 4 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA4492 FN 12/51 FIXED 2 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $11M | – | 0.81 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.55 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2021 1 D 144A | Long | ABS-other | US | $213K | – | 0.02 |
| FORD MOTOR CO COMMON STOCK USD.01 (Ford Motor Company) | Long | Equity-common | US | $970K | 77K | 0.07 |
| FORD MOTOR COMPANY SR UNSECURED 02/32 3.25 | Long | Debt | US | $946K | – | 0.07 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (Ford Motor Credit Company LLC) | Long | Debt | US | $235K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 (Ford Motor Credit Company LLC) | Long | Debt | US | $317K | – | 0.02 |
| FORTUNE BRANDS INNOVATIONS I COMMON STOCK USD.01 (Fortune Brands Innovations Inc) | Long | Equity-common | US | $391K | 6K | 0.03 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 1 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $155K | – | 0.01 |
| FREDDIE MAC STACR STACR 2021 DNA3 B1 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $313K | – | 0.02 |
| FREDDIE MAC STACR STACR 2021 DNA5 B1 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| FREDDIE MAC STACR STACR 2021 DNA5 M2 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $395K | – | 0.03 |
| FREDDIE MAC STACR STACR 2021 DNA6 M2 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.07 |
| FREDDIE MAC STACR STACR 2021 DNA7 M2 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $997K | – | 0.07 |
| FREDDIE MAC STACR STACR 2021 HQA3 M2 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.07 |
| FREDDIE MAC STACR STACR 2021 HQA4 M2 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| FREDDIE MAC STACR STACR 2022 DNA1 M1B 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $2M | – | 0.12 |
| FREDDIE MAC STACR STACR 2022 DNA2 M1B 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.11 |
| FREDDIE MAC STACR STACR 2022 DNA2 M2 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $310K | – | 0.02 |
| FREDDIE MAC STACR STACR 2022 DNA3 M1A 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $794K | – | 0.06 |
| FREDDIE MAC STACR STACR 2022 DNA3 M1B 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $2M | – | 0.12 |
| FREDDIE MAC STACR STACR 2022 DNA3 M2 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $214K | – | 0.02 |
| FREDDIE MAC STACR STACR 2022 DNA4 M1B 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| FREDDIE MAC STACR STACR 2022 DNA5 M1B 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.11 |
| FREDDIE MAC STACR STACR 2022 DNA7 M1A 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $735K | – | 0.05 |
| FREDDIE MAC STACR STACR 2022 HQA1 M1B 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $69K | – | 0.01 |
| FREDDIE MAC STACR STACR 2022 HQA2 M1A 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.09 |
| FREDDIE MAC STACR STACR 2022 HQA3 M1A 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.09 |
| FREDDIE MAC STACR STACR 2023 DNA1 M1A 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $469K | – | 0.03 |
| FREDDIE MAC STACR STACR 2023 DNA2 M1A 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.11 |
| FREDDIE MAC STACR STACR 2023 HQA1 M1A 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $968K | – | 0.07 |
| FREDDIE MAC STACR STACR 2023 HQA2 M1B 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.09 |
| FREDDIE MAC STACR STACR 2024 DNA1 M1 144A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $907K | – | 0.07 |
| FREDDIE MAC FHR 4981 HS (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $52K | – | 0.00 |
| FREEDOM FINANCIAL FREED 2021 2 C 144A (FREED ABS TRUST) | Long | ABS-other | US | $44K | – | 0.00 |
| FREEPORT INDONESIA PT SR UNSECURED 144A 04/27 4.763 (PT Freeport Indonesia) | Long | Debt | ID | $734K | – | 0.05 |
| FREEPORT INDONESIA PT SR UNSECURED REGS 04/27 4.763 (PT Freeport Indonesia) | Long | Debt | ID | $343K | – | 0.03 |
| FREEPORT MCMORAN INC COMMON STOCK USD.1 (Freeport-McMoRan Inc.) | Long | Equity-common | US | $3M | 56K | 0.20 |
| GALAXY CLO LTD GALXY 2022 30A D 144A (GALAXY XXX CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $401K | – | 0.03 |
| GAMING AND LEISURE PROPERTIE REIT (Gaming and Leisure Properties Inc) | Long | Equity-common | US | $605K | 13K | 0.04 |
| GCI FUNDING I LLC GCI 2021 1 A 144A | Long | ABS-other | BM | $109K | – | 0.01 |
| GE HEALTHCARE TECHNOLOGY COMMON STOCK (GE Healthcare Technologies Inc.) | Long | Equity-common | US | $619K | 8K | 0.05 |
| GENERAL MILLS INC SR UNSECURED 01/27 4.7 (General Mills, Inc.) | Long | Debt | US | $326K | – | 0.02 |
| GENERAL MOTORS CO COMMON STOCK USD.01 (General Motors Company) | Long | Equity-common | US | $1M | 25K | 0.08 |
| GENERAL MOTORS CO SR UNSECURED 10/25 6.125 (General Motors Company) | Long | Debt | US | $79K | – | 0.01 |
| GENERAL MOTORS FINL CO SR UNSECURED 02/31 5.75 (General Motors Financial Company Inc) | Long | Debt | US | $1M | – | 0.09 |
| GENMAB A/S SP ADR ADR (Genmab As) | Long | Equity-common | DK | $1M | 44K | 0.08 |
| GENPACT LTD COMMON STOCK USD.01 (Genpact Ltd.) | Long | Equity-common | BM | $2M | 52K | 0.12 |
| GILEAD SCIENCES INC COMMON STOCK USD.001 (Gilead Sciences, Inc.) | Long | Equity-common | US | $3M | 49K | 0.25 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/27 5.338 | Long | Debt | US | $811K | – | 0.06 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 10/33 6.5 | Long | Debt | US | $356K | – | 0.03 |
| GLOBAL PAYMENTS INC COMMON STOCK | Long | Equity-common | US | $1M | 11K | 0.08 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/29 3.2 | Long | Debt | US | $67K | – | 0.00 |
| GLOBO COMMUNICACOES PART SR UNSECURED REGS 01/30 4.875 (Globo Comunicacoes e Participacoes S.A.) | Long | Debt | BR | $703K | – | 0.05 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $449K | – | 0.03 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $1M | – | 0.09 |
| GNL QUINTERO SA SR UNSECURED REGS 07/29 4.634 (GNL Quintero S.A.) | Long | Debt | CL | $567K | – | 0.04 |
| GNMA II POOL MA8801 G2 04/53 FIXED 5.5 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GNMA II TBA 30 YR 3 JUMBOS (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II TBA 30 YR 4 JUMBOS (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $244K | – | 0.02 |
| GNMA II TBA 30 YR 4.5 JUMBOS (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.61 |
| GNMA II TBA 30 YR 5 JUMBOS (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.58 |
| GNMA II TBA 30 YR 5.5 JUMBOS (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| GOHL CAPITAL LTD COMPANY GUAR REGS 01/27 4.25 (GOHL Capital Ltd.) | Long | Debt | IM | $497K | – | 0.04 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 7A AR 144A (GoldenTree Loan Management US CLO 7 Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 05/66 VAR (Goldman Sachs Group, Inc.) | Long | Debt | US | $195K | – | 0.01 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR (Goldman Sachs Group, Inc.) | Long | Debt | US | $112K | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR (Goldman Sachs Group, Inc.) | Long | Debt | US | $1M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/32 VAR (Goldman Sachs Group, Inc.) | Long | Debt | US | $78K | – | 0.01 |
| GRANITE PARK EQUIPMENT LEASING SCFGP 2023 1A A3 144A (GRANITE PARK EQUIPMENT LEASING 2023-1 LLC) | Long | ABS-other | US | $554K | – | 0.04 |
| HALLIBURTON CO COMMON STOCK USD2.5 (Halliburton Company) | Long | Equity-common | US | $651K | 19K | 0.05 |
| HARDEE S FUNDING HNGRY 2018 1A A23 144A (CKE Restaurants, Inc.) | Long | ABS-other | US | $120K | – | 0.01 |
| HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/27 3.05 (Harley-Davidson Financial Services Inc.) | Long | Debt | US | $856K | – | 0.06 |
| HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/28 6.5 (Harley-Davidson Financial Services Inc.) | Long | Debt | US | $156K | – | 0.01 |
| HARLEY DAVIDSON FINL SER SR UNSECURED 144A 06/29 5.95 (Harley-Davidson Financial Services Inc.) | Long | Debt | US | $82K | – | 0.01 |
| HASBRO INC SR UNSECURED 11/26 3.55 | Long | Debt | US | $1M | – | 0.11 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A C 144A (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-other | US | $213K | – | 0.02 |
| HESS CORP SR UNSECURED 04/27 4.3 (Hess Corporation) | Long | Debt | US | $2M | – | 0.13 |
| HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 (Hewlett Packard Enterprise Company) | Long | Equity-common | US | $941K | 44K | 0.07 |
| HFX FUNDING ISSUER 03/35 1 (HFX FUNDING ISSUER LLC) | Long | ABS-other | US | $277K | – | 0.02 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 04/29 5.875 (Hilton Domestic Operating Co Inc.) | Long | Debt | US | $291K | – | 0.02 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 04/32 6.125 (Hilton Domestic Operating Co Inc.) | Long | Debt | US | $169K | – | 0.01 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $7M | 20K | 0.50 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 (Honeywell International Inc.) | Long | Equity-common | US | $2M | 11K | 0.17 |
| HP INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 37K | 0.09 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $255K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR | Long | Debt | GB | $279K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $379K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $721K | – | 0.05 |
| HSBC HOLDINGS PLC SUBORDINATED 11/33 VAR | Long | Debt | GB | $540K | – | 0.04 |
| HSBC HOLDINGS PLC SUBORDINATED 11/34 VAR | Long | Debt | GB | $328K | – | 0.02 |
| HUMANA INC COMMON STOCK USD.1666666 (Humana Inc.) | Long | Equity-common | US | $769K | 2K | 0.06 |
| HUMANA INC SR UNSECURED 04/31 5.375 (Humana Inc.) | Long | Debt | US | $323K | – | 0.02 |
| HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 (J. B. Hunt Transport Services, Inc.) | Long | Equity-common | US | $379K | 2K | 0.03 |
| HUNTINGTON INGALLS INDUS COMPANY GUAR 05/25 3.844 (Huntington Ingalls Industries, Inc.) | Long | Debt | US | $202K | – | 0.01 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 (Huntington Ingalls Industries, Inc.) | Long | Equity-common | US | $413K | 2K | 0.03 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25 | Long | Debt | US | $278K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3 | Long | Debt | US | $256K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 6.1 | Long | Debt | US | $638K | – | 0.05 |
| IDEXX LABORATORIES INC COMMON STOCK USD.1 (IDEXX Laboratories Inc.) | Long | Equity-common | US | $5M | 11K | 0.39 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/34 5.875 (Imperial Brands Finance Plc) | Long | Debt | GB | $951K | – | 0.07 |
| INCYTE CORP COMMON STOCK USD.001 (Incyte Corporation.) | Long | Equity-common | US | $681K | 11K | 0.05 |
| INFOR INC SR UNSECURED 144A 07/25 1.75 | Long | Debt | US | $2M | – | 0.12 |
| ING GROEP NV SR UNSECURED 09/27 VAR (ING Groep N.V.) | Long | Debt | NL | $868K | – | 0.06 |
| INSULET CORP COMMON STOCK USD.001 (Insulet Corporation) | Long | Equity-common | US | $602K | 3K | 0.04 |
| INTERNATIONAL PAPER CO COMMON STOCK USD1.0 (International Paper Company) | Long | Equity-common | US | $597K | 14K | 0.04 |
| INTESA SANPAOLO SPA INTESA SANPAOLO SPA (Intesa Sanpaolo S.p.A.) | Long | Debt | IT | $667K | – | 0.05 |
| INTUIT INC COMMON STOCK USD.01 | Long | Equity-common | US | $4M | 5K | 0.26 |
| INTUITIVE SURGICAL INC COMMON STOCK USD.001 (Intuitive Surgical Inc.) | Long | Equity-common | US | $8M | 17K | 0.57 |
| INVERSIONES CMPC SA COMPANY GUAR REGS 06/33 6.125 | Long | Debt | CL | $246K | – | 0.02 |
| INVESCO CLO 2021 1, LTD INVCO 2021 1A A1 144A (INVESCO CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 (Henry Jack & Associates Inc.) | Long | Equity-common | US | $469K | 3K | 0.03 |
| JACOBS SOLUTIONS INC COMMON STOCK (Jacobs Solutions Inc.) | Long | Equity-common | US | $585K | 4K | 0.04 |
| JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 07/29 5.5 (Jaguar Land Rover Automotive PLC) | Long | Debt | GB | $1M | – | 0.09 |
| JBS USA LUX SA/FOOD/LUX COMPANY GUAR 144A 03/34 6.75 (Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc) | Long | Debt | LU | $638K | – | 0.05 |
| JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 (Johnson Controls International PLC) | Long | Equity-common | IE | $855K | 13K | 0.06 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C21 C (JPMBB Commercial Mortgage Securities Trust 2014-C21) | Long | ABS-other | US | $280K | – | 0.02 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C27 AS (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $122K | – | 0.01 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JPMorgan Chase & Co.) | Long | Equity-common | US | $6M | 32K | 0.47 |
| JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR (JPMorgan Chase & Co.) | Long | Debt | US | $1M | – | 0.11 |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR | Long | Debt | BE | $338K | – | 0.02 |
| KENVUE INC W/I COMMON STOCK (Kenvue Inc.) | Long | Equity-common | US | $663K | 36K | 0.05 |
| KEURIG DR PEPPER INC COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 46K | 0.11 |
| KIMBERLY CLARK CORP COMMON STOCK USD1.25 (Kimberly-Clark Corporation) | Long | Equity-common | US | $1M | 11K | 0.11 |
| KIMCO REALTY CORP REIT USD.01 (Kimco Realty Corporation) | Long | Equity-common | US | $609K | 31K | 0.04 |
| KINDER MORGAN INC COMMON STOCK USD.01 (Kinder Morgan, Inc.) | Long | Equity-common | US | $823K | 41K | 0.06 |
| KINGS PARK CLO LTD KINGP 2021 1A A 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| KONINKLIJKE AHOLD SP ADR ADR EUR.01 (Koninklijke Ahold Delhaize NV) | Long | Equity-common | NL | $1M | 45K | 0.10 |
| KROGER CO COMMON STOCK USD1.0 (The Kroger Co.) | Long | Equity-common | US | $1M | 28K | 0.10 |
| KUBOTA CREDIT OWNER TRUST KCOT 2023 1A A2 144A (KUBOTA CREDIT OWNER TRUST 2023-1) | Long | ABS-other | US | $584K | – | 0.04 |
| KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05 | Long | Debt | US | $2M | – | 0.14 |
| L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0 (L3 Harris Technologies Inc) | Long | Equity-common | US | $3M | 14K | 0.23 |
| LAD AUTO RECEIVABLES TRUST LADAR 2022 1A A 144A (LAD AUTO RECEIVABLES TRUST 2022-1) | Long | ABS-other | US | $255K | – | 0.02 |
| LAM RESEARCH CORP SR UNSECURED 03/29 4 (Lam Research Corporation) | Long | Debt | US | $785K | – | 0.06 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9 | Long | Debt | US | $2M | – | 0.12 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A (LENDBUZZ SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $911K | – | 0.07 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A (Lendbuzz Securitization Tr 2023-2) | Long | ABS-other | US | $401K | – | 0.03 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A (LENDBUZZ SECURITIZATION TRUST 2023-3) | Long | ABS-other | US | $456K | – | 0.03 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 1A A1 144A (LENDBUZZ SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $75K | – | 0.01 |
| LEVEL 3 FINANCING INC SR SECURED 144A 11/29 3.875 (Level 3 Financing, Inc.) | Long | Debt | US | $92K | – | 0.01 |
| LIMA METRO LINE 2 FIN LT SR SECURED REGS 07/34 5.875 (Lima Metro Line 2 Finance Limited) | Long | Debt | KY | $463K | – | 0.03 |
| LKQ CORP COMPANY GUAR 06/28 5.75 (LKQ Corporation) | Long | Debt | US | $525K | – | 0.04 |
| LKQ CORP COMPANY GUAR 06/33 6.25 (LKQ Corporation) | Long | Debt | US | $313K | – | 0.02 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $806K | – | 0.06 |
| LLOYDS BANKING GROUP PLC LLOYDS BANKING GROUP PLC | Long | Debt | GB | $336K | – | 0.02 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $455K | – | 0.03 |
| LLOYDS BANKING GROUP PLC SUBORDINATED 11/33 VAR | Long | Debt | GB | $1M | – | 0.10 |
| LOBEL AUTOMOBILE RECEIVABLES T LOBEL 2023 2 A 144A (LOBEL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $843K | – | 0.06 |
| LOCKHEED MARTIN CORP COMMON STOCK USD1.0 (Lockheed Martin Corporation) | Long | Equity-common | US | $2M | 4K | 0.14 |
| LOEWS CORP COMMON STOCK USD.01 (Loews Corporation) | Long | Equity-common | US | $487K | 7K | 0.04 |
| LOWE S COS INC COMMON STOCK USD.5 (Lowes Companies, Inc.) | Long | Equity-common | US | $1M | 5K | 0.08 |
| LPL FINANCIAL HOLDINGS INC COMMON STOCK (LPL Financial Holdings Inc.) | Long | Equity-common | US | $1M | 5K | 0.09 |
| LULULEMON ATHLETICA INC COMMON STOCK USD.005 (Lululemon Athletica Inc.) | Long | Equity-common | US | $3M | 10K | 0.22 |
| LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 (LyondellBasell Industries NV) | Long | Equity-common | NL | $675K | 7K | 0.05 |
| M + T BANK CORP COMMON STOCK USD.5 (M&T Bank Corporation) | Long | Equity-common | US | $1M | 10K | 0.11 |
| MAGYAR EXPORT IMPORT BAN SR UNSECURED 144A 12/27 6.125 (Hungarian Export-Import Bank Plc) | Long | Debt | HU | $827K | – | 0.06 |
| MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 8K | 0.15 |
| MARATHON OIL CORP COMMON STOCK USD1.0 (Marathon Oil Corporation) | Long | Equity-common | US | $578K | 20K | 0.04 |
| MARATHON OIL CORP SR UNSECURED 03/32 6.8 (Marathon Oil Corporation) | Long | Debt | US | $2M | – | 0.13 |
| MARATHON PETROLEUM CORP COMMON STOCK USD.01 (Marathon Petroleum Company) | Long | Equity-common | US | $2M | 9K | 0.11 |
| MARB BONDCO PLC COMPANY GUAR REGS 01/31 3.95 | Long | Debt | GB | $509K | – | 0.04 |
| MARKEL CORP COMMON STOCK (Markel Group Inc) | Long | Equity-common | US | $1M | 873 | 0.10 |
| MARLETTE FUNDING TRUST MFT 2023 3A B (MARLETTE FUNDING TRUST 2023-3) | Long | ABS-other | US | $731K | – | 0.05 |
| MARRIOTT INTERNATIONAL SR UNSECURED 05/25 5.75 (Marriott International, Inc.) | Long | Debt | US | $1M | – | 0.09 |
| MARS INC COMPANY GUAR 144A 04/25 2.7 (Mars Inc.) | Long | Debt | US | $111K | – | 0.01 |
| MARSH + MCLENNAN COS COMMON STOCK USD1.0 (Marsh & McLennan Companies, Inc.) | Long | Equity-common | US | $3M | 13K | 0.20 |
| MASCO CORP COMMON STOCK USD1.0 (Masco Corporation) | Long | Equity-common | US | $425K | 6K | 0.03 |
| MASTERCARD INC A COMMON STOCK USD.0001 (MasterCard Incorporated) | Long | Equity-common | US | $2M | 4K | 0.14 |
| MASTERCARD INC SR UNSECURED 03/30 3.35 (MasterCard Incorporated) | Long | Debt | US | $2M | – | 0.12 |
| MATCH GROUP INC COMMON STOCK | Long | Equity-common | US | $412K | 14K | 0.03 |
| MATTEL INC COMPANY GUAR 144A 04/26 3.375 (Mattel, Inc.) | Long | Debt | US | $123K | – | 0.01 |
| MATTEL INC COMPANY GUAR 144A 12/27 5.875 (Mattel, Inc.) | Long | Debt | US | $2M | – | 0.12 |
| MCDONALD S CORP SR UNSECURED 07/27 3.5 (McDonald's Corporation) | Long | Debt | US | $261K | – | 0.02 |
| MCDONALD S CORP SR UNSECURED 09/29 2.625 (McDonald's Corporation) | Long | Debt | US | $2M | – | 0.11 |
| MCDONALD S CORP SR UNSECURED 09/49 3.625 (McDonald's Corporation) | Long | Debt | US | $65K | – | 0.00 |
| MCKESSON CORP COMMON STOCK USD.01 (Mckesson Corp.) | Long | Equity-common | US | $6M | 9K | 0.41 |
| MDC HOLDINGS INC COMPANY GUAR 01/31 2.5 (M.D.C. Holdings Inc.) | Long | Debt | US | $795K | – | 0.06 |
| MDC HOLDINGS INC COMPANY GUAR 01/43 6 (M.D.C. Holdings Inc.) | Long | Debt | US | $1M | – | 0.09 |
| MEDTRONIC PLC COMMON STOCK USD.1 | Long | Equity-common | IE | $4M | 48K | 0.28 |
| MERCK + CO. INC. COMMON STOCK USD.5 (Merck & Co., Inc) | Long | Equity-common | US | $6M | 48K | 0.43 |
| META PLATFORMS INC SR UNSECURED 05/33 4.95 | Long | Debt | US | $412K | – | 0.03 |
| METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 (Mettler-Toledo International Inc) | Long | Equity-common | US | $2M | 1K | 0.13 |
| MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 (Microchip Technology Incorporated) | Long | Equity-common | US | $2M | 22K | 0.15 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (Microsoft Corp.) | Long | Equity-common | US | $47M | 105K | 3.43 |
| MID AMERICA APARTMENT COMM REIT USD.01 (Mid-America Apartment Communities, Inc.) | Long | Equity-common | US | $710K | 5K | 0.05 |
| MISSION LANE CREDIT CARD MASTE MLANE 2024 A A1 144A (MISSION LANE CREDIT CARD MASTER TRUST) | Long | ABS-other | US | $528K | – | 0.04 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/30 VAR (Mizuho Financial Group Inc.) | Long | Debt | JP | $394K | – | 0.03 |
| MOLSON COORS BREWING CO B COMMON STOCK USD.01 (Molson Coors Beverage Company) | Long | Equity-common | US | $398K | 8K | 0.03 |
| MONDELEZ INTERNATIONAL SR UNSECURED 04/30 2.75 (Mondelez International, Inc.) | Long | Debt | US | $17K | – | 0.00 |
| MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 09/24 2.25 (Mondelez International Holdings Netherlands BV) | Long | Debt | NL | $247K | – | 0.02 |
| MONSTER BEVERAGE CORP COMMON STOCK | Long | Equity-common | US | $7M | 136K | 0.50 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR (Morgan Stanley Bank, National Association (Utah)) | Long | Debt | US | $1M | – | 0.09 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2018 H3 AS (Morgan Stanley Cap I Tst 2018-H3) | Long | ABS-other | US | $255K | – | 0.02 |
| MOSAIC CO/THE COMMON STOCK USD.01 (The Mosaic Company) | Long | Equity-common | US | $457K | 16K | 0.03 |
| MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 | Long | Equity-common | US | $6M | 15K | 0.43 |
| MOZART DEBT MERGER SUB SR SECURED 144A 04/29 3.875 (Medline Borrower LP) | Long | Debt | US | $221K | – | 0.02 |
| MSCI INC COMMON STOCK USD.01 (MSCI Inc.) | Long | Equity-common | US | $2M | 4K | 0.14 |
| MULTIFAMILY STRUCTURED CREDIT MSCR 2021 MN1 M1 144A (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $24K | – | 0.00 |
| MVW OWNER TRUST MVWOT 2021 2A C 144A (MVWOT 2021-2 LLC) | Long | ABS-other | US | $171K | – | 0.01 |
| NASDAQ INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 23K | 0.10 |
| NATIONWIDE BLDG SOCIETY 02/28 1 (Nationwide Building Society) | Long | Debt | GB | $345K | – | 0.03 |
| NATIONWIDE BLDG SOCIETY SUBORDINATED 144A 09/26 4 (Nationwide Building Society) | Long | Debt | GB | $1M | – | 0.09 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $269K | – | 0.02 |
| NATWEST GROUP PLC SUBORDINATED 11/35 VAR | Long | Debt | GB | $249K | – | 0.02 |
| NEIGHBORLY ISSUER LLC NBLY 2022 1A A2 144A | Long | ABS-other | US | $196K | – | 0.01 |
| NEIGHBORLY ISSUER LLC NBLY 2023 1A A2 144A | Long | ABS-other | US | $830K | – | 0.06 |
| NELNET STUDENT LOAN TRUST NSLT 2021 BA B 144A | Long | ABS-other | US | $83K | – | 0.01 |
| NELNET STUDENT LOAN TRUST NSLT 2021 DA C 144A | Long | ABS-other | US | $79K | – | 0.01 |
| NETAPP INC COMMON STOCK USD.001 (NetApp Inc.) | Long | Equity-common | US | $3M | 21K | 0.20 |
| NETFLIX INC COMMON STOCK USD.001 (Netflix, Inc.) | Long | Equity-common | US | $8M | 12K | 0.57 |
| NEUBERGER BERMAN CLO LTD NEUB 2021 42A D 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD) | Long | ABS-collateralized bond/debt obligation | US | $302K | – | 0.02 |
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A D 144A (NEUBERGER BERMAN LOAN ADVISERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.02 |
| NEW YORK TIMES CO A COMMON STOCK USD.1 (The New York Times Company) | Long | Equity-common | US | $1M | 28K | 0.11 |
| NEXA RESOURCES SA COMPANY GUAR 144A 04/34 6.75 | Long | Debt | LU | $484K | – | 0.04 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 09/54 VAR (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $153K | – | 0.01 |
| NEXTERA ENERGY INC COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 34K | 0.18 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/34 5.29 (Niagara Mohawk Power Corp.) | Long | Debt | US | $422K | – | 0.03 |
| NICE LTD SPON ADR ADR (Nice Limited) | Long | Equity-common | IL | $591K | 3K | 0.04 |
| NIKE INC CL B COMMON STOCK (Nike, Inc.) | Long | Equity-common | US | $1M | 14K | 0.08 |
| NISOURCE INC COMMON STOCK USD.01 (NiSource Inc.) | Long | Equity-common | US | $541K | 19K | 0.04 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (Nissan Motor Co Ltd.) | Long | Debt | JP | $411K | – | 0.03 |
| NMEF FUNDING LLC NMEF 2022 B A2 144A (NMEF FUNDING 2022-B LLC) | Long | ABS-other | US | $181K | – | 0.01 |
| NMEF FUNDING LLC NMEF 2023 A A2 144A (NMEF FUNDING 2023-A LLC) | Long | ABS-other | US | $1M | – | 0.08 |
| NOMURA HOLDINGS INC SR UNSECURED 01/32 2.999 (Nomura Holdings Inc.) | Long | Debt | JP | $1M | – | 0.08 |
| NORTHERN TRUST CORP COMMON STOCK USD1.667 (Northern Trust Corporation) | Long | Equity-common | US | $505K | 6K | 0.04 |
| NORTONLIFELOCK INC COMMON STOCK USD.01 (Gen Digital Inc) | Long | Equity-common | US | $2M | 68K | 0.12 |
| NRG ENERGY INC SR SECURED 144A 03/33 7 (NRG Energy, Inc.) | Long | Debt | US | $802K | – | 0.06 |
| NVIDIA CORP COMMON STOCK USD.001 (NVIDIA Corp.) | Long | Equity-common | US | $31M | 249K | 2.26 |
| NXP BV/NXP FUNDING LLC COMPANY GUAR 12/28 5.55 | Long | Debt | NL | $127K | – | 0.01 |
| O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 (O'Reilly Automotive Inc.) | Long | Equity-common | US | $889K | 842 | 0.07 |
| OAKTOWN RE LTD OMIR 2021 2 M1A 144A (OAKTOWN RE VII LTD) | Long | ABS-other | BM | $93K | – | 0.01 |
| OCHSNER LSU HEALTH SYST SECURED 05/31 2.51 (Ochsner LSU Health System North Louisiana) | Long | Debt | US | $161K | – | 0.01 |
| OCP CLO LTD OCP 2020 18A AR 144A (OCP CLO 2020-18 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $322K | – | 0.02 |
| OCTANE RECEIVABLES TRUST OCTL 2021 2A C 144A (Odebrecht Finance Ltd) | Long | ABS-other | KY | $198K | – | 0.01 |
| OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 (Old Dominion Freight Line Inc.) | Long | Equity-common | US | $1M | 7K | 0.09 |
| OLEODUCTO CENTRAL SA SR UNSECURED 144A 07/27 4 | Long | Debt | CO | $192K | – | 0.01 |
| ON HOLDING AG CLASS A COMMON STOCK CHF.1 | Long | Equity-common | CH | $1M | 34K | 0.10 |
| ON SEMICONDUCTOR COMMON STOCK USD.01 (ON Semiconductor Corp.) | Long | Equity-common | US | $979K | 14K | 0.07 |
| ONEMAIN DIRECT AUTO RECEIVABLE ODART 2022 1A C 144A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2022-1) | Long | ABS-other | US | $1M | – | 0.08 |
| ONEOK INC COMPANY GUAR 01/31 6.35 (Oneok Inc.) | Long | Debt | US | $133K | – | 0.01 |
| ONEOK INC COMPANY GUAR 11/32 6.1 (Oneok Inc.) | Long | Debt | US | $38K | – | 0.00 |
| ONEOK PARTNERS LP COMPANY GUAR 02/41 6.125 | Long | Debt | US | $974K | – | 0.07 |
| ORACLE CORP COMMON STOCK USD.01 (Oracle Corp.) | Long | Equity-common | US | $4M | 28K | 0.29 |
| ORACLE CORP SR UNSECURED 03/41 3.65 (Oracle Corp.) | Long | Debt | US | $59K | – | 0.00 |
| ORACLE CORP SR UNSECURED 04/30 2.95 (Oracle Corp.) | Long | Debt | US | $2M | – | 0.12 |
| ORACLE CORP SR UNSECURED 04/40 3.6 (Oracle Corp.) | Long | Debt | US | $103K | – | 0.01 |
| ORACLE CORP SR UNSECURED 05/35 3.9 (Oracle Corp.) | Long | Debt | US | $901K | – | 0.07 |
| OTIS WORLDWIDE CORP COMMON STOCK USD.01 (Otis Worldwide Corp.) | Long | Equity-common | US | $4M | 41K | 0.29 |
| OVINTIV INC COMMON STOCK | Long | Equity-common | US | $467K | 10K | 0.03 |
| OVINTIV INC COMPANY GUAR 11/31 7.375 | Long | Debt | US | $1M | – | 0.08 |
| OWENS CORNING COMMON STOCK USD.001 | Long | Equity-common | US | $570K | 3K | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (Pacific Gas and Electric Company) | Long | Debt | US | $901K | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/29 5.55 (Pacific Gas and Electric Company) | Long | Debt | US | $221K | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $294K | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $795K | – | 0.06 |
| PAYCHEX INC COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 15K | 0.13 |
| PAYCOM SOFTWARE INC COMMON STOCK USD.01 | Long | Equity-common | US | $384K | 3K | 0.03 |
| PAYPAL HOLDINGS INC COMMON STOCK USD.0001 (Paypal Holdings Inc.) | Long | Equity-common | US | $2M | 30K | 0.13 |
| PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85 (Paypal Holdings Inc.) | Long | Debt | US | $1M | – | 0.10 |
| PEPSICO INC SR UNSECURED 03/27 2.625 | Long | Debt | US | $55K | – | 0.00 |
| PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01 (Performance Food Group Co.) | Long | Equity-common | US | $421K | 6K | 0.03 |
| PFIZER INC SR UNSECURED 04/30 2.625 (Pfizer Inc.) | Long | Debt | US | $958K | – | 0.07 |
| PHILIP MORRIS INTERNATIONAL COMMON STOCK (Philip Morris International Inc.) | Long | Equity-common | US | $3M | 32K | 0.24 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/26 4.875 (Philip Morris International Inc.) | Long | Debt | US | $492K | – | 0.04 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/33 5.375 (Philip Morris International Inc.) | Long | Debt | US | $992K | – | 0.07 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/25 5 (Philip Morris International Inc.) | Long | Debt | US | $599K | – | 0.04 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/29 5.625 (Philip Morris International Inc.) | Long | Debt | US | $111K | – | 0.01 |
| PHILLIPS 66 COMMON STOCK | Long | Equity-common | US | $1M | 10K | 0.11 |
| PILGRIM S PRIDE CORP COMPANY GUAR 04/31 4.25 (Pilgrims Pride Corporation) | Long | Debt | US | $910K | – | 0.07 |
| PLAINS ALL AMER PIPELINE SR UNSECURED 09/34 5.7 (Plains All American Pipeline L.P.) | Long | Debt | US | $1M | – | 0.09 |
| PMT CREDIT RISK TRANSFER TRUST PMTCR 2019 2R A 144A | Long | ABS-other | US | $93K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 (PNC Financial Services Group Inc.) | Long | Equity-common | US | $2M | 15K | 0.17 |
| PNC FINANCIAL SERVICES JR SUBORDINA 05/49 VAR (PNC Financial Services Group Inc.) | Long | Debt | US | $284K | – | 0.02 |
| PPG INDUSTRIES INC COMMON STOCK USD1.67 (PPG Industries, Inc.) | Long | Equity-common | US | $630K | 5K | 0.05 |
| PRINCIPAL LFE GLB FND II SR SECURED 144A 01/29 5.1 (Principal Life Global Funding II) | Long | Debt | US | $805K | – | 0.06 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (The Procter & Gamble Company) | Long | Equity-common | US | $3M | 20K | 0.24 |
| PROCTER + GAMBLE CO/THE SR UNSECURED 03/30 3 (The Procter & Gamble Company) | Long | Debt | US | $63K | – | 0.00 |
| PROGRESSIVE CORP COMMON STOCK USD1.0 (The Progressive Corporation) | Long | Equity-common | US | $2M | 9K | 0.14 |
| PROSUS NV SR UNSECURED 144A 01/27 3.257 | Long | Debt | NL | $589K | – | 0.04 |
| PROSUS NV SR UNSECURED REGS 01/30 3.68 | Long | Debt | NL | $228K | – | 0.02 |
| PROSUS NV SR UNSECURED REGS 07/31 3.061 | Long | Debt | NL | $589K | – | 0.04 |
| PUBLIC STORAGE REIT USD.1 | Long | Equity-common | US | $1M | 5K | 0.10 |
| QUALCOMM INC COMMON STOCK USD.0001 (QUALCOMM Inc.) | Long | Equity-common | US | $7M | 36K | 0.53 |
| RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0 (RTX Corp.) | Long | Equity-common | US | $2M | 25K | 0.18 |
| REGAL REXNORD CORP COMPANY GUAR 02/26 6.05 (Regal Rexnord Corporation) | Long | Debt | US | $826K | – | 0.06 |
| REGATTA XIX FUNDING LTD REG19 2022 1A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $617K | – | 0.05 |
| REGATTA XX FUNDING LTD REG20 2021 2A A 144A | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.03 |
| REGATTA XXIV FUNDING LTD. REG24 2021 5A D 144A | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.03 |
| REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 (Reinsurance Group of America, Incorporated) | Long | Equity-common | US | $2M | 9K | 0.13 |
| RELX PLC SPON ADR ADR | Long | Equity-common | GB | $935K | 20K | 0.07 |
| RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 (Renaissancere Holdings Ltd.) | Long | Equity-common | BM | $487K | 2K | 0.04 |
| REPUBLIC OF COLOMBIA SR UNSECURED 04/31 3.125 (Colombia (Republic of)) | Long | Debt | CO | $1M | – | 0.11 |
| RESEARCH DRIVEN PAGAYA MOTOR 03/32 7.54 (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-4) | Long | ABS-other | US | $1M | – | 0.08 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII) | Long | ABS-other | US | $328K | – | 0.02 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3) | Long | ABS-other | US | $1M | – | 0.08 |
| RESMED INC COMMON STOCK USD.004 (ResMed Inc.) | Long | Equity-common | US | $597K | 3K | 0.04 |
| REXFORD INDUSTRIAL REALTY IN REIT USD.01 (Rexford Industrial Realty Inc.) | Long | Equity-common | US | $517K | 12K | 0.04 |
| ROCKFORD TOWER CLO LTD ROCKT 2021 1A D 144A (Rockford Tower Clo 2021-1 Ltd / Rockford Tower Clo 2021-1 Llc) | Long | ABS-collateralized bond/debt obligation | KY | $306K | – | 0.02 |
| ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1 144A (Rockford Tower Clo 2021-2 Ltd / Rockford Tower Clo 2021-2 Llc) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| ROSS STORES INC COMMON STOCK USD.01 | Long | Equity-common | US | $840K | 6K | 0.06 |
| ROSS STORES INC SR UNSECURED 04/27 4.7 | Long | Debt | US | $277K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES SR SECURED 144A 01/29 8.25 (Royal Caribbean Group) | Long | Debt | LR | $439K | – | 0.03 |
| ROYALTY PHARMA PLC CL A COMMON STOCK | Long | Equity-common | GB | $589K | 22K | 0.04 |
| RYDER SYSTEM INC SR UNSECURED 03/29 5.375 (Ryder System, Inc.) | Long | Debt | US | $953K | – | 0.07 |
| S+P 500 INDEX DEC25 4400 CALL (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $4M | – | 0.31 | |
| S+P 500 INDEX DEC25 4400 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $562K | – | 0.04 | |
| S+P 500 INDEX DEC25 4500 CALL (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $19M | – | 1.41 | |
| S+P 500 INDEX DEC25 4500 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $1M | – | 0.11 | |
| S+P 500 INDEX DEC25 4600 CALL (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $10M | – | 0.77 | |
| S+P 500 INDEX DEC25 4600 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $2M | – | 0.15 | |
| S+P 500 INDEX DEC25 4700 CALL (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $18M | – | 1.35 | |
| S+P 500 INDEX DEC25 4700 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $2M | – | 0.15 | |
| S+P 500 INDEX DEC25 4800 CALL (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $14M | – | 1.00 | |
| S+P 500 INDEX DEC25 4800 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $2M | – | 0.11 | |
| S+P 500 INDEX DEC25 4900 CALL (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $9M | – | 0.65 | |
| S+P 500 INDEX DEC25 4900 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $1M | – | 0.10 | |
| S+P 500 INDEX DEC25 5000 CALL (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $9M | – | 0.70 | |
| S+P 500 INDEX DEC25 5000 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $2M | – | 0.13 | |
| S+P 500 INDEX DEC26 5300 PUT (THE OPTIONS CLEARING CORPORATION) | Derivative-equity | US | $1M | – | 0.09 | |
| S+P GLOBAL INC COMMON STOCK USD1.0 (S&P Global Inc) | Long | Equity-common | US | $1M | 3K | 0.11 |
| S+P500 EMINI FUT SEP24 XCME 20240920 (CHICAGO MERCANTILE EXCHANGE (FLOOR)) | Derivative-equity | US | $44K | – | 0.00 | |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2022 A B 144A (Santander Bank National Association) | Long | ABS-other | US | $173K | – | 0.01 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2022 B B 144A (Santander Bank National Association) | Long | ABS-other | US | $154K | – | 0.01 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2022 C B 144A (Santander Bank National Association) | Long | ABS-other | US | $349K | – | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $488K | – | 0.04 |
| SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR (Santander Holdings USA Inc.) | Long | Debt | US | $558K | – | 0.04 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR (Santander UK Group Holdings PLC) | Long | Debt | GB | $1M | – | 0.09 |
| SCHWAB (CHARLES) CORP COMMON STOCK USD.01 (The Charles Schwab Corporation) | Long | Equity-common | US | $2M | 33K | 0.18 |
| SEB FUNDING LLC SEB4P 2021 1A A2 144A (SEB FUNDING LLC 2024-1) | Long | ABS-other | US | $316K | – | 0.02 |
| SEMPRA ENERGY COMMON STOCK | Long | Equity-common | US | $2M | 29K | 0.16 |
| SERVICENOW INC COMMON STOCK USD.001 | Long | Equity-common | US | $4M | 6K | 0.32 |
| SG COMMERCIAL MORTGAGE SECURIT SGCMS 2016 C5 A4 (Sovereign ComlMtg) | Long | ABS-other | US | $235K | – | 0.02 |
| SHELL PLC ADR ADR | Long | Equity-common | GB | $4M | 56K | 0.29 |
| SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 (The Sherwin-Williams Company) | Long | Equity-common | US | $4M | 14K | 0.31 |
| SIGNAL PEAK CLO, LLC SPEAK 2022 12A C 144A (SIGNAL PEAK CLO 12 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.08 |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 5.125 (Skandinaviska Enskilda Banken AB (publ)) | Long | Debt | SE | $351K | – | 0.03 |
| SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 (Skyworks Solutions, Inc.) | Long | Equity-common | US | $497K | 5K | 0.04 |
| SKYWORKS SOLUTIONS INC SR UNSECURED 06/31 3 (Skyworks Solutions, Inc.) | Long | Debt | US | $1M | – | 0.08 |
| SNAP ON INC COMMON STOCK USD1.0 (Snap-On Incorporated) | Long | Equity-common | US | $464K | 2K | 0.03 |
| SOCIETE GENERALE SR UNSECURED 144A 01/28 VAR (Societe Generale S.A.) | Long | Debt | FR | $1M | – | 0.09 |
| SP500 MIC EMIN FUTSEP24 XCME 20240920 | Derivative-equity | US | $25K | – | 0.00 | |
| STANDARD CHARTERED PLC 03/26 1 | Long | Debt | GB | $2M | – | 0.13 |
| STANDARD CHARTERED PLC SUBORDINATED 144A 03/33 VAR | Long | Debt | GB | $635K | – | 0.05 |
| STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 (Stanley Black & Decker, Inc.) | Long | Equity-common | US | $442K | 6K | 0.03 |
| STATE STREET CORP COMMON STOCK USD1.0 (State Street Corporation) | Long | Equity-common | US | $1M | 18K | 0.10 |
| STATE STREET INSTITUTIONAL LIQ STATE ST INST LIQ RES PREM (State Street Institutional Liquid Reserves Fund) | Long | Short-term investment vehicle | US | $22M | 22M | 1.63 |
| STATE STREET INSTITUTIONAL US STATE ST INST US GOV MM PREM (State Street Institutional Investment Trust) | Long | Short-term investment vehicle | US | $23M | 23M | 1.70 |
| STILLWATER MINING CO COMPANY GUAR 144A 11/26 4 (Stillwater Mining Company) | Long | Debt | US | $274K | – | 0.02 |
| SUNCOR ENERGY INC SR UNSECURED 05/38 6.8 (Suncor Energy Inc.) | Long | Debt | CA | $2M | – | 0.12 |
| SUNOCO LP SR UNSECURED 144A 05/29 7 (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $194K | – | 0.01 |
| SUNOCO LP SR UNSECURED 144A 05/32 7.25 (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $268K | – | 0.02 |
| SUNOCO LP/FINANCE CORP COMPANY GUAR 05/29 4.5 (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $41K | – | 0.00 |
| SWEDBANK AB JR SUBORDINA REGS VAR (Swedbank AB (publ)) | Long | Debt | SE | $199K | – | 0.01 |
| SWISS RE FINANCE LUX COMPANY GUAR REGS 04/49 VAR (Swiss Re Finance (Luxembourg) S.A.) | Long | Debt | LU | $193K | – | 0.01 |
| SYNCHRONY FINANCIAL COMMON STOCK USD.001 | Long | Equity-common | US | $559K | 12K | 0.04 |
| SYNOPSYS INC COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 3K | 0.14 |
| SYSCO CORP COMMON STOCK USD1.0 (Sysco Corporation) | Long | Equity-common | US | $1M | 16K | 0.08 |
| SYSCO CORPORATION COMPANY GUAR 02/30 2.4 | Long | Debt | US | $62K | – | 0.00 |
| T MOBILE USA INC COMPANY GUAR 04/26 2.625 (T-Mobile USA, Inc.) | Long | Debt | US | $67K | – | 0.00 |
| T MOBILE USA INC SR SECURED 04/30 3.875 (T-Mobile USA, Inc.) | Long | Debt | US | $179K | – | 0.01 |
| T ROWE PRICE GROUP INC COMMON STOCK USD.2 (Price T Rowe Group) | Long | Equity-common | US | $1M | 12K | 0.10 |
| TAPESTRY INC SR UNSECURED 11/30 7.7 | Long | Debt | US | $14K | – | 0.00 |
| TARGET CORP COMMON STOCK USD.0833 (Target Corporation) | Long | Equity-common | US | $2M | 12K | 0.13 |
| TELEFLEX INC COMMON STOCK USD1.0 (Teleflex Incorporated) | Long | Equity-common | US | $462K | 2K | 0.03 |
| TENCENT HOLDINGS LTD SR UNSECURED 144A 06/50 3.24 (Tencent Holdings Ltd.) | Long | Debt | KY | $131K | – | 0.01 |
| TESLA AUTO LEASE TRUST TESLA 2024 A A3 144A (TESLA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $385K | – | 0.03 |
| TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 (Texas Instruments Incorporated) | Long | Equity-common | US | $5M | 26K | 0.37 |
| THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 | Long | Equity-common | US | $761K | 1K | 0.06 |
| TICP CLO LTD TICP 2020 15A A 144A (Ticp Clo XV Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| TIME WARNER CABLE LLC SR SECURED 07/38 7.3 (Spectrum Management Holding Company LLC) | Long | Debt | US | $821K | – | 0.06 |
| TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 | Long | Equity-common | US | $3M | 13K | 0.25 |
| TRANE TECH FIN LTD COMPANY GUAR 03/33 5.25 (Trane Technologies Financing Ltd.) | Long | Debt | IE | $243K | – | 0.02 |
| TREASURY BILL 07/24 0.00000 (United States Treasury Bills) | Long | Debt | US | $12M | – | 0.86 |
| TREASURY BILL 09/24 0.00000 (United States Treasury Bills) | Long | Debt | US | $2M | – | 0.12 |
| TREASURY BILL 11/24 0.00000 (United States Treasury Bills) | Long | Debt | US | $13M | – | 0.94 |
| TREX COMPANY INC COMMON STOCK USD.01 (Trex Company, Inc.) | Long | Equity-common | US | $1M | 16K | 0.09 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-2) | Long | ABS-other | US | $482K | – | 0.04 |
| TRUIST FINANCIAL CORP COMMON STOCK USD5.0 (Truist Financial Corp.) | Long | Equity-common | US | $2M | 59K | 0.17 |
| TRUST FIBRAUNO SR UNSECURED REGS 01/26 5.25 (Trust F/1401 (Fibra Uno)) | Long | Debt | MX | $226K | – | 0.02 |
| TSY INFL IX N/B 07/29 0.25 (United States Treasury Notes) | Long | Debt | US | $7M | – | 0.48 |
| TWILIO INC A COMMON STOCK USD.001 | Long | Equity-common | US | $466K | 8K | 0.03 |
| TYSON FOODS INC SR UNSECURED 03/34 5.7 (Tyson Foods, Inc.) | Long | Debt | US | $389K | – | 0.03 |
| U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A (U S Bank National Assn Minneapolis Minnesota) | Long | ABS-other | US | $742K | – | 0.05 |
| UBER TECHNOLOGIES INC COMMON STOCK USD.00001 | Long | Equity-common | US | $2M | 22K | 0.12 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $298K | – | 0.02 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $242K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | Long | Debt | CH | $264K | – | 0.02 |
| UDR INC REIT USD.01 | Long | Equity-common | US | $686K | 17K | 0.05 |
| ULTA BEAUTY INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 3K | 0.09 |
| UNICREDIT SPA SR UNSECURED 144A 06/32 3.127 (UniCredit S.p.A.) | Long | Debt | IT | $169K | – | 0.01 |
| UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 | Long | Equity-common | US | $523K | 11K | 0.04 |
| UNITED AUTO CREDIT SECURITIZAT UACST 2024 1 A 144A (UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $158K | – | 0.01 |
| UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 (United Parcel Service, Inc.) | Long | Equity-common | US | $2M | 13K | 0.13 |
| UNITED THERAPEUTICS CORP COMMON STOCK USD.01 (United Therapeutics Corporation) | Long | Equity-common | US | $887K | 3K | 0.07 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UnitedHealth Group Inc.) | Long | Equity-common | US | $9M | 18K | 0.66 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/51 FIXED 3.071 (UNIVERSITY CALIF) | Long | Debt | US | $212K | – | 0.02 |
| UNUM GROUP COMMON STOCK USD.1 | Long | Equity-common | US | $506K | 10K | 0.04 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $3M | – | 0.21 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $47K | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-equity | TH | $-27K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $460K | – | 0.03 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | SG | $509K | – | 0.04 | |
| US TREASURY N/B 01/29 4 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.08 |
| US TREASURY N/B 02/29 4.25 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.16 |
| US TREASURY N/B 02/32 1.875 (United States Treasury Notes) | Long | Debt | US | $32M | – | 2.34 |
| US TREASURY N/B 02/34 4 (United States Treasury Notes) | Long | Debt | US | $6M | – | 0.43 |
| US TREASURY N/B 02/52 2.25 (United States Treasury Bonds) | Long | Debt | US | $10M | – | 0.71 |
| US TREASURY N/B 02/54 4.25 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.14 |
| US TREASURY N/B 04/29 4.625 (United States Treasury Notes) | Long | Debt | US | $8M | – | 0.55 |
| US TREASURY N/B 05/28 3.625 (United States Treasury Notes) | Long | Debt | US | $10M | – | 0.74 |
| US TREASURY N/B 05/33 3.375 (United States Treasury Notes) | Long | Debt | US | $25M | – | 1.81 |
| US TREASURY N/B 05/42 3.25 (United States Treasury Bonds) | Long | Debt | US | $20M | – | 1.46 |
| US TREASURY N/B 05/43 3.875 (United States Treasury Bonds) | Long | Debt | US | $5M | – | 0.37 |
| US TREASURY N/B 05/51 2.375 (United States Treasury Bonds) | Long | Debt | US | $223K | – | 0.02 |
| US TREASURY N/B 05/52 2.875 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.07 |
| US TREASURY N/B 05/54 4.625 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.11 |
| US TREASURY N/B 07/28 4.125 (United States Treasury Notes) | Long | Debt | US | $18M | – | 1.29 |
| US TREASURY N/B 08/33 3.875 (United States Treasury Notes) | Long | Debt | US | $20M | – | 1.47 |
| US TREASURY N/B 08/43 4.375 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.21 |
| US TREASURY N/B 08/49 2.25 (United States Treasury Bonds) | Long | Debt | US | $806K | – | 0.06 |
| US TREASURY N/B 08/53 4.125 (United States Treasury Bonds) | Long | Debt | US | $9M | – | 0.66 |
| US TREASURY N/B 09/28 4.625 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.15 |
| US TREASURY N/B 10/27 4.125 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.20 |
| US TREASURY N/B 10/28 4.875 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.27 |
| US TREASURY N/B 11/24 2.25 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.14 |
| US TREASURY N/B 11/28 4.375 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.24 |
| US TREASURY N/B 11/33 4.5 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.09 |
| US TREASURY N/B 11/42 4 (United States Treasury Bonds) | Long | Debt | US | $4M | – | 0.30 |
| US TREASURY N/B 11/43 4.75 (United States Treasury Bonds) | Long | Debt | US | $4M | – | 0.31 |
| US TREASURY N/B 11/49 2.375 (United States Treasury Bonds) | Long | Debt | US | $225K | – | 0.02 |
| US TREASURY N/B 11/53 4.75 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.10 |
| VALERO ENERGY CORP COMMON STOCK USD.01 (Valero Energy Corp.) | Long | Equity-common | US | $2M | 10K | 0.11 |
| VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5 | Long | Debt | NO | $669K | – | 0.05 |
| VAR ENERGI ASA SR UNSECURED 144A 11/32 8 | Long | Debt | NO | $878K | – | 0.06 |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-other | US | $425K | – | 0.03 |
| VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001 | Long | Equity-common | US | $3M | 19K | 0.25 |
| VERALTO CORP COMMON STOCK USD.01 (Veralto Corp.) | Long | Equity-common | US | $682K | 7K | 0.05 |
| VERISIGN INC COMMON STOCK USD.001 (Verisign, Inc.) | Long | Equity-common | US | $2M | 12K | 0.15 |
| VERISK ANALYTICS INC COMMON STOCK USD.001 (Verisk Analytics, Inc.) | Long | Equity-common | US | $4M | 14K | 0.29 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 (Verizon Communications Inc.) | Long | Equity-common | US | $3M | 68K | 0.21 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/31 2.55 (Verizon Communications Inc.) | Long | Debt | US | $342K | – | 0.03 |
| VERIZON COMMUNICATIONS SR UNSECURED 08/33 4.5 (Verizon Communications Inc.) | Long | Debt | US | $582K | – | 0.04 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 (Vertex Pharmaceuticals Incorporated) | Long | Equity-common | US | $10M | 21K | 0.73 |
| VICI PROPERTIES INC REIT USD.01 | Long | Equity-common | US | $1M | 49K | 0.10 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $15M | 56K | 1.09 |
| VISA INC SR UNSECURED 04/27 1.9 | Long | Debt | US | $417K | – | 0.03 |
| VISA INC SR UNSECURED 04/30 2.05 | Long | Debt | US | $189K | – | 0.01 |
| VISTRA CORP JR SUBORDINA 144A 12/99 VAR (Vistra Energy Corporation) | Long | Debt | US | $106K | – | 0.01 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95 | Long | Debt | US | $869K | – | 0.06 |
| VMWARE INC SR UNSECURED 05/25 4.5 | Long | Debt | US | $945K | – | 0.07 |
| VMWARE INC SR UNSECURED 05/27 4.65 | Long | Debt | US | $288K | – | 0.02 |
| VOLCAN CIA MINERA SAA CM SR UNSECURED 144A 02/26 4.375 (Volcan Compania Minera S.A.A.) | Long | Debt | PE | $24K | – | 0.00 |
| WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 (Walgreens Boots Alliance, Inc.) | Long | Equity-common | US | $278K | 23K | 0.02 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $3M | 42K | 0.21 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (Walt Disney Company) | Long | Equity-common | US | $2M | 17K | 0.13 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279 (WarnerMedia Holdings Inc.) | Long | Debt | US | $979K | – | 0.07 |
| WATERS CORP COMMON STOCK USD.01 (Waters Corporation) | Long | Equity-common | US | $1M | 5K | 0.10 |
| WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR (Wells Fargo & Co.) | Long | Debt | US | $663K | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR (Wells Fargo & Co.) | Long | Debt | US | $1M | – | 0.07 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C35 B (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $252K | – | 0.02 |
| WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 (West Pharmaceutical Services Incorporated) | Long | Equity-common | US | $2M | 5K | 0.12 |
| WESTERN DIGITAL CORP SR UNSECURED 02/29 2.85 (Western Digital Corp.) | Long | Debt | US | $2M | – | 0.18 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2 (Wabtec Corp) | Long | Debt | US | $44K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 1A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $302K | – | 0.02 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 P1 B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-P1) | Long | ABS-other | US | $582K | – | 0.04 |
| WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 (Willis Towers Watson Public Limited Company) | Long | Equity-common | IE | $1M | 6K | 0.11 |
| WR GRACE HOLDING LLC SR SECURED 144A 06/27 4.875 (W. R. Grace Holdings Llc) | Long | Debt | US | $531K | – | 0.04 |
| WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625 (Wynn Macau Ltd.) | Long | Debt | KY | $274K | – | 0.02 |
| XCEL ENERGY INC COMMON STOCK USD2.5 | Long | Equity-common | US | $780K | 15K | 0.06 |
| XIAOMI BEST TIME INTL COMPANY GUAR REGS 07/31 2.875 (Xiaomi Best Time International Limited) | Long | Debt | HK | $534K | – | 0.04 |
| YUM BRANDS INC COMMON STOCK (YUM Brands Inc) | Long | Equity-common | US | $2M | 15K | 0.14 |
| ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 | Long | Equity-common | US | $581K | 5K | 0.04 |
| ZOETIS INC COMMON STOCK USD.01 (Zoetis Inc.) | Long | Equity-common | US | $6M | 36K | 0.46 |
| ZOOM VIDEO COMMUNICATIONS A COMMON STOCK USD.001 (Zoom Video Communications Inc) | Long | Equity-common | US | $853K | 14K | 0.06 |
Address
AuguStar Variable Insurance Products Fund Inc
ONE FINANCIAL WAY
CINCINNATI
Ohio
45242
United States of America
Websites
Directors
Christopher A. Carlson
Madeleine W. Ludlow
Geoffrey Keenan
Lawrence L. Grypp
Julia W. Poston
Transfer Agents
AuguStar Life Insurance Company
State Street Bank and Trust Company
Pricing Services
REFINITIV LIMITED
ICE Data Pricing & Reference Data, LLC
Bloomberg L.P.
PricingDirect Inc.
IHS MARKIT GROUP HOLDINGS LIMITED
VIRTU FINANCIAL, INC.
Custodians
State Street Bank and Trust Company
State Street Bank and Trust Company
Shareholder Servicing Agents
AuguStar Life Insurance Company
Admins
AuguStar Life Insurance Company
State Street Bank and Trust Company
Brokers
N/A