0001398344-20-016936.txt : 20200824
0001398344-20-016936.hdr.sgml : 20200824
20200824154026
ACCESSION NUMBER: 0001398344-20-016936
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200824
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MML Series Investment Fund II
CENTRAL INDEX KEY: 0001317146
IRS NUMBER: 043557005
STATE OF INCORPORATION: CT
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21714
FILM NUMBER: 201127713
BUSINESS ADDRESS:
STREET 1: 100 BRIGHT MEADOW BLVD.
CITY: ENFIELD
STATE: CT
ZIP: 06082
BUSINESS PHONE: (860) 562-1000
MAIL ADDRESS:
STREET 1: 100 BRIGHT MEADOW BLVD.
CITY: ENFIELD
STATE: CT
ZIP: 06082
0001317146
S000003830
MML Blend Fund
C000010686
Initial Class
C000067851
Service Class
NPORT-P
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1
N
N
N
AMERICAN TOWER TRUST I
5493004YGM0MQZJOEJ36
ASSET BACKED 144A 03/48 3.652
03027WAK8
310000
PA
USD
334681.95
0.0475769388
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.652
N
N
N
N
N
N
AMERICAN WATER WORKS CO INC
549300DXHIJQMD5WFW18
COMMON STOCK USD.01
030420103
380
NS
USD
48890.8
0.0069501047
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
COMMON STOCK USD.01
03076C106
5266
NS
USD
790110.64
0.112318712
Long
EC
CORP
US
N
1
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
COMMON STOCK USD.01
03073E105
2507
NS
USD
252630.39
0.0359128438
Long
EC
CORP
US
N
1
N
N
N
AMETEK INC
549300WZDEF9KKE40E98
COMMON STOCK USD.01
031100100
2500
NS
USD
223425
0.0317611319
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
COMMON STOCK USD.0001
031162100
20001
NS
USD
4717435.86
0.6706102826
Long
EC
CORP
US
N
1
N
N
N
AMPHENOL CORP CL A
549300D3L3G0R4U4VT04
COMMON STOCK USD.001
032095101
474
NS
USD
45413.94
0.0064558493
Long
EC
CORP
US
N
1
N
N
N
AMTRUST FINANCIAL SERVIC
549300SNNS1GRWBTGA28
SR UNSECURED 08/23 6.125
032359AE1
775000
PA
USD
719075.98
0.1022207319
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.125
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
COMMON STOCK USD.167
032654105
1072
NS
USD
131470.08
0.0186892181
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER BUSCH CO/INBEV
5493002J2SVENP0PVK27
COMPANY GUAR 02/46 4.9
03522AAJ9
825000
PA
USD
1009540.41
0.1435118992
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
SR UNSECURED 144A 08/23 6
03666HAA9
495000
PA
USD
474799.6
0.067495458
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
6
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
SR UNSECURED 144A 05/25 8.5
03666HAB7
450000
PA
USD
449365.74
0.0638798904
Long
DBT
CORP
US
Y
2
2025-05-18
Fixed
8.5
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
COMMON STOCK USD.01
036752103
4626
NS
USD
1216545.48
0.1729388448
Long
EC
CORP
US
N
1
N
N
N
AON PLC CLASS A
635400FALWQYX5E6QC64
COMMON STOCK
G0403H108
1795
NS
USD
345717
0.0491456338
Long
EC
CORP
IE
N
1
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
COMMON STOCK USD.625
037411105
1521
NS
USD
20533.5
0.0029189536
Long
EC
CORP
US
N
1
N
N
N
APARTMENT INVT + MGMT CO A
549300O8FT5GJ4RU1D57
REIT USD.01
03748R754
82
NS
USD
3086.48
0.0004387607
Long
EC
CORP
US
N
1
N
N
N
APOLLO AVIATION SECURITIZATION
N/A
AASET 2020 1A A 144A
00255UAA3
355276.79
PA
USD
312866.55
0.0444757558
Long
ABS-O
CORP
US
Y
2
2040-01-16
Fixed
3.351
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
COMPANY GUAR 144A 01/50 VAR
03765HAE1
185000
PA
USD
166378.9
0.023651705
Long
DBT
CORP
US
Y
2
2050-01-14
Fixed
4.95
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
COMMON STOCK USD.00001
037833100
71517
NS
USD
26089401.6
3.7087565151
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
SR UNSECURED 05/30 1.65
037833DU1
280000
PA
USD
286199.76
0.0406849203
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
SR UNSECURED 05/50 2.65
037833DW7
175000
PA
USD
183307.72
0.0260582328
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
COMMON STOCK USD.01
038222105
24539
NS
USD
1483382.55
0.2108712488
Long
EC
CORP
US
N
1
N
N
N
ARBYS FUNDING LLC
N/A
ARBYS 2015 1A A2 144A
038779AA2
305600
PA
USD
309887.84
0.0440523153
Long
ABS-O
CORP
US
Y
2
2045-10-30
Fixed
4.969
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
SR UNSECURED 06/50 3.635
03939AAA5
310000
PA
USD
324951.96
0.0461937655
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.635
N
N
N
N
N
N
ARCH CAPITAL GRP US INC
549300B4QKQFLY1XST28
COMPANY GUAR 11/43 5.144
03938JAA7
170000
PA
USD
213175.43
0.0303040973
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.144
N
N
N
N
N
N
ARCHER DANIELS MIDLAND CO
549300LO13MQ9HYSTR83
COMMON STOCK
039483102
792
NS
USD
31600.8
0.0044922331
Long
EC
CORP
US
N
1
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
SR UNSECURED 02/23 3.5
04010LAU7
710000
PA
USD
713629.6
0.101446498
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.5
N
N
N
N
N
N
ARES CLO LTD
N/A
ARES 2019 54A C 144A
04017WAG7
500000
PA
USD
487011.5
0.0692314489
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
4.06888
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
COMPANY GUAR 144A 10/24 4
04015CAA6
355000
PA
USD
376691.83
0.0535488817
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
4
N
N
N
N
N
N
ARISTA NETWORKS INC
635400H1WKBLOQERUU95
COMMON STOCK USD.0001
040413106
1530
NS
USD
321345.9
0.0456811436
Long
EC
CORP
US
N
1
N
N
N
ASCENTIUM EQUIPMENT RECEIVABLE
N/A
ACER 2019 2A E 144A
04365VAG7
827000
PA
USD
826364.37
0.1174723855
Long
ABS-O
CORP
US
Y
2
2027-05-10
Fixed
3.78
N
N
N
N
N
N
ASSOC BANC CORP
549300N3CIN473IW5094
SUBORDINATED 01/25 4.25
045487AB1
494000
PA
USD
518048.93
0.0736435957
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.25
N
N
N
N
N
N
ASSURANT CLO III, LTD
635400CQOZFHCREPDQ50
ASRNT 2018 2A C 144A
04624WAG2
310000
PA
USD
291417.36
0.0414266317
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
3.38525
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
COMMON STOCK USD.01
04621X108
96
NS
USD
9915.84
0.0014095929
Long
EC
CORP
US
N
1
N
N
N
AT+T INC
549300Z40J86GGSTL398
COMMON STOCK USD1.0
00206R102
63926
NS
USD
1932482.98
0.274713424
Long
EC
CORP
US
N
1
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 05/46 4.75
00206RCQ3
670000
PA
USD
803222.87
0.1141826899
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 03/37 5.25
00206RDR0
470000
PA
USD
581131.67
0.0826111653
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 03/41 6.25
00206RJF0
25000
PA
USD
34279.11
0.00487297
Long
DBT
CORP
US
N
2
2041-03-29
Fixed
6.25
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 06/27 2.3
00206RJX1
225000
PA
USD
232935.85
0.0331131532
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
SECURED 144A 01/25 2.5
04685A2L4
630000
PA
USD
629006.24
0.0894168071
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.5
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
SR UNSECURED 01/28 4.125
04686JAA9
1255000
PA
USD
1294687.1
0.1840471196
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.125
N
N
N
N
N
N
ATLAS SENIOR LOAN FUND LTD
N/A
ATCLO 2016 7A A1R 144A
04941TAS9
953952
PA
USD
924727.68
0.1314552883
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-27
Floating
1.64925
N
N
N
N
N
N
ATRIUM CDO CORP
N/A
ATRM 15A B 144A
04965FAG6
250000
PA
USD
240408
0.0341753617
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-23
Floating
2.793
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
COMMON STOCK USD.01
052769106
2317
NS
USD
554203.23
0.0787831347
Long
EC
CORP
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING
HGBOLILQXWER4SAL2I23
COMMON STOCK USD.1
053015103
7259
NS
USD
1080792.51
0.1536407896
Long
EC
CORP
US
N
1
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
SR UNSECURED 144A 07/35 4.95
05330GAA2
210000
PA
USD
239402.1
0.0340323673
Long
DBT
NUSS
PA
Y
2
2035-07-29
Fixed
4.95
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
COMMON STOCK USD.01
053332102
464
NS
USD
523447.68
0.0744110587
Long
EC
CORP
US
N
1
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
REIT USD.01
053484101
2081
NS
USD
321805.84
0.0457465267
Long
EC
CORP
US
N
1
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
SR UNSECURED 06/29 3.8
05351WAB9
367000
PA
USD
424870.02
0.0603976848
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.8
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
SHORT TERMS
05353AG60
3000000
PA
USD
2999865
0.4264478363
Long
STIV
CORP
US
N
2
2020-07-06
None
0
N
N
N
N
N
N
AVENTURA MALL TRUST
N/A
AVMT 2018 AVM C 144A
05359AAG8
710000
PA
USD
666201.59
0.0947043372
Long
ABS-O
CORP
US
Y
2
2040-07-05
Floating
4.249397
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
COMMON STOCK USD1.0
053611109
1915
NS
USD
218482.35
0.0310585061
Long
EC
CORP
US
N
1
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
IHXLB8SL0QWSSG2VG640
AESOP 2019 1A C 144A
05377RDJ0
305000
PA
USD
286780.67
0.0407674999
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
4.53
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
COMPANY GUAR 144A 02/27 3.25
05401AAJ0
310000
PA
USD
250395.05
0.0355950775
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
3.25
N
N
N
N
N
N
AXIS SPECIALTY FINAN PLC
N/A
COMPANY GUAR 12/27 4
05464HAC4
665000
PA
USD
699478.82
0.0994348843
Long
DBT
CORP
GB
N
2
2027-12-06
Fixed
4
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
COMPANY GUAR 07/29 3.9
05463HAB7
275000
PA
USD
294047.68
0.0418005467
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.9
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
COMPANY GUAR 01/40 VAR
05463HAC5
300000
PA
USD
281250
0.0399812838
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.9
N
N
N
N
N
N
BAKER HUGHES CO
549300XU3XH6F05YEQ93
COMMON STOCK USD.0001
05722G100
31
NS
USD
477.09
0.0000678211
Long
EC
CORP
US
N
1
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
COMMON STOCK
058498106
504
NS
USD
35022.96
0.0049787125
Long
EC
CORP
US
N
1
N
N
N
BANC OF AMERICA MERRILL LYNCH
N/A
BAMLL 2018 DSNY C 144A
054967AJ3
130000
PA
USD
108716.01
0.0154545979
Long
ABS-O
CORP
US
Y
2
2034-09-15
Floating
1.53475
N
N
N
N
N
N
BANK
N/A
BANK 2018 BN14 C
06035RAW6
210000
PA
USD
198500.53
0.028217977
Long
ABS-O
CORP
US
N
2
2060-09-15
Floating
4.752035
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN17 B
065403BG1
150000
PA
USD
161318.46
0.0229323347
Long
ABS-O
CORP
US
N
2
2052-04-15
Floating
4.128
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN16 AS
065405AF9
176250
PA
USD
202847.09
0.0288358652
Long
ABS-O
CORP
US
N
2
2052-02-15
Floating
4.267
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN16 B
065405AG7
136855
PA
USD
142994.1
0.0203274229
Long
ABS-O
CORP
US
N
2
2052-02-15
Floating
4.438
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN24 B
06540VBF1
409000
PA
USD
421420.18
0.0599072705
Long
ABS-O
CORP
US
N
2
2062-11-15
Floating
3.455
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN24 C
06540VBG9
397000
PA
USD
372468.89
0.0529485668
Long
ABS-O
CORP
US
N
2
2062-11-15
Floating
3.63452
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
COMMON STOCK USD.01
060505104
147898
NS
USD
3512577.5
0.4993328282
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 04/45 4.75
06051GFQ7
125000
PA
USD
165084.62
0.0234677157
Long
DBT
CORP
US
N
2
2045-04-21
Fixed
4.75
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 11/27 4.183
06051GGC7
255000
PA
USD
291836.75
0.0414862504
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.183
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/38 VAR
06051GGM5
200000
PA
USD
243033.51
0.0345485929
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.244
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 07/29 VAR
06051GHM4
100000
PA
USD
117946.59
0.0167667772
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.271
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/27 VAR
06051GHT9
175000
PA
USD
195314.19
0.0277650207
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.559
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/31 VAR
06051GJB6
310000
PA
USD
328025.13
0.046630634
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.592
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 01/37 6.11
59022CAJ2
220000
PA
USD
309743.28
0.0440317653
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 05/38 7.75
59023VAA8
95000
PA
USD
155307.74
0.0220778767
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
COMMON STOCK USD.01
064058100
27707
NS
USD
1070875.55
0.1522310375
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
SUBORDINATED 12/25 4.5
064159HB5
200000
PA
USD
227241.09
0.0323036107
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
4.5
N
N
N
N
Y
Bank of Nova Scotia
Bank of Nova Scotia COM
USD
XXXX
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
JR SUBORDINA 12/99 VAR
064159KJ4
715000
PA
USD
674323.65
0.0958589342
Long
DBT
CORP
CA
N
2
2099-12-31
Fixed
4.65
N
N
N
N
Y
Bank of Nova Scotia
Bank of Nova Scotia COM
CAD
XXXX
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SUBORDINATED 144A 06/21 10.179
06739FFU0
440000
PA
USD
475813.75
0.0676396252
Long
DBT
CORP
GB
Y
2
2021-06-12
Fixed
10.179
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS B 144A
05491VAE6
350000
PA
USD
296695
0.0421768782
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.408717
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS C 144A
05491VAG1
280000
PA
USD
215543.02
0.0306406637
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.408717
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS D 144A
05491VAJ5
210000
PA
USD
147400.05
0.0209537537
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.408717
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2020 C7 AS
05492VAJ4
320000
PA
USD
331408.38
0.0471115822
Long
ABS-O
CORP
US
N
2
2053-04-15
Floating
2.444
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 01/28 4.337
06738EAU9
260000
PA
USD
288644.35
0.0410324326
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.337
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 05/24 VAR
06738EBC8
345000
PA
USD
341845.1
0.0485952212
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.76563
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 09/49 4.758
05526DBK0
110000
PA
USD
122144.17
0.017363487
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.758
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 04/27 4.7
05526DBP9
225000
PA
USD
257161.1
0.03655691
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.7
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
COMMON STOCK USD1.0
071813109
3661
NS
USD
315212.1
0.0448091891
Long
EC
CORP
US
N
1
N
N
N
BAYER CORP
54930050NR9YMICYZM28
SHORT TERMS
07273LGF9
2000000
PA
USD
1999775
0.2842793665
Long
STIV
CORP
US
N
2
2020-07-15
None
0
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
COMMON STOCK USD1.0
075887109
1602
NS
USD
383310.54
0.0544897688
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
SR UNSECURED 12/44 4.685
075887BG3
225000
PA
USD
277069.28
0.0393869707
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.685
N
N
N
N
N
N
BEMIS COMPANY INC.
PTVU09TE3QPJPL7K4E13
SHORT TERMS
08143TG76
1000000
PA
USD
999953.33
0.1421490414
Long
STIV
CORP
US
N
2
2020-07-07
None
0
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BMARK 2019 B9 A4
08160JAD9
950000
PA
USD
1095578.1
0.1557426452
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
3.7508
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BMARK 2019 B9 A5
08160JAE7
1150000
PA
USD
1359123.48
0.1932071168
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.0156
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LT
N/A
BSP 2018 5BA A1A 144A
08181JAA0
260000
PA
USD
251824.04
0.0357982166
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.22525
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC CL B
5493000C01ZX7D35SD85
COMMON STOCK USD.0033
084670702
25526
NS
USD
4556646.26
0.6477531284
Long
EC
CORP
US
N
1
N
N
N
BEST BUY CO INC
HL5XPTVRV0O8TUN5LL90
COMMON STOCK USD.1
086516101
6292
NS
USD
549102.84
0.0780580853
Long
EC
CORP
US
N
1
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018 ATLS A 144A
05549GAA9
970000
PA
USD
916692
0.1303129707
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
1.43475
N
N
N
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018 ATLS B 144A
05549GAG6
850000
PA
USD
784178.38
0.1114754075
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
1.68475
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
COMMON STOCK USD.0005
09062X103
7762
NS
USD
2076723.1
0.2952179757
Long
EC
CORP
US
N
1
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
COMMON STOCK USD.01
09247X101
1450
NS
USD
788930.5
0.1121509484
Long
EC
CORP
US
N
1
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
SR UNSECURED 08/24 3.9
09259EAA6
850000
PA
USD
829650.89
0.1179395829
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
3.9
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
SR UNSECURED 08/22 4.125
87238QAE3
470000
PA
USD
471178.53
0.0669807023
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
4.125
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD
N/A
BLUEM 2019 25A B 144A
09627FAE0
500000
PA
USD
479727
0.0681959159
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
3.01888
N
N
N
N
N
N
BM1107614 SWAPTION
N/A
330131 3.11 PUT
99ZX35651
11940000
NC
USD
279396
0.0397177272
N/A
DIR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Put
Purchased
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
2043-02-02
571926
USD
0
USD
11940000
USD
1
USD
3.11
USD
2033-01-31
XXXX
-292530
N
N
N
BM1107911 SWAPTION
N/A
330131 2.61 CALL
99ZX35743
748250
NC
USD
123536.08
0.0175613549
N/A
DIR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Call
Purchased
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
2043-02-02
35916
USD
0
USD
748250
USD
1
USD
2.61
USD
2033-01-31
XXXX
87620.08
N
N
N
BM1167972 CDS USD R V 03MEVENT
N/A
2 CCPCDX
99S1ENNO8
1000000
PA
USD
-11688
-0.0016615155
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
3551.38
USD
0
USD
1000000
USD
-15239.38
N
N
N
BM1168194 CDS USD R V 03MEVENT
N/A
2 CCPCDX
99S1ENNR1
1100000
PA
USD
-13090
-0.0018608178
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
4783.54
USD
0
USD
1100000
USD
-17873.54
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
COMMON STOCK USD5.0
097023105
2052
NS
USD
376131.6
0.0534692418
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
COMMON STOCK USD.008
09857L108
1511
NS
USD
2406025.74
0.342030215
Long
EC
CORP
US
N
1
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
COMMON STOCK USD.01
099724106
4800
NS
USD
169440
0.0240868577
Long
EC
CORP
US
N
1
N
N
N
BOSTON PROPERTIES INC
549300OF70FSEUQBT254
REIT USD.01
101121101
3793
NS
USD
342811.34
0.0487325777
Long
EC
CORP
US
N
1
N
N
N
BRE GRAND ISLANDER TIMESHARE I
N/A
HGVGI 2017 1A A 144A
05584AAA8
82498.92
PA
USD
82836.84
0.011775727
Long
ABS-O
CORP
US
Y
2
2029-05-25
Fixed
2.94
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
SR UNSECURED 06/27 3.7
10922NAC7
300000
PA
USD
305837.94
0.043476599
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.7
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
SR UNSECURED 06/47 4.7
10922NAF0
275000
PA
USD
249965.14
0.0355339634
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.7
N
N
N
N
N
N
BRISTOL MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
COMMON STOCK USD.1
110122108
72043
NS
USD
4236128.4
0.6021896954
Long
EC
CORP
US
N
1
N
N
N
BRISTOL MYERS SQUIBB CO
N/A
RIGHT
110122157
25576
NS
USD
91562.08
0.0130160694
Long
EC
CORP
US
N
1
N
N
N
BRISTOL MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
SR UNSECURED 144A 11/47 4.35
110122BV9
200000
PA
USD
264112.89
0.0375451464
Long
DBT
CORP
US
Y
2
2047-11-15
Fixed
4.35
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
COMMON STOCK
11135F101
5469
NS
USD
1726071.09
0.2453708022
Long
EC
CORP
US
N
1
N
N
N
BROADRIDGE FINANCIAL SOL
N/A
SR UNSECURED 12/29 2.9
11133TAD5
441000
PA
USD
471386.17
0.0670102195
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.9
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOLUTIO
213800WWTABZ1GOJHH37
COMMON STOCK USD.01
11133T103
720
NS
USD
90856.8
0.0129158098
Long
EC
CORP
US
N
1
N
N
N
BROOKFIELD FINANCE INC
N/A
COMPANY GUAR 03/29 4.85
11271LAD4
433000
PA
USD
509662.83
0.072451464
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
COMPANY GUAR 04/30 4.35
11271LAE2
730000
PA
USD
827825.33
0.1176800692
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35
N
N
N
N
N
N
BROWN + BROWN INC
549300PC8KTJ71XKFY89
SR UNSECURED 09/24 4.2
115236AA9
246000
PA
USD
266744.02
0.0379191764
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.2
N
N
N
N
N
N
BROWN FORMAN CORP CLASS B
549300873K3LXF7ARU34
COMMON STOCK USD.15
115637209
15
NS
USD
954.9
0.0001357445
Long
EC
CORP
US
N
1
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
COMPANY GUAR 08/26 3.25
120568AX8
262000
PA
USD
270940.17
0.038515683
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
COMPANY GUAR 03/24 4.35
120568BA7
350000
PA
USD
382467.39
0.0543699103
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.35
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL E 144A
056054AH2
373561.61
PA
USD
358557.77
0.0509710221
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
1.98475
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL F 144A
056054AJ8
452859.88
PA
USD
435226.69
0.0618699442
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
2.18475
N
N
N
N
N
N
BX TRUST
N/A
BX 2018 IND E 144A
056059AN8
294000
PA
USD
290282.02
0.0412652367
Long
ABS-O
CORP
US
Y
2
2035-11-15
Floating
1.88475
N
N
N
N
N
N
C.H. ROBINSON WORLDWIDE INC
529900WNWN5L0OVDHA79
COMMON STOCK USD.1
12541W209
2520
NS
USD
199231.2
0.0283218459
Long
EC
CORP
US
N
1
N
N
N
CABOT OIL + GAS CORP
FCNMH6O7VWU7LHXMK351
COMMON STOCK USD.1
127097103
31048
NS
USD
533404.64
0.0758264971
Long
EC
CORP
US
N
1
N
N
N
CADENCE DESIGN SYS INC
GCT7RXJOGLXPV0NXZY22
COMMON STOCK USD.01
127387108
8700
NS
USD
834852
0.1186789502
Long
EC
CORP
US
N
1
N
N
N
CAL FUNDING III LTD
N/A
CAI 2018 2A A 144A
12805PAJ5
239250
PA
USD
237186.83
0.0337174541
Long
ABS-O
CORP
BM
Y
2
2043-09-25
Fixed
4.34
N
N
N
N
N
N
CALIFORNIA ST
N/A
CAS 04/39 FIXED 7.55
13063A5G5
475000
PA
USD
845827.75
0.1202392154
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55
N
N
N
N
N
N
CALIFORNIA ST
N/A
CAS 11/40 FIXED 7.6
13063BJC7
105000
PA
USD
192755.85
0.0274013381
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.6
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST
N/A
CAMB 2019 LIFE D 144A
12482HAL8
224629
PA
USD
216771.46
0.0308152934
Long
ABS-O
CORP
US
Y
2
2037-12-15
Floating
1.93475
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
COMMON STOCK USD.0375
134429109
4424
NS
USD
219563.12
0.0312121437
Long
EC
CORP
US
N
1
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2014 1A A 144A
12479RAB3
151842.58
PA
USD
149865.56
0.02130424
Long
ABS-CBDO
CORP
US
Y
2
2044-10-15
Fixed
3.66
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2017 1A A2 144A
12479RAE7
131745.29
PA
USD
132172.45
0.0187890639
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
4.18
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2020 1A A3 144A
12510HAC4
117896.93
PA
USD
116595.01
0.0165746424
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.25
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
COMMON STOCK USD.01
14040H105
3552
NS
USD
222319.68
0.0316040043
Long
EC
CORP
US
N
1
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
COMMON STOCK
14149Y108
5978
NS
USD
311991.82
0.044351408
Long
EC
CORP
US
N
1
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
SR UNSECURED 03/30 2.75
142339AJ9
326000
PA
USD
335542.08
0.0476992111
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75
N
N
N
N
N
N
CARLYLE FINANCE SUB LLC
N/A
COMPANY GUAR 144A 09/29 3.5
14314DAA1
370000
PA
USD
383567.53
0.0545263014
Long
DBT
CORP
US
Y
2
2029-09-19
Fixed
3.5
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGI
N/A
CGMS 2018 4A A2 144A
14315RAE1
720000
PA
USD
683957.52
0.0972284435
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
2.93525
N
N
N
N
N
N
CARMAX INC
529900F60CID3NCZM330
COMMON STOCK USD.5
143130102
400
NS
USD
35820
0.0050920163
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
COMMON STOCK USD.01
14448C104
28493
NS
USD
633114.46
0.0900008139
Long
EC
CORP
US
N
1
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CRVNA 2019 4A D 144A
14686YAG2
359000
PA
USD
353508.88
0.0502532937
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
3.07
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZA
N/A
CLAST 2019 1A A 144A
14855MAA6
342579.65
PA
USD
299667.23
0.0425993976
Long
ABS-O
CORP
US
Y
2
2039-04-15
Fixed
3.967
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED
N/A
CLAST 2018 1 A 144A
14856CAA7
664931.03
PA
USD
617413.33
0.0877688092
Long
ABS-O
CORP
US
Y
2
2043-06-15
Fixed
4.125
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
COMMON STOCK USD1.0
149123101
10105
NS
USD
1278282.5
0.1817151126
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
SR UNSECURED 04/50 3.25
149123CJ8
195000
PA
USD
217374.04
0.0309009536
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25
N
N
N
N
N
N
CBAM CLO MANAGEMENT
254900FSYLEH1VUJJF28
CBAM 2018 6A B1R 144A
12481XAS9
250000
PA
USD
243588.5
0.0346274878
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
3.31888
N
N
N
N
N
N
CBRE GROUP INC A
52990016II9MJ2OSWA10
COMMON STOCK USD.01
12504L109
8087
NS
USD
365694.14
0.0519854976
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
SR UNSECURED 144A 05/27 5.125
1248EPBT9
200000
PA
USD
206920
0.0294148524
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.125
N
N
N
N
N
N
CDW CORP/DE
N/A
COMMON STOCK USD.01
12514G108
3930
NS
USD
456587.4
0.0649064904
Long
EC
CORP
US
N
1
N
N
N
CELANESE CORP
549300FHJQTDPPN41627
COMMON STOCK USD.0001
150870103
6100
NS
USD
526674
0.0748696984
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
SR UNSECURED 11/39 6.75
15135UAF6
158000
PA
USD
153838.72
0.0218690472
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
SR UNSECURED 04/27 4.25
15135UAM1
275000
PA
USD
249064.55
0.0354059394
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
COMMON STOCK USD.001
15135B101
920
NS
USD
58466
0.0083112737
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
COMMON STOCK USD.01
15189T107
4131
NS
USD
77125.77
0.010963866
Long
EC
CORP
US
N
1
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
COMMON STOCK USD1.0
156700106
27928
NS
USD
280117.84
0.0398203408
Long
EC
CORP
US
N
1
N
N
N
CERNER CORP
549300L4UJ40IEVVI304
COMMON STOCK USD.01
156782104
4300
NS
USD
294765
0.0419025178
Long
EC
CORP
US
N
1
N
N
N
CF INDUSTRIES HOLDINGS INC
529900CG8YAQFZ2JMV97
COMMON STOCK USD.01
125269100
15290
NS
USD
430260.6
0.0611639864
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
SR SECURED 10/45 6.484
161175BA1
225000
PA
USD
297505.53
0.0422920997
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
CHARTER COMMUNICATIONS INC A
0J0XRGZE3PBRFEZ7MV65
COMMON STOCK USD.001
16119P108
2031
NS
USD
1035891.24
0.1472578193
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
COMPANY GUAR 10/29 4.5
16411QAG6
255000
PA
USD
261901.07
0.0372307236
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.5
N
N
N
N
N
N
CHEVRON CORP
LJOF0JWZSCIUPEC3LQ45
COMMON STOCK USD.75
166764100
26938
NS
USD
2403677.74
0.3416964335
Long
EC
CORP
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL INC
5493007DZOMUBASCBX97
COMMON STOCK USD.01
169656105
250
NS
USD
263090
0.0373997367
Long
EC
CORP
US
N
1
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
COMMON STOCK
H1467J104
1108
NS
USD
140294.96
0.0199437248
Long
EC
CORP
CH
N
1
N
N
N
CHURCH + DWIGHT CO INC
POOXSI30AWAQGYJZC921
COMMON STOCK USD1.0
171340102
3400
NS
USD
262820
0.0373613547
Long
EC
CORP
US
N
1
N
N
N
CIFC FUNDING LTD
635400BTAKRBKGRV3X14
CIFC 2017 5A A1 144A
12551MAA7
340000
PA
USD
334928.22
0.0476119475
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-16
Floating
2.31488
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC 2020 1A A1 144A
12555QAA4
250000
PA
USD
250000
0.0355389189
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
1
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMMON STOCK USD.01
125523100
5593
NS
USD
1049526.45
0.1491961417
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMPANY GUAR 144A 07/46 4.8
125523CE8
195000
PA
USD
244834.12
0.0348045598
Long
DBT
CORP
US
Y
2
2046-07-15
Fixed
4.8
N
N
N
N
N
N
CINCINNATI FINANCIAL CORP
254900Q4WEDMZBOZ0002
COMMON STOCK USD2.0
172062101
39
NS
USD
2497.17
0.0003549869
Long
EC
CORP
US
N
1
N
N
N
CINTAS CORP
549300QVUQTTKMTE0G41
COMMON STOCK
172908105
2378
NS
USD
633404.08
0.090041985
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
COMMON STOCK USD.001
17275R102
133542
NS
USD
6228398.88
0.8854022518
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
SR UNSECURED 01/40 5.5
17275RAF9
55000
PA
USD
80190.84
0.0113995831
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.5
N
N
N
N
N
N
CIT EDUCATION LOAN TRUST
N/A
CITEL 2005 1 B
12556PAE7
620060.16
PA
USD
543760.95
0.0772987053
Long
ABS-O
CORP
US
Y
2
2043-06-15
Floating
0.52338
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CGCMT 2019 GC41 C
17328FBA2
241000
PA
USD
217359.64
0.0308989065
Long
ABS-O
CORP
US
N
2
2056-08-10
Floating
3.5015
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
COMMON STOCK USD.01
172967424
33551
NS
USD
1714456.1
0.2437196655
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 06/32 6.625
172967BL4
100000
PA
USD
137113.37
0.0194914438
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.625
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 10/33 6
172967CC3
97000
PA
USD
127979.25
0.0181929768
Long
DBT
CORP
US
N
2
2033-10-31
Fixed
6
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SR UNSECURED 07/39 8.125
172967EW7
90000
PA
USD
155863.55
0.0221568883
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.125
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 03/25 3.875
172967JL6
387000
PA
USD
421883.15
0.0599730843
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.875
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
COMMON STOCK USD.01
174610105
5900
NS
USD
148916
0.0211692546
Long
EC
CORP
US
N
1
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
COMMON STOCK USD.001
177376100
3167
NS
USD
468430.97
0.0665901211
Long
EC
CORP
US
N
1
N
N
N
CLEAR CREEK CLO LTD
254900YU962C7CTRM558
CLRCK 2015 1A AR 144A
18452LAG3
480000
PA
USD
469040.64
0.0666767891
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
2.33525
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
SR UNSECURED 144A 04/28 3.5
186108CK0
155000
PA
USD
169788.79
0.0241364402
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
3.5
N
N
N
N
N
N
CLI FUNDING LLC
549300NQLBWJD5AREU05
CLIF 2019 1A A 144A
12563LAL1
381301.37
PA
USD
375166.23
0.053332009
Long
ABS-O
CORP
US
Y
2
2044-05-18
Fixed
3.71
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
COMMON STOCK USD1.0
189054109
4583
NS
USD
1005372.71
0.142919437
Long
EC
CORP
US
N
1
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
COMMON STOCK USD.01
12572Q105
1840
NS
USD
299073.6
0.0425150097
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
COMMON STOCK USD.01
125896100
1103
NS
USD
64437.26
0.0091601222
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
SR UNSECURED 03/43 4.7
125896BL3
115000
PA
USD
138293.27
0.0196591733
Long
DBT
CORP
US
N
2
2043-03-31
Fixed
4.7
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
SR UNSECURED 03/44 4.875
125896BN9
390000
PA
USD
506033.06
0.0719354716
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.875
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
COMPANY GUAR 10/21 3.875
12592BAG9
700000
PA
USD
717410.13
0.1019839218
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.875
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
COMPANY GUAR 07/23 1.95
12592BAK0
135000
PA
USD
135885.95
0.0193169591
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
SR UNSECURED 05/25 5.25
12621EAK9
590000
PA
USD
652995.7
0.092827045
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
COCA COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COMMON STOCK USD.25
191216100
60630
NS
USD
2708948.4
0.3850923905
Long
EC
CORP
US
N
1
N
N
N
COGNIZANT TECH SOLUTIONS A
5493006IEVQEFQO40L83
COMMON STOCK USD.01
192446102
8856
NS
USD
503197.92
0.0715324404
Long
EC
CORP
US
N
1
N
N
N
COLGATE PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
COMMON STOCK USD1.0
194162103
31806
NS
USD
2330107.56
0.3312380148
Long
EC
CORP
US
N
1
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2019 A B 144A
19421UAC8
531000
PA
USD
512940.53
0.0729174077
Long
ABS-O
CORP
US
Y
2
2048-12-28
Fixed
3.81
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2019 A C 144A
19421UAD6
270000
PA
USD
258576.41
0.0367581043
Long
ABS-O
CORP
US
Y
2
2048-12-28
Fixed
4.46
N
N
N
N
N
N
COLLEGE LOAN CORPORATON TRUST
2549009BH7OGY8PKL423
COLLE 2007 1 B2
194267AM2
130000
PA
USD
102690.64
0.0145980573
Long
ABS-O
CORP
US
N
2
2047-01-25
Floating
0
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 03/44 4.75
20030NBK6
190000
PA
USD
250146.65
0.0355597661
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 07/46 3.4
20030NBU4
220000
PA
USD
244405.21
0.0347435878
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.4
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 11/47 3.969
20030NCC3
135000
PA
USD
160065.95
0.0227542833
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.969
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 02/50 3.45
20030NCZ2
315000
PA
USD
361353.78
0.0513684908
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45
N
N
N
N
N
N
COMCAST CORP CLASS A
51M0QTTNCGUN7KFCFZ59
COMMON STOCK USD.01
20030N101
79024
NS
USD
3080355.52
0.4378900206
Long
EC
CORP
US
N
1
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
COMMON STOCK USD5.0
200340107
5821
NS
USD
221780.1
0.0315273
Long
EC
CORP
US
N
1
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 UBS5 B
12592KBF0
290000
PA
USD
298176.35
0.0423874605
Long
ABS-O
CORP
US
N
2
2047-09-10
Floating
4.514
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 CR23 C
12593ABE4
140000
PA
USD
138353.18
0.0196676898
Long
ABS-O
CORP
US
N
2
2048-05-10
Floating
4.435324
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2012 CR4 B 144A
12624QBA0
195000
PA
USD
121428.98
0.0172618187
Long
ABS-O
CORP
US
Y
2
2045-10-15
Fixed
3.703
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
COMMON STOCK USD5.0
205887102
7774
NS
USD
273411.58
0.0388670079
Long
EC
CORP
US
N
1
N
N
N
CONCHO RESOURCES INC
SYHS7HRDXLL4I0IQ8776
COMMON STOCK USD.001
20605P101
700
NS
USD
36050
0.0051247121
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
COMMON STOCK USD.01
20825C104
34039
NS
USD
1430318.78
0.2033279327
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
COMMON STOCK USD.1
209115104
1282
NS
USD
92214.26
0.0131087804
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC A
5493005GKEG8QCVY7037
COMMON STOCK USD.01
21036P108
542
NS
USD
94822.9
0.0134796134
Long
EC
CORP
US
N
1
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COMMON STOCK USD.1
216648402
80
NS
USD
22691.2
0.0032256829
Long
EC
CORP
US
N
1
N
N
N
COPART INC
549300KVYX3JWMYEHU61
COMMON STOCK
217204106
4400
NS
USD
366388
0.0520841337
Long
EC
CORP
US
N
1
N
N
N
CORNING INC
549300X2937PB0CJ7I56
COMMON STOCK USD.5
219350105
8167
NS
USD
211525.3
0.030069522
Long
EC
CORP
US
N
1
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
COMMON STOCK USD.01
22052L104
2706
NS
USD
72493.74
0.0103053966
Long
EC
CORP
US
N
1
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COMMON STOCK USD.005
22160K105
1990
NS
USD
603387.9
0.0857750147
Long
EC
CORP
US
N
1
N
N
N
COTY INC CL A
549300BO9IWPF3S48F93
COMMON STOCK USD.01
222070203
900
NS
USD
4023
0.0005718923
Long
EC
CORP
US
N
1
N
N
N
COUNTRYWIDE ASSET BACKED CERTI
N/A
CWL 2004 5 3A
1266716D3
1456.11
PA
USD
1291.07
0.0001835329
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
0.6445
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS
N/A
CWHL 2003 42 1A1
12669EH33
3992.75
PA
USD
3776.45
0.0005368438
Long
ABS-O
CORP
US
N
2
2033-09-25
Floating
3.991
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS
N/A
CWHL 2004 2 1A1
12669FKR3
15677.26
PA
USD
15041
0.0021381635
Long
ABS-O
CORP
US
N
2
2034-02-25
Floating
3.668035
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPTS 2019 CPT D 144A
12654YAJ8
225000
PA
USD
220719.38
0.0313765126
Long
ABS-O
CORP
US
Y
2
2039-11-13
Floating
3.096693
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPTS 2019 CPT E 144A
12654YAL3
338000
PA
USD
304935.12
0.0433482581
Long
ABS-O
CORP
US
Y
2
2039-11-13
Floating
3.096693
N
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
SUBORDINATED 144A 08/23 6.5
22546DAA4
350000
PA
USD
381591
0.0542453265
Long
DBT
CORP
CH
Y
2
2023-08-08
Fixed
6.5
N
N
N
N
N
N
CRESTLINE DENALI CLO XIV, LTD
549300SBJ7CCHEFNE215
DEN14 2016 1A A1R 144A
22615MAL6
249835.77
PA
USD
240673.04
0.0342130386
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-23
Floating
2.323
N
N
N
N
N
N
CRONOS CONTAINERS PROGRAM LTD
549300MPYH4CSGCW6113
CRNN 2014 2A A 144A
227170AG2
113888.88
PA
USD
111888.07
0.0159055242
Long
ABS-O
CORP
BM
Y
2
2029-11-18
Fixed
3.27
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
REIT USD.01
22822V101
1690
NS
USD
282821.5
0.0402046815
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
SR UNSECURED 02/49 5.2
22822VAM3
146000
PA
USD
193625.03
0.027524897
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.2
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
ASSET BACKED 144A 07/48 4.241
22822RBH2
250000
PA
USD
286019.93
0.0406593564
Long
ABS-O
CORP
US
Y
2
2048-07-15
Fixed
4.241
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
COMMON STOCK USD1.0
126408103
19807
NS
USD
1381340.18
0.1963653468
Long
EC
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
SR UNSECURED 11/48 4.75
126408HN6
155000
PA
USD
205785.05
0.0292535128
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
COMMON STOCK USD2.5
231021106
6565
NS
USD
1137451.9
0.1616952435
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
COMMON STOCK USD.01
126650100
27101
NS
USD
1760751.97
0.2503008862
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 09/39 6.125
126650BR0
175000
PA
USD
249076.67
0.0354076623
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
6.125
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/28 4.3
126650CX6
250000
PA
USD
292392.15
0.0415652037
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/48 5.05
126650CZ1
230000
PA
USD
301275.3
0.0428279939
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
CVS PASS THROUGH TRUST
549300EJG376EN5NQE29
PASS THRU CE 144A 01/34 5.926
126650BY5
246491.09
PA
USD
275573.71
0.039174367
Long
DBT
CORP
US
Y
2
2034-01-10
Fixed
5.926
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
COMPANY GUAR 144A 08/20 4
23371DAC8
173000
PA
USD
171702.5
0.0244084849
Long
DBT
CORP
US
Y
2
2020-08-01
Fixed
4
N
N
N
N
N
N
DAIMLER FIN NORTH AMERICA
8YAK2VWYCZ8B120UOU20
SHORT TERMS
23384DGD5
1000000
PA
USD
999902.5
0.1421418156
Long
STIV
CORP
US
N
2
2020-07-13
None
0
N
N
N
N
N
N
DANAHER CORP W/D
S4BKK9OTCEWQ3YHPFM11
COMMON STOCK USD.01
235851102
936
NS
USD
165512.88
0.0235285953
Long
EC
CORP
US
N
1
N
N
N
DARDEN RESTAURANTS INC
CY1NFSCCB5GUXC7WZC70
COMMON STOCK
237194105
2654
NS
USD
201093.58
0.0285865938
Long
EC
CORP
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
COMMON STOCK USD.001
23918K108
5730
NS
USD
453472.2
0.064463647
Long
EC
CORP
US
N
1
N
N
N
DB MASTER FINANCE LLC
549300F17UZJL70BPB08
DNKN 2019 1A A2II 144A
233046AK7
415857.5
PA
USD
432512.47
0.0614841025
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.021
N
N
N
N
N
N
DB MASTER FINANCE LLC
549300F17UZJL70BPB08
DNKN 2019 1A A23 144A
233046AL5
376157.5
PA
USD
412831.88
0.0586863949
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.352
N
N
N
N
N
N
DBUBS MORTGAGE TRUST
N/A
DBUBS 2011 LC1A B 144A
233050AF0
110000
PA
USD
110773.94
0.0157471443
Long
ABS-O
CORP
US
Y
2
2046-11-10
Floating
5.471
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2018 1A A1 144A
24380PAA2
177048.5
PA
USD
178776.05
0.0254140302
Long
ABS-O
CORP
US
Y
2
2057-12-25
Floating
2.976
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2018 1A A3 144A
24380PAC8
50585.29
PA
USD
50161.04
0.0071306765
Long
ABS-O
CORP
US
Y
2
2057-12-25
Floating
3.202
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2019 1A A3 144A
24380RAC4
166701.71
PA
USD
166816.45
0.0237139052
Long
ABS-O
CORP
US
Y
2
2059-01-25
Floating
3.948
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
SR SECURED 144A 06/26 6.02
25272KAK9
616000
PA
USD
706228.82
0.1003944352
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
COMMON STOCK USD.0001
247361702
10600
NS
USD
297330
0.0422671471
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
COMMON STOCK USD.01
24906P109
56
NS
USD
2467.36
0.0003507492
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
SR UNSECURED 06/30 3.25
24906PAA7
150000
PA
USD
157697.53
0.0224175989
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25
N
N
N
N
N
N
DEUTSCHE BANK NY
N/A
SR UNSECURED 01/21 3.15
251526BP3
428000
PA
USD
430006.41
0.0611278518
Long
DBT
CORP
DE
N
2
2021-01-22
Fixed
3.15
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
DEVON ENERGY CORP
54930042348RKR3ZPN35
COMMON STOCK USD.1
25179M103
6447
NS
USD
73108.98
0.0103928565
Long
EC
CORP
US
N
1
N
N
N
DIAMOND RESORTS OWNER TRUST
N/A
DROT 2019 1A A 144A
252722AA1
554705.14
PA
USD
552867.73
0.0785932858
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
2.89
N
N
N
N
N
N
DIAMOND RESORTS OWNER TRUST
5493008MIJR7VMQP7U77
DROT 2016 1 A 144A
25273BAA0
141277
PA
USD
141309.59
0.0200879603
Long
ABS-O
CORP
US
Y
2
2028-11-20
Fixed
3.08
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
COMMON STOCK USD.01
25278X109
2460
NS
USD
102877.2
0.0146245779
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
COMPANY GUAR 12/26 3.25
25278XAM1
250000
PA
USD
251359.78
0.0357322194
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25
N
N
N
N
N
N
DIGITAL REALTY TRUST INC
549300HKCZ31D08NEI41
REIT USD.01
253868103
280
NS
USD
39790.8
0.0056564881
Long
EC
CORP
US
N
1
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
SUBORDINATED 08/28 VAR
25466AAN1
495000
PA
USD
499677.75
0.0710320282
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.682
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
COMMON STOCK USD.01
254709108
8583
NS
USD
429922.47
0.0611159193
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 03/28 3.95
25470DAR0
349000
PA
USD
389989.28
0.0554391896
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 09/37 5
25470DAS8
160000
PA
USD
189372.46
0.02692037
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 05/50 4.65
25470DBH1
135000
PA
USD
154029.93
0.0218962288
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65
N
N
N
N
N
N
DISCOVERY INC A
5493006ZCRFWKF6B1K26
COMMON STOCK USD.01
25470F104
7700
NS
USD
162470
0.0230960326
Long
EC
CORP
US
N
1
N
N
DISCOVERY INC C
5493006ZCRFWKF6B1K26
COMMON STOCK USD.01
25470F302
9043
NS
USD
174168.18
0.0247589953
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP A
529900U350CWHH15G169
COMMON STOCK USD.01
25470M109
6600
NS
USD
227766
0.0323782296
Long
EC
CORP
US
N
1
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
COMMON STOCK USD.875
256677105
6770
NS
USD
1289752.7
0.1833456667
Long
EC
CORP
US
N
1
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
COMMON STOCK USD.01
256746108
2548
NS
USD
236148.64
0.0335698695
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
COMMON STOCK
25746U109
1347
NS
USD
109349.46
0.0155446464
Long
EC
CORP
US
N
1
N
N
N
DOMINO S PIZZA INC
5299004V0Y8MI5D9FF45
COMMON STOCK USD.01
25754A201
2230
NS
USD
823851.2
0.1171151241
Long
EC
CORP
US
N
1
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2015 1A A2II 144A
25755TAE0
519750
PA
USD
528467.04
0.0751245892
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
4.474
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2017 1A A23 144A
25755TAH3
107250
PA
USD
114851.54
0.0163267983
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
4.118
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2018 1A A2I 144A
25755TAJ9
304575
PA
USD
323569.7
0.0459972694
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
4.116
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
5299004V0Y8MI5D9FF45
DPABS 2019 1A A2 144A
25755TAL4
258700
PA
USD
271081.3
0.0385357454
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.668
N
N
N
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
COMMON STOCK USD1.0
260003108
1303
NS
USD
125817.68
0.0178856973
Long
EC
CORP
US
N
1
N
N
N
DOW INC
5493003S21INSLK2IP73
COMMON STOCK USD.01
260557103
5106
NS
USD
208120.56
0.0295855189
Long
EC
CORP
US
N
1
N
N
N
DR HORTON INC
529900ZIUEYVSB8QDD25
COMMON STOCK USD.01
23331A109
4747
NS
USD
263221.15
0.0374183805
Long
EC
CORP
US
N
1
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB 2016 R A1 144A
23342BAA2
166158
PA
USD
166354.08
0.0236481767
Long
ABS-O
CORP
US
Y
2
2044-10-25
Floating
2.0845
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB 2017 B BFX 144A
518887AC8
86015.82
PA
USD
84690.42
0.0120392239
Long
ABS-O
CORP
US
Y
2
2042-08-25
Fixed
3.02
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
COMMON STOCK
233331107
310
NS
USD
33325
0.0047373379
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
SHORT TERMS
26244HH30
2000000
PA
USD
1999355.88
0.2842197862
Long
STIV
CORP
US
N
2
2020-08-03
None
0
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
COMMON STOCK USD.001
26441C204
10290
NS
USD
822068.1
0.1168616463
Long
EC
CORP
US
N
1
N
N
N
DUKE REALTY CORP
N/A
REIT USD.01
264411505
9000
NS
USD
318510
0.0452780043
Long
EC
CORP
US
N
1
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SR UNSECURED 11/38 5.319
26078JAE0
365000
PA
USD
462771.18
0.0657855498
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.319
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SHORT TERMS
26082MHR1
1000000
PA
USD
999303.11
0.1420566089
Long
STIV
CORP
US
N
2
2020-08-25
None
0
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
COMMON STOCK USD.01
26614N102
3506
NS
USD
186273.78
0.0264798751
Long
EC
CORP
US
N
1
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
COMMON STOCK USD.01
23355L106
7579
NS
USD
125053.5
0.0177770648
Long
EC
CORP
US
N
1
N
N
N
E TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
COMMON STOCK USD.01
269246401
5561
NS
USD
276548.53
0.0393129432
Long
EC
CORP
US
N
1
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
COMMON STOCK USD.01
277432100
6370
NS
USD
443606.8
0.0630612244
Long
EC
CORP
US
N
1
N
N
N
EATON CORP PLC
549300VDIGTMXUNT7H71
COMMON STOCK USD.01
G29183103
7366
NS
USD
644377.68
0.0916019446
Long
EC
CORP
IE
N
1
N
N
N
EATON VANCE CDO LTD
549300R0C8KS2AMEHL81
EATON 2018 1A B 144A
27831BAE3
700000
PA
USD
678582.8
0.0964643965
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
2.96888
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
COMMON STOCK USD.001
278642103
30377
NS
USD
1593273.65
0.2264928924
Long
EC
CORP
US
N
1
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2016 1A A 144A
26827XAA1
409216.94
PA
USD
396859.57
0.0564158404
Long
ABS-O
CORP
US
Y
2
2066-07-26
Floating
1.51825
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2017 1A A 144A
26828WAA2
287879.92
PA
USD
282142.99
0.0401082274
Long
ABS-O
CORP
US
Y
2
2066-12-27
Floating
1.3845
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2018 2A A 144A
26829GAA6
408063.63
PA
USD
388754.47
0.0552636544
Long
ABS-O
CORP
US
Y
2
2068-09-25
Floating
0.9845
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
COMMON STOCK USD1.0
278865100
2
NS
USD
397.9
0.0000565637
Long
EC
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
COMMON STOCK
281020107
826
NS
USD
44860.06
0.0063771121
Long
EC
CORP
US
N
1
N
N
N
EDLINC STUDENT LOAN FUNDING TR
N/A
ESLFT 2012 1 B 144A
28108QAB0
270000
PA
USD
284207.05
0.0404016453
Long
ABS-O
CORP
US
Y
2
2040-11-26
Floating
4.4245
N
N
N
N
N
N
EDLINC STUDENT LOAN FUNDING TR
N/A
ESLFT 2017 A A 144A
28108RAA0
319945.85
PA
USD
315760.86
0.0448871984
Long
ABS-O
CORP
US
Y
2
2047-12-01
Floating
3.6
N
N
N
N
N
N
EDWARDS LIFESCIENCES CORP
YA13X31F3V31L8TMPR58
COMMON STOCK USD1.0
28176E108
10750
NS
USD
742932.5
0.1056120716
Long
EC
CORP
US
N
1
N
N
N
EL PUERTO DE LIVERPOOL
4469000001BO4JEXZL32
COMPANY GUAR 144A 10/24 3.95
283837AA0
445000
PA
USD
453948.95
0.0645314198
Long
DBT
CORP
MX
Y
2
2024-10-02
Fixed
3.95
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
COMMON STOCK USD.01
285512109
10877
NS
USD
1436307.85
0.204179313
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY + CO
FRDRIPF3EKNDJ2CQJL29
COMMON STOCK
532457108
26484
NS
USD
4348143.12
0.6181132236
Long
EC
CORP
US
N
1
N
N
N
ELMWOOD CLO II LTD.
N/A
ELMW2 2019 2A A 144A
29001LAA9
450000
PA
USD
446031.45
0.0634059022
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.58525
N
N
N
N
N
N
ELMWOOD CLO III LTD
N/A
ELMW3 2019 3A B 144A
29002HAE9
250000
PA
USD
245278.75
0.0348677665
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
3.16888
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
COMMON STOCK USD.5
291011104
18569
NS
USD
1151835.07
0.1637398928
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 12/45 6.125
29273RBJ7
200000
PA
USD
206124.31
0.0293017406
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 04/27 4.2
29273RBK4
440000
PA
USD
459999.49
0.0653915384
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.2
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
JR SUBORDINA VAR
29278NAA1
540000
PA
USD
414450
0.0589164198
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.25
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 01/24 5.875
29278NAM5
200000
PA
USD
222660.57
0.0316524638
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
JR SUBORDINA 12/99 VAR
29278NAS2
240000
PA
USD
201417.6
0.028632655
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.75
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
SR UNSECURED 06/25 4.15
29336UAE7
621000
PA
USD
478170
0.0679745795
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
SR UNSECURED 07/26 4.85
29336UAF4
149000
PA
USD
110304.7
0.0156804392
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
SR UNSECURED 03/22 4.5
29359UAA7
370000
PA
USD
374855.92
0.0532878966
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
4.5
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
SR UNSECURED 06/29 4.95
29359UAB5
350000
PA
USD
368613.16
0.0524004529
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
COMMON STOCK USD.01
29364G103
848
NS
USD
79550.88
0.0113086091
Long
EC
CORP
US
N
1
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
1ST MORTGAGE 01/45 4.95
29364WAV0
165000
PA
USD
179778.97
0.025556601
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
COMPANY GUAR 08/77 VAR
29379VBN2
225000
PA
USD
210375
0.0299060003
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
COMPANY GUAR 02/78 VAR
29379VBR3
195000
PA
USD
174525
0.0248097193
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.375
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
COMMON STOCK USD.01
26875P101
18078
NS
USD
915831.48
0.1301906429
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
SR UNSECURED 04/50 4.95
26875PAT8
40000
PA
USD
51022.84
0.0072531863
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
SR UNSECURED 07/23 4.75
26885BAD2
500000
PA
USD
503365
0.0715561917
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 10/22 3
26884LAE9
340000
PA
USD
316200
0.0449496247
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 10/27 3.9
26884LAF6
1090000
PA
USD
885396.1
0.1258640809
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 02/25 6.125
26884LAH2
395000
PA
USD
393625.4
0.0559560847
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.125
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
COMMON STOCK USD1.25
294429105
182
NS
USD
31282.16
0.0044469366
Long
EC
CORP
US
N
1
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
REIT USD.001
29444U700
610
NS
USD
428403
0.060899918
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE FINANCIAL LIFE
N/A
SECURED 144A 07/25 1.4
29449WAA5
255000
PA
USD
255149.43
0.0362709396
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.4
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
SR UNSECURED 04/48 5
054561AM7
225000
PA
USD
257425.3
0.0365944675
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5
N
N
N
N
N
N
EQUITY RESIDENTIAL
5493008RACSH5EP3PI59
REIT USD.01
29476L107
8356
NS
USD
491499.92
0.0698695033
Long
EC
CORP
US
N
1
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
COMPANY GUAR 144A 06/34 6.7
26882PAR3
78000
PA
USD
99907.4
0.014202404
Long
DBT
CORP
US
Y
2
2034-06-01
Fixed
6.7
N
N
N
N
N
N
ESSEX PROPERTY TRUST INC
549300TR2H2VEFX0NC60
REIT USD.0001
297178105
1580
NS
USD
362088.6
0.0514729496
Long
EC
CORP
US
N
1
N
N
N
ESTEE LAUDER COMPANIES CL A
549300VFZ8XJ9NUPU221
COMMON STOCK USD.01
518439104
1570
NS
USD
296227.6
0.0421104347
Long
EC
CORP
US
N
1
N
N
N
EVEREST RE GROUP LTD
549300N24XF2VV0B3570
COMMON STOCK USD.01
G3223R108
20
NS
USD
4124
0.00058625
Long
EC
CORP
BM
N
1
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
COMMON STOCK
30034W106
15200
NS
USD
901208
0.1281118323
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
COMMON STOCK USD5.0
30040W108
812
NS
USD
67615.24
0.0096118901
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
COMMON STOCK
30161N101
22140
NS
USD
803460.6
0.1142164846
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
COMMON STOCK USD.001
30212P303
377
NS
USD
30989.4
0.0044053191
Long
EC
CORP
US
N
1
N
N
N
EXPEDITORS INTL WASH INC
984500B055A804AB6E40
COMMON STOCK USD.01
302130109
4626
NS
USD
351761.04
0.0500048284
Long
EC
CORP
US
N
1
N
N
N
EXTRA SPACE STORAGE INC
529900SDJHKRQWED6A16
REIT USD.01
30225T102
1190
NS
USD
109920.3
0.0156257945
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
COMMON STOCK
30231G102
26897
NS
USD
1202833.84
0.1709896574
Long
EC
CORP
US
N
1
N
N
N
F5 NETWORKS INC
N/A
COMMON STOCK
315616102
1400
NS
USD
195272
0.0277590231
Long
EC
CORP
US
N
1
N
N
N
FACEBOOK INC CLASS A
BQ4BKCS1HXDV9HN80Z93
COMMON STOCK USD.000006
30303M102
54850
NS
USD
12454789.5
1.7705190181
Long
EC
CORP
US
N
1
N
N
N
FALCON AEROSPACE LTD
N/A
FLCON 2019 1 A 144A
30610GAA1
556350.81
PA
USD
496553.5
0.0705878984
Long
ABS-O
CORP
KY
Y
2
2039-09-15
Fixed
3.597
N
N
N
N
N
N
FANNIE MAE CAS
B1V7KEBTPIMZEU4LTD58
CAS 2019 R01 2M2 144A
20754FAK8
428151.02
PA
USD
417809.72
0.0593940231
Long
ABS-O
USGSE
US
Y
2
2031-07-25
Floating
2.6345
N
N
N
N
N
N
FASTENAL CO
529900PP0C7H2HHPSJ32
COMMON STOCK USD.01
311900104
9264
NS
USD
396869.76
0.0564172889
Long
EC
CORP
US
N
1
N
N
N
FCI FUNDING, LLC
213800W6B18ZHTNG7371
FCITL 2019 1A A 144A
30259MAA4
87173.24
PA
USD
87843.32
0.0124874265
Long
ABS-O
CORP
US
Y
2
2031-02-18
Fixed
3.63
N
N
N
N
N
N
FED HM LN PC POOL C00470
S6XOOCT0IEG5ABCC6L87
FG 08/26 FIXED 8
31292GQX7
9594.45
PA
USD
10793.1
0.0015343004
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
8
N
N
N
N
N
N
FED HM LN PC POOL C01079
S6XOOCT0IEG5ABCC6L87
FG 10/30 FIXED 7.5
31292HFU3
3804.05
PA
USD
4468.11
0.0006351672
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.5
N
N
N
N
N
N
FED HM LN PC POOL C01135
S6XOOCT0IEG5ABCC6L87
FG 02/31 FIXED 7.5
31292HHL1
16361.41
PA
USD
19120.1
0.0027180307
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.5
N
N
N
N
N
N
FED HM LN PC POOL C55867
S6XOOCT0IEG5ABCC6L87
FG 02/30 FIXED 7.5
31298SQU1
26818.3
PA
USD
30213.51
0.0042950219
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.5
N
N
N
N
N
N
FED HM LN PC POOL G00924
S6XOOCT0IEG5ABCC6L87
FG 03/28 FIXED 8
31283HAZ8
8895.78
PA
USD
10006.79
0.001422522
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
8
N
N
N
N
N
N
FED HM LN PC POOL QA8791
S6XOOCT0IEG5ABCC6L87
FR 04/50 FIXED 3.5
3133A3XU7
296787.19
PA
USD
318434.55
0.0452672786
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL RA2483
S6XOOCT0IEG5ABCC6L87
FR 06/50 FIXED 3.5
3133KHXL5
2597327.51
PA
USD
2761612.37
0.3925788727
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.5
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
SR UNSECURED 01/25 4
31572UAG1
250000
PA
USD
257252.5
0.036569903
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
4
N
N
N
N
N
N
FIDELITY NATIONAL INFO SERV
6WQI0GK1PRFVBA061U48
COMMON STOCK USD.01
31620M106
900
NS
USD
120681
0.0171554891
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATL INFORMATION SVCS
6WQI0GK1PRFVBA061U48
SHORT TERMS
31621YG94
2000000
PA
USD
1999865
0.2842921605
Long
STIV
CORP
US
N
2
2020-07-09
None
0
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
COMMON STOCK
316773100
11821
NS
USD
227908.88
0.0323985409
Long
EC
CORP
US
N
1
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
SHORT TERMS
31849HJU7
1000000
PA
USD
999475
0.142081044
Long
STIV
CORP
AE
N
2
2020-09-28
None
0
N
N
N
N
N
N
FIRST FRANKLIN MTG LOAN ASSET
N/A
FFML 2004 FFH4 M6
32027NPH8
420000
PA
USD
388132.42
0.0551752265
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
1.9095
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
SUBORDINATED 08/46 4.375
33616CAB6
935000
PA
USD
1085911.89
0.1543685386
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
4.375
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
COMMON STOCK USD.1
337932107
11080
NS
USD
429682.4
0.0610817919
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
COMMON STOCK USD.01
337738108
802
NS
USD
78291.24
0.0111295441
Long
EC
CORP
US
N
1
N
N
N
FLATIRON CLO LTD
N/A
FLAT 2019 1A B 144A
33883JAC5
250000
PA
USD
240067.25
0.0341269222
Long
ABS-CBDO
CORP
KY
Y
2
2032-11-16
Floating
2.28563
N
N
N
N
N
N
FLEETCOR TECHNOLOGIES INC
549300DG6RR0NQSFLN74
COMMON STOCK USD.001
339041105
1320
NS
USD
332019.6
0.0471984706
Long
EC
CORP
US
N
1
N
N
N
FLIR SYSTEMS INC
VOBD35NEPH6WISIRTJ85
COMMON STOCK USD.01
302445101
2852
NS
USD
115705.64
0.0164482134
Long
EC
CORP
US
N
1
N
N
N
FLOWSERVE CORP
6Y0GK87T6V7NJKZJVM41
COMMON STOCK USD1.25
34354P105
1870
NS
USD
53332.4
0.0075815034
Long
EC
CORP
US
N
1
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
COMMON STOCK USD.1
302491303
3700
NS
USD
368594
0.0523977292
Long
EC
CORP
US
N
1
N
N
N
FMC TECH INC
EMQFUEY7DV1MVNKAUT87
SHORT TERMS
3024X2GD2
1000000
PA
USD
999812.22
0.1421289818
Long
STIV
CORP
US
N
2
2020-07-13
None
0
N
N
N
N
N
N
FNMA POOL 190317
B1V7KEBTPIMZEU4LTD58
FN 08/31 FIXED VAR
31368HK69
570.73
PA
USD
666.5
0.0000947468
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 252981
B1V7KEBTPIMZEU4LTD58
FN 01/30 FIXED 7.5
31371H6S2
4949.96
PA
USD
5766.69
0.0008197677
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 253183
B1V7KEBTPIMZEU4LTD58
FN 04/30 FIXED 7.5
31371JFY5
1786.51
PA
USD
2081.55
0.0002959041
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 253265
B1V7KEBTPIMZEU4LTD58
FN 05/30 FIXED 7.5
31371JJJ4
955.59
PA
USD
1112.48
0.0001581453
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 253481
B1V7KEBTPIMZEU4LTD58
FN 10/30 FIXED 8
31371JRA4
1277.07
PA
USD
1495.07
0.0002125327
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 253795
B1V7KEBTPIMZEU4LTD58
FN 05/31 FIXED 7
31371J3C6
31970.64
PA
USD
37034.97
0.0052647312
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7
N
N
N
N
N
N
FNMA POOL 499386
B1V7KEBTPIMZEU4LTD58
FN 09/29 FIXED 7.5
31383CXP5
1031.29
PA
USD
1200.31
0.0001706309
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 521006
B1V7KEBTPIMZEU4LTD58
FN 12/29 FIXED 7.5
31384DYB2
401.01
PA
USD
471.31
0.0000669994
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 522769
B1V7KEBTPIMZEU4LTD58
FN 12/29 FIXED 7.5
31384FW60
55.82
PA
USD
65.52
0.000009314
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 524317
B1V7KEBTPIMZEU4LTD58
FN 03/30 FIXED 7.5
31384HPA5
919.22
PA
USD
1081.91
0.0001537996
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 530520
B1V7KEBTPIMZEU4LTD58
FN 03/30 FIXED 7.5
31384QK93
9264.25
PA
USD
10676.22
0.0015176853
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 535351
B1V7KEBTPIMZEU4LTD58
FN 06/30 FIXED VAR
31384VWL2
1940.93
PA
USD
2260.8
0.0003213856
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 536949
B1V7KEBTPIMZEU4LTD58
FN 05/30 FIXED 8
31384XQA9
1274.26
PA
USD
1500.58
0.000213316
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 564594
B1V7KEBTPIMZEU4LTD58
FN 01/31 FIXED 7
31386JGB7
8572.6
PA
USD
9801.89
0.0013933943
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7
N
N
N
N
N
N
FNMA POOL 572844
B1V7KEBTPIMZEU4LTD58
FN 04/31 FIXED 7
31386TLZ6
19582.2
PA
USD
22827.97
0.0032451255
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
7
N
N
N
N
N
N
FNMA POOL 602008
B1V7KEBTPIMZEU4LTD58
FN 08/31 FIXED 8
31388DYD4
1975.42
PA
USD
2304.74
0.0003276319
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 725692
B1V7KEBTPIMZEU4LTD58
FN 10/33 FLOATING VAR
31402DF96
23390.83
PA
USD
24626.45
0.0035007896
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
3.957
N
N
N
N
N
N
FNMA POOL 888586
B1V7KEBTPIMZEU4LTD58
FN 10/34 FLOATING VAR
31410GF32
50275.19
PA
USD
52930.98
0.0075244392
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
3.973
N
N
N
N
N
N
FNMA POOL AD6437
B1V7KEBTPIMZEU4LTD58
FN 06/40 FIXED 5
31418UEK6
61566.27
PA
USD
70305.28
0.0099942946
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AD6996
B1V7KEBTPIMZEU4LTD58
FN 07/40 FIXED 5
31418UX25
399352.51
PA
USD
456038.52
0.064828464
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AL8173
B1V7KEBTPIMZEU4LTD58
FN 02/44 FIXED VAR
3138ETCK0
160604.11
PA
USD
182246.69
0.0259074014
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AS1304
B1V7KEBTPIMZEU4LTD58
FN 12/28 FIXED 3.5
3138WANW3
163483.85
PA
USD
174327.68
0.0247816692
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL AV1897
B1V7KEBTPIMZEU4LTD58
FN 12/28 FIXED 3.5
3138XDDB3
27668.35
PA
USD
29503.58
0.0041941014
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL AV2325
B1V7KEBTPIMZEU4LTD58
FN 12/28 FIXED 3.5
3138XDSP6
87831.62
PA
USD
93657.47
0.0133139409
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL BF0196
B1V7KEBTPIMZEU4LTD58
FN 02/41 FIXED 3.5
3140FXGE6
211546.43
PA
USD
228777.86
0.0325220713
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL BJ0686
B1V7KEBTPIMZEU4LTD58
FN 04/48 FIXED 4
3140H1XQ8
542205.97
PA
USD
576408.59
0.0819397526
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4
N
N
N
N
N
N
FNMA POOL CA1909
B1V7KEBTPIMZEU4LTD58
FN 06/48 FIXED 4.5
3140Q9DP5
1272005.97
PA
USD
1366907.03
0.1943135926
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.5
N
N
N
N
N
N
FNMA POOL CA1951
B1V7KEBTPIMZEU4LTD58
FN 07/48 FIXED 4
3140Q9EZ2
450366.16
PA
USD
478494
0.0680206379
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4
N
N
N
N
N
N
FNMA POOL CA2039
B1V7KEBTPIMZEU4LTD58
FN 07/48 FIXED 4
3140Q9HR7
530099.68
PA
USD
562751.75
0.0799983553
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4
N
N
N
N
N
N
FNMA POOL CA5308
B1V7KEBTPIMZEU4LTD58
FN 03/50 FIXED 3.5
3140QC3S3
1770063.91
PA
USD
1896958.02
0.2696633493
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL CA6096
B1V7KEBTPIMZEU4LTD58
FN 06/50 FIXED 3.5
3140QDX25
2371963.77
PA
USD
2524958.99
0.3589372515
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL FM1970
B1V7KEBTPIMZEU4LTD58
FN 11/49 FIXED VAR
3140X5FL2
500420.72
PA
USD
540869.53
0.0768876735
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL MA1356
B1V7KEBTPIMZEU4LTD58
FN 02/43 FIXED 3.5
31418AQJ0
1251043.52
PA
USD
1352164.87
0.1922179109
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL MA3029
B1V7KEBTPIMZEU4LTD58
FN 06/32 FIXED 3
31418CLK8
726358.87
PA
USD
765350.98
0.1087989858
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA3090
B1V7KEBTPIMZEU4LTD58
FN 08/32 FIXED 3
31418CNG5
310493.45
PA
USD
326967.18
0.0464802404
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA3984
B1V7KEBTPIMZEU4LTD58
FN 04/35 FIXED 2.5
31418DNA6
2486724.66
PA
USD
2604213.7
0.3702037584
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
2.5
N
N
N
N
N
N
FNMA POOL MA4013
B1V7KEBTPIMZEU4LTD58
FN 05/35 FIXED 2.5
31418DN73
2859725.9
PA
USD
2994837.94
0.4257332112
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.5
N
N
N
N
N
N
FNMA TBA 30 YR 3.5
B1V7KEBTPIMZEU4LTD58
SINGLE FAMILY MORTGAGE
01F032674
9700000
PA
USD
10201672.36
1.4502256284
Long
ABS-MBS
USGSE
US
N
2
2050-07-14
Fixed
3.5
N
N
N
N
N
N
FNMA TBA 30 YR 4.5
B1V7KEBTPIMZEU4LTD58
SINGLE FAMILY MORTGAGE
01F042673
575000
PA
USD
617855.44
0.0878316576
Long
ABS-MBS
USGSE
US
N
2
2050-07-14
Fixed
4.5
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
COMMON STOCK USD.01
345370860
30013
NS
USD
182479.04
0.0259404312
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 01/23 3.087
345397A29
320000
PA
USD
304800
0.04332905
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.087
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 08/23 4.375
345397WK5
475000
PA
USD
466630.5
0.0663341741
Long
DBT
CORP
US
N
2
2023-08-06
Fixed
4.375
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 03/21 3.336
345397XW8
400000
PA
USD
395884
0.0562771575
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
3.336
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 01/24 3.81
345397YG2
450000
PA
USD
432135
0.061430443
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 02/23 4.14
345397ZB2
465000
PA
USD
454979.25
0.0646778827
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
COMMON STOCK USD.001
34959E109
5790
NS
USD
794793.3
0.1129843787
Long
EC
CORP
US
N
1
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
COMMON STOCK USD.01
34959J108
478
NS
USD
32341.48
0.0045975249
Long
EC
CORP
US
N
1
N
N
N
FOX CORP CLASS A
549300DDU6FDRBIELS05
COMMON STOCK USD.01
35137L105
14622
NS
USD
392162.04
0.0557480598
Long
EC
CORP
US
N
1
N
N
N
FOX CORP CLASS B
549300DDU6FDRBIELS05
COMMON STOCK USD.01
35137L204
2700
NS
USD
72468
0.0103017375
Long
EC
CORP
US
N
1
N
N
N
FRANKLIN RESOURCES INC
RIFQSET379FOGTEFKS80
COMMON STOCK USD.1
354613101
5387
NS
USD
112965.39
0.0160586714
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 2617 Z
31393RCR9
143126.79
PA
USD
165829.8
0.0235736473
Long
ABS-O
USGSE
US
N
2
2033-05-15
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 2693 Z
31394KH98
260889.34
PA
USD
294172.58
0.0418183019
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC STACR
S6XOOCT0IEG5ABCC6L87
STACR 2019 DNA3 M2 144A
35564TAH3
285062.03
PA
USD
278466.72
0.0395856248
Long
ABS-O
USGSE
US
N
2
2049-07-25
Floating
2.2345
N
N
N
N
N
N
FREDDIE MAC STACR
S6XOOCT0IEG5ABCC6L87
STACR 2020 DNA3 M1 144A
35565WAA0
650000
PA
USD
650000
0.0924011893
Long
ABS-O
USGA
US
Y
2
2050-06-25
Floating
1
N
N
N
N
N
N
FREEPORT MCMORAN INC
549300IRDTHJQ1PVET45
COMMON STOCK USD.1
35671D857
3864
NS
USD
44706.48
0.0063552799
Long
EC
CORP
US
N
1
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
SR UNSECURED 03/22 3.6
360271AK6
230000
PA
USD
234979.62
0.0334036867
Long
DBT
CORP
US
N
2
2022-03-16
Fixed
3.6
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
COMMON STOCK USD.05
364760108
690
NS
USD
8707.8
0.0012378632
Long
EC
CORP
US
N
1
N
N
N
GARMIN LTD
2549001E0HIPIJQ0W046
COMMON STOCK CHF.1
H2906T109
2100
NS
USD
204750
0.0291063746
Long
EC
CORP
CH
N
1
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
COMMON STOCK USD.0005
366651107
110
NS
USD
13346.3
0.0018972523
Long
EC
CORP
US
N
1
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
COMPANY GUAR 11/35 4.418
36164QNA2
200000
PA
USD
203350.66
0.0289074505
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
COMMON STOCK USD1.0
369550108
3032
NS
USD
453162.72
0.0644196527
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
COMMON STOCK USD.06
369604103
20786
NS
USD
141968.38
0.020181611
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SR UNSECURED 10/42 4.125
369604BF9
42000
PA
USD
40099.36
0.0057003516
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.125
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SHORT TERMS
36960LJH9
3000000
PA
USD
2996629.32
0.425987866
Long
STIV
CORP
US
N
2
2020-09-17
None
0
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
COMMON STOCK USD.1
370334104
19062
NS
USD
1175172.3
0.1670574125
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
COMMON STOCK USD.01
37045V100
26200
NS
USD
662860
0.0942293112
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 10/27 4.2
37045VAN0
215000
PA
USD
219074.68
0.0311427092
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.2
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 04/38 5.15
37045VAP5
130000
PA
USD
124601.77
0.0177128488
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
COMPANY GUAR 11/24 3.5
37045XCD6
490000
PA
USD
496550.85
0.0705875216
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.5
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 06/23 4.15
37045XCL8
582000
PA
USD
608325.17
0.0864768756
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 11/21 4.2
37045XCP9
301000
PA
USD
308681.96
0.0438808926
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.2
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
COMPANY GUAR 04/22 3.7
37254BAB6
360000
PA
USD
369642.35
0.0525467581
Long
DBT
CORP
LU
N
2
2022-04-01
Fixed
3.7
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
COMPANY GUAR 12/24 3.375
37254BAC4
770000
PA
USD
794593.25
0.1129559404
Long
DBT
CORP
LU
N
2
2024-12-01
Fixed
3.375
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
COMMON STOCK USD1.0
372460105
364
NS
USD
31653.44
0.0044997162
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
COMMON STOCK USD.001
375558103
43810
NS
USD
3370741.4
0.4791700216
Long
EC
CORP
US
N
1
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
COMPANY GUAR 144A 10/42 5.3
98417EAR1
149000
PA
USD
160462.57
0.0228106651
Long
DBT
CORP
CA
Y
2
2042-10-25
Fixed
5.55
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 04/24 4.625
378272AH1
600000
PA
USD
656764.8
0.093362844
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
4.625
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 10/27 3.875
378272AQ1
160000
PA
USD
170067.16
0.0241760121
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.875
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
SR UNSECURED 144A 09/24 6.5
37960JAA6
325000
PA
USD
217750
0.0309543984
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.5
N
N
Y
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
COMMON STOCK
37940X102
1132
NS
USD
192009.84
0.0272952886
Long
EC
CORP
US
N
1
N
N
N
GLOBAL SC FINANCE SRL
N/A
SEACO 2014 1A A1 144A
37952UAD5
102083.33
PA
USD
101481.12
0.0144261172
Long
ABS-O
CORP
BB
Y
2
2029-07-17
Fixed
3.19
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
COMMON STOCK USD1.0
37959E102
3282
NS
USD
243622.86
0.0346323723
Long
EC
CORP
US
N
1
N
N
N
GNMA II POOL MA6656
549300M8ZYFG0OCMTT87
G2 05/50 FIXED 3
36179VMD9
2444881.11
PA
USD
2589744.23
0.3681468411
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3
N
N
N
N
N
N
GNMA II POOL MA6710
549300M8ZYFG0OCMTT87
G2 06/50 FIXED 3
36179VN30
2450000
PA
USD
2595932.05
0.3690264748
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3
N
N
N
N
N
N
GNMA II TBA 30 YR 3
549300M8ZYFG0OCMTT87
JUMBOS
21H030674
575000
PA
USD
609118.14
0.0865896008
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
COMMON STOCK USD.5
418056107
2791
NS
USD
209185.45
0.029736899
Long
EC
CORP
US
N
1
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
COMMON STOCK USD.01
40412C101
6880
NS
USD
667772.8
0.0949276937
Long
EC
CORP
US
N
1
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
REIT USD1.0
42250P103
935
NS
USD
25768.6
0.0036631527
Long
EC
CORP
US
N
1
N
N
N
HENRY SCHEIN INC
VGO3WGL8H45T73F4RR92
COMMON STOCK USD.01
806407102
500
NS
USD
29195
0.004150235
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
COMMON STOCK USD.01
38141G104
4880
NS
USD
964385.6
0.1370928867
Long
EC
CORP
US
N
1
N
N
N
H+R BLOCK INC
549300CE3KUCWLZBG404
COMMON STOCK
093671105
16263
NS
USD
232235.64
0.0330136143
Long
EC
CORP
US
N
1
N
N
HERSHEY CO/THE
21X2CX66SU2BR6QTAD08
COMMON STOCK USD1.0
427866108
3667
NS
USD
475316.54
0.067568944
Long
EC
CORP
US
N
1
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
COMMON STOCK USD2.5
406216101
16867
NS
USD
218933.66
0.0311226624
Long
EC
CORP
US
N
1
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
COMMON STOCK USD1.0
42809H107
3032
NS
USD
157087.92
0.0223309394
Long
EC
CORP
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE
549300BX44RGX6ANDV88
COMMON STOCK USD.01
42824C109
10074
NS
USD
98020.02
0.0139341022
Long
EC
CORP
US
N
1
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
COMMON STOCK USD.01
410345102
25500
NS
USD
287895
0.0409259083
Long
EC
CORP
US
N
1
N
N
HARLEY DAVIDSON INC
ZDNAWZWXIKMWI51R2A08
COMMON STOCK USD.01
412822108
3302
NS
USD
78488.54
0.0111575914
Long
EC
CORP
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS IN
549300HVGPK36ICB0B89
COMMON STOCK USD.01
43300A203
14700
NS
USD
1079715
0.1534876155
Long
EC
CORP
US
N
1
N
N
N
HARTFORD FINANCIAL SVCS GRP
IU7C3FTM7Y3BQM112U94
COMMON STOCK USD.01
416515104
5152
NS
USD
198609.6
0.0282334819
Long
EC
CORP
US
N
1
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
COMMON STOCK USD.01
436106108
8900
NS
USD
259880
0.036943417
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
COMMON STOCK USD.01
446150104
6800
NS
USD
61438
0.0087337604
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
COMMON STOCK USD.05
437076102
30047
NS
USD
7527073.97
1.0700162868
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIE
5TZLZ6WJTBVJ0QWBG121
COMMON STOCK USD.01
446413106
1110
NS
USD
193683.9
0.0275332657
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
COMMON STOCK USD1.0
438516106
13052
NS
USD
1887188.68
0.2682745821
Long
EC
CORP
US
N
1
N
N
N
IDEXX LABORATORIES INC
OGMTXK0LUU1HKV2P0J84
COMMON STOCK USD.1
45168D104
1100
NS
USD
363176
0.0516275297
Long
EC
CORP
US
N
1
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
COMMON STOCK USD.01465
440452100
3232
NS
USD
156008.64
0.0221775136
Long
EC
CORP
US
N
1
N
N
N
INVESCO LTD
ECPGFXU8A2SHKVVGJI15
COMMON STOCK USD.2
G491BT108
14412
NS
USD
155073.12
0.0220445242
Long
EC
CORP
BM
N
1
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
COMMON STOCK USD.01
G47567105
6500
NS
USD
490750
0.0697628979
Long
EC
CORP
BM
N
1
N
N
N
HOST HOTELS + RESORTS INC
N6EL63S0K3PB1YFTDI24
REIT USD.01
44107P104
10737
NS
USD
115852.23
0.016469052
Long
EC
CORP
US
N
1
N
N
N
IPG PHOTONICS CORP
5493002KZ51CADQ94G15
COMMON STOCK USD.0001
44980X109
50
NS
USD
8019.5
0.0011400174
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS TOOL WORKS
76NA4I14SZCFAYMNSV04
COMMON STOCK USD.01
452308109
10365
NS
USD
1812320.25
0.2576316099
Long
EC
CORP
US
N
1
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
COMMON STOCK
443201108
5408
NS
USD
85716.8
0.0121851296
Long
EC
CORP
US
N
1
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
COMMON STOCK USD.01
452327109
210
NS
USD
77773.5
0.0110559445
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
REIT USD.01
46284V101
9748
NS
USD
254422.8
0.0361676451
Long
EC
CORP
US
N
1
N
N
HP INC
WHKXQACZ14C5XRO8LW03
COMMON STOCK USD.01
40434L105
44074
NS
USD
768209.82
0.1092053861
Long
EC
CORP
US
N
1
N
N
N
INCYTE CORP
549300Z4WN6JVZ3T4680
COMMON STOCK USD.001
45337C102
260
NS
USD
27032.2
0.0038427807
Long
EC
CORP
US
N
1
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
COMMON STOCK USD.01
45687V106
544
NS
USD
15297.28
0.0021745952
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
COMMON STOCK USD.166
444859102
3144
NS
USD
1219086
0.1732999942
Long
EC
CORP
US
N
1
N
N
N
JACK HENRY + ASSOCIATES INC
529900X1QS8C54W0JB21
COMMON STOCK USD.01
426281101
1940
NS
USD
357018.2
0.0507521635
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
COMMON STOCK USD.001
458140100
118223
NS
USD
7073282.09
1.0055071955
Long
EC
CORP
US
N
1
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
COMMON STOCK EUR.001
G5494J103
866
NS
USD
183687.26
0.0261121866
Long
EC
CORP
IE
N
1
N
N
N
INTERCONTINENTAL EXCHANGE IN
5493000F4ZO33MV32P92
COMMON STOCK USD.01
45866F104
8715
NS
USD
798294
0.113482023
Long
EC
CORP
US
N
1
N
N
N
JACOBS ENGINEERING GROUP INC
549300CZ8QS1GE53O776
COMMON STOCK USD1.0
469814107
820
NS
USD
69536
0.0098849371
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMENT IN
5493007B9BM9ZXJINO78
COMMON STOCK USD.01
538034109
200
NS
USD
8866
0.0012603522
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
COMMON STOCK USD1.0
460146103
23687
NS
USD
834019.27
0.1185605729
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP OF COS INC
5493008IUOJ5VWTRC333
COMMON STOCK USD.1
460690100
22122
NS
USD
379613.52
0.0539642165
Long
EC
CORP
US
N
1
N
N
N
JEFFERIES FINANCIAL GROUP IN
549300HOF34RGOJ5YL07
COMMON STOCK USD1.0
47233W109
37
NS
USD
575.35
0.0000817893
Long
EC
CORP
US
N
1
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
COMMON STOCK USD1.0
539830109
10510
NS
USD
3835309.2
0.5452109711
Long
EC
CORP
US
N
1
N
N
N
INTL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
COMMON STOCK USD.2
459200101
16840
NS
USD
2033766.8
0.2891114938
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVORS + FRAGRANCES
BZLRL03D3GPGMOGFO832
COMMON STOCK USD.125
459506101
160
NS
USD
19593.6
0.0027853414
Long
EC
CORP
US
N
1
N
N
N
JM SMUCKER CO/THE
5493000WDH6A0LHDJD55
COMMON STOCK
832696405
845
NS
USD
89409.45
0.0127100608
Long
EC
CORP
US
N
1
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
REIT USD.01
49446R109
13567
NS
USD
174200.28
0.0247635585
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
COMMON STOCK USD.01
461202103
6190
NS
USD
1833416.1
0.2606305047
Long
EC
CORP
US
N
1
N
N
N
LOEWS CORP
R8V1FN4M5ITGZOG7BS19
COMMON STOCK USD.01
540424108
783
NS
USD
26849.07
0.0038167477
Long
EC
CORP
US
N
1
N
N
N
JOHNSON + JOHNSON
549300G0CFPGEF6X2043
COMMON STOCK USD1.0
478160104
49892
NS
USD
7016311.96
0.9974085681
Long
EC
CORP
US
N
1
N
N
N
LOWE S COS INC
WAFCR4OKGSC504WU3E95
COMMON STOCK USD.5
548661107
32745
NS
USD
4424504.4
0.628968413
Long
EC
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
COMMON STOCK USD.001
46120E602
428
NS
USD
243887.24
0.0346699554
Long
EC
CORP
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATION
549300XQ6S1GYKGBL205
COMMON STOCK USD.01
G51502105
2565
NS
USD
87569.1
0.0124484446
Long
EC
CORP
IE
N
1
N
N
N
MCDONALD S CORP
UE2136O97NLB5BYP9H04
COMMON STOCK USD.01
580135101
1310
NS
USD
241655.7
0.0343527293
Long
EC
CORP
US
N
1
N
N
N
LYONDELLBASELL INDU CL A
BN6WCCZ8OVP3ITUUVN49
COMMON STOCK EUR.04
N53745100
14140
NS
USD
929280.8
0.1321025401
Long
EC
CORP
NL
N
1
N
N
N
MCKESSON CORP W/D
549300WZWOM80UCFSF54
COMMON STOCK USD.01
58155Q103
4095
NS
USD
628254.9
0.0893099999
Long
EC
CORP
US
N
1
N
N
N
M + T BANK CORP
549300WYXDDBYRASEG81
COMMON STOCK USD.5
55261F104
2545
NS
USD
264603.65
0.0376149107
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
COMMON STOCK USD1.0
46625H100
62732
NS
USD
5900571.92
0.8387997888
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
COMMON STOCK USD.01
49456B101
14438
NS
USD
219024.46
0.0311355701
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
COMMON STOCK USD.1
G5960L103
2520
NS
USD
231084
0.0328499022
Long
EC
CORP
IE
N
1
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
COMMON STOCK USD1.0
565849106
7327
NS
USD
44841.24
0.0063744368
Long
EC
CORP
US
N
1
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
COMMON STOCK USD.00001
48203R104
7289
NS
USD
166626.54
0.0236869084
Long
EC
CORP
US
N
1
N
N
N
MERCK + CO. INC.
4YV9Y5M8S0BRK1RP0397
COMMON STOCK USD.5
58933Y105
46283
NS
USD
3579064.39
0.508784317
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
COMMON STOCK USD.01
56585A102
4900
NS
USD
183162
0.0260375179
Long
EC
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
COMMON STOCK USD.01
59156R108
29190
NS
USD
1066018.8
0.1515406229
Long
EC
CORP
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
COMMON STOCK USD.01
485170302
1740
NS
USD
259764.6
0.0369270123
Long
EC
CORP
US
N
1
N
N
N
METTLER TOLEDO INTERNATIONAL
5493000BD5GJNUDIUG10
COMMON STOCK USD.01
592688105
760
NS
USD
612218
0.0870302635
Long
EC
CORP
US
N
1
N
N
N
MARKETAXESS HOLDINGS INC
5493002U1CA1XJOVID83
COMMON STOCK USD.003
57060D108
430
NS
USD
215395.6
0.0306197071
Long
EC
CORP
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
COMMON STOCK USD.001
595017104
2261
NS
USD
238105.91
0.0338481065
Long
EC
CORP
US
N
1
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
COMMON STOCK USD.25
487836108
4528
NS
USD
299119.68
0.0425215602
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT INTERNATIONAL CL A
225YDZ14ZO8E1TXUSU86
COMMON STOCK USD.01
571903202
6081
NS
USD
521324.13
0.074109184
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
COMMON STOCK USD.1
595112103
15417
NS
USD
794283.84
0.112911956
Long
EC
CORP
US
N
1
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
COMMON STOCK USD.001
482480100
5439
NS
USD
1057776.72
0.1503689645
Long
EC
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
COMMON STOCK USD1.0
493267108
8664
NS
USD
105527.52
0.0150013359
Long
EC
CORP
US
N
1
N
N
N
MARSH + MCLENNAN COS
549300XMP3KDCKJXIU47
COMMON STOCK USD1.0
571748102
1103
NS
USD
118429.11
0.0168353702
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
COMMON STOCK USD.00000625
594918104
142685
NS
USD
29037824.35
4.1278915436
Long
EC
CORP
US
N
1
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
COMMON STOCK USD1.0
574599106
10125
NS
USD
508376.25
0.0722685694
Long
EC
CORP
US
N
1
N
N
N
MID AMERICA APARTMENT COMM
549300FQZKFR5YNSHZ21
REIT USD.01
59522J103
2190
NS
USD
251127.3
0.035699171
Long
EC
CORP
US
N
1
N
N
N
KOHLS CORP
549300JF6LPRTRJ0FH50
COMMON STOCK USD.01
500255104
8530
NS
USD
177168.1
0.025185451
Long
EC
CORP
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES IN
549300GLKVIO8YRCYN02
COMMON STOCK
49338L103
4500
NS
USD
453510
0.0644690205
Long
EC
CORP
US
N
1
N
N
N
MOLSON COORS BEVERAGE CO B
54930073LBBH6ZCBE225
COMMON STOCK USD.01
60871R209
1500
NS
USD
51540
0.0073267035
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC A
AR5L2ODV9HN37376R084
COMMON STOCK USD.0001
57636Q104
25020
NS
USD
7398414
1.0517265419
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTERNATIONAL INC A
549300DV9GIB88LZ5P30
COMMON STOCK
609207105
2275
NS
USD
116320.75
0.0165356548
Long
EC
CORP
US
N
1
N
N
N
MAXIM INTEGRATED PRODUCTS
SO0H5YEO14Y4PVKQH532
COMMON STOCK USD.001
57772K101
6600
NS
USD
400026
0.0568659664
Long
EC
CORP
US
N
1
N
N
N
MONSTER BEVERAGE CORP
52990090AP0E7HCB6F33
COMMON STOCK
61174X109
8400
NS
USD
582288
0.0827755441
Long
EC
CORP
US
N
1
N
N
N
MCCORMICK + CO NON VTG SHRS
549300JQQA6MQ4OJP259
COMMON STOCK
579780206
1411
NS
USD
253147.51
0.0359863554
Long
EC
CORP
US
N
1
N
N
N
MOODY S CORP
549300GCEDD8YCF5WU84
COMMON STOCK USD.01
615369105
2670
NS
USD
733529.1
0.1042753249
Long
EC
CORP
US
N
1
N
N
N
KIMBERLY CLARK CORP
MP3J6QPYPGN75NVW2S34
COMMON STOCK USD1.25
494368103
12275
NS
USD
1735071.25
0.2466502261
Long
EC
CORP
US
N
1
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
COMMON STOCK USD.01
620076307
2557
NS
USD
358312.41
0.0509361428
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
COMMON STOCK USD.01
617446448
16397
NS
USD
791975.1
0.1125837555
Long
EC
CORP
US
N
1
N
N
N
MOSAIC CO/THE
2YD5STGSJNMUB7H76907
COMMON STOCK USD.01
61945C103
1500
NS
USD
18765
0.0026675513
Long
EC
CORP
US
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
COMMON STOCK USD.01
55354G100
770
NS
USD
257041.4
0.0365398939
Long
EC
CORP
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
COMMON STOCK USD1.0
693718108
4822
NS
USD
360926.7
0.0513077789
Long
EC
CORP
US
N
1
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
COMMON STOCK EUR.01
N59465109
18547
NS
USD
298235.76
0.042395906
Long
EC
CORP
NL
N
1
N
N
N
PACKAGING CORP OF AMERICA
549300XZP8MFZFY8TJ84
COMMON STOCK USD.01
695156109
4350
NS
USD
434130
0.0617140435
Long
EC
CORP
US
N
1
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
COMMON STOCK USD.01
631103108
45
NS
USD
5376.15
0.0007642502
Long
EC
CORP
US
N
1
N
N
N
PARKER HANNIFIN CORP
5493002CONDB4N2HKI23
COMMON STOCK USD.5
701094104
2268
NS
USD
415656.36
0.0590879107
Long
EC
CORP
US
N
1
N
N
N
PAYCHEX INC
529900K900DW6SUBM174
COMMON STOCK USD.01
704326107
5864
NS
USD
444198
0.0631452669
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
COMMON STOCK USD.0001
70450Y103
2257
NS
USD
393237.11
0.0559008871
Long
EC
CORP
US
N
1
N
N
N
NATIONAL OILWELL VARCO INC
549300EHF3IW1AR6U008
COMMON STOCK USD.01
637071101
1094
NS
USD
13401.5
0.0019050993
Long
EC
CORP
US
N
1
N
N
N
PENTAIR PLC
549300EVR9D56WPSRP15
COMMON STOCK USD.01
G7S00T104
2523
NS
USD
95848.77
0.0136254467
Long
EC
CORP
IE
N
1
N
N
N
PEOPLE S UNITED FINANCIAL
ROPY7PEPIPIDJNF0BO69
COMMON STOCK USD.01
712704105
1751
NS
USD
20259.07
0.0028799418
Long
EC
CORP
US
N
1
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
COMMON STOCK USD.001
64110D104
9598
NS
USD
425863.26
0.0605388795
Long
EC
CORP
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
COMMON STOCK USD.017
713448108
24730
NS
USD
3270789.8
0.4649613343
Long
EC
CORP
US
N
1
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
COMMON STOCK
655664100
10308
NS
USD
159670.92
0.0226981275
Long
EC
CORP
US
N
1
N
N
KRAFT HEINZ CO/THE
N/A
COMMON STOCK USD.01
500754106
4958
NS
USD
158110.62
0.022476322
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
COMMON STOCK USD.001
64110L106
2853
NS
USD
1298229.12
0.1845506379
Long
EC
CORP
US
N
1
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
COMMON STOCK USD1.0
714046109
20
NS
USD
1961.8
0.000278881
Long
EC
CORP
US
N
1
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
COMMON STOCK USD1.0
651229106
4600
NS
USD
73048
0.0103841878
Long
EC
CORP
US
N
1
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
COMMON STOCK USD1.0
655844108
3643
NS
USD
639601.51
0.0909229849
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
COMMON STOCK USD.05
717081103
152641
NS
USD
4991360.7
0.7095502534
Long
EC
CORP
US
N
1
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
COMMON STOCK USD1.6
651639106
25170
NS
USD
1553995.8
0.2209093231
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL
HL3H1H2BGXWVG3BSWR90
COMMON STOCK
718172109
57286
NS
USD
4013457.16
0.5705357148
Long
EC
CORP
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
COMMON STOCK
718546104
15379
NS
USD
1105750.1
0.1571886527
Long
EC
CORP
US
N
1
N
N
N
NEWS CORP CLASS A
549300ITS31QK8VRBQ14
COMMON STOCK USD.01
65249B109
866
NS
USD
10270.76
0.0014600468
Long
EC
CORP
US
N
1
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
COMMON STOCK
723484101
1396
NS
USD
102312.84
0.0145443509
Long
EC
CORP
US
N
1
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
COMMON STOCK USD1.667
665859104
3459
NS
USD
274437.06
0.0390127857
Long
EC
CORP
US
N
1
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
COMMON STOCK USD1.0
501044101
27858
NS
USD
942993.3
0.1340518498
Long
EC
CORP
US
N
1
N
N
N
NEWS CORP CLASS B
549300ITS31QK8VRBQ14
COMMON STOCK
65249B208
300
NS
USD
3585
0.0005096281
Long
EC
CORP
US
N
1
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
COMMON STOCK USD.01
723787107
1
NS
USD
97.7
0.0000138886
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
COMMON STOCK USD1.0
666807102
2638
NS
USD
811026.72
0.1152920515
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES GROUP
CFGNEKW0P8842LEUIA51
COMMON STOCK USD5.0
693475105
11408
NS
USD
1200235.68
0.1706203142
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
COMMON STOCK USD.01
65339F101
760
NS
USD
182529.2
0.0259475618
Long
EC
CORP
US
N
1
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
COMMON STOCK USD.01
668771108
17955
NS
USD
356047.65
0.0506141943
Long
EC
CORP
US
N
1
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
COMMON STOCK USD1.67
693506107
9418
NS
USD
998873.08
0.1419954777
Long
EC
CORP
US
N
1
N
N
N
NIELSEN HOLDINGS PLC
549300ZVCBHQE0XHG367
COMMON STOCK EUR.07
G6518L108
3400
NS
USD
50524
0.0071822734
Long
EC
CORP
GB
N
1
N
N
N
NORWEGIAN CRUISE LINE HOLDIN
3003003TRPHLHZD2IF61
COMMON STOCK USD.001
G66721104
1100
NS
USD
18073
0.0025691795
Long
EC
CORP
BM
N
1
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
COMMON STOCK USD.5
501797104
2200
NS
USD
32934
0.004681755
Long
EC
CORP
US
N
1
N
N
N
PPL CORP
9N3UAJSNOUXFKQLF3V18
COMMON STOCK USD.01
69351T106
44318
NS
USD
1145177.12
0.1627934274
Long
EC
CORP
US
N
1
N
N
N
NIKE INC CL B
787RXPR0UX0O0XUXPZ81
COMMON STOCK
654106103
20874
NS
USD
2046695.7
0.2909494103
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMMON STOCK USD.01
629377508
38600
NS
USD
1256816
0.1786635278
Long
EC
CORP
US
N
1
N
N
N
PRINCIPAL FINANCIAL GROUP
CUMYEZJOAF02RYZ1JJ85
COMMON STOCK USD.01
74251V102
8129
NS
USD
337678.66
0.0480029381
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
COMMON STOCK USD.01
65473P105
713
NS
USD
16213.62
0.0023048581
Long
EC
CORP
US
N
1
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
COMMON STOCK USD.4
670346105
3056
NS
USD
126548.96
0.0179896529
Long
EC
CORP
US
N
1
N
N
N
PROCTER + GAMBLE CO/THE
2572IBTT8CCZW6AU4141
COMMON STOCK
742718109
34959
NS
USD
4180047.63
0.5942174956
Long
EC
CORP
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
COMMON STOCK USD1.0
502431109
1161
NS
USD
196986.87
0.0280028016
Long
EC
CORP
US
N
1
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
COMMON STOCK USD1.0
743315103
19514
NS
USD
1563266.54
0.2222272114
Long
EC
CORP
US
N
1
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
COMMON STOCK USD.01
655044105
1256
NS
USD
11253.76
0.0015997859
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS INC
529900DFH19P073LZ636
REIT USD.01
74340W103
12938
NS
USD
1207503.54
0.1716534817
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REIT USD1.0
756109104
700
NS
USD
41650
0.0059207839
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
COMMON STOCK USD.001
67066G104
12436
NS
USD
4724560.76
0.6716231276
Long
EC
CORP
US
N
1
N
N
N
REGENCY CENTERS CORP
5493008PTR2GAOYBXW28
REIT USD.01
758849103
3900
NS
USD
178971
0.0254417434
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
COMMON STOCK USD.01
744320102
8037
NS
USD
489453.3
0.0695785646
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GP
PUSS41EMO3E6XXNV3U28
COMMON STOCK
744573106
9924
NS
USD
487863.84
0.0693526139
Long
EC
CORP
US
N
1
N
N
N
LABORATORY CRP OF AMER HLDGS
OZ7UA8IXAIFILY2VZH07
COMMON STOCK USD.1
50540R409
2
NS
USD
332.22
0.000047227
Long
EC
CORP
US
N
1
N
N
N
NVR INC
529900RWXR4JI3JYTV70
COMMON STOCK USD.01
62944T105
130
NS
USD
423637.5
0.0602224751
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
REIT USD.1
74460D109
1693
NS
USD
324869.77
0.0461820817
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICALS
549300RCBFWIRX3HYQ56
COMMON STOCK USD.001
75886F107
2730
NS
USD
1702564.5
0.2420292071
Long
EC
CORP
US
N
1
N
N
N
PULTEGROUP INC
N/A
COMMON STOCK USD.01
745867101
5873
NS
USD
199858.19
0.0284109761
Long
EC
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
COMMON STOCK USD.01
7591EP100
26715
NS
USD
297070.8
0.0422303003
Long
EC
CORP
US
N
1
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
COMMON STOCK USD1.0
693656100
1620
NS
USD
77841
0.01106554
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
COMMON STOCK USD.01
760759100
337
NS
USD
27650.85
0.0039307253
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
COMMON STOCK USD.0001
747525103
43800
NS
USD
3994998
0.5679116404
Long
EC
CORP
US
N
1
N
N
N
O REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
COMMON STOCK USD.01
67103H107
2663
NS
USD
1122907.21
0.1596276333
Long
EC
CORP
US
N
1
N
N
N
RESMED INC
529900T3QE5253CCXF22
COMMON STOCK USD.004
761152107
2160
NS
USD
414720
0.0589548019
Long
EC
CORP
US
N
1
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
COMMON STOCK USD.00001
74762E102
2013
NS
USD
78969.99
0.0112260323
Long
EC
CORP
US
N
1
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
COMMON STOCK USD.001
512807108
6183
NS
USD
1999953.18
0.2843046958
Long
EC
CORP
US
N
1
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
COMMON STOCK USD.01
74834L100
209
NS
USD
23817.64
0.0033858127
Long
EC
CORP
US
N
1
N
N
N
ROBERT HALF INTL INC
529900VPCUY9H3HLIC08
COMMON STOCK USD.001
770323103
10526
NS
USD
556088.58
0.0790511479
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
COMMON STOCK USD.2
674599105
3629
NS
USD
66410.7
0.0094406579
Long
EC
CORP
US
N
1
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
COMMON STOCK USD.01
751212101
2960
NS
USD
214659.2
0.0305150236
Long
EC
CORP
US
N
1
N
N
N
ROCKWELL AUTOMATION INC
VH3R4HHBHH12O0EXZJ88
COMMON STOCK USD1.0
773903109
4953
NS
USD
1054989
0.1499726742
Long
EC
CORP
US
N
1
N
N
N
RAYMOND JAMES FINANCIAL INC
RGUZHJ05YTITL6D76949
COMMON STOCK USD.01
754730109
3900
NS
USD
268437
0.0381598431
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
COMMON STOCK USD.01
776696106
663
NS
USD
257416.38
0.0365931995
Long
EC
CORP
US
N
1
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
COMMON STOCK USD1.0
513272104
4700
NS
USD
300471
0.0427136581
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
COMMON STOCK USD1.0
75513E101
14318
NS
USD
882275.16
0.1254204216
Long
EC
CORP
US
N
1
N
N
N
OLD DOMINION FREIGHT LINE
5299009TWK32WE417T96
COMMON STOCK USD.1
679580100
1840
NS
USD
312045.6
0.0443590531
Long
EC
CORP
US
N
1
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
COMMON STOCK USD.01
778296103
1204
NS
USD
102628.96
0.0145892892
Long
EC
CORP
US
N
1
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
COMMON STOCK USD.1
81211K100
53
NS
USD
1741.05
0.0002475001
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
COMMON STOCK USD.01
V7780T103
610
NS
USD
30683
0.0043617626
Long
EC
CORP
LR
N
1
N
N
OMNICOM GROUP
HKUPACFHSSASQK8HLS17
COMMON STOCK USD.15
681919106
8147
NS
USD
444826.2
0.0632345691
Long
EC
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
COMMON STOCK
816851109
11421
NS
USD
1338883.83
0.1903299356
Long
EC
CORP
US
N
1
N
N
N
S+P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
COMMON STOCK USD1.0
78409V104
5788
NS
USD
1907030.24
0.2710951725
Long
EC
CORP
US
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
COMMON STOCK USD.001
517834107
9000
NS
USD
409860
0.0582639253
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
COMMON STOCK USD.01
68389X105
71757
NS
USD
3966009.39
0.563790745
Long
EC
CORP
US
N
1
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
COMMON STOCK USD.001
81762P102
1570
NS
USD
635944.2
0.0904030775
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
COMMON STOCK USD.001
79466L302
1304
NS
USD
244278.32
0.0347255497
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER LTD
213800ZUA17OK3QLGM62
COMMON STOCK USD.01
806857108
17631
NS
USD
324234.09
0.0460917162
Long
EC
CORP
CW
N
1
N
N
N
SHERWIN WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
COMMON STOCK USD1.0
824348106
2523
NS
USD
1457915.55
0.2072509702
Long
EC
CORP
US
N
1
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
COMMON STOCK USD.01
68902V107
14046
NS
USD
798655.56
0.1135334208
Long
EC
CORP
US
N
1
N
N
N
LEGGETT + PLATT INC
DKOVQUCDW4ZLYCUD4T55
COMMON STOCK USD.01
524660107
86
NS
USD
3022.9
0.0004297224
Long
EC
CORP
US
N
1
N
N
N
SIMON PROPERTY GROUP INC
529900GQL5X8H7AO3T64
REIT USD.0001
828806109
13605
NS
USD
930309.9
0.1322488325
Long
EC
CORP
US
N
1
N
N
N
SCHWAB (CHARLES) CORP
549300VSGCJ7E698NM85
COMMON STOCK USD.01
808513105
18912
NS
USD
638090.88
0.0907082403
Long
EC
CORP
US
N
1
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
COMMON STOCK USD.01
871607107
2630
NS
USD
512850
0.0729045383
Long
EC
CORP
US
N
1
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
COMMON STOCK USD.25
83088M102
2840
NS
USD
363122.4
0.0516199102
Long
EC
CORP
US
N
1
N
N
N
SEAGATE TECHNOLOGY
396PBGKP6TE3O062MS44
COMMON STOCK USD.00001
G7945M107
8700
NS
USD
421167
0.0598712795
Long
EC
CORP
IE
N
1
N
N
N
LEIDOS HOLDINGS INC
549300IUTGTP6EJP8124
COMMON STOCK USD.0001
525327102
600
NS
USD
56202
0.0079894333
Long
EC
CORP
US
N
1
N
N
N
SL GREEN REALTY CORP
549300VQZPJU97H3GT17
REIT USD.01
78440X101
4490
NS
USD
221312.1
0.0314607711
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
COMMON STOCK USD1.0
871829107
6534
NS
USD
357148.44
0.0507706778
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM GROUP INC
N/A
COMMON STOCK USD.01
893641100
1080
NS
USD
477414
0.0678671098
Long
EC
CORP
US
N
1
N
N
N
SNAP ON INC
HHWAT5TDOYZMM26KKQ73
COMMON STOCK USD1.0
833034101
1171
NS
USD
162195.21
0.0230569697
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC/THE
549300Y650407RU8B149
COMMON STOCK NPV
89417E109
4097
NS
USD
467262.85
0.0664240662
Long
EC
CORP
US
N
1
N
N
N
LENNAR CORP A
529900G61XVRLX5TJX09
COMMON STOCK USD.1
526057104
9200
NS
USD
566904
0.0805886212
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO/THE
549300FC3G3YU2FBZD92
COMMON STOCK USD5.0
842587107
44522
NS
USD
2308465.7
0.3281615016
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
COMMON STOCK USD1.0
844741108
10383
NS
USD
354890.94
0.0504497614
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
COMMON STOCK USD5.0
89832Q109
6944
NS
USD
260747.2
0.0370666944
Long
EC
CORP
US
N
1
N
N
N
T MOBILE US INC
549300QHIJYOHPACPG31
COMMON STOCK USD.0001
872590104
3250
NS
USD
338487.5
0.0481179193
Long
EC
CORP
US
N
1
N
N
N
STANLEY BLACK + DECKER INC
549300DJ09SMTO561131
COMMON STOCK USD2.5
854502101
9
NS
USD
1254.42
0.0001783229
Long
EC
CORP
US
N
1
N
N
N
TWITTER INC
549300I8RX485XMK6836
COMMON STOCK USD.000005
90184L102
1400
NS
USD
41706
0.0059287446
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE GROUP INC
549300SIV6FPS9Y7IH33
COMMON STOCK USD.2
74144T108
4706
NS
USD
581191
0.0826195994
Long
EC
CORP
US
N
1
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
COMMON STOCK USD.001
855244109
8354
NS
USD
614770.86
0.0873931671
Long
EC
CORP
US
N
1
N
N
N
TYSON FOODS INC CL A
WD6L6041MNRW1JE49D58
COMMON STOCK USD.1
902494103
501
NS
USD
29914.71
0.0042525458
Long
EC
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
COMMON STOCK
534187109
6951
NS
USD
255727.29
0.0363530857
Long
EC
CORP
US
N
1
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
COMMON STOCK USD.01
876030107
6220
NS
USD
82601.6
0.0117422863
Long
EC
CORP
US
N
1
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
REIT USD.01
902653104
200
NS
USD
7476
0.0010627558
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
COMMON STOCK USD1.0
857477103
11276
NS
USD
716589.8
0.1018673073
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
COMMON STOCK USD.0833
87612E106
10096
NS
USD
1210813.28
0.1721239801
Long
EC
CORP
US
N
1
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
COMMON STOCK USD.1
863667101
4180
NS
USD
753194.2
0.1070708305
Long
EC
CORP
US
N
1
N
N
N
UNDER ARMOUR INC CLASS A
549300D4549QKWETZ406
COMMON STOCK USD.000333
904311107
200
NS
USD
1948
0.0002769193
Long
EC
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
COMMON STOCK USD.001
78486Q101
480
NS
USD
103454.4
0.0147066301
Long
EC
CORP
US
N
1
N
N
N
UNDER ARMOUR INC CLASS C
549300D4549QKWETZ406
COMMON STOCK USD.000333
904311206
300
NS
USD
2652
0.0003769969
Long
EC
CORP
US
N
1
N
N
N
TE CONNECTIVITY LTD
894500ZRIX9K13RHXR17
COMMON STOCK CHF.57
H84989104
2000
NS
USD
163100
0.0231855907
Long
EC
CORP
CH
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
COMMON STOCK USD.01
91913Y100
4040
NS
USD
237632.8
0.0337808513
Long
EC
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
COMMON STOCK USD.001
87165B103
26000
NS
USD
576160
0.0819044142
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
COMMON STOCK USD2.5
907818108
15132
NS
USD
2558367.24
0.3636864239
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
COMMON STOCK USD.01
94106L109
6903
NS
USD
731096.73
0.1039295497
Long
EC
CORP
US
N
1
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
COMMON STOCK USD1.0
G87110105
40
NS
USD
273.6
0.0000388938
Long
EC
CORP
GB
N
1
N
N
N
WATERS CORP
5T547R1474YC9HOD8Q74
COMMON STOCK USD.01
941848103
1540
NS
USD
277816
0.0394931212
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES HOLDINGS INC
98450079DA0B78DD6764
COMMON STOCK USD.01
910047109
1500
NS
USD
51915
0.0073800119
Long
EC
CORP
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
COMMON STOCK USD.01
92939U106
542
NS
USD
47506.3
0.0067532902
Long
EC
CORP
US
N
1
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
COMMON STOCK USD1.0
879369106
60
NS
USD
21838.8
0.0031045094
Long
EC
CORP
US
N
1
N
N
N
VARIAN MEDICAL SYSTEMS INC
TK3LAKL7I0QNTCVWSY07
COMMON STOCK USD1.0
92220P105
7
NS
USD
857.64
0.0001219184
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE CL B
D01LMJZU09ULLNCY6Z23
COMMON STOCK USD.01
911312106
19560
NS
USD
2174680.8
0.3091432187
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS INC
5323X5O7RN0NKFCDRY08
COMMON STOCK USD.01
911363109
3250
NS
USD
484380
0.0688573662
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO + CO
PBLD0EJDB5FWOLXP3B76
COMMON STOCK USD1.666
949746101
34516
NS
USD
883609.6
0.1256101198
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
COMMON STOCK USD1.0
882508104
33334
NS
USD
4232417.98
0.6016622381
Long
EC
CORP
US
N
1
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
REIT USD1.0
95040Q104
7500
NS
USD
388125
0.0551741717
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
COMMON STOCK USD.01
91324P102
16684
NS
USD
4920945.8
0.6995403757
Long
EC
CORP
US
N
1
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
COMMON STOCK USD.125
883203101
3372
NS
USD
110972.52
0.0157753736
Long
EC
CORP
US
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES
5493007NKRGM1RJQ1P16
COMMON STOCK USD.25
955306105
1030
NS
USD
233985.1
0.03326231
Long
EC
CORP
US
N
1
N
N
N
UNIVERSAL HEALTH SERVICES B
549300YGMGQDO0NMJD09
COMMON STOCK USD.01
913903100
50
NS
USD
4644.5
0.000660242
Long
EC
CORP
US
N
1
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
COMMON STOCK USD.01
958102105
547
NS
USD
24150.05
0.0034330667
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
COMMON STOCK USD1.0
883556102
3831
NS
USD
1388124.54
0.197329782
Long
EC
CORP
US
N
1
N
N
N
VENTAS INC
ORQTRC074CWLT3DKHT41
REIT USD.25
92276F100
8225
NS
USD
301199.5
0.0428172185
Long
EC
CORP
US
N
1
N
N
N
WESTERN UNION CO
28ID94QU1140NC23S047
COMMON STOCK USD.01
959802109
21188
NS
USD
458084.56
0.0651193202
Long
EC
CORP
US
N
1
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
COMMON STOCK USD.1
91529Y106
8931
NS
USD
148165.29
0.0210625369
Long
EC
CORP
US
N
1
N
N
N
WESTROCK CO
549300JEB576INN13W07
COMMON STOCK
96145D105
7467
NS
USD
211017.42
0.0299973239
Long
EC
CORP
US
N
1
N
N
N
TIFFANY + CO
549300EJG9IEYQL5XT21
COMMON STOCK USD.01
886547108
802
NS
USD
97795.88
0.0139022394
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
COMMON STOCK USD.01
902973304
24402
NS
USD
898481.64
0.1277242647
Long
EC
CORP
US
N
1
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
REIT USD1.25
962166104
26
NS
USD
583.96
0.0000830132
Long
EC
CORP
US
N
1
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
COMMON STOCK USD.01
983919101
5996
NS
USD
589946.44
0.0838642349
Long
EC
CORP
US
N
1
N
N
N
TJX COMPANIES INC
V167QI9I69W364E2DY52
COMMON STOCK USD1.0
872540109
4612
NS
USD
233182.72
0.0331482471
Long
EC
CORP
US
N
1
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
COMMON STOCK USD1.0
963320106
2993
NS
USD
387683.29
0.0551113801
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
COMMON STOCK
98419M100
55
NS
USD
3572.8
0.0005078938
Long
EC
CORP
US
N
1
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
COMMON STOCK USD.001
92343E102
3431
NS
USD
709633.73
0.1008784624
Long
EC
CORP
US
N
1
N
N
N
TRACTOR SUPPLY COMPANY
549300OJ9VZHZRO6I137
COMMON STOCK USD.008
892356106
3310
NS
USD
436224.9
0.0620118455
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
COMMON STOCK USD1.0
969457100
42048
NS
USD
799752.96
0.1136894225
Long
EC
CORP
US
N
1
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
COMMON STOCK
988498101
10275
NS
USD
893000.25
0.126945054
Long
EC
CORP
US
N
1
N
N
N
TRANE TECHNOLOGIES PLC
549300BURLR9SLYY2705
COMMON STOCK USD1.0
G8994E103
4090
NS
USD
363928.2
0.0517344592
Long
EC
CORP
IE
N
1
N
N
N
WW GRAINGER INC
549300TWZSP6O1IH2V34
COMMON STOCK USD.5
384802104
1072
NS
USD
336779.52
0.0478751203
Long
EC
CORP
US
N
1
N
N
N
ZEBRA TECHNOLOGIES CORP CL A
PO0I32GKZ3HZMMDPZZ08
COMMON STOCK USD.01
989207105
1120
NS
USD
286664
0.0407509146
Long
EC
CORP
US
N
1
N
N
N
WYNN RESORTS LTD
254900CEKKWIHTEAB172
COMMON STOCK USD.01
983134107
8
NS
USD
595.92
0.0000847134
Long
EC
CORP
US
N
1
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
COMMON STOCK USD2.5
98389B100
2172
NS
USD
135750
0.019297633
Long
EC
CORP
US
N
1
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
COMMON STOCK USD.001
92345Y106
2720
NS
USD
462944
0.0658101172
Long
EC
CORP
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
COMMON STOCK USD.01
98956P102
5
NS
USD
596.8
0.0000848385
Long
EC
CORP
US
N
1
N
N
N
XEROX HOLDINGS CORP
N/A
COMMON STOCK USD1.0
98421M106
5736
NS
USD
87703.44
0.0124675418
Long
EC
CORP
US
N
1
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
COMMON STOCK USD.001
989701107
2041
NS
USD
69394
0.009864751
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
COMMON STOCK USD.01
98978V103
8720
NS
USD
1194988.8
0.1698744404
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
COMMON STOCK USD.1
92343V104
112955
NS
USD
6227209.15
0.8852331249
Long
EC
CORP
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INC
54930015RAQRRZ5ZGJ91
COMMON STOCK USD.01
92532F100
7250
NS
USD
2104747.5
0.2992018032
Long
EC
CORP
US
N
1
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
COMMON STOCK
918204108
2200
NS
USD
134068
0.0190585271
Long
EC
CORP
US
N
1
N
N
N
VIACOMCBS INC CLASS B
5KYC8KF17ROCY24M3H09
COMMON STOCK USD.001
92556H206
4843
NS
USD
112938.76
0.0160548857
Long
EC
CORP
US
N
1
N
N
N
VISA INC CLASS A SHARES
549300JZ4OKEHW3DPJ59
COMMON STOCK USD.0001
92826C839
30562
NS
USD
5903661.54
0.8392389958
Long
EC
CORP
US
N
1
N
N
N
VORNADO REALTY TRUST
N/A
REIT USD.04
929042109
6973
NS
USD
266438.33
0.0378757209
Long
EC
CORP
US
N
1
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
COMMON STOCK USD1.0
929160109
5
NS
USD
579.25
0.0000823437
Long
EC
CORP
US
N
1
N
N
N
WABTEC CORP
06BTX5UWZD0GQ5N5Y745
COMMON STOCK USD.01
929740108
500
NS
USD
28785
0.0040919511
Long
EC
CORP
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
COMMON STOCK USD.01
931427108
4057
NS
USD
171976.23
0.0244473972
Long
EC
CORP
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
COMMON STOCK USD.1
931142103
24502
NS
USD
2934849.56
0.4172055225
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
COMMON STOCK USD.01
254687106
5066
NS
USD
564909.66
0.0803051145
Long
EC
CORP
US
N
1
N
N
N
GOODGREEN TRUST
N/A
GOODG 2017 2A A 144A
38218QAA8
314629.83
PA
USD
320538.55
0.0455663742
Long
ABS-O
CORP
KY
Y
2
2053-10-15
Fixed
3.26
N
N
N
N
N
N
GNMA II TBA 30 YR 3.5
549300M8ZYFG0OCMTT87
JUMBOS
21H032670
20630000
PA
USD
21769485.67
3.0946559468
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3.5
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2018 1A A 144A
38218GAA0
372040.87
PA
USD
386976.04
0.0550108405
Long
ABS-O
CORP
KY
Y
2
2053-10-15
Fixed
3.93
N
N
N
N
N
N
GNMA POOL 337539
549300M8ZYFG0OCMTT87
GN 07/23 FIXED 7
36224S4Y5
141.09
PA
USD
149.25
0.0000212167
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2019 2A A 144A
38218EAA5
716512.9
PA
USD
709940.4
0.1009220573
Long
ABS-O
CORP
KY
Y
2
2054-10-15
Fixed
2.76
N
N
N
N
N
N
GNMA POOL 352021
549300M8ZYFG0OCMTT87
GN 11/23 FIXED 7
36203LAW2
1101.2
PA
USD
1163.06
0.0001653356
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
SR UNSECURED 03/25 6.625
40049JAV9
495000
PA
USD
582183.58
0.0827607002
Long
DBT
CORP
MX
N
2
2025-03-18
Fixed
6.625
N
N
N
N
N
N
GNMA POOL 354674
549300M8ZYFG0OCMTT87
GN 10/23 FIXED 7
36203N6K9
1687.2
PA
USD
1784.81
0.0002537209
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
5493005BBCF84ICNQ550
GSMS 2012 GC6 AS 144A
36192BAE7
100000
PA
USD
99468.27
0.0141399791
Long
ABS-O
CORP
US
Y
2
2045-01-10
Fixed
4.948
N
N
N
N
N
N
GNMA POOL 363066
549300M8ZYFG0OCMTT87
GN 08/23 FIXED 7
36203YJK1
2225.17
PA
USD
2350.18
0.0003340914
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7
N
N
N
N
N
N
GOAL CAPITAL FUNDING TRUST
5493009VZI2B6V83UU74
GOAL 2006 1 B
38021BAG5
120240.9
PA
USD
104367.95
0.0148364965
Long
ABS-O
CORP
US
N
2
2042-08-25
Floating
0.8095
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
549300WZ62L3Y22NOZ64
GSMS 2017 GS6 B
36253PAH5
440000
PA
USD
470919.81
0.0669439238
Long
ABS-O
CORP
US
N
2
2050-05-10
Fixed
3.869
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 02/41 6.25
38141GGM0
60000
PA
USD
89958.85
0.0127881611
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST
CU46ESEFJB81SUVBJO28
GSR 2004 9 2A1
36242DBJ1
5714.59
PA
USD
5730.36
0.0008146032
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
3.486935
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 01/27 5.95
38141GES9
212000
PA
USD
262642.35
0.0373361008
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.95
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 10/25 4.25
38141GVR2
100000
PA
USD
112569.15
0.0160023436
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25
N
N
N
N
N
N
HARLEY-DAVIDSON FND CP
5493006EFVOCXD9ZVB19
SHORT TERMS
41282JH53
1000000
PA
USD
999648
0.142105637
Long
STIV
CORP
US
N
2
2020-08-05
None
0
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 10/37 6.75
38141GFD1
200000
PA
USD
291172.55
0.0413918306
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75
N
N
N
N
N
N
HARLEY-DAVIDSON FND CP
5493006EFVOCXD9ZVB19
SHORT TERMS
41282JGL9
2000000
PA
USD
1999666.66
0.2842639654
Long
STIV
CORP
US
N
2
2020-07-20
None
0
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2016 1A A 144A
38217KAA2
252694.11
PA
USD
257434.85
0.0365958251
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.23
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
COMPANY GUAR 08/26 3.5
42225UAD6
495000
PA
USD
534792.13
0.0760237366
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.5
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2017 1A A 144A
38217VAA8
190608.42
PA
USD
199183.24
0.0283150281
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.74
N
N
N
N
N
N
HELIOS ISSUER, LLC
N/A
SNVA 2017 1A A 144A
42329GAA8
215120.55
PA
USD
210615.43
0.0299401788
Long
ABS-O
CORP
US
Y
2
2049-09-20
Fixed
4.94
N
N
N
N
N
N
HELIOS ISSUER, LLC
N/A
SNVA 2018 1A A 144A
86745JAA5
111568.98
PA
USD
110962
0.0157738781
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
4.87
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2018 1A A2 144A
42772GAB8
301185.36
PA
USD
322193.97
0.0458017015
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
SR UNSECURED 10/22 4.625
427096AG7
470000
PA
USD
452802.29
0.0643684155
Long
DBT
CORP
US
N
2
2022-10-23
Fixed
4.625
N
N
N
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
SR UNSECURED 12/24 5.45
457153AG9
203000
PA
USD
204628.89
0.0290891581
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.45
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300FPK70TCB78NG05
HERTZ 2018 1A B 144A
42806DBR9
650000
PA
USD
621945.29
0.088413053
Long
ABS-O
CORP
US
Y
2
2024-02-25
Fixed
3.6
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2016 3A A1 144A
42770XAA5
131386.01
PA
USD
134071.55
0.0190590318
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300PD0C69OJ0NLB27
HERTZ 2019 3A B 144A
42806DCP2
493000
PA
USD
470015.9
0.0668154279
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
3.03
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2016 4A A1 144A
40417QAA3
139160.46
PA
USD
145709.43
0.0207134225
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.57
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
SR UNSECURED 10/26 3.2
457187AB8
155000
PA
USD
167926.47
0.0238717008
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.2
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300PD0C69OJ0NLB27
HERTZ 2019 3A C 144A
42806DCQ0
500000
PA
USD
448665.05
0.0637802834
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
3.43
N
N
N
N
N
N
HERO FUNDING TRUST
549300Z5C0ID42MSJA91
HERO 2017 3A A1 144A
42771AAA4
158773.99
PA
USD
162438.1
0.0230914979
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
3.19
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
SR SECURED 09/24 3.7
462613AM2
170000
PA
USD
181746.82
0.025836342
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.7
N
N
N
N
N
N
HIGHBRIDGE LOAN MANAGEMENT LTD
549300X85DZ32WYBX519
HLM 12A 18 B 144A
44330QAD3
250000
PA
USD
238087.25
0.0338454539
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-18
Floating
2.98525
N
N
N
N
N
N
KKR FINANCIAL CLO LTD
549300LGO0WGOG6NE245
KKR 24 A1 144A
48252RAA2
300000
PA
USD
297184.5
0.0422464634
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
2.49525
N
N
N
N
N
N
HIGHBRIDGE LOAN MANAGEMENT LTD
N/A
HLM 13A 18 C 144A
40437LAJ1
350000
PA
USD
330463
0.0469771911
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.36888
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
SR UNSECURED 144A 05/30 2.95
465685AQ8
225000
PA
USD
239641.47
0.0340663951
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95
N
N
N
N
N
N
KKR FINANCIAL CLO LTD
549300S5YSR4S7FFS332
KKR 26 B1 144A
48253HAE5
250000
PA
USD
245726.75
0.0349314522
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
3.26888
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
SR UNSECURED 03/28 4.125
431282AQ5
125000
PA
USD
133692.87
0.0190052003
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125
N
N
N
N
N
N
J.G. WENTWORTH XLII LLC
N/A
HENDR 2018 2A A 144A
46590UAA0
273705.17
PA
USD
281013.78
0.0399477038
Long
ABS-O
CORP
US
Y
2
2075-10-15
Fixed
3.96
N
N
N
N
N
N
KKR GRP FIN CO VI LLC
549300TUJWGHJM3FSJ07
COMPANY GUAR 144A 07/29 3.75
48252AAA9
280000
PA
USD
321444.07
0.045695099
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
3.75
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE I LIM
N/A
HORZN 2019 1 A 144A
44040HAA0
314714.93
PA
USD
276830.3
0.0393529984
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.721
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE III L
N/A
HORZN 2019 2 A 144A
44040JAA6
530720.24
PA
USD
458886.57
0.0652333305
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.425
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
SR UNSECURED 03/50 3.3
482480AJ9
410000
PA
USD
423482.59
0.0602004538
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.3
N
N
N
N
N
N
JACKSON PARK TRUST
N/A
JAX 2019 LIC C 144A
46868RAJ3
500000
PA
USD
506223.75
0.0719625793
Long
ABS-O
CORP
US
Y
2
2039-10-14
Fixed
3.131
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
SUBORDINATED 03/24 4.25
404280AP4
200000
PA
USD
215787.64
0.0306754378
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25
N
N
N
N
N
N
KNDL MORTGAGE TRUST
N/A
KNDL 2019 KNSQ E 144A
482598AN9
326000
PA
USD
313386.67
0.0445496939
Long
ABS-O
CORP
US
Y
2
2036-05-15
Floating
1.98475
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
P77IMDGVZE8EFBTF2M92
SR UNSECURED 144A 01/30 5.5
46590XAB2
174000
PA
USD
178350
0.0253534648
Long
DBT
CORP
NA
Y
2
2030-01-15
Fixed
5.5
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
SR UNSECURED 03/47 4.8
444859BG6
125000
PA
USD
162937.76
0.0231625274
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.8
N
N
N
N
N
N
KNOWLEDGEWORKS FOUNDATION
549300ZCR1DGZJLXTI23
KWFSL 2010 1 A
49925JAE7
96477.59
PA
USD
93588.01
0.0133040668
Long
ABS-O
CORP
US
N
2
2042-02-25
Floating
1.3095
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
SR UNSECURED 11/22 5.125
44701QBD3
197000
PA
USD
208682.24
0.0296653649
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
5.125
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
COMPANY GUAR 07/25 3.95
50077LAK2
351000
PA
USD
372422.15
0.0529419224
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.95
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JOBGEN 01/35 FIXED 4.532
47770VAZ3
325000
PA
USD
405541.5
0.057650026
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
4.532
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
SR UNSECURED 144A 11/22 2.85
44891ABC0
385000
PA
USD
392861.57
0.055847502
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85
N
N
N
N
N
N
KREF 2018 FL1 LTD.
549300N45646UZ8P3S07
KREF 2018 FL1 C 144A
48275PAG6
210000
PA
USD
201036.4
0.0285784653
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-15
Floating
2.19388
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
549300T0G4GS0SINS786
COMPANY GUAR 02/22 6.25
451102BJ5
550000
PA
USD
551375
0.0783810857
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
6.25
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR
N/A
JPMCC 2016 JP2 AS
46590MAV2
490000
PA
USD
511309.41
0.0726855347
Long
ABS-O
CORP
US
N
2
2049-08-15
Fixed
3.0556
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN
549300XLHGW4YH0MCQ51
LRB 2018 B BFX 144A
51888RAC4
76460.57
PA
USD
75892.43
0.0107885397
Long
ABS-O
CORP
US
Y
2
2043-05-26
Fixed
3.72
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
COMPANY GUAR 144A 07/29 3.875
45262BAC7
631000
PA
USD
664365.93
0.0944433877
Long
DBT
CORP
GB
Y
2
2029-07-26
Fixed
3.875
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 02/25 3.75
52107QAG0
160000
PA
USD
169883.25
0.0241498682
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
3.75
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT 2017 1 A11 144A
46648CAL8
352354.06
PA
USD
359278.56
0.0510734865
Long
ABS-O
CORP
US
Y
2
2047-01-25
Floating
3.5
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRU
N/A
INDX 2004 AR4 1A
45660NQ24
35798.71
PA
USD
35084.13
0.0049874082
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
3.686946
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 03/27 3.625
52107QAH8
184000
PA
USD
193170.17
0.0274602361
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.625
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C27 B
46644ABL5
500000
PA
USD
502390.4
0.0714176468
Long
ABS-O
CORP
US
N
2
2048-02-15
Fixed
3.8981
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 09/28 4.5
52107QAJ4
460000
PA
USD
518840.34
0.0737560992
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.5
N
N
N
N
N
N
LUNAR AIRCRAFT 2020 1 LIMITED
N/A
LUNRR 2020 1A A 144A
55037LAA2
403933.33
PA
USD
368751.1
0.0524200618
Long
ABS-O
CORP
US
Y
2
2045-02-15
Fixed
3.376
N
N
N
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SR UNSECURED 07/41 5.6
46625HJB7
195000
PA
USD
281533.15
0.0400215352
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.6
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
COMPANY GUAR 07/43 5.25
50247VAB5
175000
PA
USD
210730.96
0.029956602
Long
DBT
CORP
NL
N
2
2043-07-15
Fixed
5.25
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
SR UNSECURED 144A 10/24 2.875
52206AAD2
345000
PA
USD
352767.61
0.050147918
Long
DBT
CORP
NL
Y
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
SR UNSECURED 01/44 5.625
524901AR6
175000
PA
USD
215440.56
0.0306260984
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.625
N
N
N
N
N
N
LYONDELLBASELL INVEST
BN6WCCZ8OVP3ITUUVN49
SHORT TERMS
55208UGV3
2000000
PA
USD
1999489.28
0.2842387498
Long
STIV
CORP
US
N
2
2020-07-29
None
0
N
N
N
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SUBORDINATED 05/31 VAR
46647PBP0
245000
PA
USD
259842.96
0.0369381516
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.956
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
COMPANY GUAR 144A 05/30 4.375
52532XAE5
145000
PA
USD
163335.25
0.0232190328
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.375
N
N
N
N
N
N
MACH I
549300ODEK8HY3445C77
MAACH 2019 1 A 144A
55446MAA5
469218.77
PA
USD
387546.69
0.0550919616
Long
ABS-O
CORP
KY
Y
2
2039-10-15
Fixed
3.474
N
N
N
N
N
N
KDAC AVIATION FINANCE LIMITED
N/A
KDAC 2017 1A A 144A
48244XAA0
338897.08
PA
USD
287451.11
0.0408628068
Long
ABS-O
CORP
KY
Y
2
2042-12-15
Fixed
4.212
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
COMPANY GUAR 05/25 4.75
526057BV5
200000
PA
USD
213500
0.0303502368
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2018 28A B 144A
55821AAE8
430000
PA
USD
412538.13
0.0586446367
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
2.81888
N
N
N
N
N
N
MFT TRUST
N/A
MOFT 2020 ABC A 144A
55317BAA5
205000
PA
USD
210469.48
0.0299194312
Long
ABS-O
CORP
US
Y
2
2042-02-10
Fixed
3.358
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2018 29A C 144A
55820CAJ4
550000
PA
USD
528276.65
0.0750975242
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-18
Floating
3.33525
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
COMPANY GUAR 07/27 4.5
496902AQ0
166000
PA
USD
181063.04
0.0257391388
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
4.5
N
N
N
N
N
N
MFT TRUST
N/A
MOFT 2020 ABC B 144A
55317BAE7
227000
PA
USD
228799.2
0.0325251049
Long
ABS-O
CORP
US
Y
2
2042-02-10
Floating
3.4767
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 03/41 6.5
56585AAF9
170000
PA
USD
210422.8
0.0299127953
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
COMPANY GUAR 09/21 5.125
496902AJ6
650000
PA
USD
667994.33
0.0949591854
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
5.125
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
SR UNSECURED 11/45 4.45
594918BL7
530000
PA
USD
720713.19
0.1024534706
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.45
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 04/48 4.5
56585ABE1
85000
PA
USD
86794.12
0.0123382768
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.5
N
N
N
N
N
N
MKT 2020 525M MORTGAGE TRUST
N/A
MKT 2020 525M D 144A
55316PAJ6
109000
PA
USD
103688.56
0.0147399173
Long
ABS-O
CORP
US
Y
2
2040-02-12
Fixed
2.9406
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 09/44 4.75
56585AAH5
100000
PA
USD
104245.82
0.014819135
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
JR SUBORDINA VAR
55336VAU4
300000
PA
USD
267000
0.0379555654
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.875
N
N
N
N
N
N
MKT 2020 525M MORTGAGE TRUST
N/A
MKT 2020 525M E 144A
55316PAL1
213000
PA
USD
192936.17
0.0274269716
Long
ABS-O
CORP
US
Y
2
2040-02-12
Fixed
2.9406
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
SR UNSECURED 09/29 3.35
570535AU8
130000
PA
USD
138802.34
0.0197315404
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 05/42 5
60871RAD2
60000
PA
USD
63562.77
0.0090358085
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
SR UNSECURED 04/38 4.5
55336VAM2
195000
PA
USD
195036.74
0.0277255796
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
COMPANY GUAR 144A 04/49 3.95
571676AF2
415000
PA
USD
517062.95
0.0735034331
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
3.95
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 07/46 4.2
60871RAH3
285000
PA
USD
277341.57
0.0394256783
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.2
N
N
N
N
N
N
MONDELEZ INTL INC
549300DV9GIB88LZ5P30
SHORT TERMS
60920VGQ9
2000000
PA
USD
1999600
0.2842544893
Long
STIV
CORP
US
N
2
2020-07-24
None
0
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
SR UNSECURED 10/22 6.25
55336VBJ8
97000
PA
USD
98116.77
0.0139478557
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.25
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
SR UNSECURED 03/41 6
58155QAE3
125000
PA
USD
159207.6
0.022632264
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SUBORDINATED 09/26 4.35
6174467Y9
775000
PA
USD
893637.35
0.1270356214
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
SR UNSECURED 03/44 4.883
581557BC8
60000
PA
USD
72575.13
0.0103169666
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.883
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
COMPANY GUAR 06/26 3.95
62854AAN4
495000
PA
USD
553435.57
0.0786740075
Long
DBT
CORP
NL
N
2
2026-06-15
Fixed
3.95
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SUBORDINATED 11/25 5
6174467X1
275000
PA
USD
321176.7
0.0456570908
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTO
N/A
MLMI 2003 A4 1A
589929W53
2006.06
PA
USD
1902.85
0.0002705009
Long
ABS-O
CORP
US
N
2
2033-07-25
Floating
4.234414
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
COMPANY GUAR 06/46 5.25
62854AAP9
320000
PA
USD
396787.34
0.0564055725
Long
DBT
CORP
NL
N
2
2046-06-15
Fixed
5.25
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2011 C2 B 144A
617459AG7
250000
PA
USD
251655.93
0.0357743188
Long
ABS-O
CORP
US
Y
2
2044-06-15
Floating
5.2
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTO
N/A
MLMI 2004 A1 1A
59020UAA3
1971.65
PA
USD
1932.59
0.0002747286
Long
ABS-O
CORP
US
N
2
2034-02-25
Floating
3.249994
N
N
N
N
N
N
NATIONAL OILWELL VARCO I
549300EHF3IW1AR6U008
SR UNSECURED 12/29 3.6
637071AM3
385000
PA
USD
376733.92
0.053554865
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.6
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2018 H3 B
61767YBD1
120000
PA
USD
134090.27
0.0190616929
Long
ABS-O
CORP
US
N
2
2051-07-15
Floating
4.62
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
SR UNSECURED 144A 01/29 4.3
591894CC2
328000
PA
USD
383422.48
0.0545056818
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.3
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2019 L2 AS
61768HAZ9
500000
PA
USD
574032.65
0.0816019993
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.272
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 4A B 144A
63941NAD1
750000
PA
USD
703342.58
0.0999841398
Long
ABS-O
CORP
US
Y
2
2067-06-27
Floating
1.4845
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2017 1A A 144A
61946EAA6
46267.48
PA
USD
47201.69
0.0067099881
Long
ABS-O
CORP
US
Y
2
2042-06-20
Fixed
4.45
N
N
N
N
N
N
NATIONAL OILWELL VARCO I
549300EHF3IW1AR6U008
SR UNSECURED 12/42 3.95
637071AK7
366000
PA
USD
305872.19
0.0434814679
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 BA A2B 144A
63940QAC7
149796.26
PA
USD
143038.68
0.0203337602
Long
ABS-O
CORP
US
Y
2
2059-12-15
Floating
0.90475
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2017 2A A 144A
61946GAA1
103061.25
PA
USD
106065.76
0.0150778498
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
3.82
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 CA B 144A
63940VAC6
250000
PA
USD
251552.5
0.0357596156
Long
ABS-O
CORP
US
Y
2
2042-06-16
Fixed
4.22
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
06/48 1
63938EAE4
220000
PA
USD
200971.83
0.0285692863
Long
ABS-O
CORP
US
N
2
2048-06-25
Floating
1.6845
N
N
N
N
N
N
MP CLO III, LTD
549300FWSFBNCWDD1P18
MP3 2013 1A AR 144A
553205AC9
300000
PA
USD
289674.6
0.0411788885
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
2.38525
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 1A A2 144A
63940XAB4
850000
PA
USD
847594.59
0.1204903817
Long
ABS-O
CORP
US
Y
2
2067-12-27
Floating
1.0845
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2014 8 B
63939DAD7
155000
PA
USD
127630.72
0.0181434313
Long
ABS-O
CORP
US
N
2
2049-07-26
Floating
1.6845
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 01/22 5.75
651290AP3
417000
PA
USD
417795.11
0.0593919462
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.75
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 A A2A 144A
63941BAB1
253000
PA
USD
258613.72
0.0367634081
Long
ABS-O
CORP
US
Y
2
2043-01-15
Fixed
3.42
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 07/24 5.625
651290AQ1
250000
PA
USD
238887.07
0.0339591529
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.625
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 A B 144A
63941BAD7
284000
PA
USD
290627.34
0.0413143259
Long
ABS-O
CORP
US
Y
2
2043-01-15
Fixed
3.9
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
5493007OOYUHTF8GSL63
NAVSL 2015 3 B
63939LAC1
150000
PA
USD
122727.27
0.017446378
Long
ABS-O
CORP
US
N
2
2058-10-25
Floating
1.6845
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SR UNSECURED 02/42 5.8
65473QAZ6
175000
PA
USD
234217.38
0.0332953299
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.8
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 BA B 144A
63941LAD5
750000
PA
USD
780377.55
0.110935098
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
4.04
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 1A A 144A
63940EAA8
360713.32
PA
USD
341776.23
0.0485854309
Long
ABS-O
CORP
US
Y
2
2070-02-25
Floating
0.8845
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN
N/A
NPELT 2016 A A1B 144A
64034JAB0
64170.23
PA
USD
64452.05
0.0091622247
Long
ABS-O
CORP
US
Y
2
2040-12-26
Fixed
3.6
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SR UNSECURED 02/44 4.8
65473QBC6
385000
PA
USD
470744.45
0.0669189954
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.8
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
549300T6B0Q52I6OM558
NSLT 2005 4 A4R2
64031QCM1
200000
PA
USD
190524.4
0.0270841248
Long
ABS-O
CORP
US
N
2
2032-03-22
Floating
1.191
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
SR UNSECURED 08/52 4.05
655844BV9
215000
PA
USD
257093.06
0.0365472377
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
549300761SV59SBM0Z40
NAVSL 2016 5A A 144A
63939QAA4
343445.87
PA
USD
336428.27
0.0478251881
Long
ABS-O
CORP
US
Y
2
2065-06-25
Floating
1.4345
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2006 3 B
64031AAJ5
138901.42
PA
USD
119852.38
0.0170376961
Long
ABS-O
CORP
US
N
2
2041-06-25
Floating
0.54688
N
N
N
N
N
N
NP SPE II LLC
549300M4DFCB4G0UM882
NPRL 2017 1A A2 144A
62946AAD6
380000
PA
USD
389383.91
0.0553531329
Long
ABS-O
CORP
US
Y
2
2047-10-21
Fixed
4.219
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 6A A3 144A
63940LAC8
1100000
PA
USD
1020875.13
0.145123194
Long
ABS-O
CORP
US
Y
2
2066-03-25
Floating
1.4845
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2015 3A B 144A
64033TAB9
150000
PA
USD
139803.84
0.0198739094
Long
ABS-O
CORP
US
Y
2
2054-06-25
Floating
1.6845
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAKC 2019 4A A1 144A
67098DAC7
250000
PA
USD
245376.25
0.0348816266
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
2.42763
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2018 3A A3 144A
64034AAC7
600000
PA
USD
584399.4
0.0830756916
Long
ABS-O
CORP
US
Y
2
2066-09-27
Floating
0.9345
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 7A A 144A
63940GAA3
745656.71
PA
USD
727855.57
0.1034688004
Long
ABS-O
CORP
US
Y
2
2066-03-25
Floating
1.3345
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAKC 2019 4A C 144A
67098DAJ2
250000
PA
USD
245877.75
0.0349529177
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
3.74763
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 5 A 144A
64034EAA3
1519188.72
PA
USD
1518675.08
0.2158882823
Long
ABS-O
CORP
US
Y
2
2067-10-25
Fixed
2.53
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 2A A3 144A
63941DAC5
550000
PA
USD
514432.38
0.0731294826
Long
ABS-O
CORP
US
Y
2
2067-03-25
Floating
0.9345
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
GENL REF MOR 04/36 6.65
641423BP2
135000
PA
USD
191434.81
0.0272135448
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
SR UNSECURED 03/46 6.6
674599DL6
257000
PA
USD
223710.79
0.0318017585
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.6
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
SUBORDINATED 144A 05/50 3.75
64952GAT5
125000
PA
USD
141166.46
0.0200676135
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
SR UNSECURED 09/36 6.45
674599DF9
250000
PA
USD
211250
0.0300303865
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 3A A3 144A
63940TAC1
750000
PA
USD
740351.48
0.105245165
Long
ABS-O
CORP
US
Y
2
2067-03-25
Floating
0.9845
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
SR UNSECURED 04/23 4.35
651229AV8
528000
PA
USD
543734.4
0.0772949311
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
4.35
N
N
N
N
N
N
OHA CREDIT PARTNERS LTD
549300OYGEU6QQMCEG78
OAKC 2015 11A CR 144A
67109FAN5
300000
PA
USD
287634.9
0.0408889336
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
3.28525
N
N
N
N
N
N
OXFORD FINANCE FUNDING TRUST
N/A
OXFIN 2016 1A A 144A
69144YAA5
40835.44
PA
USD
41018.13
0.00583096
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
3.968
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 06/44 4.7
72650RBE1
275000
PA
USD
250649.16
0.0356312007
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.7
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
SR SECURED 09/38 7.5
68233JAF1
40000
PA
USD
65306.44
0.0092836811
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.5
N
N
N
N
N
N
OXFORD FINANCE FUNDING TRUST
N/A
OXFIN 2020 1A A2 144A
69144AAA7
353000
PA
USD
357280.58
0.0507894623
Long
ABS-O
CORP
US
Y
2
2028-02-15
Fixed
3.101
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 09/30 3.8
72650RBN1
280000
PA
USD
274337.6
0.0389986469
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.8
N
N
N
N
N
N
ONEMAIN DIRECT AUTO RECEIVABLE
N/A
ODART 2019 1A B 144A
68267EAB0
424000
PA
USD
421420.98
0.0599073842
Long
ABS-O
CORP
US
Y
2
2028-11-14
Fixed
3.95
N
N
N
N
N
N
PACIFIC GAS + ELECTRIC
1HNPXZSMMB7HMBMVBS46
1ST MORTGAGE 02/31 2.5
694308JG3
190000
PA
USD
185882.7
0.0264242808
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.5
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 12/26 4.5
72650RBL5
93000
PA
USD
97526.24
0.0138639086
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.5
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
OMFIT 2019 2A A 144A
68269BAA6
1810000
PA
USD
1814812.07
0.2579858362
Long
ABS-O
CORP
US
Y
2
2036-10-14
Fixed
3.14
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
JR SUBORDINA 12/99 VAR
726503AE5
585000
PA
USD
417543.75
0.0593562139
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.125
N
N
N
N
N
N
ORANGE CNTY CA LOCAL TRANSPRTN
N/A
ORATRN 02/41 FIXED 6.908
684273HC2
230000
PA
USD
344165.1
0.0489250224
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
6.908
N
N
N
N
N
N
PACIFIC NATIONAL FINANCE
213800SSTRDXLWWVF948
COMPANY GUAR 144A 09/20 4.625
04363UAB2
105000
PA
USD
105606.75
0.0150125989
Long
DBT
CORP
AU
Y
2
2020-09-23
Fixed
4.625
N
N
N
N
N
N
OVINTIV INC
CZ72ZHBVKZXQRV3XFE26
COMPANY GUAR 02/38 6.5
292505AG9
80000
PA
USD
68909.71
0.0097959064
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.5
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER L
549300NX9W3U2DO53T22
PLNT 2019 1A A2 144A
72703PAC7
526355
PA
USD
441953.87
0.0628262511
Long
ABS-O
CORP
US
Y
2
2049-12-05
Fixed
3.858
N
N
N
N
N
N
PALMER SQUARE CLO LTD
5493006ZPBFJJGSXB826
PLMRS 2015 1A A2R2 144A
69689AAW0
500000
PA
USD
491978
0.0699374651
Long
ABS-CBDO
CORP
KY
Y
2
2029-05-21
Floating
2.02413
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST
5493007JEN3QN6CZC711
PNMSR 2018 GT1 A 144A
69354WAC0
200000
PA
USD
196014.54
0.0278645794
Long
ABS-O
CORP
US
Y
2
2023-02-25
Floating
3.0345
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
SR UNSECURED 07/38 6.125
913017BP3
80000
PA
USD
115545.86
0.0164254998
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.125
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
1ST MORTGAGE 03/43 4.15
737679DE7
350000
PA
USD
422566.34
0.0600702036
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.15
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
SR UNSECURED 05/29 3.9
759351AN9
325000
PA
USD
354143.38
0.0503434915
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.9
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 03/23 4.5
70014LAC4
250000
PA
USD
228073.46
0.0324219368
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.5
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
SR UNSECURED 06/30 3.15
759351AP4
290000
PA
USD
300869.49
0.0427703057
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
JR SUBORDINA 12/99 VAR
743315AU7
375000
PA
USD
371250
0.0527752946
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
5.375
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 08/22 5.25
70014LAA8
1375000
PA
USD
1290675.4
0.1834768337
Long
DBT
CORP
KY
Y
2
2022-08-15
Fixed
5.25
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 01/41 6.125
195325BM6
620000
PA
USD
774070
0.1100384439
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.125
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 06/43 VAR
744320AM4
225000
PA
USD
239400
0.0340320688
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.625
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
COMPANY GUAR 08/45 5.85
761713BB1
220000
PA
USD
270414.32
0.0384409304
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85
N
N
N
N
N
N
PATTERSON UTI ENERGY INC
254900XGFBKIXD6G0697
SR UNSECURED 02/28 3.95
703481AB7
410000
PA
USD
309581.4
0.0440087531
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.95
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 09/42 VAR
744320AL6
125000
PA
USD
133050
0.0189138127
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.875
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A B 144A
80286JAB1
204000
PA
USD
195555.81
0.0277993683
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
2.8
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 09/48 VAR
744320BF8
630000
PA
USD
706075.65
0.1003726612
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.7
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A C 144A
80286JAC9
126000
PA
USD
125159.71
0.0177921632
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3
N
N
N
N
N
N
PSMC 2018 1 TRUST
N/A
PSMC 2018 2 A1 144A
693680AA8
377400.46
PA
USD
384280.09
0.0546275959
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
3.5
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
SR UNSECURED 06/50 3.25
70450YAJ2
170000
PA
USD
184091.39
0.026169636
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A D 144A
80286JAD7
263000
PA
USD
261646.84
0.0371945834
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.45
N
N
N
N
N
N
PUBLIC SEVC. ENT. GR
PUSS41EMO3E6XXNV3U28
SHORT TERMS
74457LGL4
3000000
PA
USD
2999521.68
0.4263990314
Long
STIV
CORP
US
N
2
2020-07-20
None
0
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
SR UNSECURED 144A 04/25 4.15
708696BX6
295000
PA
USD
327997.83
0.0466267532
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.15
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SR UNSECURED 144A 04/39 4.25
80414L2E4
495000
PA
USD
550658.25
0.0782791957
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
SR SECURED 05/25 3.65
745310AH5
350000
PA
USD
373941.91
0.0531579649
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.65
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 01/45 6.375
71654QBR2
80000
PA
USD
59676
0.0084832821
Long
DBT
NUSS
MX
N
2
2045-01-23
Fixed
6.375
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
SR UNSECURED 12/21 6.75
74913GAX3
162000
PA
USD
171202.62
0.0243374241
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
6.75
N
N
N
N
N
N
SBA TOWER TRUST
N/A
ASSET BACKED 144A 01/25 2.836
78403DAN0
1300000
PA
USD
1340339.78
0.1905369072
Long
ABS-O
CORP
US
Y
2
2025-01-15
Fixed
2.836
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
SR UNSECURED 06/42 4.5
913017BT5
150000
PA
USD
186946.82
0.0265755515
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.5
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2018 CH2 A3 144A
81747EAC1
306364.89
PA
USD
314861.68
0.0447593749
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
4
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 02/28 5.35
71654QCK6
190000
PA
USD
159600
0.0226880459
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2018 2A C 144A
82653DAC3
113338.86
PA
USD
107244.41
0.0152454016
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
3.94
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2018 CH4 A2 144A
81747LAB7
153998.25
PA
USD
156693.73
0.0222749031
Long
ABS-O
CORP
US
Y
2
2048-10-25
Floating
4
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
SR UNSECURED 11/24 3.875
87265KAF9
805000
PA
USD
803041.35
0.1141568858
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.875
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2019 1 A1 144A
81747AAA3
51009.71
PA
USD
51999.46
0.0073920184
Long
ABS-O
CORP
US
Y
2
2049-02-25
Floating
4
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 03/27 6.5
71654QCG5
60000
PA
USD
54151.2
0.0076979004
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
SLM STUDENT LN TR 2006 2
5493007758ACJK074H95
NON-SECY ASSET-STOCK
78446G102
1799
NS
USD
919385.43
0.1306958571
Long
EC
CORP
US
N
2
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 06/23 4.5
44106MAR3
170000
PA
USD
162763.31
0.0231377283
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.5
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLMA 2002 7 A11
78442GEX0
10000
PA
USD
10000
0.0014215568
Long
ABS-O
USGA
US
N
2
2028-03-15
Floating
1.403
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 06/38 6.625
706451BR1
37000
PA
USD
28794.88
0.0040933556
Long
DBT
CORP
MX
N
2
2038-06-15
Fixed
6.625
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 10/29 4.95
44106MBB7
265000
PA
USD
224753.65
0.031950007
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.95
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLMA 2002 7 B
78442GEY8
550000
PA
USD
511318.19
0.0726867828
Long
ABS-O
USGA
US
N
2
2039-12-15
Floating
4.167
N
N
N
N
N
N
PIONEER AIRCRAFT FINANCE LIMIT
N/A
PION 2019 1 A 144A
72353PAA4
336146.56
PA
USD
288986.51
0.0410810726
Long
ABS-O
CORP
KY
Y
2
2044-06-15
Fixed
3.967
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2015 3A B 144A
82652JAB3
12150.71
PA
USD
12077.87
0.0017169378
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
3.08
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300UECCCKC4WVNL14
SLMA 2003 14 A7 144A
78442GKG0
300000
PA
USD
282674.19
0.0401837405
Long
ABS-O
USGA
US
Y
2
2065-10-25
Floating
1.59138
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 01/37 6.65
72650RAR3
100000
PA
USD
108555.39
0.0154317648
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300UECCCKC4WVNL14
SLMA 2004 1 B
78442GKV7
297288.03
PA
USD
267098.91
0.0379696261
Long
ABS-O
USGA
US
N
2
2039-07-25
Floating
1.49138
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300RC6OGKQI1MHM67
SOFI 2017 D R1 144A
78471C109
1000000
PA
USD
347060
0.0493365488
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
0.01
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
5493002WMPR84WZ75V46
SOFI 2018 A R1 144A
83406E105
1000000
PA
USD
482315
0.0685638148
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
0.01
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLMA 2005 4 B
78442GPL4
242495.93
PA
USD
205060.06
0.0291504514
Long
ABS-O
USGA
US
N
2
2055-07-25
Floating
1.17138
N
N
N
N
N
N
STORE MASTER FUNDING LLC
N/A
11/49 3.65
86212XAB6
658991.57
PA
USD
621762.24
0.0883870314
Long
ABS-O
CORP
US
Y
2
2049-11-20
Fixed
3.65
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2018 D R1 144A
83401A108
968900
PA
USD
236120.93
0.0335659304
Long
ABS-O
CORP
US
Y
2
2048-02-25
Fixed
0.01
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300H0EHPP0GTD9V95
SLMA 2005 6 B
78442GQA7
334657.77
PA
USD
261824.29
0.0372198089
Long
ABS-O
USGA
US
N
2
2044-01-25
Floating
1.28138
N
N
N
N
N
N
STORE MASTER FUNDING LLC
N/A
STR 2018 1A A2 144A
86212VAE4
251046.74
PA
USD
250255.11
0.0355751843
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
4.29
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300LSGT1L2CL14698
SLMA 2006 5 B
83149EAG2
309472.65
PA
USD
276816.01
0.039350967
Long
ABS-O
USGA
US
N
2
2040-10-25
Floating
1.20138
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2019 A R1 144A
78471H108
1661200
PA
USD
407824.6
0.0579745816
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
0.01
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
5493000RGRVHYZAIY180
SMB 2017 A B 144A
78448WAD7
300000
PA
USD
298375.83
0.0424158177
Long
ABS-O
CORP
US
Y
2
2041-06-17
Fixed
3.5
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2019 C BFX 144A
83401CAC8
646000
PA
USD
636075.05
0.0904216786
Long
ABS-O
CORP
US
Y
2
2048-11-16
Fixed
3.05
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
549300NWENTZ8X7JUC78
SMB 2017 B B 144A
83189DAD2
150000
PA
USD
149756.82
0.0212887819
Long
ABS-O
CORP
US
Y
2
2041-12-16
Fixed
3.5
N
N
N
N
N
N
SOUTH CAROLINA ST STUDENT LOAN
549300PIO3ZMSROGFF38
SCSHGR 10/36 FLOATING VAR
83715AAJ8
170000
PA
USD
166722.4
0.0237005354
Long
DBT
MUN
US
N
2
2036-10-27
Floating
2.041
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MOR
N/A
SARM 2004 2 2A
86359BLB5
20554.2
PA
USD
20191.27
0.0028703036
Long
ABS-O
CORP
US
N
2
2034-03-25
Floating
3.672456
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
549300WEYOS38NWU8D22
SMB 2019 A A2B 144A
78449TAC5
126000
PA
USD
121609.11
0.0172874252
Long
ABS-O
CORP
US
Y
2
2036-07-15
Floating
1.05475
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
SR UNSECURED 03/40 6.2
845437BL5
180000
PA
USD
247548.68
0.0351904499
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.2
N
N
N
N
N
N
STRUCTURED RECEIVABLES FINANCE
N/A
SFS 2010 B A 144A
86365LAA9
55437.88
PA
USD
56427.52
0.0080214922
Long
ABS-O
CORP
US
Y
2
2036-08-15
Fixed
3.73
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
N/A
SMB 2019 B A2B 144A
83192CAC1
1200000
PA
USD
1162422.72
0.1652449873
Long
ABS-O
CORP
US
Y
2
2037-06-15
Floating
1.18475
N
N
N
N
N
N
SPIRIT AIR 2015 1 PTT A
549300DCAFIXFNFR3304
PASS THRU CE 10/29 4.1
84858DAA6
248959.39
PA
USD
210916.8
0.0299830202
Long
ABS-O
CORP
US
N
2
2029-10-01
Fixed
4.1
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SHORT TERMS
86723AHD7
3000000
PA
USD
2998551.66
0.4262611376
Long
STIV
CORP
US
N
2
2020-08-13
None
0
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300WT845S0N68C331
SOFI 2016 B A1 144A
83402JAA6
60418.68
PA
USD
60117.47
0.0085460396
Long
ABS-O
CORP
US
Y
2
2033-06-25
Floating
1.3845
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 01/27 3.2
84861TAE8
555000
PA
USD
530199.73
0.0753709009
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.2
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300RC6OGKQI1MHM67
SOFI 2017 D BFX 144A
78471CAC3
500000
PA
USD
497830.4
0.0707694169
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
3.61
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 01/30 3.4
84861TAF5
120000
PA
USD
113552.05
0.0161420684
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.4
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
COMPANY GUAR 04/44 5.3
86765BAP4
75000
PA
USD
71831.36
0.0102112355
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.3
N
N
N
N
N
N
TEACHERS INSUR + ANNUITY
O06XD7BJ4EPXNABVFN69
SUBORDINATED 144A 05/47 4.27
878091BF3
175000
PA
USD
207708.51
0.0295269436
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 07/29 4
84861TAD0
300000
PA
USD
295654.8
0.0420290079
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4
N
N
N
N
N
N
SUTTONPARK STRUCTURED SETTLEME
N/A
SPSS 2017 1A A 144A
869507AA1
333131.88
PA
USD
361037.77
0.0513235682
Long
ABS-O
CORP
US
Y
2
2071-01-15
Fixed
4.19
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
SR UNSECURED 08/40 6
878742AS4
200000
PA
USD
211790.72
0.0301072529
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 09/26 4.45
84861TAC2
59000
PA
USD
61156.09
0.0086936853
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.45
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
COMPANY GUAR 03/38 4.665
87938WAV5
180000
PA
USD
215423.44
0.0306236647
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.665
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
SR UNSECURED 144A 02/27 5
853496AC1
771000
PA
USD
780637.5
0.1109720514
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SR UNSECURED 01/25 3.5
78486QAD3
400000
PA
USD
422869.32
0.060113274
Long
DBT
CORP
US
N
2
2025-01-29
Fixed
3.5
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
COMPANY GUAR 07/21 2.2
88167AAC5
232000
PA
USD
227276.48
0.0323086416
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.2
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
SR UNSECURED 11/30 2.55
855244AZ2
395000
PA
USD
414334.39
0.0588999852
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LI
N/A
TMCL 2017 2A A 144A
88315FAE1
415637.2
PA
USD
389851.4
0.0554195892
Long
ABS-O
CORP
BM
Y
2
2042-06-20
Fixed
3.52
N
N
N
N
N
N
STEELE CREEK CLO LTD
N/A
STCR 2018 2A C 144A
85816LAE8
290000
PA
USD
271128.54
0.0385424608
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-18
Floating
2.68563
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SR UNSECURED 06/30 3.125
78486QAE1
120000
PA
USD
128660.15
0.0182897706
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.125
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LI
549300X48KLHDDGPK024
TMCL 2019 1A A 144A
88315LAC2
110613.33
PA
USD
112435.57
0.0159833544
Long
ABS-O
CORP
BM
Y
2
2044-04-20
Fixed
3.96
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
SR UNSECURED 03/29 4.625
862121AB6
320000
PA
USD
327208.14
0.0465144943
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625
N
N
N
N
N
N
TIME WARNER CABLE LLC
B1WXCWLJVJXMWJX6O298
SR SECURED 06/39 6.75
88732JAU2
110000
PA
USD
146168.51
0.0207786833
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
COMPANY GUAR 144A 04/23 4.441
87164KAH7
625000
PA
USD
655970.54
0.0932499354
Long
DBT
CORP
NL
Y
2
2023-04-24
Fixed
4.441
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
SUBORDINATED 09/31 VAR
891160MJ9
270000
PA
USD
303758.14
0.0431809437
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.625
N
N
N
N
Y
The Toronto-Dominion Bank
The Toronto-Dominion Bank COM NEW
USD
XXXX
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 03/44 4.75
91086QBB3
824000
PA
USD
873440
0.1241644535
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2018 1A A2 144A
89657AAB2
410000
PA
USD
417183.69
0.0593050294
Long
ABS-O
CORP
US
Y
2
2048-06-17
Fixed
4.62
N
N
N
N
N
N
T MOBILE USA INC
549300V2JRLO5DIFGE82
SR SECURED 144A 02/28 2.05
87264ABH7
250000
PA
USD
250117.5
0.0355556222
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
2.05
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 09/34 6.75
91086QAS7
160000
PA
USD
210201.6
0.0298813505
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2019 1A A 144A
89657BAA2
842647.3
PA
USD
859214.08
0.1221421582
Long
ABS-O
CORP
US
Y
2
2049-04-17
Fixed
3.82
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
SR UNSECURED 05/60 3.125
91324PEA6
210000
PA
USD
224803.39
0.0319570778
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.125
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
BELL 2016 1A A23 144A
87342RAC8
795400
PA
USD
826636.55
0.1175110774
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2019 2A A2 144A
89657BAC8
731000
PA
USD
709495.44
0.1008588037
Long
ABS-O
CORP
US
Y
2
2049-10-18
Fixed
3.1
N
N
N
N
N
N
UPJOHN INC
N/A
COMPANY GUAR 144A 06/30 2.7
91533BAD2
300000
PA
USD
307887.56
0.0437679642
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.7
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
BELL 2018 1A A2II 144A
87342RAE4
236400
PA
USD
248146.95
0.0352754974
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.94
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
02/39 3.5
912810QA9
720000
PA
USD
1018504.73
0.1447862282
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.5
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2017 1A A 144A
89679HAA3
119407.15
PA
USD
117668.02
0.0167271769
Long
ABS-O
CORP
US
Y
2
2042-06-20
Fixed
3.52
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
SR UNSECURED 07/60 3.375
874060BD7
245000
PA
USD
244633.03
0.0347759737
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.375
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2018 2A A 144A
89679HAN5
376000
PA
USD
376113.18
0.0534666233
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
4.19
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
08/49 2.25
912810SJ8
1940000
PA
USD
2332855.04
0.3316285847
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25
N
N
N
N
N
N
TAL ADVANTAGE LLC
5493000YLAGDN6QHT178
TAL 2017 1A A 144A
874074AA5
277921.64
PA
USD
277248.49
0.0394124465
Long
ABS-O
CORP
US
Y
2
2042-04-20
Fixed
4.5
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SUBORDINATED 03/30 2.25
89788KAA4
320000
PA
USD
322995.16
0.0459155952
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25
N
N
N
N
N
N
USF+G CAPITAL I
N/A
LIMITD GUARA 144A 12/45 8.5
902965AA0
150000
PA
USD
236682.83
0.0336458076
Long
DBT
CORP
US
Y
2
2045-12-15
Fixed
8.5
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
COMPANY GUAR 01/30 3.2
90265EAQ3
180000
PA
USD
196175.91
0.0278875191
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.2
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
COMPANY GUAR 08/26 6.25
91911TAP8
275000
PA
USD
323468.75
0.0459829187
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
SR UNSECURED 12/23 3.875
875484AG2
322000
PA
USD
316401.28
0.0449782378
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.875
N
N
N
N
N
N
UNITED AIR 2018 1 B PTT
N/A
PASS THRU CE 09/27 4.6
90932NAA1
82759.62
PA
USD
62003.12
0.0088140954
Long
ABS-O
CORP
US
N
2
2027-09-01
Fixed
4.6
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
COMPANY GUAR 11/36 6.875
91911TAH6
230000
PA
USD
300495
0.0427170698
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
WAMU MORTGAGE PASS THROUGH CER
N/A
WAMU 2004 AR2 A
92922FNW4
48714.92
PA
USD
46385.78
0.0065940019
Long
ABS-O
CORP
US
N
2
2044-04-25
Floating
2.90382
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
SUBORDINATED 09/23 5.125
919794AB3
245000
PA
USD
261966.62
0.0372400419
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
5.125
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
SR UNSECURED 07/36 6.5
98389BAH3
390000
PA
USD
567152.35
0.0806239256
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.5
N
N
N
N
N
N
WAVE 2017 1 LLC
N/A
WAAV 2017 1A A 144A
94353WAA3
546439.76
PA
USD
476046.9
0.0676727688
Long
ABS-O
CORP
US
Y
2
2042-11-15
Fixed
3.844
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 01/28 3.4
92340LAF6
140000
PA
USD
141080.53
0.0200553981
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.4
N
N
N
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
COMPANY GUAR 03/25 4.45
98420EAC9
483000
PA
USD
544087.81
0.0773451703
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 11/25 4.625
92340LAD1
460000
PA
USD
497430.29
0.070712539
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.625
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
SR UNSECURED 144A 06/28 4.75
984851AF2
745000
PA
USD
856903.85
0.1218137459
Long
DBT
CORP
NO
Y
2
2028-06-01
Fixed
4.75
N
N
N
N
N
N
WAVE USA
N/A
WAAV 2019 1 A 144A
94354KAA8
907976.07
PA
USD
828670.9
0.1178002718
Long
ABS-O
CORP
US
Y
2
2044-09-15
Fixed
3.597
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 12/29 3.1
92340LAE9
635000
PA
USD
612015.48
0.0870014741
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.1
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
SR UNSECURED 144A 06/30 3.148
984851AG0
85000
PA
USD
87869
0.0124910771
Long
DBT
CORP
NO
Y
2
2030-06-04
Fixed
3.148
N
N
N
N
N
N
WELK RESORTS LLC
549300TIITBU8G1Z5089
WLKRG 2015 AA A 144A
949458AA1
43308.99
PA
USD
42936.75
0.0061037027
Long
ABS-O
CORP
US
Y
2
2031-06-16
Fixed
2.79
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
SR UNSECURED 09/43 6.55
92343VBT0
149000
PA
USD
236927.23
0.0336805505
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.55
N
N
N
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SUBORDINATED 01/44 5.606
949746RF0
110000
PA
USD
151721.13
0.0215680198
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.606
N
N
N
N
N
N
VOYA CLO LTD
254900MS3D9HONB0N824
VOYA 2015 3A A3R 144A
92913UAS5
300000
PA
USD
285278.4
0.0405539437
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
2.83525
N
N
N
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SUBORDINATED 11/43 5.375
94974BFP0
159000
PA
USD
215447.96
0.0306271503
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.375
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
COMPANY GUAR 01/48 VAR
929089AF7
180000
PA
USD
169200
0.0240527403
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.7
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300NYO16WLNMVJJ46
WFCM 2018 C45 AS
95001NBB3
240000
PA
USD
274696.03
0.0390495998
Long
ABS-O
CORP
US
N
2
2051-06-15
Floating
4.405
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300NYO16WLNMVJJ46
WFCM 2018 C45 B
95001NBC1
60000
PA
USD
62977.58
0.0089526204
Long
ABS-O
CORP
US
N
2
2051-06-15
Floating
4.556
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2019 C49 AS
95001WBE7
291000
PA
USD
333694.07
0.047436506
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.244
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SE
N/A
WFMBS 2019 1 A1 144A
95001TAA3
213092.26
PA
USD
217632.7
0.0309377235
Long
ABS-O
CORP
US
Y
2
2048-11-25
Floating
4
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
WEN 2015 1A A23 144A
95058XAC2
404812.5
PA
USD
406035.52
0.0577202537
Long
ABS-O
CORP
US
Y
2
2045-06-15
Fixed
4.497
N
N
N
N
N
N
WF RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS 2012 C8 B
92936YAF8
190000
PA
USD
188739.07
0.02683033
Long
ABS-O
CORP
US
N
2
2045-08-15
Fixed
4.311
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
COMPANY GUAR 09/28 4.5
970648AG6
480000
PA
USD
559567.31
0.0795456691
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.5
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
COMPANY GUAR 09/29 2.95
970648AJ0
180000
PA
USD
190540.4
0.0270863993
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
SR UNSECURED 10/26 4.25
92936UAE9
185000
PA
USD
201962.69
0.0287101427
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
COMPANY GUAR 06/33 3
92940PAG9
165000
PA
USD
171860.74
0.0244309796
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3
N
N
N
N
N
N
State Street Navigator Securities Lending Trust
5493005HD34MZLK62085
Prime Portfolio
638995910
165800.25
NS
USD
165800.25
0.0235694466
Long
STIV
RF
US
N
1
N
N
US 2YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVBG7
195
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
2 Year Note
2020-09-30
43061484.57
USD
2625.92
N
N
N
US 5YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVCQ4
70
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
5 Year Note
2020-09-30
8801953.16
USD
14328.86
N
N
N
US ULTRA BOND CBT SEP20
N/A
XCBT 20200921
ADI1JZCF7
89
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
Ultra Long Bond
2020-09-18
19415906.25
USD
-57080.03
N
N
N
US 10YR ULTRA FUT SEP20
N/A
XCBT 20200921
ADI1JZD58
20
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
10 Year Ultra Note
2020-09-18
3149687.5
USD
-142.7
N
N
N
US LONG BOND(CBT) SEP20
N/A
XCBT 20200921
ADI1JZDD1
-45
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
Ultra Long Bond
2020-09-21
-8035312.5
USD
-15315.65
N
N
N
Repurchase Agreement
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
85748R009
2258461.02
PA
USD
2258461.02
0.3210530525
Long
RA
CORP
US
N
1
Repurchase
N
0
2020-07-01
1996500
USD
2303773.48
USD
UST
N
N
N
2020-08-24
MML Series Investment Fund II
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO