UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number            811-02201                          

                             Insight Select Income Fund                                

(Exact name of registrant as specified in charter)

200 Park Avenue, 7^th Floor

                                         New York, NY 10166                                        

(Address of principal executive offices) (Zip code)

Clifford D. Corso

200 Park Avenue, 7^th Floor

                                         New York, NY 10166                                        

(Name and address of agent for service)

Registrant’s telephone number, including area code:        212-527-1800       

Date of fiscal year end: March 31

Date of reporting period: December 31, 2019

Item 1. Schedule of Investments.

The Schedule of Investments is attached herewith.

SCHEDULE OF INVESTMENTS (Unaudited) December 31, 2019

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (81.72%)
AUTOMOTIVE (2.37%)
Ford Holdings LLC, Co. Gty., 9.30%, 03/01/30		Ba1/BBB-	$	1,000	$	1,267,042
Ford Motor Co., Sr. Unsec. Notes, 8.90%, 01/15/32		Ba1/BBB-		500		622,554
Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 4.542%, 08/01/26(b)		Ba1/BBB-		1,356		1,387,610
General Motors Financial Co. Inc., Sr. Unsec. Notes, (3M LIBOR +1.10%), 3.008%, 11/06/21(e)		Baa3/BBB		2,115		2,120,961
						5,398,167
CHEMICALS (2.61%)
Braskem Netherlands Finance BV, Co. Gty., 4.50%, 01/31/30, 144A		NA/BBB-		1,249		1,243,380
Braskem Netherlands Finance BV, Co. Gty., 5.875%, 01/31/50, 144A		NA/BBB-		723		718,481
Olin Corp., Sr. Unsec. Notes, 5.625%, 08/01/29(b)		Ba1/BB+		1,045		1,103,729
Union Carbide Corp., Sr. Unsec. Notes, 7.75%, 10/01/96		Baa2/BBB		2,000		2,860,305
						5,925,895
CONSUMER PRODUCTS (0.02%)
Prestige Brands, Inc., Co. Gty., 5.125%, 01/15/28, 144A(b)		B3/B+		39		40,852
DIVERSIFIED FINANCIAL SERVICES (11.81%)
American Express Co., Sr. Unsec. Notes, 3.40%, 02/22/24(b)		A3/BBB+		2,151		2,250,180
Banco Santander SA, Sr. Unsec. Notes, 3.306%, 06/27/29		A2/A		400		412,255
Bank of America Corp., Sr. Unsec. Notes, (3M LIBOR +0.79%), 3.004%, 12/20/23(b),(c)		A2/A-		758		775,695
Bank of America Corp., Sr. Unsec. Notes, (3M LIBOR +0.81%), 3.366%, 01/23/26(b),(c)		A2/A-		559		584,713
Citigroup, Inc., Sr. Unsec. Notes, (3M LIBOR +1.563%), 3.887%, 01/10/28(b),(c)		A3/BBB+		1,100		1,185,483
Citigroup, Inc., Sr. Unsec. Notes, 8.125%, 07/15/39		A3/BBB+		70		116,862
Citigroup, Inc., Sub. Notes, 4.60%, 03/09/26		Baa2/BBB		988		1,087,936
Citigroup, Inc., Sub. Notes, 5.30%, 05/06/44		Baa2/BBB		926		1,181,411
Credit Agricole SA, Sub. Notes, (5Yr Swap +1.644%), 4.00%, 01/10/33, 144A(b),(c)		Baa1/BBB+		1,025		1,081,880
Credit Suisse Group AG, Sr. Unsec. Notes, (SOFRRATE +1.56%), 2.593%, 09/11/25, 144A(b),(c)		Baa2/BBB+		1,242		1,245,554
Danske Bank A/S, Sr. Unsec. Notes, 5.00%, 01/12/22, 144A		Baa3/BBB+		739		776,240
GE Capital International Funding, Co. Gty., 4.418%, 11/15/35		Baa1/BBB+		588		629,004
General Electric Co., Sr. Unsec. Notes, 6.875%, 01/10/39		Baa1/BBB+		287		383,588
General Electric Co., Sr. Unsec. Notes, 4.125%, 10/09/42		Baa1/BBB+		75		77,373
Goldman Sachs Group, Inc., Sr. Unsec. Notes, 3.50%, 11/16/26(b)		A3/BBB+		1,040		1,094,544
Goldman Sachs Group, Inc., Sr. Unsec. Notes, (3M LIBOR +1.75%), 3.686%, 10/28/27(b),(e)		A3/BBB+		550		573,733
HSBC Capital Funding LP, Co. Gty., (3M LIBOR +4.98%), 10.176%, 06/30/30, 144A(b),(c),(d)		Baa2/BBB-		2,180		3,597,000
ING Groep NV, Sr. Unsec. Notes, 3.55%, 04/09/24		Baa1/A-		1,662		1,739,542
JPMorgan Chase & Co., Jr. Sub. Notes, (3M LIBOR +2.58%), 4.625%, 11/01/22(b),(c),(d)		Baa2/BBB-		1,159		1,167,693
LPL Holdings, Inc., Co. Gty., 4.625%, 11/15/27, 144A(b)		B1/BB		50		51,000
Massachusetts Mutual Life Insurance Co., Sub. Notes, 3.729%, 10/15/70, 144A		A2/AA-		243		234,995
Morgan Stanley, Sub. Notes, 4.35%, 09/08/26		Baa2/BBB		1,500		1,640,826
Nuveen LLC, Co. Gty., 4.00%, 11/01/28, 144A(b)		Aa2/AA		642		714,975
PNC Financial Services Group, Inc., Jr. Sub. Notes, (3M LIBOR +3.30%), 5.00%, 11/01/26(b),(c),(d)		Baa2/BBB-		757		809,513
Truist Financial Corp., Jr. Sub. Notes, (H15T5Y +3.003%), 4.80%, 09/01/24(b),(c),(d)		Baa2/BBB-		1,136		1,172,920

The accompanying notes are an integral part of these schedule of investments.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
DIVERSIFIED FINANCIAL SERVICES (Continued)
UBS AG, Sub. Notes, 7.625%, 08/17/22		NR/BBB+	$	2,000	$	2,254,620
						26,839,535
ENERGY (11.03%)
Antero Midstream Partners LP, Co. Gty., 5.75%, 03/01/27, 144A(b)		B1/BB		681		598,854
Archrock Partners LP, Co. Gty., 6.25%, 04/01/28, 144A(b)		B2/B+		72		74,160
CITGO Petroleum Corp., Sr. Sec. Notes, 6.25%, 08/15/22, 144A(b)		B3/B+		3,633		3,682,954
Enbridge, Inc., Co. Gty., 4.00%, 11/15/49(b)		Baa2/BBB+		1,700		1,786,143
Enbridge, Inc., Sub. Notes, (3M LIBOR +3.89%), 6.00%, 01/15/77(b),(c)		Ba1/BBB-		750		794,100
Enterprise Products Operating LLC, Co. Gty., (3M LIBOR +2.57%), 5.375%, 02/15/78(b),(c)		Baa2/BBB-		342		339,877
Florida Gas Transmission Co. LLC, Sr. Unsec. Notes, 9.19%, 11/01/24, 144A		Baa2/BBB+		50		56,398
Global Partners LP, Co. Gty., 7.00%, 08/01/27, 144A(b)		B2/B+		1,076		1,143,250
Kinder Morgan, Inc., Co. Gty., 8.05%, 10/15/30		Baa2/BBB		1,000		1,323,761
Kinder Morgan, Inc., Co. Gty., 5.55%, 06/01/45(b)		Baa2/BBB		1,755		2,088,598
Marathon Petroleum Corp., Sr. Unsec. Notes, 4.75%, 09/15/44(b)		Baa2/BBB		1,266		1,391,809
Marathon Petroleum Corp., Sr. Unsec. Notes, 5.85%, 12/15/45(b)		Baa2/BBB		500		574,195
MPLX LP, Sr. Unsec. Notes, 4.25%, 12/01/27, 144A(b)		Baa2/BBB		901		948,675
MPLX LP, Sr. Unsec. Notes, 5.50%, 02/15/49(b)		Baa2/BBB		694		788,443
MPLX LP, Sr. Unsec. Notes, 4.90%, 04/15/58(b)		Baa2/BBB		561		572,104
NGPL PipeCo LLC, Sr. Unsec. Notes, 7.768%, 12/15/37, 144A		Baa3/BBB-		880		1,136,241
Panhandle Eastern Pipe Line Co. LP, Sr. Unsec. Notes, 7.00%, 07/15/29		Baa3/BBB-		1,000		1,201,287
Parkland Fuel Corp., Co. Gty., 5.875%, 07/15/27, 144A(b)		Ba3/BB		981		1,054,928
Petroleos Mexicanos, Co. Gty., 6.35%, 02/12/48		Baa3/BBB+		900		868,500
Targa Resources Partners LP, Co. Gty., 5.50%, 03/01/30, 144A(b)		Ba3/BB		1,177		1,209,368
Valero Energy Corp., Co. Gty., 8.75%, 06/15/30		Baa2/BBB		1,000		1,400,458
Valero Energy Corp., Sr. Unsec. Notes, 10.50%, 03/15/39		Baa2/BBB		500		842,736
Williams Cos., Inc., Sr. Unsec. Notes, 7.50%, 01/15/31		Baa3/BBB		911		1,188,970
						25,065,809
FOOD AND BEVERAGE (0.56%)
Albertsons Cos, Inc., Co. Gty., 4.625%, 01/15/27, 144A(b)		B3/BB-		101		100,879
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 4.70%, 02/01/36(b)		Baa1/A-		645		747,396
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 4.90%, 02/01/46(b)		Baa1/A-		256		303,647
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 8.20%, 01/15/39		Baa1/A-		27		42,703
Kroger Co., Sr. Unsec. Notes, 5.40%, 01/15/49(b)		Baa1/BBB		68		83,072
						1,277,697
GAMING, LODGING & LEISURE (0.46%)
Las Vegas Sand Corp., Sr. Unsec. Notes, 3.90%, 08/08/29(b)		Baa3/BBB-		994		1,037,882
HEALTHCARE (2.27%)
AbbVie, Inc., Sr. Unsec. Notes, 2.95%, 11/21/26, 144A(b)		Baa2/A-		806		820,640
AbbVie, Inc., Sr. Unsec. Notes, 4.05%, 11/21/39, 144A(b)		Baa2/A-		615		646,400
Alcon Finance Corp., Co. Gty., 2.75%, 09/23/26, 144A(b)		Baa2/BBB		788		802,603
Alcon Finance Corp., Co. Gty., 3.80%, 09/23/49, 144A(b)		Baa2/BBB		1,461		1,532,947
Bausch Health Cos., Inc., Co. Gty., 5.00%, 01/30/28, 144A(b)		B3/B		98		100,586
Bausch Health Cos., Inc., Co. Gty., 5.25%, 01/30/30, 144A(b)		B3/B		87		90,219
Takeda Pharmaceutical Co., Ltd, Sr. Unsec. Notes, 5.00%, 11/26/28(b)		Baa2/BBB+		500		582,546
Teva Pharmaceutical Finance Netherlands III BV, Co. Gty., 7.125%, 01/31/25, 144A(b)		Ba2/BB		577		592,694
						5,168,635
INDUSTRIAL (2.46%)
3M Co., Sr. Unsec. Notes, 4.00%, 09/14/48(b)		A1/AA-		1,019		1,125,104

The accompanying notes are an integral part of these schedule of investments.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
INDUSTRIAL (Continued)
Altria Group, Inc., Co. Gty., 4.80%, 02/14/29(b)		A3/BBB	$	527	$	587,428
Altria Group, Inc., Co. Gty., 5.95%, 02/14/49(b)		A3/BBB		329		398,902
Cemex SAB de CV, Sr. Sec. Notes, 5.45%, 11/19/29, 144A(b)		NA/BB		671		701,195
Heathrow Funding, Ltd., Sr. Sec. Notes, 4.875%, 07/15/21, 144A		NA/A-		200		206,829
Northrop Grumman Space & Mission Systems Corp., Co. Gty., 7.75%, 06/01/29		Baa1/BBB		500		675,255
Steel Dynamics, Inc., Sr. Unsec. Notes, 2.80%, 12/15/24(b)		Baa3/BBB-		373		375,392
Steel Dynamics, Inc., Sr. Unsec. Notes, 3.45%, 04/15/30(b)		Baa3/BBB-		341		345,051
Sydney Airport Finance Co. Property, Ltd., Sr. Sec. Notes, 3.375%, 04/30/25, 144A(b)		Baa1/BBB+		400		413,571
United Technologies Corp., Sr. Unsec. Notes, 3.75%, 11/01/46(b)		Baa1/BBB+		700		762,836
						5,591,563
INSURANCE (10.35%)
Allstate Corp., Jr. Sub. Notes, (3M LIBOR +2.12%), 6.50%, 05/15/57(b),(c)		Baa1/BBB		2,200		2,777,500
American International Group, Inc., Jr. Sub. Notes, (3M LIBOR +4.195%), 8.175%, 05/15/58(b),(c)		Baa2/BBB-		2,500		3,375,000
Berkshire Hathaway Finance Corp., Co. Gty., 4.20%, 08/15/48(b)		Aa2/AA		1,104		1,307,110
Farmers Exchange Capital, Sub. Notes, 7.20%, 07/15/48, 144A		Baa2/BBB+		2,250		3,076,127
Guardian Life Insurance Co. of America, Sub. Notes, 4.85%, 01/24/77, 144A		A1/AA-		148		180,366
Liberty Mutual Group, Inc., Co. Gty., 3.951%, 10/15/50, 144A(b)		Baa2/BBB		250		260,039
Liberty Mutual Group, Inc., Co. Gty., (3M LIBOR +7.12%), 10.75%, 06/15/58, 144A(b),(c)		Baa3/BB+		1,000		1,655,000
Lincoln National Corp., Sr. Unsec. Notes, 3.80%, 03/01/28(b)		Baa1/A-		250		266,507
Massachusetts Mutual Life Insurance Co., Sub. Notes, 4.90%, 04/01/77, 144A		A2/AA-		980		1,183,165
MetLife, Inc., Jr. Sub. Notes, 9.25%, 04/08/38, 144A(b)		Baa2/BBB		750		1,104,375
MetLife, Inc., Jr. Sub. Notes, 6.40%, 12/15/36(b)		Baa2/BBB		637		780,325
MetLife, Inc., Jr. Sub. Notes, 10.75%, 08/01/39(b)		Baa2/BBB		1,000		1,670,000
Nationwide Mutual Insurance Co., Sub. Notes, 8.25%, 12/01/31, 144A		A3/A-		500		719,690
Nationwide Mutual Insurance Co., Sub. Notes, 9.375%, 08/15/39, 144A		A3/A-		215		365,509
New York Life Insurance Co., Sub. Notes, 6.75%, 11/15/39, 144A		Aa2/AA-		103		151,053
Principal Financial Group, Inc., Co. Gty., (3M LIBOR +3.044%), 4.70%, 05/15/55(b),(c)		Baa2/BBB		1,135		1,139,256
Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR +2.665%), 5.70%, 09/15/48(b),(c)		Baa1/BBB+		1,241		1,417,843
SAFG Retirement Services, Inc., Sr. Unsec. Notes, 8.125%, 04/28/23		Baa1/BBB+		1,800		2,098,926
						23,527,791
MEDIA (8.56%)
Charter Communications Operating LLC, Sr. Sec. Notes, 5.75%, 04/01/48(b)		Ba1/BBB-		774		903,973
Comcast Corp., Co. Gty., 4.15%, 10/15/28(b)		A3/A-		255		287,218
Comcast Corp., Co. Gty., 4.70%, 10/15/48(b)		A3/A-		297		366,726
Comcast Corp., Co. Gty., 7.05%, 03/15/33		A3/A-		2,000		2,869,512
Cox Communications, Inc., Sr. Unsec. Notes, 6.80%, 08/01/28		Baa2/BBB		1,500		1,816,522
Cox Enterprises, Inc., Sr. Unsec. Notes, 7.375%, 07/15/27, 144A		Baa2/BBB-		500		635,749
CSC Holdings LLC, Co. Gty., 6.50%, 02/01/29, 144A(b)		Ba3/BB		954		1,063,710
Diamond Sports Group LLC, Sr. Sec. Notes, 5.375%, 08/15/26, 144A(b)		Ba2/BB		551		557,365
Grupo Televisa SAB, Sr. Unsec. Notes, 5.00%, 05/13/45(b)		Baa1/BBB+		557		581,659
Grupo Televisa SAB, Sr. Unsec. Notes, 6.625%, 01/15/40		Baa1/BBB+		159		198,312
RELX, Inc., Sr. Unsec. Notes, 8.875%, 06/01/22		WR/BBB+		2,000		2,281,935
Sirius XM Radio, Inc., Co. Gty., 5.00%, 08/01/27, 144A(b)		Ba3/BB		518		546,490
Time Warner Entertainment Co. LP, Sr. Sec. Notes, 8.375%, 07/15/33		Ba1/BBB-		1,360		1,907,622
Twitter, Inc., Sr. Unsec. Notes, 3.875%, 12/15/27, 144A(b)		Ba2/BB+		323		322,832
ViacomCBS, Inc., Sr. Unsec. Notes, 6.875%, 04/30/36		Baa2/BBB		179		239,688

The accompanying notes are an integral part of these schedule of investments.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
MEDIA (Continued)
VTR Finance BV, Sr. Sec. Notes, 6.875%, 01/15/24, 144A(b)		B1/B+	$	2,176	$	2,224,960
Walt Disney Co., Co. Gty., 7.90%, 12/01/95		A2/A		1,400		2,656,488
						19,460,761
MINING (2.01%)
BHP Billiton Finance USA, Ltd. Co. Gty., (5Yr Swap +5.093%), 6.75%, 10/19/75, 144A(b),(c)		Baa1/BBB+		3,899		4,578,089
PAPER (1.63%)
Celulosa Arauco y Constitucion SA, Sr. Unsec. Notes, 4.20%, 01/29/30, 144A(b)		Baa3/BBB-		579		580,737
Celulosa Arauco y Constitucion SA, Sr. Unsec. Notes, 5.50%, 04/30/49, 144A(b)		Baa3/BBB-		647		671,269
Smurfit Kappa Treasury Funding, Ltd., Co. Gty., 7.50%, 11/20/25		Ba1/BB+		2,000		2,457,500
						3,709,506
REAL ESTATE INVESTMENT TRUST (REIT) (1.83%)
American Tower Corp., Sr. Unsec. Notes, 2.95%, 01/15/25(b)		Baa3/BBB-		2,226		2,274,802
Healthpeak Properties, Inc., Sr. Unsec. Notes, 3.25%, 07/15/26(b)		Baa1/BBB+		912		945,922
Iron Mountain, Inc., Co. Gty., 4.875%, 09/15/29, 144A(b)		Ba3/BB-		932		946,726
						4,167,450
RETAIL & RESTAURANT (0.91%)
Starbucks Corp., Sr. Unsec. Notes, 4.45%, 08/15/49(b)		Baa1/BBB+		1,781		2,065,936
TECHNOLOGY (3.43%)
Broadcom, Inc., Co. Gty., 4.25%, 04/15/26, 144A(b)		Baa3/BBB-		1,655		1,757,894
Broadcom, Inc., Co. Gty., 4.75%, 04/15/29, 144A(b)		Baa3/BBB-		1,109		1,212,673
Dell International LLC, Sr. Sec. Notes, 8.35%, 07/15/46, 144A(b)		Baa3/BBB-		845		1,164,357
Fiserv, Inc., Sr. Unsec. Notes, 3.50%, 07/01/29(b)		Baa2/BBB		1,087		1,142,522
International Business Machines Corp., Sr. Unsec. Notes, 4.25%, 05/15/49		A2/A		1,095		1,253,187
NXP Funding LLC, Co. Gty., 3.875%, 09/01/22, 144A		Baa3/BBB-		1,213		1,258,547
						7,789,180
TELECOMMUNICATIONS (4.56%)
AT&T, Inc., Sr. Unsec. Notes, 4.50%, 05/15/35(b)		Baa2/BBB		515		573,879
AT&T, Inc., Sr. Unsec. Notes, 4.75%, 05/15/46(b)		Baa2/BBB		425		480,990
Deutsche Telekom International Finance BV, Co. Gty., 8.75%, 06/15/30(f)		Baa1/BBB+		2,000		2,946,406
Qwest Corp., Sr. Unsec. Notes, 6.875%, 09/15/33(b)		Ba2/BBB-		780		783,510
Rogers Communications, Inc., Co. Gty., 3.70%, 11/15/49(b)		Baa1/BBB+		829		836,878
Tencent Holdings, Ltd., Sr. Unsec. Notes, 3.595%, 01/19/28, 144A(b)		A1/A+		1,954		2,042,668
Tencent Holdings, Ltd., Sr. Unsec. Notes, 3.975%, 04/11/29, 144A(b)		A1/A+		371		400,664
Verizon Communications, Inc., Sr. Unsec. Notes, 4.812%, 03/15/39		Baa1/BBB+		1,898		2,291,199
						10,356,194
TRANSPORTATION (4.75%)
American Airlines, Pass Through Certs., Series 2013-2, Class B, 5.60%, 07/15/20, 144A		NA/BBB-		980		995,475
American Airlines, Pass Through Certs., Series 2017-1, Class AA, 3.65%, 02/15/29		Aa3/NA		966		1,017,748
American Airlines, Pass Through Certs., Series 2017-2, Class AA, 3.35%, 10/15/29		Aa3/NA		1,458		1,488,061
American Airlines, Pass Through Certs., Series 2019-1, Class AA, 3.15%, 02/15/32		Aa3/AA		814		836,971
Ashtead Capital, Inc., Sec. Notes, 4.00%, 05/01/28, 144A(b)		Baa3/BBB-		200		202,000
Ashtead Capital, Inc., Sec. Notes, 4.25%, 11/01/29, 144A(b)		Baa3/BBB-		200		204,250

The accompanying notes are an integral part of these schedule of investments.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
TRANSPORTATION (Continued)
BNSF Funding Trust I, Co. Gty., (3M LIBOR +2.35%), 6.613%, 12/15/55(b),(c)		Baa2/A-	$	250	$	280,000
British Airways, Pass Through Certs., Series 2013-1, Class B, 5.625%, 06/20/20, 144A		A3/A		158		159,215
Continental Airlines, Pass Through Certs., Series 2000-1, Class A1, 8.048%, 11/01/20		Baa1/A		148		151,186
Continental Airlines, Pass Through Certs., Series 2000-2, Class A1, 7.707%, 04/02/21		Baa1/BBB+		141		144,000
ERAC USA Finance LLC, Co. Gty., 7.00%, 10/15/37, 144A		Baa1/A-		1,500		2,121,932
Union Pacific Corp., Sr. Unsec. Notes, 3.839%, 03/20/60, 144A(b)		Baa1/A-		503		510,356
United Airlines, Pass Through Certs., Series 2013-1, Class B, 5.375%, 08/15/21		NA/BBB		270		280,090
United Airlines, Pass Through Certs., Series 2018-1, Class B, 4.60%, 03/01/26		Baa2/NA		828		856,139
United Airlines, Pass Through Certs., Series 2019-1, Class AA, 4.15%, 08/25/31		Aa3/NA		428		461,682
United Airlines, Pass Through Certs., Series 2019-2, Class AA, 2.70%, 05/01/32		Aa3/NA		1,093		1,097,254
						10,806,359
UTILITIES (10.10%)
Black Hills Corp., Sr. Unsec. Notes, 3.95%, 01/15/26(b)		Baa2/BBB+		1,082		1,139,459
Black Hills Corp., Sr. Unsec. Notes, 3.875%, 10/15/49(b)		Baa2/BBB+		1,175		1,174,238
Calpine Corp., Sr. Sec. Notes, 4.50%, 02/15/28, 144A(b)		Ba2/BB		919		927,152
Cleveland Electric Illuminating Co., Sr. Unsec. Notes, 3.50%, 04/01/28, 144A(b)		Baa2/BBB		800		833,295
Consumer Energy Co., 3.10%, 08/15/50(b)		Aa3/A		780		778,626
Duke Energy Carolinas LLC, 3.95%, 11/15/28(b)		Aa2/A		1,185		1,316,363
Duquesne Light Holdings, Inc., Sr. Unsec. Notes, 6.40%, 09/15/20, 144A		Baa3/BBB-		1,000		1,028,976
Edison International, Sr. Unsec. Notes, 3.55%, 11/15/24(b)		Baa3/BBB-		575		589,001
Enel Finance International NV, Co. Gty., 2.75%, 04/06/23, 144A		Baa2/BBB+		1,082		1,089,812
Enel Finance International NV, Co. Gty., 4.625%, 09/14/25, 144A		Baa2/BBB+		1,458		1,591,096
Evergy Metro, Inc., Sr. Unsec. Notes, 4.20%, 06/15/47(b)		A2/A+		917		1,061,278
Exelon Corp., Sr. Unsec. Notes, 3.40%, 04/15/26(b)		Baa2/BBB		505		527,649
FirstEnergy Corp., Sr. Unsec. Notes, 4.85%, 07/15/47(b)		Baa3/BBB-		1,570		1,867,724
Hydro-Quebec, 8.25%, 04/15/26		Aa2/AA-		1,550		2,078,809
MidAmerican Funding LLC, Sr. Sec. Notes, 6.927%, 03/01/29		A2/A-		500		659,268
NiSource, Inc., Jr. Sub. Notes, (H15T5Y +2.843%), 5.65%, 06/15/23(b),(c),(d)		NA/BBB-		696		713,400
Piedmont Natural Gas Co. Inc., Sr. Unsec. Notes, 3.50%, 06/01/29(b)		A3/A-		1,120		1,197,794
Southern Co. Gas Capital Corp., Co. Gty., 5.875%, 03/15/41(b)		Baa1/A-		992		1,253,118
Southern Co. Gas Capital Corp., Co. Gty., 3.95%, 10/01/46(b)		Baa1/A-		539		557,638
Southern Co. Gas Capital Corp., Co. Gty., 4.40%, 05/30/47(b)		Baa1/A-		1,164		1,288,476
Transelec SA, Sr. Unsec. Notes, 4.25%, 01/14/25, 144A(b)		Baa1/BBB		750		788,445
Transelec SA, Sr. Unsec. Notes, 3.875%, 01/12/29, 144A(b)		Baa1/BBB		490		501,642
						22,963,259
TOTAL CORPORATE DEBT SECURITIES (Cost of $164,250,023)						185,770,560
ASSET BACKED SECURITIES (10.00%)
Antares Ltd., Series 2017-1A, Class C, (3M LIBOR +3.10%), 5.066%, 07/20/28, 144A(b),(e)		NR/A		1,093		1,067,584
Arbor Realty Collateralized Loan Obligation, Ltd., Series 2017-FL3, Class A, (1M LIBOR +0.99%), 2.73%, 12/15/27, 144A(b),(e)		Aaa/NA		759		758,532
Arbor Realty Commercial Real Estate Notes, Ltd., Series 2017-FL2, Class A, (1M LIBOR +0.99%), 2.73%, 08/15/27, 144A(b),(e)		Aaa/NA		623		622,622

The accompanying notes are an integral part of these schedule of investments.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
ASSET BACKED SECURITIES (Continued)
AVIS Budget Rental Car Funding AESOP LLC, Series 2015-2A, Class A, 2.63%, 12/20/21, 144A(b)		Aaa/NA	$	1,605	$	1,610,026
CLI Funding LLC, Series 2018-1A, Class A, 4.03%, 04/18/43, 144A(b)		NA/A		138		138,690
DB Master Finance LLC, Series 2017-1A, Class A2I, 3.629%, 11/20/47, 144A(b)		NA/BBB		329		333,600
DRB Prime Student Loan Trust, Series 2016-B, Class A2, 2.89%, 06/25/40, 144A(b)		Aaa/NA		204		204,264
DRB Prime Student Loan Trust, Series 2017-A, Class A2B, 2.85%, 05/27/42, 144A(b)		Aaa/NA		1,612		1,615,910
DT Auto Owner Trust, Series 2018-2A, Class C, 3.67%, 03/15/24, 144A(b)		NA/AA+		781		788,336
DT Auto Owner Trust, Series 2019-1A, Class A, 3.08%, 09/15/22, 144A(b)		NA/AAA		468		469,187
Fortress Credit Opportunities IX CLO, Ltd., (3M LIBOR +1.55%), 3.46%, 11/15/29, 144A(b),(e)		Aaa/AAA		600		596,827
Golub Capital Partners Ltd., Series 2017-19RA, Class B, (3M LIBOR +2.55%), 4.486%, 07/26/29, 144A(b),(e)		A2/NA		1,935		1,931,147
Golub Capital Partners Ltd., Series 2018-36A, Class C, (3M LIBOR +2.10%), 3.991%, 02/05/31, 144A(b),(e)		NA/A		2,250		2,053,006
IVY Hill Middle Market Credit Fund Ltd., Series 12A, Class B, (3M LIBOR +3.00%), 4.966%, 07/20/29, 144A(b),(e)		A3/NR		866		840,883
LoanCore Issuer, Ltd., Series 2018-CRE1, Class A, (1M LIBOR +1.13%), 2.87%, 05/15/28, 144A(b),(e)		Aaa/NA		500		498,937
Navient Private Education Loan Trust, Series 2017-A, Class A2B, (1M LIBOR+0.90%), 2.64%, 12/16/58, 144A(b),(e)		NA/AAA		782		781,264
NextGear Floorplan Master Owner Trust, Series 2017-1A, Class A2, 2.54%, 04/18/22, 144A(b)		Aaa/AAA		1,460		1,461,140
Option One Mortgage Loan Trust, Series 2007-FXD2, Class 2A1, 5.90%, 03/25/37(b),(f)		Ca/AA		6		5,591
SCF Equipment Leasing LLC, Series 2017-2A, Class A, 3.41%, 12/20/23, 144A(b)		Aa2/NA		281		281,548
Small Business Administration Participation Certificates, Series 2010-20F, Class 1, 3.88%, 06/01/30		Aaa/AA+		93		97,655
SMB Private Education Loan Trust, Series 2017-B, Class A2B, (1M LIBOR+0.75%), 2.49%, 10/15/35, 144A(b),(e)		Aaa/AAA		750		747,159
Sofi Consumer Loan Program LLC, Series 2017-3, Class A, 2.77%, 05/25/26, 144A(b)		NA/AA		439		440,249
Sofi Consumer Loan Program Trust, Series 2018-1, Class B, 3.65%, 02/25/27, 144A(b)		NA/A		793		808,199
Sofi Professional Loan Program LLC, Series 2017-C, Class B, 3.56%, 07/25/40, 144A(b),(e)		NA/AA+		1,099		1,119,713
Sofi Professional Loan Program LLC, Series 2019-A, Class A1FX, 3.18%, 06/15/48, 144A(b)		Aaa/AAA		192		193,272
Tesla Auto Lease Trust, Series 2018-B, Class A, 3.71%, 08/20/21, 144A(b)		Aaa/NA		289		292,370
Textainer Marine Containers Ltd., Series 2017-1A, Class A, 3.72%, 05/20/42, 144A(b)		NA/A		539		541,079
Triton Container Finance LLC, Series 2017-2A, Class A, 3.62%, 08/20/42, 144A(b)		NA/A		969		967,683
Willis Engine Structured Trust IV, Series 2018-A, Class A, 4.75%, 09/15/43, 144A(b),(f)		NA/A		1,398		1,460,134
TOTAL ASSET BACKED SECURITIES (Cost of $22,847,561)						22,726,607
COMMERCIAL MORTGAGE-BACKED SECURITIES (3.84%)
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class A1, 3.628%, 03/25/49, 144A(b),(e)		NR/NR		256		259,135
Bancorp Commercial Mortgage Trust, Series 2018-CRE4, Class A, (1M LIBOR +0.90%), 2.64%, 09/15/35, 144A(b),(e)		Aaa/NA		103		103,372

The accompanying notes are an integral part of these schedule of investments.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)
Bellemeade Re Ltd., Series 2018-2A, Class M1B, (1M LIBOR +1.35%), 3.142%, 08/25/28, 144A(b),(e)		NR/NR	$	484	$	485,214
CGMS Commercial Mortgage Trust, Series 2017-MDRB, Class A, (1M LIBOR +1.10%), 2.84%, 07/15/30, 144A(e)		NA/AAA		71		70,441
Citigroup Commercial Mortgage Trust, Series 2013-375P, Class D, 3.635%, 05/10/35, 144A(e)		Baa1/NA		2,000		2,015,147
Citigroup Commercial Mortgage Trust, Series 2016-P6, Class C, 4.424%, 12/10/49(b),(e)		NR/NA		367		383,606
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.681%, 01/25/48, 144A(b),(e)		NR/NR		535		549,573
FREMF Mortgage Trust, Series 2015-K45, Class B, 3.59%, 04/25/48, 144A(b),(e)		NR/NR		1,270		1,303,114
Lanark Master Issuer PLC, Series 2019-1A, Class 1A1, (3M LIBOR +0.77%), 2.669%, 12/22/69, 144A(b),(e)		Aaa/AAA		478		479,698
LMREC, Inc., Series 2015-CRE1, Class AR, (1M LIBOR +0.98%), 2.76%, 02/22/32, 144A(b),(e)		Aaa/NA		176		175,045
LMREC, Inc., Series 2016-CRE2, Class A, (1M LIBOR +1.70%), 3.48%, 11/24/31, 144A(b),(e)		Aaa/NA		87		87,188
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-CKSV, Class C, 4.285%, 10/15/30, 144A(e)		NA/A+		2,710		2,737,870
MSDB Trust, Series 2017-712F, Class C, 3.749%, 07/11/39, 144A(e)		NA/A-		82		82,870
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost of $8,534,542)						8,732,273
RESIDENTIAL MORTGAGE-BACKED SECURITIES (0.18%)
FHLMC Pool # A15675, 6.00%, 11/01/33		Aaa/AA+		74		84,477
FHLMC Pool # G00182, 9.00%, 09/01/22(g)		Aaa/AA+		—		4
FNMA Pool # 754791, 6.50%, 12/01/33		Aaa/AA+		196		217,777
FNMA Pool # 763852, 5.50%, 02/01/34		Aaa/AA+		86		96,563
GNSF Pool # 194228, 9.50%, 11/15/20		Aaa/AA+		1		1,335
GNSF Pool # 307527, 9.00%, 06/15/21		Aaa/AA+		3		2,565
GNSF Pool # 417239, 7.00%, 02/15/26		Aaa/AA+		4		4,677
GNSF Pool # 780374, 7.50%, 12/15/23		Aaa/AA+		2		1,883
TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (Cost of $341,205)						409,281
MUNICIPAL BONDS (1.14%)
San Francisco City & County Public Utilities Commission, Water Revenue, Build America Bonds, 6.00%, 11/01/40		Aa2/AA-		145		188,229
State of California, Build America Bonds, GO, 7.625%, 03/01/40		Aa2/AA-		1,500		2,401,845
TOTAL MUNICIPAL BONDS (Cost of $1,678,705)						2,590,074
U.S. TREASURY SECURITIES (0.49%)
United States Treasury Bond, 3.00%, 02/15/49		Aaa/AA+		302		341,590
United States Treasury Bond, 2.875%, 05/15/49		Aaa/AA+		690		762,474
TOTAL U.S. TREASURY SECURITIES (Cost of $1,138,186)						1,104,064
GOVERNMENT BONDS (0.47%)
Colombia Government International Bond, Sr. Unsec. Notes, 5.20%, 05/15/49(b)		Baa2/BBB-		508		611,378
Perusahaan Penerbit SBSN Indonesia III, Sr. Unsec. Notes, 4.45%, 02/20/29, 144A		Baa2/BBB		424		467,422
TOTAL GOVERNMENT BOND (Cost of $930,521)						1,078,800

The accompanying notes are an integral part of these schedule of investments.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Shares		Value       (Note 1)
PREFERRED STOCK (0.93%)
CoBank ACB, Series F, 6.250%, (3M LIBOR +4.557%) (b),(c),(d)		20,000	$	2,120,100
TOTAL PREFERRED STOCK (Cost of $2,085,000)				2,120,100
TOTAL INVESTMENTS (98.77%) (Cost $201,805,743)				224,531,759
OTHER ASSETS AND LIABILITIES (1.23%)				2,806,634
NET ASSETS (100.00%)			$	227,338,393

At December 31, 2019, the Fund had the following open futures contracts:

Long Futures Outstanding	Expiration Month		Number of     Contracts		Notional Amount			Value			Unrealized Appreciation (Depreciation)
U.S. Treasury 5-Year Notes		03/20		19	$	2,249,718		$	2,253,578		$	3,860
U.S. Treasury Long Bonds		03/20		22		3,501,772			3,429,938			(71,834	)
U.S. Treasury Ultra 10-Year Notes		03/20		3		428,062			422,109			(5,953	)
												(73,927	)
Short Futures Outstanding
U.S. Treasury 10-Year Notes		03/20		31		(4,011,504	)		(3,981,078	)		30,426
U.S. Treasury Ultra Bonds		03/20		4		(751,083	)		(726,625	)		24,458
												54,884
Net unrealized depreciation on open futures contracts											$	(19,043	)

^(a)  Ratings for debt securities are unaudited. All ratings are as of December 31, 2019 and may have changed subsequently.

^(b)  This security is callable.

^(c)  Fixed to floating rate security. Fixed rate indicated is rate effective at December 31, 2019. Security will convert at a future date to a floating rate of reference rate and spread in the description above.

^(d)  Security is perpetual. Date shown is next call date.

^(e)  Variable rate security. Rate indicated is rate effective at December 31, 2019.

^(f)  Multi-Step Coupon. Rate disclosed is as of December 31, 2019.

^(g)  Principal amount less than $1,000.

144A Securities were purchased pursuant to Rule 144A under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. At December 31, 2019, these securities amounted to $96,670,898 or 42.52% of net assets.

Legend

Certs. - Certificates

CLO - Collateralized Loan Obligation

Co. Gty. - Company Guaranty

FHLMC - Federal Home Loan Mortgage Corp.

FNMA - Federal National Mortgage Association

FREMF - Freddie Multi-Family

GNSF - Government National Mortgage Association (Single Family)

GO - General Obligation

H15T5Y - US Treasury Yield Curve Rate T Note Constant Maturity 5 Year

Jr. - Junior

LIBOR - London Interbank Offered Rate

LLC - Limited Liability Company

LP - Limited Partnership

Ltd. - Limited

REIT - Real Estate Investment trust

Sec. - Secured

SOFRRATE - Secured Overnight Financing Rate

Sr. - Senior

Sub. - Subordinated

Unsec. - Unsecured

The accompanying notes are an integral part of these schedule of investments.

INSIGHT SELECT INCOME FUND

Notes to the Quarterly Schedule of Investments

December 31, 2019

(unaudited)

A. Security Valuation – In valuing the Insight Select Income Fund’s (the “Fund”) net assets, all securities for which representative market quotations are available will be valued at the last quoted sales price on the security’s principal exchange on the day of valuation. If there are no sales of the relevant security on such day, the security will be valued at the bid price at the time of computation. For securities traded in the over-the-counter market, including listed debt and preferred securities, whose primary market is believed to be over-the-counter, the Fund uses recognized industry pricing services – approved by the Board of Trustees (the “Board”) and unaffiliated with Insight North America LLC (“INA” or the “Adviser”) - and uses broker quotes provided by market makers of securities not valued by these and other recognized pricing sources.

In the event that market quotations are not readily available, or when such quotations are deemed not to reflect current market value, the securities will be valued at their respective fair value as determined in good faith by the Adviser pursuant to certain procedures and reporting requirements established by the Board. The Adviser considers all relevant facts that are reasonably available when determining the fair value of a security, including but not limited to the last sale price or initial purchase price (if a when issued security) and subsequently adjusting the value based on changes in company specific fundamentals, changes in an appropriate securities index, or changes in the value of similar securities which may be further adjusted for any discounts related to security-specific resale restrictions. When possible, observable market inputs such as unadjusted quoted prices of similar securities, observable interest rates, currency rates and yield curves are utilized. At December 31, 2019, there were no securities valued using fair value procedures.

Fair Value Measurements – The Fund has adopted authoritative fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion in changes in valuation techniques and related inputs during the period and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below:

• Level 1	–	Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
• Level 2	–	Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
• Level 3	–	Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

INSIGHT SELECT INCOME FUND

Notes to the Quarterly Schedule of Investments

December 31, 2019 (concluded)

(unaudited)

Following is a description of the valuation techniques applied to the Fund’s major categories of assets measured at fair value on a recurring basis as of December 31, 2019.

	Total Market Value at 12/31/19		Level 1              Quoted             Price		Level 2         Significant         Observable         Inputs		Level 3 Significant Unobservable Inputs
Assets:
CORPORATE DEBT SECURITIES	$	185,770,560	$	—	$	185,770,560	$	—
ASSET BACKED SECURITIES		22,726,607		—		22,726,607		—
COMMERCIAL MORTGAGE-BACKED SECURITIES		8,732,273		—		8,732,273		—
RESIDENTIAL MORTGAGE-BACKED SECURITIES		409,281		—		409,281		—
MUNICIPAL BONDS		2,590,074		—		2,590,074		—
U.S. TREASURY SECURITIES		1,104,064		—		1,104,064		—
GOVERNMENT BONDS		1,078,800		—		1,078,800		—
PREFERRED STOCK		2,120,100		2,120,100		—		—
FUTURES CONTRACTS		58,744		58,744		—		—
TOTAL INVESTMENTS	$	224,590,503	$	2,178,844	$	222,411,659	$	—
Liabilities:
FUTURES CONTRACTS	$	77,787	$	77,787	$	—	$	—

At the end of each calendar quarter, management evaluates the Level 1, 2 and 3 assets and liabilities for changes in liquidity, including but not limited to: whether a broker is willing to execute at the quoted price, the depth and consistency of prices from third party services, and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates Level 1 and 2 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges. Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund’s investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities.

Level 3 investments are categorized as Level 3 with values derived utilizing prices from prior transactions or third party pricing information without adjustment (broker quotes, pricing services and net asset values). A significant change in third party pricing information could result in a significantly lower or higher value in such Level 3 investments. As of December 31, 2019, the Fund did not hold any Level 3 securities.

For more information with regards to significant accounting policies, see the most recent semi or annual report filed with the Securities and Exchange Commission.

Item 2. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d))) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant)                                         Insight Select Income Fund                           

By (Signature and Title)*        /s/ Clifford D. Corso                                                 

        Clifford D. Corso, President

        (Principal Executive Officer)

Date                    February 21, 2020                                                                                                      

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)*        /s/ Clifford D. Corso                                                 

        Clifford D. Corso, President

        (Principal Executive Officer)

Date                    February 21, 2020                                                                                                      

By (Signature and Title)*        /s/ Thomas E. Stabile                                                

        Thomas E. Stabile, Treasurer

        (Principal Financial Officer)

Date                    February 21, 2020