0001752724-20-102753.txt : 20200526
0001752724-20-102753.hdr.sgml : 20200526
20200526124244
ACCESSION NUMBER: 0001752724-20-102753
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200526
PERIOD START: 20200331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Insight Select Income Fund
CENTRAL INDEX KEY: 0000030125
IRS NUMBER: 231745238
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02201
FILM NUMBER: 20909100
BUSINESS ADDRESS:
STREET 1: 200 PARK AVENUE
STREET 2: 7TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10166
BUSINESS PHONE: 8663336685
MAIL ADDRESS:
STREET 1: 200 PARK AVENUE
STREET 2: 7TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10166
FORMER COMPANY:
FORMER CONFORMED NAME: Insight Investment
DATE OF NAME CHANGE: 20170110
FORMER COMPANY:
FORMER CONFORMED NAME: Cutwater Select Income Fund
DATE OF NAME CHANGE: 20111209
FORMER COMPANY:
FORMER CONFORMED NAME: RIVUS BOND FUND
DATE OF NAME CHANGE: 20060928
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10166
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Twitter Inc
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Calpine Corp
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USD
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2028-02-15
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Steel Dynamics Inc
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2030-04-15
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Liberty Mutual Group Inc
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PA
USD
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2050-10-15
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KINDER MORGAN INC/DELAWA
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2030-10-15
Fixed
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General Electric Co
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PA
USD
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Long
DBT
CORP
US
N
2
2042-10-09
Fixed
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N
N
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N
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CREDIT SUISSE GROUP AG
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Credit Suisse Group AG
225401AM0
1242000.00000000
PA
USD
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0.560124255840
Long
DBT
CORP
CH
N
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2025-09-11
Fixed
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FIRSTENERGY CORP
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FirstEnergy Corp
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1570000.00000000
PA
USD
1716158.46000000
0.814662674415
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.85000000
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N
N
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N
N
PRUDENTIAL FINANCIAL INC
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Prudential Financial Inc
744320BF8
1241000.00000000
PA
USD
1147925.00000000
0.544921504817
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
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N
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NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
912000.00000000
PA
USD
847390.02000000
0.402257155184
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
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N
N
N
N
N
VIACOMCBS INC
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ViacomCBS Inc
925524AX8
179000.00000000
PA
USD
201625.27000000
0.095711780419
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
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N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
215000.00000000
PA
USD
335982.11000000
0.159491148788
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
9.37500000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAE9
400000.00000000
PA
USD
396222.31000000
0.188087250828
Long
DBT
CORP
AU
N
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
STARBUCKS CORP
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Starbucks Corp
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1781000.00000000
PA
USD
2043362.32000000
0.969986776402
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
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N
N
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RELX INC
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RELX Inc
41163GAD3
2000000.00000000
PA
USD
2309780.74000000
1.096455950204
Long
DBT
CORP
US
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2
2022-06-01
Fixed
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N
N
N
N
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MCDONALD'S CORP
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McDonald's Corp
58013MFM1
828000.00000000
PA
USD
764912.60000000
0.363105015611
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
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UNITED TECHNOLOGIES CORP
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United Technologies Corp
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700000.00000000
PA
USD
732770.96000000
0.347847336898
Long
DBT
CORP
US
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2
2046-11-01
Fixed
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N
N
N
N
N
COBANK ACB
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CoBank ACB
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20000.00000000
NS
USD
1982600.00000000
0.941142823312
Long
EP
CORP
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N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAE4
490000.00000000
PA
USD
441372.40000000
0.209520057837
Long
DBT
CORP
CL
N
2
2029-01-12
Fixed
3.87500000
N
N
N
N
N
N
CONTL AIRLINES 2000-2
N/A
Continental Airlines 2000-2 Class A-1 Pass Through Trust
210805DD6
140726.41460000
PA
USD
141741.74000000
0.067284990096
Long
DBT
CORP
US
N
2
2021-04-02
Fixed
7.70700000
N
N
N
N
N
N
SCF Equipment Trust Llc
549300YD39SF1PYUK378
SCF Equipment Leasing 2017-2 LLC
784012AA4
239968.31000000
PA
USD
238236.65000000
0.113091250578
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
3.41000000
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N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners LP / Holly Energy Finance Corp
435765AH5
173000.00000000
PA
USD
144887.50000000
0.068778286498
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
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N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2017-C LLC
83405DAD0
1099000.00000000
PA
USD
1109454.90000000
0.526659697833
Long
ABS-O
CORP
US
N
2
2040-07-25
Variable
3.56000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAM4
500000.00000000
PA
USD
414519.31000000
0.196772860754
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
5.85000000
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N
N
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N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
1500000.00000000
PA
USD
2419950.00000000
1.148753442587
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
696000.00000000
PA
USD
619440.00000000
0.294048981374
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AN8
243000.00000000
PA
USD
224877.57000000
0.106749677761
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZB9
101800.00000000
PA
USD
105772.59000000
0.050210387360
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
70000.00000000
PA
USD
109798.35000000
0.052121420919
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
95000.00000000
PA
USD
135345.31000000
0.064248596376
Long
DBT
UST
US
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2
2039-02-15
Fixed
3.50000000
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N
N
N
N
Government National Mortgage A
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Ginnie Mae I Pool
36225AMX5
1596.70000000
PA
USD
1704.04000000
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Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
7.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
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Charter Communications Operating LLC / Charter Communications Operating Capital
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PA
USD
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Long
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CORP
US
N
2
2048-04-01
Fixed
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N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1000000.00000000
PA
USD
1390000.00000000
0.659834825181
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
NextGear Floorplan Master Owne
N/A
NextGear Floorplan Master Owner Trust
65341KAT3
1460000.00000000
PA
USD
1459009.24000000
0.692593602023
Long
ABS-O
CORP
US
N
2
2022-04-18
Fixed
2.54000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
-7.00000000
NC
USD
-100103.60000000
-0.04751931036
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
-1453021.40000000
USD
-100103.60000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
757000.00000000
PA
USD
715365.00000000
0.339584704831
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
1500000.00000000
PA
USD
1907170.29000000
0.905336240930
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BJ8
373000.00000000
PA
USD
347309.87000000
0.164868451334
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
758000.00000000
PA
USD
773308.70000000
0.367090655306
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00400000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
103000.00000000
PA
USD
139790.52000000
0.066358743400
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CB6
1035000.00000000
PA
USD
1052401.83000000
0.499576530588
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
Antares CLO
N/A
Antares CLO 2017-1 Ltd
03665JAE8
1092500.00000000
PA
USD
955014.34000000
0.453346561208
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
4.91913000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance BV
918370AB3
2176000.00000000
PA
USD
1974698.24000000
0.937391847464
Long
DBT
CORP
CL
N
2
2024-01-15
Fixed
6.87500000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
992000.00000000
PA
USD
1123416.04000000
0.533287069323
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
MIDAMERICAN FUNDING LLC
N/A
MidAmerican Funding LLC
59562HAJ7
500000.00000000
PA
USD
635128.64000000
0.301496399382
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.92700000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549003VC5PGFRGCQU51
Golub Capital Partners CLO 19B-R Ltd
38174XAL1
1935000.00000000
PA
USD
1704661.47000000
0.809205038165
Long
ABS-CBDO
CORP
KY
N
2
2029-07-26
Floating
4.34413000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
694000.00000000
PA
USD
585279.72000000
0.277833051603
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
1120000.00000000
PA
USD
1133352.85000000
0.538004086077
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AB0
668000.00000000
PA
USD
708834.32000000
0.336484582460
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
337000.00000000
PA
USD
354343.52000000
0.168207334225
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
2000000.00000000
PA
USD
2813829.50000000
1.335728558433
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
1249000.00000000
PA
USD
972971.00000000
0.461870611288
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAA3
642000.00000000
PA
USD
670840.85000000
0.318449032362
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAM3
577000.00000000
PA
USD
571230.00000000
0.271163631070
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust 2019-1
23343GAA0
299197.93000000
PA
USD
298737.43000000
0.141811050287
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
3.08000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
87000.00000000
PA
USD
82263.72000000
0.039050695902
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AC1
500000.00000000
PA
USD
728929.67000000
0.346023871491
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
8.25000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAX2
1185000.00000000
PA
USD
1311059.77000000
0.622361794345
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.95000000
N
N
N
N
N
N
Lanark Master Issuer plc
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770BB2
452640.00000000
PA
USD
449417.20000000
0.213338934960
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Floating
2.45275000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404BTH5
85099.06000000
PA
USD
95677.16000000
0.045418073483
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
645000.00000000
PA
USD
675470.92000000
0.320646932671
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAC7
1461000.00000000
PA
USD
1457560.53000000
0.691905897484
Long
DBT
CORP
US
N
2
2049-09-23
Fixed
3.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
559000.00000000
PA
USD
585589.89000000
0.277980289709
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FF0
503000.00000000
PA
USD
524985.44000000
0.249211277715
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBA4
557000.00000000
PA
USD
554275.22000000
0.263115174741
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
581000.00000000
PA
USD
252933.53000000
0.120067878812
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
555000.00000000
PA
USD
478410.00000000
0.227101855190
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
1100000.00000000
PA
USD
1131378.64000000
0.537066925998
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
200000.00000000
PA
USD
169411.00000000
0.080419624150
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
2000000.00000000
PA
USD
2699928.00000000
1.281659366821
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
1093000.00000000
PA
USD
983464.02000000
0.466851661660
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY 10 YEAR NOTE
000000000
-82.00000000
NC
USD
-134999.03000000
-0.06408421680
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
-11237375.97000000
USD
-134999.03000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
2331000.00000000
PA
USD
2331225.15000000
1.106635639790
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAB7
1109000.00000000
PA
USD
1124917.01000000
0.533999581753
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
PARKLAND FUEL CORP
549300Q72GWZCL8MQC95
Parkland Fuel Corp
70137TAP0
981000.00000000
PA
USD
919589.40000000
0.436530295674
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K45 Mortgage Trust
30292PAE8
1270000.00000000
PA
USD
1224786.22000000
0.581407626876
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.59000600
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206PPY0
4195.08000000
PA
USD
4576.96000000
0.002172688921
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2180000.00000000
PA
USD
3204600.00000000
1.521227827896
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
CONTL AIRLINES 2000-1
N/A
Continental Airlines 2000-1 Class A-1 Pass Through Trust
210805CY1
148362.88200000
PA
USD
137866.64000000
0.065445475037
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
8.04800000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
911000.00000000
PA
USD
1058532.44000000
0.502486739205
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
1458162.00000000
PA
USD
1448547.90000000
0.687627590189
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456BAH4
1755000.00000000
PA
USD
1788747.68000000
0.849120872464
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB Prime Student Loan Trust 2017-A
23342KAC8
1429798.32000000
PA
USD
1455554.42000000
0.690953594433
Long
ABS-O
CORP
US
N
2
2042-05-27
Fixed
2.85000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EBA8
366500.00000000
PA
USD
337051.29000000
0.159998689938
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.28135600
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AL3
1082000.00000000
PA
USD
1136670.22000000
0.539578845972
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.95000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
988000.00000000
PA
USD
1047984.96000000
0.497479836600
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
784909.45400000
PA
USD
679973.81000000
0.322784460467
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAA2
852000.00000000
PA
USD
785061.02000000
0.372669497041
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
COX ENTERPRISES INC
TVRMNZKRGA8LPW6XPG60
Cox Enterprises Inc
224050AE4
500000.00000000
PA
USD
605674.31000000
0.287514390255
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.37500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAC1
793000.00000000
PA
USD
664445.74000000
0.315413265248
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.65000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
1036000.00000000
PA
USD
725200.00000000
0.344253392245
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
2549002JVH34IWRT3X93
Bellemeade Re 2018-2 Ltd
07877DAB2
407737.66000000
PA
USD
404949.47000000
0.192230045140
Long
ABS-MBS
CORP
BM
N
2
2028-08-25
Floating
2.29663000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2017-3 LLC
83404JAA4
344434.10000000
PA
USD
341438.63000000
0.162081365997
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
2.77000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
1710000.00000000
PA
USD
1278225.00000000
0.606775085911
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
Ivy Hill Middle Market Credit
5493003XZKSFJKWICW70
IVY Hill Middle Market Credit Fund XII Ltd
46600CAG5
866000.00000000
PA
USD
719870.29000000
0.341723371910
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
4.81913000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-13.00000000
NC
USD
-31328.20000000
-0.01487153767
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-06-30
-1598343.74000000
USD
-31328.20000000
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
551000.00000000
PA
USD
447698.52000000
0.212523075307
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BG7
647000.00000000
PA
USD
511130.00000000
0.242634082154
Long
DBT
CORP
CL
N
2
2049-04-30
Fixed
5.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 36m Ltd
38175BAE4
2250000.00000000
PA
USD
1779255.00000000
0.844614684804
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
3.84100000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
159000.00000000
PA
USD
186032.76000000
0.088309995447
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
723000.00000000
PA
USD
560325.00000000
0.265987013251
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
518000.00000000
PA
USD
525718.20000000
0.249559119850
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044AN7
1500000.00000000
PA
USD
1763082.62000000
0.836937634782
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAD3
1159000.00000000
PA
USD
1019920.00000000
0.484157363236
Long
DBT
CORP
US
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBE9
901000.00000000
PA
USD
727780.38000000
0.345478302019
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
750000.00000000
PA
USD
712500.00000000
0.338224685569
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
256000.00000000
PA
USD
278825.94000000
0.132359039838
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
418639.39180000
PA
USD
434208.26000000
0.206119231172
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
UBS AG STAMFORD CT
BFM8T61CT2L1QCEMIK50
UBS AG/Stamford CT
90261AAB8
2000000.00000000
PA
USD
2060000.00000000
0.977884704944
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
7.62500000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CB7
282000.00000000
PA
USD
305073.10000000
0.144818601155
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
1019000.00000000
PA
USD
1175447.27000000
0.557986362525
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
HEATHROW FUNDING LTD
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
05607MAA5
200000.00000000
PA
USD
209815.27000000
0.099599584173
Long
DBT
CORP
GB
N
2
2021-07-15
Fixed
4.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCZ3
552000.00000000
PA
USD
382823.04000000
0.181726599765
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
145000.00000000
PA
USD
177689.75000000
0.084349557645
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300OFE1DNC7KO4K57
FREMF 2015-K44 Mortgage Trust
30292NAG8
535000.00000000
PA
USD
517956.08000000
0.245874431293
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Variable
3.68085200
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
800000.00000000
PA
USD
752516.36000000
0.357220504206
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAJ5
3633000.00000000
PA
USD
3269700.00000000
1.552130883377
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
6.25000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
580000.00000000
PA
USD
522000.00000000
0.247794085427
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
541500.00000000
PA
USD
659678.15000000
0.313150084015
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Textainer Marine Containers Li
N/A
Textainer Marine Containers V Ltd
88315FAA9
524084.81000000
PA
USD
471566.01000000
0.223853004150
Long
ABS-O
CORP
BM
N
2
2042-05-20
Fixed
3.72000000
N
N
N
N
N
N
The Bancorp Commercial Mortgag
5493007HKNHP2VEB5M24
Bancorp Commercial Mortgage 2018 CRE4 Trust
05972LAA4
91602.91000000
PA
USD
79535.40000000
0.037755558816
Long
ABS-MBS
CORP
US
N
2
2035-09-15
Floating
1.60463000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
1136000.00000000
PA
USD
976960.00000000
0.463764194826
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB Prime Student Loan Trust 2016-B
23341BAC9
173667.90000000
PA
USD
175329.43000000
0.083229110642
Long
ABS-O
CORP
US
N
2
2040-06-25
Fixed
2.89000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AG5
50000.00000000
PA
USD
52845.49000000
0.025085823493
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
9.19000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BP5
829000.00000000
PA
USD
846609.63000000
0.401886703027
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
994000.00000000
PA
USD
856674.88000000
0.406664690418
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
681000.00000000
PA
USD
435840.00000000
0.206893820292
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
508000.00000000
PA
USD
532551.64000000
0.252802962790
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
750000.00000000
PA
USD
937500.00000000
0.445032481012
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
PANHANDLE EAST PIPE LINE
Y7WHF83UZ55OTCFC0K67
Panhandle Eastern Pipe Line Co LP
12589YAF6
1000000.00000000
PA
USD
912027.72000000
0.432940756249
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
515000.00000000
PA
USD
548872.58000000
0.260550534439
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
255000.00000000
PA
USD
286317.41000000
0.135915250484
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FD3
1400000.00000000
PA
USD
3066191.88000000
1.455525311591
Long
DBT
CORP
US
N
2
2095-12-01
Fixed
7.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283GFX0
3.17000000
PA
USD
3.20000000
0.000001519044
Long
ABS-MBS
USGSE
US
N
2
2022-09-01
Fixed
9.00000000
N
N
N
N
N
N
UNITED AIR 2013-1 B PTT
N/A
United Airlines 2013-1 Class B Pass Through Trust
90931QAA5
247378.59530000
PA
USD
239328.72000000
0.113609657641
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
5.37500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAD0
1082000.00000000
PA
USD
1020671.55000000
0.484514125008
Long
DBT
CORP
NL
N
2
2023-04-06
Fixed
2.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
2500000.00000000
PA
USD
2925000.00000000
1.388501340758
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
UNION CARBIDE CORP
QE84C8O80MNLK8IFRL44
Union Carbide Corp
905581AS3
2000000.00000000
PA
USD
2331579.44000000
1.106803821718
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding LLC
12563LAJ6
133230.39000000
PA
USD
126551.28000000
0.060074058787
Long
ABS-O
CORP
US
N
2
2043-04-18
Fixed
4.03000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
64000.00000000
PA
USD
57280.00000000
0.027190891213
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BV1
500000.00000000
PA
USD
457620.68000000
0.217233137688
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.90000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd
34961JAC8
600000.00000000
PA
USD
568827.00000000
0.270022923815
Long
ABS-CBDO
CORP
KY
N
2
2029-11-15
Floating
3.24175000
N
N
N
N
N
N
FORD HOLDINGS LLC
N/A
Ford Holdings LLC
345277AE7
1000000.00000000
PA
USD
954370.00000000
0.453040692164
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
9.30000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
852000.00000000
PA
USD
884389.05000000
0.419820643308
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RSV2
145000.00000000
PA
USD
178344.20000000
0.084660225920
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
499000.00000000
PA
USD
544907.17000000
0.258668149105
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
575000.00000000
PA
USD
571060.01000000
0.271082936594
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
550000.00000000
PA
USD
495034.48000000
0.234993517675
Long
DBT
CORP
US
N
2
2027-10-28
Floating
3.54538000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAM2
424000.00000000
PA
USD
430601.68000000
0.204407182910
Long
DBT
NUSS
ID
N
2
2029-02-20
Fixed
4.45000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
1164000.00000000
PA
USD
1152183.06000000
0.546942811490
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
1356000.00000000
PA
USD
1186500.00000000
0.563233107969
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
328440.00000000
PA
USD
315978.99000000
0.149995641458
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223GSQ3
2077.83000000
PA
USD
2101.59000000
0.000997627532
Long
ABS-MBS
USGA
US
N
2
2021-06-15
Fixed
9.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
702000.00000000
PA
USD
438750.00000000
0.208275201113
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAP9
433000.00000000
PA
USD
479516.71000000
0.227627211880
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAB6
1000000.00000000
PA
USD
1234546.09000000
0.586040649980
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
500000.00000000
PA
USD
569984.89000000
0.270572575718
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
329000.00000000
PA
USD
380435.89000000
0.180593416525
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
980000.00000000
PA
USD
1038746.38000000
0.493094270543
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.90000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BH1
250000.00000000
PA
USD
248691.95000000
0.118054395217
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Collateralized Loan Obligation 2017-FL3 Ltd
03880GAA1
759000.00000000
PA
USD
718716.83000000
0.341175822933
Long
ABS-CBDO
CORP
KY
N
2
2027-12-15
Floating
1.69463000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
1266000.00000000
PA
USD
962523.98000000
0.456911397176
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAL6
1135000.00000000
PA
USD
998800.00000000
0.474131671504
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.70000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAS0
739000.00000000
PA
USD
758832.74000000
0.360218898086
Long
DBT
CORP
DK
N
2
2022-01-12
Fixed
5.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
287000.00000000
PA
USD
355044.76000000
0.168540213774
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.87500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust 2017-MDDR
125333AS3
54073.03000000
PA
USD
50688.38000000
0.024061840543
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Floating
1.80463000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust 2007-FXD2
68403BAB1
3493.69000000
PA
USD
2755.02000000
0.001307811611
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
5.90000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
954000.00000000
PA
USD
1028879.46000000
0.488410430663
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust 2017-712F
55354JAJ3
81600.00000000
PA
USD
51762.18000000
0.024571574813
Long
ABS-MBS
CORP
US
N
2
2039-07-11
Variable
3.62800000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
1458000.00000000
PA
USD
1548112.55000000
0.734891060280
Long
DBT
CORP
NL
N
2
2025-09-14
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296QJU5
68890.17000000
PA
USD
79310.24000000
0.037648675068
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
987000.00000000
PA
USD
1076720.75000000
0.511120753845
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.37500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAP5
500000.00000000
PA
USD
656975.29000000
0.311867032824
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
10.50000000
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener SA
00105DAG0
878000.00000000
PA
USD
667280.00000000
0.316758692192
Long
DBT
CORP
CL
N
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
425000.00000000
PA
USD
470016.17000000
0.223117293067
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DF0
780000.00000000
PA
USD
759459.67000000
0.360516502580
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCA0
1605000.00000000
PA
USD
1590652.58000000
0.755084868380
Long
ABS-O
CORP
US
N
2
2021-12-20
Fixed
2.63000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAH4
770000.00000000
PA
USD
542080.00000000
0.257326087794
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCN4
925000.00000000
PA
USD
847993.75000000
0.402543746608
Long
DBT
CORP
US
N
2
2021-11-06
Floating
2.83738000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
1040000.00000000
PA
USD
1055383.87000000
0.500992108892
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Triton Container Finance LLC
549300OMF3OYQS47M552
Triton Container Finance IV LLC
89679HAE5
939555.32000000
PA
USD
820681.56000000
0.389578614152
Long
ABS-O
CORP
US
N
2
2042-08-20
Fixed
3.62000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
1104000.00000000
PA
USD
1296320.64000000
0.615365109980
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
675587.57000000
PA
USD
640133.75000000
0.303872331671
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
1.45463000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBR9
615000.00000000
PA
USD
632594.57000000
0.300293473026
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
1076000.00000000
PA
USD
807000.00000000
0.383083959655
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
N/A
Smurfit Kappa Treasury Funding DAC
832724AB4
2000000.00000000
PA
USD
2390000.00000000
1.134536138261
Long
DBT
CORP
IE
N
2
2025-11-20
Fixed
7.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
637000.00000000
PA
USD
664775.69000000
0.315569892946
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
398000.00000000
PA
USD
373873.24000000
0.177478117953
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QRL6
193003.47000000
PA
USD
222534.87000000
0.105637594995
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
539000.00000000
PA
USD
481613.95000000
0.228622774462
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
LATITUDE MANAGEMENT REAL ESTAT
N/A
LMREC 2016-CRE2 Inc
50209MAA3
87029.02000000
PA
USD
85795.58000000
0.040727274482
Long
ABS-CBDO
CORP
US
N
2
2031-11-24
Floating
3.32888000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
801467.08800000
PA
USD
721879.00000000
0.342676909184
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
AIG RETIREMENT SVCS
N/A
SAFG Retirement Services Inc
866930AB6
1800000.00000000
PA
USD
1835205.77000000
0.871174588790
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
8.12500000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
588000.00000000
PA
USD
627443.41000000
0.297848210610
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BJ1
579000.00000000
PA
USD
496492.50000000
0.235685641684
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
561000.00000000
PA
USD
377655.07000000
0.179273357620
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-2
23343DAE9
781000.00000000
PA
USD
778131.62000000
0.369380101763
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.67000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
2200000.00000000
PA
USD
2376000.00000000
1.127890319878
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-A LLC
78471HAA6
144209.85000000
PA
USD
143955.61000000
0.068335917092
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.18000000
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co of America/The
401378AC8
148000.00000000
PA
USD
168262.47000000
0.079874415451
Long
DBT
CORP
US
N
2
2077-01-24
Fixed
4.85000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAA7
264320.08000000
PA
USD
265510.00000000
0.126037945635
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
3.71000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
297000.00000000
PA
USD
384763.59000000
0.182647781398
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAC3
400000.00000000
PA
USD
392637.18000000
0.186385384910
Long
DBT
CORP
ES
N
2
2029-06-27
Fixed
3.30600000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore 2018-CRE1 Issuer Ltd
53946MAA5
500000.00000000
PA
USD
411053.00000000
0.195127398845
Long
ABS-CBDO
CORP
KY
N
2
2028-05-15
Floating
1.83463000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
750000.00000000
PA
USD
555000.00000000
0.263459228759
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
1087000.00000000
PA
USD
1130687.66000000
0.536738916885
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814CS0
1550000.00000000
PA
USD
2203241.81000000
1.045881780239
Long
DBT
NUSS
CA
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
TIME WARNER ENTERTAINMEN
N/A
Time Warner Entertainment Co LP
88731EAJ9
1360000.00000000
PA
USD
1871592.34000000
0.888447341348
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL
N/A
Farmers Exchange Capital
309588AE1
2250000.00000000
PA
USD
3508263.65000000
1.665377361285
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
7.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
1898000.00000000
PA
USD
2336459.35000000
1.109120321403
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AL0
1045000.00000000
PA
USD
961661.25000000
0.456501858113
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.62500000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AC9
1000000.00000000
PA
USD
1021428.70000000
0.484873545107
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
6.40000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
1025000.00000000
PA
USD
1031802.58000000
0.489798039565
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
1175000.00000000
PA
USD
1002248.73000000
0.475768788163
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDA7
195000.00000000
PA
USD
130650.00000000
0.062019726553
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BQ2
917000.00000000
PA
USD
1025473.24000000
0.486793493556
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1500000.00000000
PA
USD
1588906.41000000
0.754255959188
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
527000.00000000
PA
USD
548479.59000000
0.260363981570
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
342000.00000000
PA
USD
239400.00000000
0.113643494351
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
419000.00000000
PA
USD
437772.46000000
0.207811161592
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CC1
2151000.00000000
PA
USD
2243178.55000000
1.064839803157
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BS9
8000.00000000
PA
USD
7440.00000000
0.003531777769
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AX6
3899000.00000000
PA
USD
4133953.74000000
1.962393268589
Long
DBT
CORP
AU
N
2
2075-10-19
Fixed
6.75000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
939455.00000000
PA
USD
894317.29000000
0.424533591873
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBF4
27000.00000000
PA
USD
40409.66000000
0.019182518663
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
AMER AIRLN 13-2 B PTT
N/A
American Airlines 2013-2 Class B Pass Through Trust
02376TAC2
892372.08340000
PA
USD
885679.29000000
0.420433121930
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
5.60000000
N
N
N
N
N
N
DELPHI TECHNOLOGIES PLC
549300SEU65CJHRH6V04
Delphi Technologies PLC
24718PAA5
833000.00000000
PA
USD
664317.50000000
0.315352389552
Long
DBT
CORP
GB
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
NORTHROP GRUMM SPACE
N/A
Northrop Grumman Space & Mission Systems Corp
872649BH0
500000.00000000
PA
USD
664128.90000000
0.315262860884
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAR4
845000.00000000
PA
USD
1003230.04000000
0.476234617309
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
926000.00000000
PA
USD
1087314.77000000
0.516149749050
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBK1
478000.00000000
PA
USD
492121.51000000
0.233610726991
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.65000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DM0
68000.00000000
PA
USD
81829.13000000
0.038844395459
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
5.40000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CTH6
92556.32000000
PA
USD
99041.10000000
0.047014940218
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
3.88000000
N
N
N
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
250000.00000000
PA
USD
245000.00000000
0.116301821704
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61300000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBP6
1177000.00000000
PA
USD
909114.80000000
0.431557989300
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
1159000.00000000
PA
USD
937341.25000000
0.444957122179
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAE1
1655000.00000000
PA
USD
1627042.33000000
0.772359130487
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
307500.00000000
PA
USD
356231.54000000
0.169103579798
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36217HVV4
893.75000000
PA
USD
896.74000000
0.000425683655
Long
ABS-MBS
USGA
US
N
2
2020-11-15
Fixed
9.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAL3
2000000.00000000
PA
USD
1898270.40000000
0.901111451460
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.51757800
N
N
N
N
N
N
LATITUDE MANAGEMENT REAL ESTAT
549300T41K45UWKNUA20
LMREC 2015-CRE1 Inc
50208XAJ1
44961.43000000
PA
USD
43025.03000000
0.020424038236
Long
ABS-CBDO
CORP
US
N
2
2032-02-22
Floating
1.90850000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BJ1
347000.00000000
PA
USD
355196.98000000
0.168612472808
Long
DBT
CORP
US
N
2
2026-03-30
Variable
2.90100000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAA1
227526.61000000
PA
USD
229130.29000000
0.108768449529
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBU2
806000.00000000
PA
USD
809696.98000000
0.384364219602
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAW8
1213000.00000000
PA
USD
1217699.17000000
0.578043394935
Long
DBT
CORP
NL
N
2
2022-09-01
Fixed
3.87500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
42.00000000
NC
USD
270863.96000000
0.128579477478
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
7249761.04000000
USD
270863.96000000
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust IV
97064EAA6
1343403.25000000
PA
USD
938396.59000000
0.445458093462
Long
ABS-O
CORP
US
N
2
2043-09-15
Variable
4.75000000
N
N
N
N
N
N
BRITISH AIR 13-1 B PTT
N/A
British Airways 2013-1 Class B Pass Through Trust
11042BAA0
79066.15510000
PA
USD
78481.42000000
0.037255233126
Long
DBT
CORP
GB
N
2
2020-06-20
Fixed
5.62500000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
880000.00000000
PA
USD
876051.87000000
0.415862973015
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
611000.00000000
PA
USD
637028.33000000
0.302398184720
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
505000.00000000
PA
USD
489520.02000000
0.232375796272
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
449000.00000000
PA
USD
471956.24000000
0.224038246844
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
2020-05-20
Insight Select Income Fund
Thomas Stabile
Thomas Stabile
Treasurer and Vice President