0001752724-22-260067.txt : 20221122 0001752724-22-260067.hdr.sgml : 20221122 20221122105004 ACCESSION NUMBER: 0001752724-22-260067 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221122 DATE AS OF CHANGE: 20221122 PERIOD START: 20230331 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: 221408389 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 NPORT-P 1 primary_doc.xml NPORT-P false 0000030125 XXXXXXXX Insight Select Income Fund 811-02201 0000030125 2138009UQXO3YKI55769 200 Park Avenue 7th Floor New York 10166 212-527-1800 Insight Select Income Fund S000000000 2138009UQXO3YKI55769 2023-03-31 2022-09-30 N 180866553.86 2225462.54 178641091.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 124000.00000000 0.00000000 0.00000000 1284436.31000000 USD N Bloomberg U.S. Credit Index N/A ALLIANZ SE 529900K9B0N5BT694847 018820AB6 200000.00000000 PA USD 128999.36000000 0.072211471082 Long DBT CORP DE N 2 N/A Fixed 3.20000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAC2 1164000.00000000 PA USD 915281.28000000 0.512357640247 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Willis Engine Securitization T N/A 97064EAA6 1131760.48000000 PA USD 813409.16000000 0.455331499594 Long ABS-O CORP US N 2 2043-09-15 Variable 4.75000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814CS0 1550000.00000000 PA USD 1728501.66000000 0.967583464267 Long DBT NUSS CA N 2 2026-04-15 Fixed 8.25000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 354000.00000000 PA USD 332466.18000000 0.186108457770 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N TIME WARNER ENTERTAINMEN N/A 88731EAJ9 1360000.00000000 PA USD 1450162.71000000 0.811774435145 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 528000.00000000 PA USD 353760.00000000 0.198028346885 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 603440.00000000 PA USD 513970.97000000 0.287711503664 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.04500000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 120000.00000000 PA USD 116489.29000000 0.065208563796 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 555000.00000000 PA USD 485228.09000000 0.271621767654 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53946MAA5 6113.16000000 PA USD 6136.30000000 0.003434987972 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 3.94771000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A 02376AAA7 1243432.00510000 PA USD 1084944.41000000 0.607331942490 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N AMER AIRLINE 19-1AA PTT N/A 02377LAA2 703645.32070000 PA USD 586993.24000000 0.328588028466 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 425000.00000000 PA USD 367507.48000000 0.205723933549 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAA5 329000.00000000 PA USD 258419.57000000 0.144658526260 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 635000.00000000 PA USD 533488.91000000 0.298637287791 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AB6 200000.00000000 PA USD 172612.72000000 0.096625428519 Long DBT CORP PE N 2 2034-04-16 Fixed 4.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 1100000.00000000 PA USD 1012774.29000000 0.566932435598 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 684000.00000000 PA USD 453836.59000000 0.254049382841 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044AN7 1500000.00000000 PA USD 1540309.08000000 0.862236716434 Long DBT CORP US N 2 2028-08-01 Fixed 6.80000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EAR5 1000000.00000000 PA USD 1309630.00000000 0.733106806683 Long DBT CORP US N 2 2058-06-15 Fixed 10.75000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 753000.00000000 PA USD 553490.85000000 0.309834006224 Long DBT CORP AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 645000.00000000 PA USD 582157.50000000 0.325881070082 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 901000.00000000 PA USD 839218.43000000 0.469779054639 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 319000.00000000 PA USD 265714.95000000 0.148742345916 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AA2 110000.00000000 PA USD 98115.51000000 0.054923259410 Long DBT CORP US N 2 2027-01-15 Fixed 6.75000000 N N N N N N New Residential Mortgage Loan N/A 64830JAA8 961793.58000000 PA USD 814252.71000000 0.455803703382 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.27653000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NS6 1302000.00000000 PA USD 1239394.53000000 0.693790281307 Long DBT CORP US N 2 2028-05-24 Fixed 4.65800000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 389000.00000000 PA USD 314002.82000000 0.175773008147 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N BXHPP Trust N/A 05609JAL6 167000.00000000 PA USD 154261.04000000 0.086352495307 Long ABS-MBS CORP US N 2 2036-08-15 Floating 3.91800000 N N N N N N DataBank Issuer LLC N/A 23802WAG6 583000.00000000 PA USD 502047.13000000 0.281036757159 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 545100.00000000 PA USD 450815.69000000 0.252358338537 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 329000.00000000 PA USD 272437.11000000 0.152505287549 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 267000.00000000 PA USD 196626.03000000 0.110067638160 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 1177000.00000000 PA USD 1062124.80000000 0.594557944172 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 164000.00000000 PA USD 119111.32000000 0.066676328004 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N New Residential Mortgage Loan N/A 64831EAA8 235487.21000000 PA USD 220376.68000000 0.123362815560 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.94054000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 238000.00000000 PA USD 174930.00000000 0.097922599278 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N FLORIDA GAS TRANSMISSION 549300Q0UQF87NXNOC32 340711AG5 30000.00000000 PA USD 29927.08000000 0.016752629408 Long DBT CORP US N 2 2024-11-01 Fixed 9.19000000 N N N N N N MCF CLO LLC N/A 55281XAM3 556000.00000000 PA USD 540396.97000000 0.302504292829 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 3.98082000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 553100.00000000 PA USD 463912.63000000 0.259689764864 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N HSBC USA INC 549300LBOHZ4QSIWU288 40428HTA0 1955000.00000000 PA USD 1916587.51000000 1.072870466608 Long DBT CORP US N 2 2024-05-24 Fixed 3.75000000 N N N N N N Santander Drive Auto Receivabl N/A 80287HAE8 352000.00000000 PA USD 342725.08000000 0.191851201460 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.74000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AA8 400000.00000000 PA USD 306176.00000000 0.171391698146 Long DBT CORP DE N 2 N/A Fixed 3.50000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284JAG4 448000.00000000 PA USD 427201.15000000 0.239139353014 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 4.48436000 N N N N N N BNSF FUNDING TRUST I N/A 05567SAA0 250000.00000000 PA USD 234003.89000000 0.130991077288 Long DBT CORP US N 2 2055-12-15 Fixed 6.61300000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 1500000.00000000 PA USD 1565568.96000000 0.876376733052 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1655000.00000000 PA USD 1240999.60000000 0.694688769996 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AQ9 410000.00000000 PA USD 345772.68000000 0.193557191934 Long DBT NUSS HU N 2 2034-06-16 Fixed 5.50000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAB7 700000.00000000 PA USD 493704.40000000 0.276366650221 Long DBT CORP LU N 2 2046-11-30 Fixed 4.38700000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -23.00000000 NC USD 114898.48000000 0.064318057593 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short WI TREASURY N/B United States Treasury Note/Bond - When Issued 2022-12-20 -2692335.98000000 USD 114898.48000000 N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AE1 655000.00000000 PA USD 610885.75000000 0.341962616487 Long DBT CORP NL N 2 2027-12-15 Fixed 5.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 426000.00000000 PA USD 333382.28000000 0.186621273715 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 438100.00000000 PA USD 371152.84000000 0.207764539086 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 248000.00000000 PA USD 236971.44000000 0.132652257243 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8E5 500000.00000000 PA USD 408101.59000000 0.228447770322 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Marlette Funding Trust N/A 57109NAA7 129000.00000000 PA USD 128469.36000000 0.071914786822 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.18000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAA2 2007000.00000000 PA USD 1723602.35000000 0.964840920565 Long DBT CORP AU N 2 2080-09-24 Fixed 4.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 2195000.00000000 PA USD 1439689.92000000 0.805911959763 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 200000.00000000 PA USD 150094.00000000 0.084019862894 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 845200.00000000 PA USD 765566.31000000 0.428549951381 Long DBT UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N TRANSELEC SA 549300DPF7MAL5F6CR86 89366LAE4 490000.00000000 PA USD 436712.50000000 0.244463631952 Long DBT CORP CL N 2 2029-01-12 Fixed 3.87500000 N N N N N N GUARDIAN LIFE INSURANCE N1YIDVMMKBHFYCCAIX69 401378AC8 148000.00000000 PA USD 120284.77000000 0.067333203750 Long DBT CORP US N 2 2077-01-24 Fixed 4.85000000 N N N N N N Ivy Hill Middle Market Credit 5493003XZKSFJKWICW70 46600CAU4 866000.00000000 PA USD 756932.50000000 0.423716903209 Long ABS-CBDO CORP KY N 2 2033-07-20 Floating 5.60986000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 641000.00000000 PA USD 518700.98000000 0.290359276338 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 213000.00000000 PA USD 154158.75000000 0.086295235245 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 53000.00000000 PA USD 40509.81000000 0.022676647181 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AR4 384000.00000000 PA USD 283386.49000000 0.158634549255 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 326000.00000000 PA USD 240016.48000000 0.134356814676 Long DBT CORP GB N 2 2031-09-02 Fixed 2.15000000 N N N N N N SMB Private Education Loan Tru 549300NWENTZ8X7JUC78 83189DAC4 341453.29000000 PA USD 336949.04000000 0.188617880416 Long ABS-O CORP US N 2 2035-10-15 Floating 3.56771000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 112995.96000000 PA USD 99414.12000000 0.055650197424 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 200000.00000000 PA USD 174575.89000000 0.097724375008 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAR4 747000.00000000 PA USD 530649.76000000 0.297047983797 Long DBT CORP US N 2 2031-10-28 Fixed 2.87500000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 195200.00000000 PA USD 186644.75000000 0.104480301044 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 231000.00000000 PA USD 196747.03000000 0.110135371736 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AU5 2200000.00000000 PA USD 2154432.24000000 1.206011575545 Long DBT CORP US N 2 2057-05-15 Fixed 6.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAJ7 540000.00000000 PA USD 350265.60000000 0.196072245983 Long DBT CORP NL N 2 2052-01-19 Fixed 4.98700000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 260318.77500000 PA USD 251128.06000000 0.140576872960 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Social Professional Loan Progr N/A 83405DAD0 1099000.00000000 PA USD 1023084.49000000 0.572703896085 Long ABS-O CORP US N 2 2040-07-25 Variable 3.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296QJU5 40409.76000000 PA USD 42430.78000000 0.023751970885 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 255000.00000000 PA USD 218841.00000000 0.122503170117 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N TRANSELEC SA 549300DPF7MAL5F6CR86 89366LAD6 750000.00000000 PA USD 727500.00000000 0.407241130595 Long DBT CORP CL N 2 2025-01-14 Fixed 4.25000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CC4 500000.00000000 PA USD 560057.00000000 0.313509616327 Long DBT CORP US N 2 2029-06-01 Fixed 7.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 466100.00000000 PA USD 396694.80000000 0.222062458905 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N DRB PRIME STUDENT LOAN TRUST N/A 23342KAC8 61017.81000000 PA USD 60884.25000000 0.034081884268 Long ABS-O CORP US N 2 2042-05-27 Fixed 2.85000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 2000000.00000000 PA USD 2290597.28000000 1.282234262606 Long DBT CORP NL N 2 2030-06-15 Variable 8.75000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AU3 1781000.00000000 PA USD 1455553.84000000 0.814792290645 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 1136000.00000000 PA USD 1011346.14000000 0.566132983473 Long DBT CORP US N 2 N/A Fixed 4.80000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 124000.00000000 PA USD 101708.52000000 0.056934560379 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FD3 1400000.00000000 PA USD 1815506.00000000 1.016286894904 Long DBT CORP US N 2 2095-12-01 Fixed 7.90000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAV6 358000.00000000 PA USD 338826.88000000 0.189669060738 Long DBT CORP US N 2 2029-06-15 Fixed 4.35000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 305000.00000000 PA USD 297431.02000000 0.166496419050 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1336000.00000000 PA USD 906943.60000000 0.507690360206 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 209000.00000000 PA USD 194740.27000000 0.109012024367 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2K0 853000.00000000 PA USD 687930.85000000 0.385091047595 Long DBT CORP SA N 2 2030-11-24 Fixed 2.25000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AG4 165000.00000000 PA USD 153240.36000000 0.085781137401 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAD0 36000.00000000 PA USD 25029.10000000 0.014010830215 Long DBT CORP US N 2 2048-09-20 Fixed 4.62500000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AL2 980000.00000000 PA USD 790796.76000000 0.442673493627 Long DBT CORP US N 2 2077-04-01 Fixed 4.90000000 N N N N N N UNION CARBIDE CORP QE84C8O80MNLK8IFRL44 905581AS3 2000000.00000000 PA USD 2212425.30000000 1.238475024784 Long DBT CORP US N 2 2096-10-01 Fixed 7.75000000 N N N N N N Antares CLO N/A 03665JAL2 1092500.00000000 PA USD 959399.63000000 0.537054281806 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 5.40986000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVX9 550000.00000000 PA USD 546682.01000000 0.306022542719 Long DBT CORP US N 2 2027-10-28 Floating 4.54286000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 549000.00000000 PA USD 432337.50000000 0.242014587352 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 446000.00000000 PA USD 386528.09000000 0.216371321482 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Small Business Administration N/A 83162CTH6 43396.74000000 PA USD 42289.31000000 0.023672778579 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 3.88000000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAL2 899533.33000000 PA USD 761072.66000000 0.426034488692 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 162000.00000000 PA USD 141345.00000000 0.079122333476 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAK2 209000.00000000 PA USD 225452.88000000 0.126204379034 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225AMX5 138.99000000 PA USD 139.08000000 0.000077854428 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.50000000 N N N N N N Eaton Vance CDO Ltd 5493004NKU3QU5G6QW39 278300AJ7 1500000.00000000 PA USD 1435437.00000000 0.803531253304 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 3.68200000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 1181000.00000000 PA USD 836738.50000000 0.468390835399 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAP3 637000.00000000 PA USD 614566.54000000 0.344023055087 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CD9 119000.00000000 PA USD 105395.75000000 0.058998603972 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 561000.00000000 PA USD 418708.75000000 0.234385463560 Long DBT CORP US N 2 2058-04-15 Fixed 4.90000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HS3 926000.00000000 PA USD 807046.23000000 0.451769648313 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LUV1 656000.00000000 PA USD 602911.43000000 0.337498738697 Long DBT CORP US N 2 2025-01-12 Fixed 1.75000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AS8 1175000.00000000 PA USD 843586.73000000 0.472224348701 Long DBT CORP US N 2 2049-10-15 Fixed 3.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 70000.00000000 PA USD 82909.62000000 0.046411281630 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N MIDAMERICAN FUNDING LLC N/A 59562HAJ7 500000.00000000 PA USD 530171.11000000 0.296780044323 Long DBT CORP US N 2 2029-03-01 Fixed 6.92700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BTH5 53999.87000000 PA USD 54877.26000000 0.030719281658 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N ATENTO LUXCO 1 SA 549300MLFF3HYCZQTC48 04684LAC2 249000.00000000 PA USD 105162.66000000 0.058868124474 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 1242000.00000000 PA USD 1129075.07000000 0.632035474961 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AM4 600000.00000000 PA USD 591156.00000000 0.330918265014 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AK3 215000.00000000 PA USD 273006.45000000 0.152823993619 Long DBT CORP US N 2 2039-08-15 Fixed 9.37500000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 400000.00000000 PA USD 375217.40000000 0.210039805079 Long DBT CORP AU N 2 2025-04-30 Fixed 3.37500000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 559000.00000000 PA USD 469655.03000000 0.262904254855 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 1700700.00000000 PA USD 1554280.36000000 0.870057582225 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N DT MIDSTREAM INC N/A 23345MAC1 432000.00000000 PA USD 370290.27000000 0.207281688252 Long DBT CORP US N 2 2032-04-15 Fixed 4.30000000 N N N N N N SAN FRANCISCO CITY & CNTY CA P N/A 79765RSV2 145000.00000000 PA USD 155932.36000000 0.087288069529 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BQ2 917000.00000000 PA USD 745261.88000000 0.417183904606 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BA0 782000.00000000 PA USD 741459.60000000 0.415055458137 Long DBT CORP NL N 2 2026-03-28 Fixed 3.86900000 N N N N N N CALIFORNIA ST N/A 13063BFR8 1500000.00000000 PA USD 1860766.95000000 1.041623142945 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAU4 405000.00000000 PA USD 409210.71000000 0.229068635315 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 56000.00000000 PA USD 48090.00000000 0.026919898241 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 323000.00000000 PA USD 255345.43000000 0.142937679183 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AK1 1025000.00000000 PA USD 883773.40000000 0.494720108049 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 68000.00000000 PA USD 63253.15000000 0.035407950954 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAC1 522000.00000000 PA USD 374162.05000000 0.209449039543 Long DBT CORP US N 2 2031-09-15 Fixed 5.75000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 473000.00000000 PA USD 451123.75000000 0.252530784863 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Apidos CLO N/A 03766HAA8 950000.00000000 PA USD 901908.15000000 0.504871607834 Long ABS-CBDO CORP JE N 2 2035-04-21 Floating 2.03949000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 97000.00000000 PA USD 89575.68000000 0.050142819514 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Neuberger Berman CLO Ltd 549300JRWXK6DFJD7D06 64135DAA3 936929.00000000 PA USD 896790.96000000 0.502007098911 Long ABS-CBDO CORP KY N 2 2035-04-14 Floating 3.59823000 N N N N N N Blackbird Capital Aircraft N/A 09229CAB5 348213.95000000 PA USD 261484.96000000 0.146374475249 Long ABS-O CORP US N 2 2046-07-15 Fixed 3.44600000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 930000.00000000 PA USD 709981.77000000 0.397434747377 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 250000.00000000 PA USD 168228.74000000 0.094171357080 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 552000.00000000 PA USD 372820.80000000 0.208698232442 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 1500000.00000000 PA USD 1429188.17000000 0.800033273106 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 1162000.00000000 PA USD 981890.00000000 0.549643977622 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N Aligned Data Centers Issuer LL N/A 01627AAA6 904000.00000000 PA USD 771010.03000000 0.431597245797 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.93700000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 64000.00000000 PA USD 56856.71000000 0.031827341391 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N AXIS Equipment Finance Receiva 549300IFG1NMINYRYF89 03236XAB3 100000.00000000 PA USD 99395.48000000 0.055639763094 Long ABS-O CORP US N 2 2028-06-21 Fixed 5.30000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAL6 1135000.00000000 PA USD 1084842.31000000 0.607274788786 Long DBT CORP US N 2 2055-05-15 Floating 5.94914000 N N N N N N UNIV OF MICHIGAN MI N/A 914455VJ6 365000.00000000 PA USD 303155.53000000 0.169700894547 Long DBT MUN US N 2 2047-04-01 Fixed 3.59900000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 274000.00000000 PA USD 253091.74000000 0.141676104937 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 77400.00000000 PA USD 66842.16000000 0.037417012797 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 988000.00000000 PA USD 955576.96000000 0.534914421390 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBS6 1059000.00000000 PA USD 1215568.56000000 0.680452941155 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N Cerberus 635400N8FQLKT6GMFM47 15672QAA5 1500000.00000000 PA USD 1426209.00000000 0.798365588488 Long ABS-CBDO CORP US N 2 2034-04-15 Floating 4.10787000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 342000.00000000 PA USD 256780.38000000 0.143740937822 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 166000.00000000 PA USD 108876.80000000 0.060947231790 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 200000.00000000 PA USD 147000.00000000 0.082287898553 Long DBT CORP N/A N 2 2029-09-01 Fixed 4.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 9.00000000 NC USD -14398.42000000 -0.00805997091 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-12-30 1862914.06000000 USD -14398.42000000 N N N MACY'S RETAIL HLDGS LLC N/A 55617LAQ5 314000.00000000 PA USD 248358.30000000 0.139026412212 Long DBT CORP US N 2 2030-03-15 Fixed 5.87500000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 443000.00000000 PA USD 244757.50000000 0.137010750545 Long DBT CORP NL N 2 2028-07-15 Fixed 6.37500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 318000.00000000 PA USD 263940.00000000 0.147748761524 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 179000.00000000 PA USD 167468.76000000 0.093745934243 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAN1 580000.00000000 PA USD 468350.00000000 0.262173723043 Long DBT CORP CL N 2 2030-01-13 Fixed 3.85000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AQ0 575000.00000000 PA USD 552205.39000000 0.309114429339 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 533000.00000000 PA USD 380639.49000000 0.213074991418 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 787000.00000000 PA USD 742500.16000000 0.415637944502 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 524000.00000000 PA USD 438884.81000000 0.245679651169 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AK7 1952000.00000000 PA USD 1868586.47000000 1.046000366540 Long DBT CORP US N 2 2024-03-15 Fixed 2.03100000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 1755000.00000000 PA USD 1529836.76000000 0.856374504150 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAB4 539000.00000000 PA USD 395082.04000000 0.221159665495 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 1000000.00000000 PA USD 1302258.63000000 0.728980449222 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 108743.25900000 PA USD 97867.23000000 0.054784276829 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 454000.00000000 PA USD 354238.72000000 0.198296325544 Long DBT CORP US N 2 2031-10-15 Fixed 2.59300000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BF8 1241000.00000000 PA USD 1158783.75000000 0.648665848063 Long DBT CORP US N 2 2048-09-15 Fixed 5.70000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 462000.00000000 PA USD 400673.71000000 0.224289779601 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1109000.00000000 PA USD 758017.53000000 0.424324283063 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206PPY0 1577.63000000 PA USD 1598.48000000 0.000894799728 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 519000.00000000 PA USD 389786.50000000 0.218195319520 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAA6 273000.00000000 PA USD 206790.68000000 0.115757622432 Long DBT CORP MX N 2 2029-11-15 Fixed 7.45000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50066PAR1 208000.00000000 PA USD 191310.08000000 0.107091867042 Long DBT NUSS KR N 2 2025-04-18 Fixed 1.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAE3 441000.00000000 PA USD 417691.82000000 0.233816204834 Long DBT CORP US N 2 2025-03-15 Fixed 3.63800000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 551000.00000000 PA USD 101181.23000000 0.056639393127 Long DBT NUSS UA N 2 2035-03-15 Variable 7.25300000 N Y N N N N DELL INT LLC / EMC CORP N/A 24703DBG5 529000.00000000 PA USD 300755.00000000 0.168357121968 Long DBT CORP US N 2 2051-12-15 Fixed 3.45000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAJ9 153000.00000000 PA USD 122937.66000000 0.068818242819 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 200000.00000000 PA USD 198000.00000000 0.110836761316 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JAY0 600000.00000000 PA USD 567987.00000000 0.317948684596 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 4.06200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 1130000.00000000 PA USD 944249.62000000 0.528573584623 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 365000.00000000 PA USD 332673.69000000 0.186224618055 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 694000.00000000 PA USD 589093.01000000 0.329763441124 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 339000.00000000 PA USD 262764.62000000 0.147090805401 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 42000.00000000 PA USD 33742.38000000 0.018888364233 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N SLAM 2021-1 LLC N/A 78449AAA0 1239955.50000000 PA USD 1017419.57000000 0.569532777975 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 518800.00000000 PA USD 477255.47000000 0.267158841492 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 674000.00000000 PA USD 474004.11000000 0.265338789915 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N AIR CANADA 2020-2A PTT N/A 00909DAA1 225581.74870000 PA USD 212075.11000000 0.118715749233 Long DBT CORP CA N 2 2029-04-01 Fixed 5.25000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JAZ0 159000.00000000 PA USD 156029.88000000 0.087342659433 Long DBT CORP MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBE9 215000.00000000 PA USD 155150.63000000 0.086850471441 Long DBT CORP US N 2 2052-06-01 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 617000.00000000 PA USD 375536.19000000 0.210218257862 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QRL6 118018.20000000 PA USD 121591.95000000 0.068064939091 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAA1 363000.00000000 PA USD 266178.25000000 0.149001692742 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03463WAA1 638.93000000 PA USD 636.42000000 0.000356256220 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.62800000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 1027000.00000000 PA USD 831701.85000000 0.465571411288 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -137.00000000 NC USD 287521.95000000 0.160949503765 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-12-30 -15016091.92000000 USD 287521.95000000 N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075Q805 20000.00000000 NS USD 2000000.00000000 1.119563245623 Long EP USGA US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AQ8 757000.00000000 PA USD 660129.49000000 0.369528357178 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAG3 667000.00000000 PA USD 538511.04000000 0.301448583873 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 154000.00000000 PA USD 115923.31000000 0.064891738593 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 398000.00000000 PA USD 336880.97000000 0.188579776081 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBF4 27000.00000000 PA USD 32601.27000000 0.018249591826 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Flexential Issuer, LLC N/A 33938MAA7 555000.00000000 PA USD 482831.80000000 0.270280368549 Long ABS-O CORP US N 2 2051-11-27 Fixed 3.25000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAF5 103000.00000000 PA USD 111998.00000000 0.062694422191 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAC0 342000.00000000 PA USD 344675.86000000 0.192943212254 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 364180.69990000 PA USD 327350.52000000 0.183244805313 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550UAF8 1250000.00000000 PA USD 1218774.46000000 0.682247545060 Long DBT CORP CH N 2 2025-02-21 Floating 3.67331100 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 2250000.00000000 PA USD 2397714.82000000 1.342196692979 Long DBT CORP US N 2 2048-07-15 Fixed 7.20000000 N N N N N N USQ Rail I LLC 25490077I8NB6ADB4I38 90352WAD6 187686.03000000 PA USD 160183.10000000 0.089667555665 Long ABS-O CORP US N 2 2051-02-28 Fixed 2.25000000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 968581.02520000 PA USD 861305.83000000 0.482143175254 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N LIGHT SERVICOS ENERGIA N/A 53227QAB4 456000.00000000 PA USD 378739.92000000 0.212011647041 Long DBT CORP BR N 2 2026-06-18 Fixed 4.37500000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAG9 1076000.00000000 PA USD 979730.28000000 0.548435006056 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AH6 992000.00000000 PA USD 951078.42000000 0.532396221368 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 167000.00000000 PA USD 122257.83000000 0.068437686478 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 221000.00000000 PA USD 157611.19000000 0.088227847711 Long DBT CORP US N 2 2031-09-15 Fixed 2.69100000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 457000.00000000 PA USD 365276.95000000 0.204475323846 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AC1 500000.00000000 PA USD 562997.34000000 0.315155564623 Long DBT CORP US N 2 2031-12-01 Fixed 8.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 637100.00000000 PA USD 565525.80000000 0.316570950066 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 703000.00000000 PA USD 660377.68000000 0.369667289379 Long DBT CORP US N 2 2028-08-23 Fixed 4.48200000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAT3 211000.00000000 PA USD 164843.75000000 0.092276501885 Long DBT CORP N/A N 2 2032-01-15 Fixed 3.62500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 139000.00000000 PA USD 135904.47000000 0.076076824763 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 515000.00000000 PA USD 445178.33000000 0.249202648008 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38175BAE4 2250000.00000000 PA USD 2031014.25000000 1.136924452819 Long ABS-CBDO CORP KY N 2 2031-02-05 Floating 4.93229000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 110100.00000000 PA USD 104543.39000000 0.058521468508 Long DBT UST US N 2 2029-08-31 Fixed 3.12500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAC5 2000000.00000000 PA USD 2192219.02000000 1.227163920574 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAB6 1000000.00000000 PA USD 1164424.45000000 0.651823408262 Long DBT CORP US N 2 2030-06-15 Fixed 8.75000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 318000.00000000 PA USD 285431.84000000 0.159779498597 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A 023761AA7 808592.50000000 PA USD 714054.13000000 0.399714379666 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 24.00000000 NC USD -302248.80000000 -0.16919332375 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-12-20 3590248.80000000 USD -302248.80000000 N N N ORGANON & CO/ORG N/A 68622TAA9 200000.00000000 PA USD 170106.00000000 0.095222212730 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 788000.00000000 PA USD 573291.19000000 0.320917872681 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N PANHANDLE EAST PIPE LINE Y7WHF83UZ55OTCFC0K67 12589YAF6 1000000.00000000 PA USD 1007591.78000000 0.564031361740 Long DBT CORP US N 2 2029-07-15 Fixed 7.00000000 N N N N N N HSBC CAPITAL FUNDING USD 213800HMY2DB765NHE46 40427LAB0 2180000.00000000 PA USD 2753158.67000000 1.541167628151 Long DBT CORP JE N 2 N/A Fixed 10.17600000 N N N N N N FORD HOLDINGS LLC N/A 345277AE7 1000000.00000000 PA USD 1102900.00000000 0.617383151799 Long DBT CORP US N 2 2030-03-01 Fixed 9.30000000 N N N N N N TRINSEO OP / TRINSEO FIN N/A 89668QAF5 105000.00000000 PA USD 61950.00000000 0.034678471533 Long DBT CORP LU N 2 2029-04-01 Fixed 5.12500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 65000.00000000 PA USD 58012.50000000 0.032474331393 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AW6 500000.00000000 PA USD 484264.98000000 0.271082636375 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535AAF7 565000.00000000 PA USD 559509.39000000 0.313203074312 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.03000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAP4 124000.00000000 PA USD 123362.02000000 0.069055791748 Long DBT CORP US N 2 2025-10-01 Fixed 5.67800000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 119000.00000000 PA USD 95637.92000000 0.053536350059 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N SIMPAR EUROPE SA 54930068BSUST41D5C30 82883PAA2 544000.00000000 PA USD 383068.48000000 0.214434695382 Long DBT CORP LU N 2 2031-01-26 Fixed 5.20000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 1199000.00000000 PA USD 1062765.34000000 0.594916506693 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 503000.00000000 PA USD 372265.12000000 0.208387172989 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 463000.00000000 PA USD 403284.78000000 0.225751408603 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 386000.00000000 PA USD 287570.00000000 0.160976401272 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAB9 612000.00000000 PA USD 536394.00000000 0.300263503786 Long DBT CORP GB N 2 2026-04-06 Fixed 1.37500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 1120000.00000000 PA USD 985546.00000000 0.551690539235 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A78 500000.00000000 PA USD 483715.00000000 0.270774767678 Long DBT CORP US N 2 2023-11-17 Fixed 3.37000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAN5 750000.00000000 PA USD 670886.64000000 0.375550012062 Long DBT CORP CA N 2 2077-01-15 Fixed 6.00000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAC2 200000.00000000 PA USD 188340.70000000 0.105429662687 Long DBT CORP N/A N 2 2027-06-15 Fixed 6.00000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 418000.00000000 PA USD 309283.24000000 0.173131073995 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAB0 582000.00000000 PA USD 557987.35000000 0.312351064291 Long DBT CORP IE N 2 2025-04-10 Fixed 4.26300000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 351000.00000000 PA USD 274990.95000000 0.153934880249 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00105DAG0 878000.00000000 PA USD 755268.77000000 0.422785577729 Long DBT CORP CL N 2 2079-10-07 Fixed 6.35000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 146000.00000000 PA USD 114351.22000000 0.064011711502 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 91000.00000000 PA USD 70686.98000000 0.039569272376 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 247000.00000000 PA USD 205626.18000000 0.115105756733 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 615000.00000000 PA USD 496085.78000000 0.277699702982 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 168700.00000000 PA USD 129292.73000000 0.072375694217 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAC9 173000.00000000 PA USD 140112.62000000 0.078432469800 Long DBT CORP US N 2 2028-11-01 Fixed 5.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 999100.00000000 PA USD 923386.95000000 0.516895045354 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N PMT ISSUER TRUST - FMSR N/A 69346MAD1 566000.00000000 PA USD 528679.88000000 0.295945281174 Long ABS-O CORP US N 2 2026-03-25 Floating 6.08400000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CJ6 700000.00000000 PA USD 526448.43000000 0.294696156472 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 59000.00000000 PA USD 50740.00000000 0.028403319541 Long DBT CORP US N 2 2028-07-15 Fixed 5.00000000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 94800.00000000 PA USD 81779.81000000 0.045778834755 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 1017000.00000000 PA USD 775635.39000000 0.434186437324 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 201000.00000000 PA USD 186783.27000000 0.104557841994 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 625942.38000000 PA USD 556108.30000000 0.311299206633 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 880000.00000000 PA USD 888983.97000000 0.497636889380 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 157000.00000000 PA USD 155466.11000000 0.087027071348 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 120.00000000 NC USD -1262472.73000000 -0.70670903355 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-12-20 16431222.73000000 USD -1262472.73000000 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 638000.00000000 PA USD 528742.50000000 0.295980334699 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 1745000.00000000 PA USD 1185769.15000000 0.663771779067 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 432000.00000000 PA USD 344630.40000000 0.192917764582 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BC4 1000000.00000000 PA USD 615506.94000000 0.344549473725 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 54000.00000000 PA USD 43229.16000000 0.024198889337 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284AAC2 922500.00000000 PA USD 885607.38000000 0.495746736350 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 4.44343000 N N N N N N TIF Funding II LLC N/A 872480AE8 479829.17000000 PA USD 397194.33000000 0.222342086619 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N SRM ESCROW ISSUER LLC N/A 85236FAA1 548000.00000000 PA USD 442456.05000000 0.247678765691 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 647000.00000000 PA USD 522338.36000000 0.292395414817 Long DBT CORP US N 2 2028-02-15 Fixed 1.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 1657000.00000000 PA USD 1618725.72000000 0.906132910428 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAL4 711000.00000000 PA USD 546795.21000000 0.306085909999 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N UNITED AIR 2019-2 AA PTT N/A 90932JAA0 994686.12600000 PA USD 794222.55000000 0.444591187912 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N PureWest Funding LLC 549300CU0IQI7FATI376 746245AA7 236173.79000000 PA USD 223979.90000000 0.125379831899 Long ABS-O CORP US N 2 2036-12-22 Fixed 4.09100000 N N N N N N COX ENTERPRISES INC TVRMNZKRGA8LPW6XPG60 224050AE4 500000.00000000 PA USD 526393.22000000 0.294665250928 Long DBT CORP US N 2 2027-07-15 Fixed 7.37500000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 28368EAA4 1000000.00000000 PA USD 1067771.35000000 0.597718779095 Long DBT CORP US N 2 2030-10-15 Fixed 8.05000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 391000.00000000 PA USD 316224.65000000 0.177016747750 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 70000.00000000 PA USD 60091.50000000 0.033638117387 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 570120.57140000 PA USD 519536.51000000 0.290826990677 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 425000.00000000 PA USD 356256.74000000 0.199425976054 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 1402000.00000000 PA USD 1217438.07000000 0.681499458497 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AN8 243000.00000000 PA USD 161441.12000000 0.090371772142 Long DBT CORP US N 2 2070-10-15 Fixed 3.72900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 622400.00000000 PA USD 523594.00000000 0.293098299014 Long DBT UST US N 2 2027-11-30 Fixed 0.62500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 346000.00000000 PA USD 311295.68000000 0.174257600924 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -128.00000000 NC USD 862151.69000000 0.482616672138 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-12-20 -16028152.33000000 USD 862151.69000000 N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 371000.00000000 PA USD 330466.55000000 0.184989101644 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAG0 696000.00000000 PA USD 642060.00000000 0.359413388742 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 574000.00000000 PA USD 417988.31000000 0.233982174488 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 954000.00000000 PA USD 845792.55000000 0.473459126201 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAD5 264000.00000000 PA USD 214318.61000000 0.119971619304 Long DBT CORP GB N 2 2031-04-06 Fixed 2.50000000 N N N N N N New Economy Assets Phase 1 Iss N/A 643821AA9 1063000.00000000 PA USD 899790.81000000 0.503686359813 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N Willis Engine Securitization T N/A 97064GAA1 642890.14000000 PA USD 470914.58000000 0.263609327798 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 1356000.00000000 PA USD 1206972.28000000 0.675640901587 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 475000.00000000 PA USD 399438.27000000 0.223598202993 Long DBT CORP US N 2 2028-05-28 Fixed 1.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 195000.00000000 PA USD 108010.50000000 0.060462292970 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAD1 326000.00000000 PA USD 286661.44000000 0.160467806080 Long DBT CORP US N 2 2026-12-15 Fixed 2.06100000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 911000.00000000 PA USD 976830.99000000 0.546812036795 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 1570000.00000000 PA USD 1325064.30000000 0.741746644184 Long DBT CORP US N 2 2047-07-15 Variable 5.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 45200.00000000 PA USD 38285.81000000 0.021431692852 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 4254100.00000000 PA USD 2381797.46000000 1.333286447368 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 885000.00000000 PA USD 654182.51000000 0.366199347062 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N 2022-11-18 Insight Select Income Fund Thomas Stabile Thomas Stabile Treasurer and Vice President