0001752724-23-260350.txt : 20231121
0001752724-23-260350.hdr.sgml : 20231121
20231121122208
ACCESSION NUMBER: 0001752724-23-260350
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230929
FILED AS OF DATE: 20231121
DATE AS OF CHANGE: 20231121
PERIOD START: 20240331
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: 231425916
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
2024-03-31
2023-09-29
N
179014170.98
190382.44
178823788.54
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1716789.02000000
USD
N
Bloomberg U.S. Credit Index
N/A
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAG6
583000.00000000
PA
USD
502181.51000000
0.280824779577
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
2.40000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2180000.00000000
PA
USD
2657256.50000000
1.485963652652
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAB6
221000.00000000
PA
USD
170354.42000000
0.095263846824
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
319000.00000000
PA
USD
271298.66000000
0.151712846604
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
PureWest Funding LLC
549300CU0IQI7FATI376
Purewest Funding LLC
746245AA7
163761.27000000
PA
USD
155308.98000000
0.086850290595
Long
ABS-O
CORP
US
N
2
2036-12-22
Fixed
4.09100000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAA5
70000.00000000
PA
USD
70228.20000000
0.039272291775
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.05500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
2195000.00000000
PA
USD
1339009.99000000
0.748787396202
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
224765.18000000
PA
USD
222977.71000000
0.124691301879
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
6.19668000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
2000000.00000000
PA
USD
2183235.88000000
1.220886716373
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
1657000.00000000
PA
USD
1628662.48000000
0.910763882868
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
1130000.00000000
PA
USD
979127.47000000
0.547537594407
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBF4
27000.00000000
PA
USD
32989.40000000
0.018447993004
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAC9
173000.00000000
PA
USD
155344.01000000
0.086869879711
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.87500000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CJ6
700000.00000000
PA
USD
495320.51000000
0.276988041716
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAD5
264000.00000000
PA
USD
212149.12000000
0.118635849140
Long
DBT
CORP
GB
N
2
2031-04-06
Fixed
2.50000000
N
N
N
N
N
N
USQ Rail I LLC
25490077I8NB6ADB4I38
ITE Rail Fund Levered LP
90352WAD6
179877.04000000
PA
USD
152654.25000000
0.085365739785
Long
ABS-O
CORP
US
N
2
2051-02-28
Fixed
2.25000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
426000.00000000
PA
USD
340951.83000000
0.190663576017
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AT5
36000.00000000
PA
USD
36664.20000000
0.020502976868
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACZ6
83000.00000000
PA
USD
80573.64000000
0.045057562339
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAK7
38000.00000000
PA
USD
35562.64000000
0.019886973813
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
351000.00000000
PA
USD
288239.94000000
0.161186574981
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
342397.22320000
PA
USD
310354.18000000
0.173553072851
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
65000.00000000
PA
USD
60105.75000000
0.033611719386
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
650000.00000000
PA
USD
552815.28000000
0.309139675718
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
600000.00000000
PA
USD
552213.46000000
0.308803132127
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BA0
782000.00000000
PA
USD
754735.09000000
0.422055195319
Long
DBT
CORP
NL
N
2
2026-03-28
Fixed
3.86900000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BN2
548000.00000000
PA
USD
536512.86000000
0.300023204060
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
6.62500000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust IV
97064EAA6
1017475.29000000
PA
USD
857263.63000000
0.479390151052
Long
ABS-O
CORP
US
N
2
2043-09-15
Variable
4.75000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
371000.00000000
PA
USD
333309.05000000
0.186389659184
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
735000.00000000
PA
USD
599095.78000000
0.335020180978
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
1745000.00000000
PA
USD
1244464.79000000
0.695916801763
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50066PAR1
208000.00000000
PA
USD
195768.70000000
0.109475759124
Long
DBT
NUSS
KR
N
2
2025-04-18
Fixed
1.75000000
N
N
N
N
N
N
SFS Auto Receivables Securitiz
N/A
SFS Auto Receivables Securitization Trust 2023-1
78398AAB9
213000.00000000
PA
USD
212696.39000000
0.118941887841
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
5.89000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TU2
525000.00000000
PA
USD
489480.47000000
0.273722234606
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
756247.50000000
PA
USD
684933.06000000
0.383021221948
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
656000.00000000
PA
USD
615980.87000000
0.344462487362
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
703000.00000000
PA
USD
665500.50000000
0.372154345589
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 36m Ltd
38175BAE4
2250000.00000000
PA
USD
2128997.25000000
1.190555947495
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
7.73146000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
160000.00000000
PA
USD
137637.08000000
0.076967992415
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-NQM1
64830JAA8
876685.33000000
PA
USD
718249.71000000
0.401652216332
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
2.27653000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
200000.00000000
PA
USD
213545.44000000
0.119416684851
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
757000.00000000
PA
USD
653955.19000000
0.365698096063
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAN6
28000.00000000
PA
USD
27948.31000000
0.015628966497
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.37500000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
190636.24790000
PA
USD
183978.37000000
0.102882492034
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
Antares CLO
N/A
Antares CLO 2017-1 Ltd
03665JAL2
1092500.00000000
PA
USD
1035620.08000000
0.579128810800
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
8.28775000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
1219000.00000000
PA
USD
1056764.63000000
0.590953048600
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co of America/The
401378AC8
148000.00000000
PA
USD
110905.13000000
0.062019226248
Long
DBT
CORP
US
N
2
2077-01-24
Fixed
4.85000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AC1
500000.00000000
PA
USD
544190.41000000
0.304316564615
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
8.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
552000.00000000
PA
USD
395094.00000000
0.220940403525
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
1109000.00000000
PA
USD
796558.93000000
0.445443493006
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10yr Ultra
000000000
-12.00000000
NC
USD
42623.28000000
0.023835352302
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
2023-12-19
-1381373.28000000
USD
42623.28000000
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAG3
667000.00000000
PA
USD
571317.36000000
0.319486218620
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
400000.00000000
PA
USD
329327.72000000
0.184163260765
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
90000.00000000
PA
USD
88608.56000000
0.049550767671
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
FORD HOLDINGS LLC
N/A
Ford Holdings LLC
345277AE7
1000000.00000000
PA
USD
1086790.00000000
0.607743527230
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
9.30000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
247000.00000000
PA
USD
211318.60000000
0.118171414287
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AA6
197000.00000000
PA
USD
194067.67000000
0.108524526621
Long
DBT
CORP
US
N
2
2030-08-02
Fixed
6.34300000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
462000.00000000
PA
USD
404973.91000000
0.226465345190
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAC1
432000.00000000
PA
USD
367113.60000000
0.205293491988
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
111000.00000000
PA
USD
104836.65000000
0.058625673270
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
457000.00000000
PA
USD
363900.51000000
0.203496700842
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
161000.00000000
PA
USD
155012.84000000
0.086684686229
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1500000.00000000
PA
USD
1432622.96000000
0.801136678568
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBU8
745000.00000000
PA
USD
619453.02000000
0.346404147377
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
980000.00000000
PA
USD
738852.74000000
0.413173630886
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.90000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
524000.00000000
PA
USD
456240.90000000
0.255134344107
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL
N/A
Farmers Exchange Capital
309588AE1
2250000.00000000
PA
USD
2098565.35000000
1.173538133339
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
7.20000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
555000.00000000
PA
USD
504669.70000000
0.282216199600
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
1402000.00000000
PA
USD
1193590.48000000
0.667467393317
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
539580.00000000
PA
USD
454659.82000000
0.254250188809
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
621000.00000000
PA
USD
381143.53000000
0.213139165159
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
750000.00000000
PA
USD
685646.93000000
0.383420424988
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BQ2
917000.00000000
PA
USD
693759.08000000
0.387956818085
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.20000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
1177000.00000000
PA
USD
1101568.01000000
0.616007534005
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAE9
400000.00000000
PA
USD
383938.76000000
0.214702284933
Long
DBT
CORP
AU
N
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
1076000.00000000
PA
USD
1048553.42000000
0.586361260188
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
1952000.00000000
PA
USD
1915449.56000000
1.071138004422
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
342000.00000000
PA
USD
284327.72000000
0.158998823546
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
617000.00000000
PA
USD
367269.39000000
0.205380611270
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AMX5
1.03000000
PA
USD
1.03000000
0.000000575986
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
7.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AD0
70000.00000000
PA
USD
65967.01000000
0.036889392926
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.08100000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd
64135DAA3
936929.00000000
PA
USD
928130.30000000
0.519019481455
Long
ABS-CBDO
CORP
KY
N
2
2035-04-14
Floating
6.61105000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
674000.00000000
PA
USD
445298.35000000
0.249015163830
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
550000.00000000
PA
USD
563894.26000000
0.315335148977
Long
DBT
CORP
US
N
2
2027-10-28
Floating
7.37720000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
329000.00000000
PA
USD
295235.54000000
0.165098582470
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
209000.00000000
PA
USD
244144.40000000
0.136527920582
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
447000.00000000
PA
USD
440314.04000000
0.246227889250
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAP6
92000.00000000
PA
USD
88731.24000000
0.049619371518
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
389000.00000000
PA
USD
310345.72000000
0.173548341936
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
694000.00000000
PA
USD
586841.10000000
0.328167244856
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
154000.00000000
PA
USD
119436.75000000
0.066790191045
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
500000.00000000
PA
USD
489408.33000000
0.273681893217
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
817133.33000000
PA
USD
689184.06000000
0.385398422450
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
385000.00000000
PA
USD
368363.56000000
0.205992481765
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
217141.00000000
PA
USD
215307.18000000
0.120401866976
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
91788.63000000
PA
USD
79409.29000000
0.044406446507
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAZ6
441000.00000000
PA
USD
425363.40000000
0.237867346102
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBG5
529000.00000000
PA
USD
329224.71000000
0.184105656572
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
200000.00000000
PA
USD
207000.70000000
0.115756802654
Long
DBT
CORP
US
N
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
641000.00000000
PA
USD
509728.54000000
0.285045152080
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
106000.00000000
PA
USD
103574.37000000
0.057919794030
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
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
591346.18000000
0.330686529363
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1000000.00000000
PA
USD
1272323.00000000
0.711495383465
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CTH6
32608.41000000
PA
USD
31278.77000000
0.017491392087
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
3.88000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
1755000.00000000
PA
USD
1512113.39000000
0.845588499352
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
638000.00000000
PA
USD
562854.32000000
0.314753604425
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
446000.00000000
PA
USD
392972.28000000
0.219753917086
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
267000.00000000
PA
USD
201964.62000000
0.112940577788
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
788000.00000000
PA
USD
594883.17000000
0.332664448537
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
209000.00000000
PA
USD
198651.93000000
0.111088089354
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Apidos CLO Ltd
N/A
Apidos CLO XXXIX Ltd
03766HAA8
950000.00000000
PA
USD
940669.10000000
0.526031300242
Long
ABS-CBDO
CORP
JE
N
2
2035-04-21
Floating
6.63352000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
200000.00000000
PA
USD
157220.76000000
0.087919376545
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BK8
123000.00000000
PA
USD
120434.32000000
0.067348041881
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
5.80000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
561000.00000000
PA
USD
416681.16000000
0.233012153138
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
1242000.00000000
PA
USD
1195452.14000000
0.668508451677
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BG7
177000.00000000
PA
USD
174914.84000000
0.097814077997
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAH4
147000.00000000
PA
USD
144333.87000000
0.080712902449
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.35000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CH0
119000.00000000
PA
USD
108102.80000000
0.060452136084
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
1175000.00000000
PA
USD
785376.26000000
0.439190035292
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.87500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
91000.00000000
PA
USD
72453.75000000
0.040516840959
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CZ5
153000.00000000
PA
USD
153092.76000000
0.085610958838
Long
ABS-O
CORP
US
N
2
2035-10-15
Fixed
6.16000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
515000.00000000
PA
USD
441210.53000000
0.246729215168
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
161000.00000000
PA
USD
152405.25000000
0.085226496566
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.83600000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
80000.00000000
PA
USD
70191.25000000
0.039251628976
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
Flexential Issuer, LLC
N/A
Flexential Issuer 2021-1
33938MAA7
555000.00000000
PA
USD
486047.85000000
0.271802680151
Long
ABS-O
CORP
US
N
2
2051-11-27
Fixed
3.25000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
878000.00000000
PA
USD
825168.72000000
0.461442365547
Long
DBT
CORP
CL
N
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2022-FL8 Ltd
55284JAG4
448000.00000000
PA
USD
428652.67000000
0.239706737844
Long
ABS-CBDO
CORP
KY
N
2
2037-02-19
Floating
7.52708000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAJ9
200000.00000000
PA
USD
202652.04000000
0.113324989731
Long
DBT
CORP
NL
N
2
2027-10-11
Fixed
6.30000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
684000.00000000
PA
USD
433409.64000000
0.242366881687
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
215000.00000000
PA
USD
259794.07000000
0.145279368098
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
9.37500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
637000.00000000
PA
USD
622358.49000000
0.348028914430
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
405000.00000000
PA
USD
413387.04000000
0.231170049228
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
200000.00000000
PA
USD
178188.34000000
0.099644651002
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
305000.00000000
PA
USD
294016.37000000
0.164416810761
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
167000.00000000
PA
USD
125927.60000000
0.070419937430
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1162000.00000000
PA
USD
1014863.20000000
0.567521361831
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAQ8
200000.00000000
PA
USD
165495.24000000
0.092546546156
Long
DBT
CORP
KY
N
2
2029-03-08
Variable
3.10000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AT6
232000.00000000
PA
USD
233035.97000000
0.130315978596
Long
DBT
CORP
CO
N
2
2029-01-19
Fixed
8.62500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
61000.00000000
PA
USD
57138.35000000
0.031952320475
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
659455.57110000
PA
USD
564850.27000000
0.315869759058
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
251000.00000000
PA
USD
122293.87000000
0.068387920308
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
597360.00000000
PA
USD
522661.33000000
0.292277293903
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAP6
370000.00000000
PA
USD
362063.57000000
0.202469466146
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QJU5
28942.50000000
PA
USD
28893.74000000
0.016157660139
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
901000.00000000
PA
USD
846439.51000000
0.473337197981
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
728123.25000000
0.407173595831
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
500000.00000000
PA
USD
449118.04000000
0.251151171590
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
326000.00000000
PA
USD
292644.96000000
0.163649904964
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
1241000.00000000
PA
USD
1137709.83000000
0.636218390902
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
551000.00000000
PA
USD
143180.66000000
0.080068016212
Long
DBT
NUSS
UA
N
2
2035-03-15
Variable
7.25300000
N
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
195000.00000000
PA
USD
115441.64000000
0.064556086716
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
51000.00000000
PA
USD
49969.42000000
0.027943385165
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044AN7
1500000.00000000
PA
USD
1553887.71000000
0.868949104974
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.80000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
70000.00000000
PA
USD
82248.37000000
0.045994087627
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
318000.00000000
PA
USD
274325.12000000
0.153405272441
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBE9
215000.00000000
PA
USD
147771.62000000
0.082635325650
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
432000.00000000
PA
USD
355224.90000000
0.198645215438
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAC0
155000.00000000
PA
USD
151368.73000000
0.084646864511
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.54400000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504KAA5
200000.00000000
PA
USD
208347.20000000
0.116509778537
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBC1
53000.00000000
PA
USD
49538.60000000
0.027702466436
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAX8
454000.00000000
PA
USD
346659.37000000
0.193855287839
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.59300000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
1059000.00000000
PA
USD
1189733.55000000
0.665310560587
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-B
88167QAC0
449000.00000000
PA
USD
448832.84000000
0.250991684979
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
6.13000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
747000.00000000
PA
USD
529346.62000000
0.296015773025
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
250000.00000000
PA
USD
167701.40000000
0.093780252263
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
MIDAMERICAN FUNDING LLC
N/A
MidAmerican Funding LLC
59562HAJ7
500000.00000000
PA
USD
527571.32000000
0.295023008016
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.92700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206PPY0
899.21000000
PA
USD
897.31000000
0.000501784470
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
48.00000000
NC
USD
-42124.42000000
-0.02355638494
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
2023-12-29
9772249.44000000
USD
-42124.42000000
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
255000.00000000
PA
USD
217767.04000000
0.121777444588
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
28000.00000000
PA
USD
27162.77000000
0.015189684896
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
255000.00000000
PA
USD
238953.79000000
0.133625281038
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B85
1199000.00000000
PA
USD
1122926.81000000
0.627951582486
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
853000.00000000
PA
USD
683292.24000000
0.382103659462
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2023-1
432917AA0
98852.49000000
PA
USD
98456.18000000
0.055057652454
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAL6
167000.00000000
PA
USD
150642.00000000
0.084240470034
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.54648000
N
N
N
N
N
N
Ivy Hill Middle Market Credit
5493003XZKSFJKWICW70
IVY Hill Middle Market Credit Fund XII Ltd
46600CAU4
866000.00000000
PA
USD
819959.98000000
0.458529587531
Long
ABS-CBDO
CORP
KY
N
2
2033-07-20
Floating
8.48775000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAD0
36000.00000000
PA
USD
22117.97000000
0.012368583721
Long
DBT
CORP
US
N
2
2048-09-20
Fixed
4.62500000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
2007000.00000000
PA
USD
1802491.72000000
1.007970882798
Long
DBT
CORP
AU
N
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
188000.00000000
PA
USD
188906.45000000
0.105638322251
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AT3
200000.00000000
PA
USD
189580.00000000
0.106014977955
Long
DBT
NUSS
HU
N
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
164000.00000000
PA
USD
125268.09000000
0.070051133030
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAA4
1000000.00000000
PA
USD
1088030.89000000
0.608437444974
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
8.05000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
151000.00000000
PA
USD
139568.09000000
0.078047831968
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.87500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
753000.00000000
PA
USD
564285.27000000
0.315553805568
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
246000.00000000
PA
USD
223273.51000000
0.124856716113
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
346000.00000000
PA
USD
315453.59000000
0.176404712468
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
200000.00000000
PA
USD
142061.32000000
0.079442070409
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.20000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CW7
90000.00000000
PA
USD
89063.16000000
0.049804984407
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
1025000.00000000
PA
USD
908564.51000000
0.508078101587
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAB9
612000.00000000
PA
USD
548103.46000000
0.306504780194
Long
DBT
CORP
GB
N
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2017-C LLC
83405DAD0
1099000.00000000
PA
USD
1031671.08000000
0.576920491632
Long
ABS-O
CORP
US
N
2
2040-07-25
Variable
3.56000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
1063000.00000000
PA
USD
916772.87000000
0.512668296251
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHQ7
233000.00000000
PA
USD
228012.34000000
0.127506715891
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
COX ENTERPRISES INC
TVRMNZKRGA8LPW6XPG60
Cox Enterprises Inc
224050AE4
500000.00000000
PA
USD
515464.00000000
0.288252477038
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.37500000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd
34961JAY0
600000.00000000
PA
USD
586696.20000000
0.328086215368
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
7.11957000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAA5
329000.00000000
PA
USD
266879.36000000
0.149241531106
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
238000.00000000
PA
USD
178749.85000000
0.099958652850
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO IX Ltd
55281XAM3
556000.00000000
PA
USD
551411.33000000
0.308354573237
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
6.80796000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
473000.00000000
PA
USD
456427.80000000
0.255238860403
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd
55284AAC2
922500.00000000
PA
USD
899538.05000000
0.503030417454
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
6.89505000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
2200000.00000000
PA
USD
2055904.62000000
1.149681838633
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2S0
644000.00000000
PA
USD
639552.95000000
0.357644223523
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53200000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CG3
92000.00000000
PA
USD
89145.36000000
0.049850951446
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
435291.90000000
PA
USD
360377.64000000
0.201526677710
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
PMT ISSUER TRUST - FMSR
N/A
PMT Issuer Trust - FMSR
69346MAD1
566000.00000000
PA
USD
551254.85000000
0.308267068101
Long
ABS-O
CORP
US
N
2
2026-03-25
Floating
8.43420000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
548000.00000000
PA
USD
506045.12000000
0.282985347828
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
930000.00000000
PA
USD
722198.56000000
0.403860451619
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
904000.00000000
PA
USD
790881.40000000
0.442268563068
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAB6
1000000.00000000
PA
USD
1143640.75000000
0.639535018991
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
1155893.00000000
PA
USD
983225.70000000
0.549829364441
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
1136000.00000000
PA
USD
965457.51000000
0.539893219958
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCZ1
201000.00000000
PA
USD
192563.69000000
0.107683486393
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
891000.00000000
PA
USD
705737.70000000
0.394655378773
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404BTH5
50015.45000000
PA
USD
49022.86000000
0.027414059617
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
1000000.00000000
PA
USD
576112.53000000
0.322167724274
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAP0
191000.00000000
PA
USD
183129.50000000
0.102407795682
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.40000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AG5
20000.00000000
PA
USD
20153.53000000
0.011270049787
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
9.19000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CC4
500000.00000000
PA
USD
542997.76000000
0.303649623147
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.75000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
898301.71290000
PA
USD
808517.18000000
0.452130662593
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-46.00000000
NC
USD
38820.76000000
0.021708946173
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
WI TREAS. NT/BD
United States Treasury Note/Bond - When Issued
2023-12-19
-5009695.76000000
USD
38820.76000000
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAB7
700000.00000000
PA
USD
507108.00000000
0.283579720651
Long
DBT
CORP
LU
N
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
1360000.00000000
PA
USD
1463216.25000000
0.818244743580
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
675000.00000000
PA
USD
643707.20000000
0.359967320486
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BE7
121000.00000000
PA
USD
117244.93000000
0.065564504005
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
528000.00000000
PA
USD
317456.37000000
0.177524686503
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
326000.00000000
PA
USD
244018.22000000
0.136457359500
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
500000.00000000
PA
USD
397332.77000000
0.222192345461
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
129000.00000000
PA
USD
127503.50000000
0.071301196021
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
250000.00000000
PA
USD
243277.50000000
0.136043141679
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61300000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
53000.00000000
PA
USD
43063.90000000
0.024081751288
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AF4
131000.00000000
PA
USD
131262.13000000
0.073403058436
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.35000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
1164000.00000000
PA
USD
879616.39000000
0.491890031623
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1336000.00000000
PA
USD
710311.63000000
0.397213164869
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
1500000.00000000
PA
USD
1758306.15000000
0.983261882748
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AA2
110000.00000000
PA
USD
104500.00000000
0.058437415319
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
59000.00000000
PA
USD
53664.27000000
0.030009581184
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455VJ6
365000.00000000
PA
USD
291436.81000000
0.162974295746
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
3.59900000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAJ7
540000.00000000
PA
USD
354573.02000000
0.198280677808
Long
DBT
CORP
NL
N
2
2052-01-19
Fixed
4.98700000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
580000.00000000
PA
USD
462990.53000000
0.258908802782
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
400000.00000000
PA
USD
379661.28000000
0.212310276557
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
245000.00000000
PA
USD
176519.46000000
0.098711397091
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
503000.00000000
PA
USD
352039.51000000
0.196863914400
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
274000.00000000
PA
USD
256900.14000000
0.143661054324
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAL9
260000.00000000
PA
USD
224430.86000000
0.125503917477
Long
DBT
CORP
KY
N
2
2030-06-18
Variable
4.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
398000.00000000
PA
USD
346779.18000000
0.193922286755
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DM0
68000.00000000
PA
USD
60678.79000000
0.033932168921
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
5.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
255000.00000000
PA
USD
238110.73000000
0.133153833695
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
2655000.00000000
PA
USD
2094321.08000000
1.171164696318
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AV8
38000.00000000
PA
USD
35820.87000000
0.020031378538
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.62500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
690000.00000000
PA
USD
667130.78000000
0.373066014005
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
360000.00000000
PA
USD
268567.18000000
0.150185376449
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814CS0
1550000.00000000
PA
USD
1654206.93000000
0.925048587498
Long
DBT
NUSS
CA
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
1120000.00000000
PA
USD
992679.00000000
0.555115741649
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
326000.00000000
PA
USD
284764.31000000
0.159242968916
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
193000.00000000
PA
USD
194494.59000000
0.108763264433
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
97000.00000000
PA
USD
92301.87000000
0.051616102507
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAA1
363000.00000000
PA
USD
256667.55000000
0.143530987736
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
31.00000000
NC
USD
-28841.16000000
-0.01612825689
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
2023-12-29
3294981.94000000
USD
-28841.16000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
200000.00000000
PA
USD
173786.42000000
0.097183054569
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
166000.00000000
PA
USD
111221.91000000
0.062196372701
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
103000.00000000
PA
USD
107696.16000000
0.060224739045
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2022-3
57109NAA7
47534.13000000
PA
USD
47344.71000000
0.026475621832
Long
ABS-O
CORP
US
N
2
2032-11-15
Fixed
5.18000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-C
34535AAF7
565000.00000000
PA
USD
552485.53000000
0.308955276314
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.03000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
698000.00000000
PA
USD
578523.27000000
0.323515833504
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
600000.00000000
PA
USD
587043.41000000
0.328280378574
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
539000.00000000
PA
USD
375925.50000000
0.210221192084
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A78
500000.00000000
PA
USD
497139.06000000
0.278004992545
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
800000.00000000
PA
USD
787125.00000000
0.440167947691
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
342000.00000000
PA
USD
341571.91000000
0.191010330777
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAE4
490000.00000000
PA
USD
446904.17000000
0.249913153976
Long
DBT
CORP
CL
N
2
2029-01-12
Fixed
3.87500000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
288000.00000000
PA
USD
285337.43000000
0.159563463188
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
371000.00000000
PA
USD
288764.77000000
0.161480065016
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
369000.00000000
PA
USD
356104.11000000
0.199136878212
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
1500000.00000000
PA
USD
1624341.23000000
0.908347397883
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
2000000.00000000
PA
USD
2290881.70000000
1.281083304801
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
635000.00000000
PA
USD
555243.87000000
0.310497766842
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
1122000.00000000
PA
USD
892015.78000000
0.498823890983
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
1157540.00640000
PA
USD
1030864.27000000
0.576469315641
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DV6
271000.00000000
PA
USD
249987.12000000
0.139795226373
Long
DBT
CORP
US
N
2
2053-03-08
Fixed
5.85000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
925524AX8
179000.00000000
PA
USD
162732.28000000
0.091001472079
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
911000.00000000
PA
USD
968945.18000000
0.541843558908
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft
09229CAB5
313090.07000000
PA
USD
261430.21000000
0.146194313482
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
3.44600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
926000.00000000
PA
USD
790349.80000000
0.441971287183
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAA6
273000.00000000
PA
USD
170101.60000000
0.095122467423
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
200000.00000000
PA
USD
156517.98000000
0.087526375141
Long
DBT
CORP
N/A
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
544084.80300000
PA
USD
463536.09000000
0.259213885235
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
PANHANDLE EAST PIPE LINE
Y7WHF83UZ55OTCFC0K67
Panhandle Eastern Pipe Line Co LP
12589YAF6
1000000.00000000
PA
USD
1008507.92000000
0.563967427507
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300IFG1NMINYRYF89
Amur Equipment Finance Receivables XI LLC
03236XAB3
82090.47000000
PA
USD
81314.85000000
0.045472054173
Long
ABS-O
CORP
US
N
2
2028-06-21
Fixed
5.30000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAR5
1000000.00000000
PA
USD
1326772.75000000
0.741944212698
Long
DBT
CORP
US
N
2
2058-06-15
Fixed
10.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
235500.00000000
PA
USD
110887.38000000
0.062009300275
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
988000.00000000
PA
USD
953963.92000000
0.533465892758
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAF9
1061000.00000000
PA
USD
1028123.22000000
0.574936493849
Long
DBT
CORP
IN
N
2
2024-07-24
Fixed
3.37500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
615000.00000000
PA
USD
502919.61000000
0.281237532269
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
443000.00000000
PA
USD
165468.70000000
0.092531704730
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
90000.00000000
PA
USD
87424.05000000
0.048888378170
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
53000.00000000
PA
USD
51106.61000000
0.028579312862
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
463000.00000000
PA
USD
422008.04000000
0.235990996189
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
533000.00000000
PA
USD
395267.65000000
0.221037510292
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
159000.00000000
PA
USD
154512.36000000
0.086404812951
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
611627.36000000
PA
USD
555615.87000000
0.310705792856
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
203000.00000000
PA
USD
204776.25000000
0.114512868602
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.87500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
1017000.00000000
PA
USD
798275.73000000
0.446403544247
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
787000.00000000
PA
USD
776126.93000000
0.434017720090
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
582000.00000000
PA
USD
573729.58000000
0.320835155481
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QRL6
110672.87000000
PA
USD
111402.78000000
0.062297516963
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
200000.00000000
PA
USD
177158.62000000
0.099068821573
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
40.00000000
NC
USD
-189022.80000000
-0.10570338630
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
2023-12-19
4740272.80000000
USD
-189022.80000000
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
992000.00000000
PA
USD
928901.34000000
0.519450654515
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
339000.00000000
PA
USD
273034.21000000
0.152683383027
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
352000.00000000
PA
USD
342106.02000000
0.191309010279
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
500000.00000000
PA
USD
482435.67000000
0.269782713999
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
Cerberus
635400N8FQLKT6GMFM47
Cerberus Loan Funding XXXVII LP
15672QAA5
1500000.00000000
PA
USD
1476859.50000000
0.825874181538
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
7.08796000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
2402000.00000000
PA
USD
2239281.89000000
1.252228189707
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
391000.00000000
PA
USD
334397.55000000
0.186998358960
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
324500.00000000
PA
USD
316933.54000000
0.177232314888
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust VI
97064GAA1
619477.55000000
PA
USD
496764.62000000
0.277795602059
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
425000.00000000
PA
USD
382944.92000000
0.214146519949
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
425000.00000000
PA
USD
335669.15000000
0.187709450034
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
938884.20180000
PA
USD
774600.59000000
0.433164175932
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
162000.00000000
PA
USD
150551.78000000
0.084190018134
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
119000.00000000
PA
USD
97193.79000000
0.054351711700
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAF8
1250000.00000000
PA
USD
1249333.41000000
0.698639381370
Long
DBT
CORP
CH
N
2
2025-02-21
Floating
6.58000800
N
N
N
N
N
N
NEW ENGLAND POWER CO
549300DTVRGN9GYD5U85
New England Power Co
644188BH6
356000.00000000
PA
USD
337177.07000000
0.188552693549
Long
DBT
CORP
US
N
2
2052-11-25
Fixed
5.93600000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
559000.00000000
PA
USD
489680.98000000
0.273834361746
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AN8
243000.00000000
PA
USD
147733.20000000
0.082613840812
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
91282CHT1
240000.00000000
PA
USD
226837.50000000
0.126849733948
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
418000.00000000
PA
USD
328121.39000000
0.183488669309
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493004NKU3QU5G6QW39
Eaton Vance CLO 2020-1 Ltd
278300AJ7
1500000.00000000
PA
USD
1482774.00000000
0.829181627403
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.73957000
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
146908.77000000
0.082152811546
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
885000.00000000
PA
USD
877669.81000000
0.490801485174
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
265000.00000000
PA
USD
247163.46000000
0.138216208267
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
1027000.00000000
PA
USD
859738.48000000
0.480774111218
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
US ULTRA BOND CBT
000000000
74.00000000
NC
USD
-678140.44000000
-0.37922272284
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
2023-12-19
9461015.44000000
USD
-678140.44000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBA6
631000.00000000
PA
USD
630962.14000000
0.352840159103
Long
DBT
NUSS
SA
N
2
2032-10-25
Fixed
5.50000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
178000.00000000
PA
USD
173196.39000000
0.096853104060
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
BRITISH AIR 20-1 A PTT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
101382.88620000
PA
USD
90888.38000000
0.050825665165
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAH4
67000.00000000
PA
USD
66932.33000000
0.037429209249
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.25000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
178402.28000000
PA
USD
157221.99000000
0.087920064373
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
213000.00000000
PA
USD
157929.70000000
0.088315822681
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAB4
387000.00000000
PA
USD
377530.11000000
0.211118505587
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
323000.00000000
PA
USD
253033.03000000
0.141498528839
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust 2023-1
233868AC2
428000.00000000
PA
USD
428045.97000000
0.239367465310
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.90000000
N
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
484205.01830000
PA
USD
456438.33000000
0.255244748881
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FD3
1400000.00000000
PA
USD
1569932.48000000
0.877921496249
Long
DBT
CORP
US
N
2
2095-12-01
Fixed
7.90000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
134000.00000000
PA
USD
130789.85000000
0.073138954871
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AY8
14000.00000000
PA
USD
13573.00000000
0.007590153475
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
UNION CARBIDE CORP
QE84C8O80MNLK8IFRL44
Union Carbide Corp
905581AS3
2000000.00000000
PA
USD
2241176.20000000
1.253287506264
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
314000.00000000
PA
USD
264545.00000000
0.147936134314
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
880000.00000000
PA
USD
905432.68000000
0.506326751822
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAU0
211000.00000000
PA
USD
167938.40000000
0.093912784966
Long
DBT
CORP
N/A
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
1655000.00000000
PA
USD
1300248.70000000
0.727111706230
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
384000.00000000
PA
USD
272709.43000000
0.152501762895
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
2023-11-20
Insight Select Income Fund
Thomas Stabile
Thomas Stabile
Treasurer and Vice President