0001752724-24-262597.txt : 20241122
0001752724-24-262597.hdr.sgml : 20241122
20241122091339
ACCESSION NUMBER: 0001752724-24-262597
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240930
FILED AS OF DATE: 20241122
DATE AS OF CHANGE: 20241122
PERIOD START: 20250331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Insight Select Income Fund
CENTRAL INDEX KEY: 0000030125
ORGANIZATION NAME:
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: 241486821
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
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10166
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Duke Energy Corp
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2052-08-15
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Micron Technology Inc
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USD
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2032-04-15
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BERKSHIRE HATHAWAY ENERG
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DBT
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2051-05-15
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ALLIANZ SE
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Allianz SE
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USD
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DBT
CORP
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N/A
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AT&T INC
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AT&T Inc
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DBT
CORP
US
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2046-05-15
Fixed
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N
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New Residential Mortgage Loan
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New Residential Mortgage Loan Trust 2021-NQM2R
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USD
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Long
ABS-MBS
CORP
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2058-10-25
Variable
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N
N
N
N
N
Flexential Issuer, LLC
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Flexential Issuer 2021-1
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USD
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Long
ABS-O
CORP
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2
2051-11-27
Fixed
3.25000000
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N
N
N
N
N
FLORIDA GAS TRANSMISSION
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Florida Gas Transmission Co LLC
340711AG5
10000.00000000
PA
USD
10015.21000000
0.005108543623
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
9.19000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
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Empresa Nacional del Petroleo
29245JAP7
200000.00000000
PA
USD
210210.00000000
0.107223608407
Long
DBT
CORP
CL
N
2
2034-07-30
Fixed
5.95000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CTH6
26045.55000000
PA
USD
25903.73000000
0.013212936595
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
3.88000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UA4
243000.00000000
PA
USD
263199.38000000
0.134252353619
Long
DBT
UST
US
N
2
2054-05-15
Fixed
4.62500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
617000.00000000
PA
USD
445591.09000000
0.227286449474
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAW8
196000.00000000
PA
USD
191563.86000000
0.097712612671
Long
DBT
CORP
US
N
2
2054-09-18
Fixed
4.70000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
462000.00000000
PA
USD
446301.79000000
0.227648962288
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
140000.00000000
PA
USD
138654.11000000
0.070724485013
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AQ5
262000.00000000
PA
USD
262029.09000000
0.133655413812
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.45000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAA1
363000.00000000
PA
USD
291449.44000000
0.148662102779
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404BTH5
42004.21000000
PA
USD
42501.53000000
0.021679118069
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
398289.46530000
PA
USD
392800.36000000
0.200359031364
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
UNITED AIRLINES INC
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United Airlines Inc
90932LAG2
65000.00000000
PA
USD
64010.10000000
0.032650177900
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Antares CLO
N/A
Antares CLO 2017-1 Ltd
03665JAL2
1092500.00000000
PA
USD
1105045.18000000
0.563659824238
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
8.24362000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
555000.00000000
PA
USD
540438.48000000
0.275666067018
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
1500000.00000000
PA
USD
1787479.92000000
0.911755135239
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
126742.35000000
PA
USD
129315.61000000
0.065961116634
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
600000.00000000
PA
USD
555223.44000000
0.283207557724
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
365000.00000000
PA
USD
362343.93000000
0.184823860231
Long
DBT
CORP
AU
N
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
FORD HOLDINGS LLC
N/A
Ford Holdings LLC
345277AE7
1000000.00000000
PA
USD
1176046.21000000
0.599875925457
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
9.30000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAS6
541000.00000000
PA
USD
561758.17000000
0.286540783216
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.37500000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAG6
200000.00000000
PA
USD
194392.66000000
0.099155522825
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
703902.50000000
PA
USD
671391.28000000
0.342462279126
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B85
1199000.00000000
PA
USD
1185554.29000000
0.604725792954
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89157XAB7
348000.00000000
PA
USD
359147.87000000
0.183193618635
Long
DBT
CORP
FR
N
2
2054-04-05
Fixed
5.48800000
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
646755.17000000
0.329895928280
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
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Philip Morris International Inc
718172CP2
580000.00000000
PA
USD
517365.21000000
0.263896887307
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
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JPMorgan Chase & Co
46647PDR4
400000.00000000
PA
USD
418148.32000000
0.213288481613
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
463000.00000000
PA
USD
447124.18000000
0.228068445773
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
697000.00000000
PA
USD
696556.01000000
0.355298267686
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
1071648.00770000
PA
USD
1010881.71000000
0.515629059605
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
318000.00000000
PA
USD
307146.98000000
0.156669080953
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300IFG1NMINYRYF89
Amur Equipment Finance Receivables XI LLC
03236XAB3
47715.08000000
PA
USD
47856.86000000
0.024410756939
Long
ABS-O
CORP
US
N
2
2028-06-21
Fixed
5.30000000
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
1198393.15000000
0.611274619828
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AR4
1000000.00000000
PA
USD
1067353.00000000
0.544433852361
Long
DBT
CORP
CA
N
2
2084-05-02
Fixed
7.50000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2022-FL8 Ltd
55284JAG4
448000.00000000
PA
USD
433864.70000000
0.221305069667
Long
ABS-CBDO
CORP
KY
N
2
2037-02-19
Floating
7.16482000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DV6
271000.00000000
PA
USD
290776.08000000
0.148318636298
Long
DBT
CORP
US
N
2
2053-03-08
Fixed
5.85000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
371000.00000000
PA
USD
384131.55000000
0.195937257477
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
992000.00000000
PA
USD
1064062.34000000
0.542755357335
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BX1
400000.00000000
PA
USD
437907.38000000
0.223367153950
Long
DBT
NUSS
PA
N
2
2031-03-01
Fixed
7.50000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
980000.00000000
PA
USD
871063.35000000
0.444310715659
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.90000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
167000.00000000
PA
USD
145423.23000000
0.074177267812
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UC0
225000.00000000
PA
USD
229464.84000000
0.117045088946
Long
DBT
UST
US
N
2
2054-08-15
Fixed
4.25000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
103000.00000000
PA
USD
121084.04000000
0.061762369484
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
550000.00000000
PA
USD
487311.08000000
0.248566920768
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CC4
500000.00000000
PA
USD
560230.76000000
0.285761684164
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.75000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
245000.00000000
PA
USD
191947.43000000
0.097908263494
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAY5
59000.00000000
PA
USD
55157.59000000
0.028134702587
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
4.87500000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAM9
200000.00000000
PA
USD
209475.74000000
0.106849078144
Long
DBT
CORP
GB
N
2
2054-03-26
Fixed
5.50000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
508000.00000000
PA
USD
504354.08000000
0.257260189204
Long
DBT
CORP
CL
N
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
750000.00000000
PA
USD
750636.00000000
0.382883309646
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
638000.00000000
PA
USD
631792.83000000
0.322263959843
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
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
866116.91000000
0.441787642800
Long
ABS-CBDO
CORP
KY
N
2
2033-07-20
Floating
8.44362000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAV2
780000.00000000
PA
USD
774930.00000000
0.395275157525
Long
DBT
NUSS
RO
N
2
2035-03-24
Fixed
5.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
106000.00000000
PA
USD
110470.06000000
0.056348406137
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
90000.00000000
PA
USD
92617.13000000
0.047242009794
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AE3
85000.00000000
PA
USD
88837.45000000
0.045314076165
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.62500000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAB6
221000.00000000
PA
USD
188352.91000000
0.096074776006
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BQ2
467000.00000000
PA
USD
398589.57000000
0.203311983107
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.20000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DV0
339000.00000000
PA
USD
341545.76000000
0.174215160190
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.00000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAC0
155000.00000000
PA
USD
174390.37000000
0.088952784087
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.54400000
N
N
N
N
N
N
PANHANDLE EAST PIPE LINE
Y7WHF83UZ55OTCFC0K67
Panhandle Eastern Pipe Line Co LP
12589YAF6
1000000.00000000
PA
USD
1077793.10000000
0.549759123252
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBV0
928000.00000000
PA
USD
917625.12000000
0.468060874991
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
5.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
342000.00000000
PA
USD
326692.42000000
0.166638790313
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust Series 2024-CES1
46658CAD3
195235.00000000
PA
USD
197660.19000000
0.100822219734
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Variable
6.14800000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
73590.03000000
PA
USD
66825.44000000
0.034086222397
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
529856.91900000
PA
USD
479504.62000000
0.244585013103
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
203000.00000000
PA
USD
215281.09000000
0.109810262555
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.87500000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust IV
97064EAA6
948131.32000000
PA
USD
938549.69000000
0.478734048959
Long
ABS-O
CORP
US
N
2
2043-09-15
Variable
4.75000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
200000.00000000
PA
USD
194292.03000000
0.099104193622
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BE9
654000.00000000
PA
USD
682122.90000000
0.347936248111
Long
DBT
CORP
GB
N
2
2034-04-05
Fixed
5.75000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAU0
96000.00000000
PA
USD
99393.63000000
0.050698556973
Long
DBT
CORP
US
N
2
2054-01-17
Fixed
5.66400000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
474000.00000000
PA
USD
520309.05000000
0.265398476895
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
885000.00000000
PA
USD
890737.46000000
0.454346056824
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
351000.00000000
PA
USD
323257.59000000
0.164886757266
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
LD CELULOSE INTERNATIONA
N/A
LD Celulose International GmbH
50206BAA0
255000.00000000
PA
USD
261757.50000000
0.133516881584
Long
DBT
CORP
AT
N
2
2032-01-26
Fixed
7.95000000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455VJ6
365000.00000000
PA
USD
320316.41000000
0.163386524486
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
3.59900000
N
N
N
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources SA
65290DAB9
200000.00000000
PA
USD
212554.60000000
0.108419538536
Long
DBT
CORP
LU
N
2
2034-04-09
Fixed
6.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
1025000.00000000
PA
USD
986642.64000000
0.503265230339
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES2
74938PAC0
147691.00000000
PA
USD
150289.61000000
0.076659503783
Long
ABS-MBS
CORP
US
N
2
2044-04-25
Variable
6.38900000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2024-REV1
34533BAA8
255000.00000000
PA
USD
260229.87000000
0.132737670314
Long
ABS-O
CORP
US
N
2
2036-08-15
Variable
4.87000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044AN7
1500000.00000000
PA
USD
1606787.09000000
0.819587601602
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.80000000
N
N
N
N
N
N
BENTELER INTERNATIONAL A
529900ZAFSOBVFCKF263
Benteler International AG
08263DAA4
547000.00000000
PA
USD
578276.37000000
0.294966362439
Long
DBT
CORP
AT
N
2
2028-05-15
Fixed
10.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
151000.00000000
PA
USD
153448.30000000
0.078270683744
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.87500000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAC2
280000.00000000
PA
USD
274774.42000000
0.140156533040
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
4.95000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
1136000.00000000
PA
USD
1130735.55000000
0.576763930478
Long
DBT
CORP
US
N
2
N/A
Fixed
6.66900000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAJ7
540000.00000000
PA
USD
455505.09000000
0.232343368050
Long
DBT
CORP
NL
N
2
2052-01-19
Fixed
4.98700000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
305000.00000000
PA
USD
305634.90000000
0.155897801404
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PMT Issuer Trust - FMSR
69346MAD1
566000.00000000
PA
USD
567466.51000000
0.289452484909
Long
ABS-O
CORP
US
N
2
2026-03-25
Floating
7.96958000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAH4
147000.00000000
PA
USD
152657.75000000
0.077867441160
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.35000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAL7
227000.00000000
PA
USD
245917.14000000
0.125437053994
Long
DBT
CORP
US
N
2
2033-11-21
Fixed
6.50000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2J0
397000.00000000
PA
USD
395572.39000000
0.201772984359
Long
DBT
CORP
AU
N
2
2029-10-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFS9
1420000.00000000
PA
USD
1458732.97000000
0.744068373277
Long
DBT
CORP
US
N
2
2030-07-19
Fixed
5.04200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEC6
2000000.00000000
PA
USD
2088419.86000000
1.065258138335
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.33600000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
620000.00000000
PA
USD
590322.22000000
0.301110691935
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
AIRCASTLE / IRELAND DAC
N/A
Aircastle Ltd / Aircastle Ireland DAC
00929JAA4
184000.00000000
PA
USD
189056.98000000
0.096433906999
Long
DBT
CORP
BM
N
2
2031-10-01
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAR5
1000000.00000000
PA
USD
1206849.46000000
0.615588002027
Long
DBT
CORP
US
N
2
2058-06-15
Fixed
10.75000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AN8
243000.00000000
PA
USD
176068.36000000
0.089808690764
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAD5
395000.00000000
PA
USD
436534.65000000
0.222666953846
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.40000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BK1
802000.00000000
PA
USD
835534.30000000
0.426188109958
Long
DBT
CORP
JP
N
2
2034-07-05
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1162000.00000000
PA
USD
1129176.88000000
0.575968886371
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
U.S. TREASURY BOND
000000000
39.00000000
NC
USD
-7214.91000000
-0.00368017070
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
2024-12-19
4850527.41000000
USD
-7214.91000000
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2023-1
432917AA0
68445.29000000
PA
USD
70359.94000000
0.035889094972
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
1109000.00000000
PA
USD
938026.25000000
0.478467053452
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
911000.00000000
PA
USD
977249.09000000
0.498473782136
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83100000
N
N
N
N
N
N
BRITISH AIR 20-1 A PTT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
94022.51350000
PA
USD
89982.30000000
0.045898039573
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AP6
278000.00000000
PA
USD
280402.75000000
0.143027423350
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
AGCO CORP
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084AS1
149000.00000000
PA
USD
155675.15000000
0.079406552126
Long
DBT
CORP
US
N
2
2034-03-21
Fixed
5.80000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638EC2
363000.00000000
PA
USD
381023.91000000
0.194352117024
Long
DBT
NUSS
PE
N
2
2054-08-08
Fixed
5.87500000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
159183.98150000
PA
USD
159319.32000000
0.081265365013
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
300000.00000000
PA
USD
296850.06000000
0.151416843105
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CU1
224000.00000000
PA
USD
233205.75000000
0.118953246831
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.60000000
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
155109.59000000
0.079118072110
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
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
529928.14000000
0.270304968210
Long
DBT
CORP
US
N
2
2027-08-31
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
1084031.26000000
0.552941074753
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
536820.00000000
PA
USD
494335.53000000
0.252149941918
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAE3
200000.00000000
PA
USD
206190.60000000
0.105173398752
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.37500000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AL1
165000.00000000
PA
USD
172552.06000000
0.088015101619
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.20000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
611627.36000000
PA
USD
591817.79000000
0.301873550086
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DY3
357000.00000000
PA
USD
364985.36000000
0.186171196970
Long
DBT
CORP
US
N
2
2034-08-14
Fixed
4.65000000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAB4
96000.00000000
PA
USD
100169.86000000
0.051094495232
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.75000000
N
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding 2023-1 LLC
05335JAB9
111482.61000000
PA
USD
112540.37000000
0.057404426825
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
6.18000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2P9
200000.00000000
PA
USD
202502.00000000
0.103291923075
Long
DBT
CORP
SA
N
2
2054-07-17
Fixed
5.75000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAT0
297000.00000000
PA
USD
305645.58000000
0.155903249043
Long
DBT
CORP
US
N
2
2034-09-01
Fixed
5.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
391000.00000000
PA
USD
366324.74000000
0.186854385956
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AC8
71000.00000000
PA
USD
73543.29000000
0.037512853470
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.37500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
161000.00000000
PA
USD
171713.19000000
0.087587212040
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.83600000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAK0
570000.00000000
PA
USD
591050.67000000
0.301482258642
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
500000.00000000
PA
USD
474394.95000000
0.241978680126
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAB7
700000.00000000
PA
USD
576492.00000000
0.294056193607
Long
DBT
CORP
LU
N
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBG6
1041000.00000000
PA
USD
1031425.86000000
0.526108189497
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
5.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
2402000.00000000
PA
USD
2377328.91000000
1.212624442710
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PL9
897000.00000000
PA
USD
935101.81000000
0.476975359387
Long
DBT
CORP
US
N
2
2035-06-11
Fixed
5.44900000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BA0
782000.00000000
PA
USD
778138.59000000
0.396911790405
Long
DBT
CORP
NL
N
2
2026-03-28
Fixed
3.86900000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAN6
28000.00000000
PA
USD
29146.34000000
0.014866922347
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.37500000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAP3
289000.00000000
PA
USD
297197.83000000
0.151594233117
Long
DBT
CORP
IT
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
400000.00000000
PA
USD
385280.00000000
0.196523057168
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
1402000.00000000
PA
USD
1310990.40000000
0.668708059920
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
326000.00000000
PA
USD
277593.99000000
0.141594735170
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GB29
1895000.00000000
PA
USD
1942413.09000000
0.990783219296
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
5.04900000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAU0
211000.00000000
PA
USD
192950.98000000
0.098420152806
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AF1
200000.00000000
PA
USD
215104.00000000
0.109719932747
Long
DBT
CORP
FR
N
2
2031-04-15
Fixed
8.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
585000.00000000
PA
USD
573826.73000000
0.292696696595
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
635000.00000000
PA
USD
685812.07000000
0.349818014532
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
684000.00000000
PA
USD
490393.96000000
0.250139431675
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
765000.00000000
PA
USD
752758.96000000
0.383966185968
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
149000.00000000
PA
USD
163194.61000000
0.083242067251
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2024-H2 Mortgage Trust
22757BAB0
293225.56000000
PA
USD
297098.57000000
0.151543602721
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.41700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3K7
1200000.00000000
PA
USD
1255807.61000000
0.640560503354
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.49900000
N
N
N
N
N
N
MCF CLO LLC
2549007R1O92GDXNLZ38
MCF CLO IX Ltd
55281XAZ4
550000.00000000
PA
USD
553286.25000000
0.282219438691
Long
ABS-CBDO
CORP
KY
N
2
2036-04-17
Floating
7.28577000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
615265.82150000
PA
USD
571976.58000000
0.291752974798
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
352000.00000000
PA
USD
351784.33000000
0.179437634955
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
N/A
EMRLD Borrower LP / Emerald Co-Issuer Inc
26873CAB8
93000.00000000
PA
USD
96994.26000000
0.049474689843
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
6.75000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814CS0
1550000.00000000
PA
USD
1643250.26000000
0.838186681861
Long
DBT
NUSS
CA
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
426000.00000000
PA
USD
379528.65000000
0.193589416997
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
NEW ENGLAND POWER CO
549300DTVRGN9GYD5U85
New England Power Co
644188BH6
356000.00000000
PA
USD
381840.71000000
0.194768749170
Long
DBT
CORP
US
N
2
2052-11-25
Fixed
5.93600000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
2000000.00000000
PA
USD
2413772.86000000
1.231213719260
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd
55284AAC2
922500.00000000
PA
USD
910103.45000000
0.464224232592
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
6.57877000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AD0
70000.00000000
PA
USD
81201.69000000
0.041419238906
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.08100000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
173000.00000000
PA
USD
173533.88000000
0.088515906924
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
451000.00000000
PA
USD
399929.38000000
0.203995391426
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
369000.00000000
PA
USD
380455.97000000
0.194062423022
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-NQM1
64830JAA8
811560.18000000
PA
USD
723279.80000000
0.368929499283
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
2.27653000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECS2
200000.00000000
PA
USD
218573.58000000
0.111489691024
Long
DBT
CORP
GB
N
2
2055-03-12
Fixed
6.03600000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AH4
200000.00000000
PA
USD
213242.38000000
0.108770360349
Long
DBT
CORP
NL
N
2
2031-03-15
Fixed
7.12500000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
828022.39810000
PA
USD
794033.98000000
0.405019687616
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
904000.00000000
PA
USD
856722.97000000
0.436995995667
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
USQ Rail
25490077I8NB6ADB4I38
ITE Rail Fund Levered LP
90352WAD6
171809.08000000
PA
USD
158025.65000000
0.080605491717
Long
ABS-O
CORP
US
N
2
2051-02-28
Fixed
2.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
255000.00000000
PA
USD
250760.55000000
0.127907573461
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
323000.00000000
PA
USD
282556.93000000
0.144126224324
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89157XAF8
743000.00000000
PA
USD
746373.55000000
0.380709125403
Long
DBT
CORP
FR
N
2
2064-09-10
Fixed
5.42500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 36m Ltd
38175BAE4
2250000.00000000
PA
USD
2244703.50000000
1.144975068148
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
7.60373000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CL2
1328000.00000000
PA
USD
1340443.51000000
0.683731459059
Long
DBT
CORP
US
N
2
2034-02-21
Fixed
5.15000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
305000.00000000
PA
USD
322769.44000000
0.164637762430
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRM1
1208000.00000000
PA
USD
1148747.60000000
0.585951490517
Long
DBT
NUSS
IL
N
2
2054-03-12
Fixed
5.75000000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
200000.00000000
PA
USD
195698.22000000
0.099821460955
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D67
200000.00000000
PA
USD
216076.85000000
0.110216162648
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.12200000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
200000.00000000
PA
USD
214757.84000000
0.109543363962
Long
DBT
CORP
US
N
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
168000.00000000
PA
USD
173471.93000000
0.088484307559
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.37500000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd
34961JAY0
600000.00000000
PA
USD
600910.80000000
0.306511699287
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
7.11298000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AE3
685000.00000000
PA
USD
683452.11000000
0.348614249598
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Fortress Credit Opportunities
N/A
Fortress Credit Opportunities XVII CLO Ltd
34963VAA3
2145.38000000
PA
USD
2144.29000000
0.001093756297
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
6.67137000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368L5Q5
715000.00000000
PA
USD
753434.11000000
0.384310565490
Long
DBT
CORP
CA
N
2
2084-11-26
Fixed
7.30000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
503000.00000000
PA
USD
401363.02000000
0.204726660414
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
1027000.00000000
PA
USD
958825.92000000
0.489076518611
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
200000.00000000
PA
USD
232933.94000000
0.118814602385
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
384000.00000000
PA
USD
376213.75000000
0.191898557669
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BL6
570000.00000000
PA
USD
608465.22000000
0.310365046758
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
238000.00000000
PA
USD
207728.59000000
0.105957894435
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust VI
97064GAA1
590407.22000000
PA
USD
534791.39000000
0.272785607636
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAZ2
382000.00000000
PA
USD
389628.80000000
0.198741286692
Long
DBT
CORP
US
N
2
2034-04-18
Fixed
5.40000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAC1
432000.00000000
PA
USD
404570.12000000
0.206362533277
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1000000.00000000
PA
USD
1428510.00000000
0.728652285079
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
853000.00000000
PA
USD
749923.48000000
0.382519868490
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
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
1011168.42000000
0.515775304221
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CJ6
700000.00000000
PA
USD
571011.90000000
0.291260912238
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
122473.61000000
PA
USD
122287.81000000
0.062376386720
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
5.96099000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BT5
429000.00000000
PA
USD
451103.50000000
0.230098211480
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.85200000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAP0
191000.00000000
PA
USD
198557.68000000
0.101280010116
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.40000000
N
N
N
N
N
N
SFS Auto Receivables Securitiz
N/A
SFS Auto Receivables Securitization Trust 2023-1
78398AAB9
79480.63000000
PA
USD
79720.43000000
0.040663679979
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
5.89000000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT 2023-3 Mortgage Loan Trust
19688RAB5
224092.28000000
PA
USD
229288.55000000
0.116955167202
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.43200000
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
571501.00000000
0.291510391649
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.03000000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DM4
272000.00000000
PA
USD
298397.45000000
0.152206133526
Long
DBT
CORP
US
N
2
2054-05-01
Fixed
6.85800000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
1360000.00000000
PA
USD
1564617.79000000
0.798077946923
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AT3
200000.00000000
PA
USD
225519.60000000
0.115032706715
Long
DBT
NUSS
HU
N
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
925524AX8
179000.00000000
PA
USD
181336.24000000
0.092495723266
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
N
N
N
N
N
N
UNION CARBIDE CORP
QE84C8O80MNLK8IFRL44
Union Carbide Corp
905581AS3
2000000.00000000
PA
USD
2591174.86000000
1.321702671160
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
2195000.00000000
PA
USD
1602085.41000000
0.817189375565
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAE8
978000.00000000
PA
USD
980363.83000000
0.500062544146
Long
DBT
CORP
GB
N
2
2030-03-17
Fixed
5.15000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAY0
350000.00000000
PA
USD
382586.13000000
0.195148971910
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
UBS AG STAMFORD CT
254900R882POXXVAK772
UBS AG/Stamford CT
22550UAF8
1250000.00000000
PA
USD
1254900.00000000
0.640097550976
Long
DBT
CORP
CH
N
2
2025-02-21
Floating
6.50513900
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBK0
150000.00000000
PA
USD
155384.42000000
0.079258256994
Long
DBT
CORP
IE
N
2
2055-03-10
Fixed
6.95000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
ULTRA U.S. TREASURY BOND
000000000
47.00000000
NC
USD
-39835.95000000
-0.02031946293
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
2024-12-19
6295242.20000000
USD
-39835.95000000
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
650000.00000000
PA
USD
608419.71000000
0.310341833083
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
591280.00000000
PA
USD
560258.20000000
0.285775680719
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCS2
979000.00000000
PA
USD
976386.78000000
0.498033936317
Long
DBT
CORP
US
N
2
2029-09-27
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QRL6
102396.46000000
PA
USD
107784.19000000
0.054978401508
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
500000.00000000
PA
USD
489390.11000000
0.249627389340
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GMA4
656000.00000000
PA
USD
688345.33000000
0.351110176077
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.46800000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
513000.00000000
PA
USD
403682.83000000
0.205909945696
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AA6
197000.00000000
PA
USD
212982.57000000
0.108637836845
Long
DBT
CORP
US
N
2
2030-08-02
Fixed
6.34300000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BG9
118000.00000000
PA
USD
129253.84000000
0.065929609083
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
6.64500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
329000.00000000
PA
USD
344781.41000000
0.175865595795
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BD1
270000.00000000
PA
USD
269751.25000000
0.137594321856
Long
DBT
CORP
US
N
2
2028-01-07
Fixed
4.10000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2180000.00000000
PA
USD
2830974.16000000
1.444019146302
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
2000000.00000000
PA
USD
2335523.54000000
1.191300420912
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBZ7
227000.00000000
PA
USD
262526.28000000
0.133909019758
Long
DBT
CORP
CA
N
2
2053-11-15
Fixed
6.70000000
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
979653.68000000
0.499700311876
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
TIF Funding III LLC
N/A
TIF Funding III LLC
88655AAA8
406175.00000000
PA
USD
411568.68000000
0.209932348495
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
5.48000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
1241000.00000000
PA
USD
1256671.35000000
0.641001078586
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
6297782 LLC
254900Z1WAY7QFQ7O850
South Bow USA Infrastructure Holdings LLC
83007CAE2
280000.00000000
PA
USD
282455.64000000
0.144074558469
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
5.58400000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
561000.00000000
PA
USD
493565.77000000
0.251757303867
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
757000.00000000
PA
USD
750535.07000000
0.382831827419
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206PPY0
415.38000000
PA
USD
415.88000000
0.000212131460
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
209000.00000000
PA
USD
208663.30000000
0.106434669940
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
1164000.00000000
PA
USD
1010349.77000000
0.515357728430
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
1071830.50000000
PA
USD
987638.54000000
0.503773217550
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BH0
266000.00000000
PA
USD
280514.93000000
0.143084643960
Long
DBT
CORP
CH
N
2
2035-02-08
Fixed
5.69900000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EE6
431000.00000000
PA
USD
445119.99000000
0.227046151478
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
6.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BT1
277000.00000000
PA
USD
289462.76000000
0.147648739959
Long
DBT
CORP
US
N
2
2027-10-20
Fixed
6.61500000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
500000.00000000
PA
USD
499982.00000000
0.255030085052
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAC5
212000.00000000
PA
USD
221024.20000000
0.112739699678
Long
DBT
CORP
IE
N
2
2034-04-03
Fixed
5.43800000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AS2
480000.00000000
PA
USD
476811.24000000
0.243211177784
Long
DBT
CORP
AU
N
2
2054-09-12
Fixed
5.70000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
911000.00000000
PA
USD
1037440.32000000
0.529176036430
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BV9
276000.00000000
PA
USD
289907.34000000
0.147875510673
Long
DBT
CORP
US
N
2
2054-04-04
Fixed
5.89300000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89116CKP1
460000.00000000
PA
USD
479282.74000000
0.244471836879
Long
DBT
CORP
CA
N
2
2084-07-31
Fixed
7.25000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
320613.74650000
PA
USD
307447.84000000
0.156822543180
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
SOLVAY FINANCE (AMERICA)
54930073OEL5K0Y7NK81
Solvay Finance America LLC
834423AF2
458000.00000000
PA
USD
480493.72000000
0.245089531780
Long
DBT
CORP
US
N
2
2034-06-04
Fixed
5.85000000
N
N
N
N
N
N
COX ENTERPRISES INC
TVRMNZKRGA8LPW6XPG60
Cox Enterprises Inc
224050AE4
500000.00000000
PA
USD
532585.20000000
0.271660277477
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.37500000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital II Aircraft Lease Ltd
09229CAB5
267067.19000000
PA
USD
242444.58000000
0.123665775683
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
3.44600000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HY2
980000.00000000
PA
USD
959906.92000000
0.489627913505
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.90000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FD3
1400000.00000000
PA
USD
1871312.03000000
0.954516094921
Long
DBT
CORP
US
N
2
2095-12-01
Fixed
7.90000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AX4
184000.00000000
PA
USD
200248.74000000
0.102142583520
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.12500000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
880000.00000000
PA
USD
1040762.81000000
0.530870767255
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
161000.00000000
PA
USD
160082.25000000
0.081654519228
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
137000.00000000
PA
USD
142422.19000000
0.072646501732
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.84100000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd
64135DAA3
936929.00000000
PA
USD
937663.55000000
0.478282047968
Long
ABS-CBDO
CORP
KY
N
2
2035-04-14
Floating
6.60137000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAW0
145000.00000000
PA
USD
148419.25000000
0.075705473298
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CZ5
116749.07000000
PA
USD
118704.40000000
0.060548566204
Long
ABS-O
CORP
US
N
2
2035-10-15
Fixed
6.16000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
1965000.00000000
PA
USD
1935128.90000000
0.987067710347
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
49999.99980000
PA
USD
49702.46000000
0.025352157879
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
246000.00000000
PA
USD
239537.95000000
0.122183166117
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
MIDAMERICAN FUNDING LLC
N/A
MidAmerican Funding LLC
59562HAJ7
500000.00000000
PA
USD
544537.78000000
0.277757031948
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.92700000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
930000.00000000
PA
USD
814069.75000000
0.415239503784
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
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
177921.52000000
0.090753947898
Long
DBT
CORP
N/A
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
2655000.00000000
PA
USD
2375474.40000000
1.211678496970
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
83283WAE3
878000.00000000
PA
USD
946814.81000000
0.482949909243
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.87500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EF3
485000.00000000
PA
USD
505113.30000000
0.257647451028
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
6.05000000
N
N
N
N
N
N
Apidos CLO Ltd
N/A
Apidos CLO XXXIX Ltd
03766HAA8
950000.00000000
PA
USD
952808.20000000
0.486007008822
Long
ABS-CBDO
CORP
JE
N
2
2035-04-21
Floating
6.58201000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAS2
350000.00000000
PA
USD
368487.00000000
0.187957308364
Long
DBT
CORP
KY
N
2
2054-06-28
Fixed
6.40000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
500000.00000000
PA
USD
460434.51000000
0.234857759372
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
602000.00000000
PA
USD
565338.92000000
0.288367246923
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAD8
1000000.00000000
PA
USD
1026696.36000000
0.523695773075
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
162000.00000000
PA
USD
161732.53000000
0.082496291629
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
753000.00000000
PA
USD
656413.32000000
0.334822343262
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAX8
454000.00000000
PA
USD
387609.22000000
0.197711142288
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.59300000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
97.00000000
NC
USD
21218.75000000
0.010823228870
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
2024-12-31
10637413.82000000
USD
21218.75000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
388000.00000000
PA
USD
388999.53000000
0.198420309573
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
883082.27970000
PA
USD
787522.27000000
0.401698204133
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
247000.00000000
PA
USD
228796.40000000
0.116704132052
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
735000.00000000
PA
USD
655408.61000000
0.334309862260
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAZ9
338000.00000000
PA
USD
349273.58000000
0.178156955278
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.90000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
1500000.00000000
PA
USD
1876995.45000000
0.957415085456
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEH5
277000.00000000
PA
USD
298151.43000000
0.152080644006
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.76600000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AZ9
651000.00000000
PA
USD
673468.61000000
0.343521880564
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.00000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAL6
167000.00000000
PA
USD
156654.42000000
0.079906056730
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.31148000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL
N/A
Farmers Exchange Capital
309588AE1
2250000.00000000
PA
USD
2246528.54000000
1.145905981874
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
7.20000000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
750000.00000000
PA
USD
747443.18000000
0.381254720704
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
PINE STREET TRUST III
N/A
Pine Street Trust III
72284KAB7
337000.00000000
PA
USD
365051.78000000
0.186205076386
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
6.22300000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
188000.00000000
PA
USD
191854.91000000
0.097861071028
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D83
276000.00000000
PA
USD
280981.67000000
0.143322718014
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
5.80000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
213000.00000000
PA
USD
188648.82000000
0.096225713345
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAT5
981000.00000000
PA
USD
974097.31000000
0.496866126818
Long
DBT
CORP
US
N
2
2029-09-18
Fixed
3.80000000
N
N
N
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO 2019-1 Ltd
92917NAW8
500000.00000000
PA
USD
500000.00000000
0.255039266466
Long
ABS-CBDO
CORP
KY
N
2
2037-10-15
Floating
0.01000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EK0
821000.00000000
PA
USD
869675.00000000
0.443602548128
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA95
900000.00000000
PA
USD
966056.54000000
0.492764702653
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
5.85100000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCG8
577000.00000000
PA
USD
598473.06000000
0.305268260444
Long
DBT
CORP
CA
N
2
2055-03-15
Fixed
7.37500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076DF6
920000.00000000
PA
USD
965820.28000000
0.492644191498
Long
DBT
CORP
US
N
2
2054-06-25
Fixed
5.30000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
90000.00000000
PA
USD
121588.47000000
0.062019668399
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAD5
264000.00000000
PA
USD
232895.48000000
0.118794984765
Long
DBT
CORP
GB
N
2
2031-04-06
Fixed
2.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
2200000.00000000
PA
USD
2314065.60000000
1.180355186357
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAA5
329000.00000000
PA
USD
292848.81000000
0.149375891375
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
250000.00000000
PA
USD
195415.28000000
0.099677139334
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAQ6
459000.00000000
PA
USD
475718.16000000
0.242653621142
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
7.12500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
134000.00000000
PA
USD
140274.92000000
0.071551225400
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAE4
490000.00000000
PA
USD
470492.61000000
0.239988180264
Long
DBT
CORP
CL
N
2
2029-01-12
Fixed
3.87500000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AL9
788000.00000000
PA
USD
676277.96000000
0.344954869691
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504KAA5
200000.00000000
PA
USD
227656.80000000
0.116122846556
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAQ4
92000.00000000
PA
USD
97361.85000000
0.049662189611
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
111000.00000000
PA
USD
117907.61000000
0.060142140730
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
734733.33000000
PA
USD
667651.37000000
0.340554631319
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
178000.00000000
PA
USD
182525.55000000
0.093102364766
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
PROLOGIS TARGETED US
5493004DTBWUQ9F2VJ87
Prologis Targeted US Logistics Fund LP
74350LAB0
343000.00000000
PA
USD
358822.58000000
0.183027695189
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
PureWest Funding LLC
549300CU0IQI7FATI376
Purewest Funding LLC
746245AA7
104238.55000000
PA
USD
102358.13000000
0.052210684784
Long
ABS-O
CORP
US
N
2
2036-12-22
Fixed
4.09100000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAD0
73000.00000000
PA
USD
77272.84000000
0.039415216862
Long
DBT
CORP
GB
N
2
2031-03-26
Fixed
6.50000000
N
N
N
N
N
N
BLACKROCK SHASTA CLO XIII, LLC
N/A
BlackRock Shasta CLO XIII LLC
09263EAA0
740000.00000000
PA
USD
741181.04000000
0.378060537520
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Floating
7.14994000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8V7
604000.00000000
PA
USD
631952.27000000
0.322345286764
Long
DBT
CORP
US
N
2
2054-08-15
Fixed
5.40000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
360000.00000000
PA
USD
303090.30000000
0.154599855570
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
206499.99980000
PA
USD
206200.76000000
0.105178581150
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
1655000.00000000
PA
USD
1488868.47000000
0.759439844906
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
1059000.00000000
PA
USD
1264123.01000000
0.644802010386
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
515000.00000000
PA
USD
499958.83000000
0.255018266533
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
389832.50000000
PA
USD
349514.78000000
0.178279986220
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAG2
947000.00000000
PA
USD
976881.01000000
0.498286032430
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
339000.00000000
PA
USD
314187.27000000
0.160260181747
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
91000.00000000
PA
USD
81377.67000000
0.041509002527
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AZ1
107000.00000000
PA
USD
123439.96000000
0.062964073702
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-B
88167QAC0
449000.00000000
PA
USD
453350.41000000
0.231244312037
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
6.13000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
1745000.00000000
PA
USD
1441208.94000000
0.735129741764
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
674000.00000000
PA
USD
521216.82000000
0.265861510885
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
255000.00000000
PA
USD
267893.83000000
0.136646891788
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust 2023-1
233868AC2
428000.00000000
PA
USD
434226.72000000
0.221489728297
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.90000000
N
N
N
N
N
N
EnFin Residential Solar Receiv
N/A
EnFin Residential Solar Receivables Trust 2024-1
29281LAA0
204943.16000000
PA
USD
215830.11000000
0.110090305871
Long
ABS-O
CORP
US
N
2
2055-02-20
Fixed
6.65000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAD5
313000.00000000
PA
USD
325354.42000000
0.165956305236
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CC4
530000.00000000
PA
USD
568859.41000000
0.290162973297
Long
DBT
CORP
US
N
2
2030-11-16
Fixed
6.45000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
609000.00000000
PA
USD
591963.89000000
0.301948072560
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
Cerberus
635400N8FQLKT6GMFM47
Cerberus Loan Funding XXXVII LP
15672QAA5
1500000.00000000
PA
USD
1500553.50000000
0.765400127866
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
7.08137000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DW8
179000.00000000
PA
USD
180022.19000000
0.091825454570
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.50000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAG6
583000.00000000
PA
USD
549868.52000000
0.280476127987
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QJU5
26155.08000000
PA
USD
27135.56000000
0.013841266635
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
703000.00000000
PA
USD
706376.86000000
0.360307672446
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
160000.00000000
PA
USD
163344.52000000
0.083318533124
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
2024-11-21
Insight Select Income Fund
Thomas Stabile
Thomas Stabile
Treasurer and Vice President