0001752724-20-242171.txt : 20201123
0001752724-20-242171.hdr.sgml : 20201123
20201123170953
ACCESSION NUMBER: 0001752724-20-242171
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201123
PERIOD START: 20210331
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: 201338827
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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Freddie Mac Gold Pool
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2022-09-01
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2023-04-21
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USD
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2032-01-15
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Small Business Administration
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United States Small Business Administration
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ABS-MBS
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US
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2030-06-01
Fixed
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MASTERCARD INC
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Mastercard Inc
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2050-03-26
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GOLDMAN SACHS GROUP INC
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Goldman Sachs Group Inc/The
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PA
USD
572809.65000000
0.244402091319
Long
DBT
CORP
US
N
2
2027-10-28
Floating
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N
N
N
N
N
NATIONWIDE MUTUAL INSURA
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Nationwide Mutual Insurance Co
638671AK3
215000.00000000
PA
USD
363021.89000000
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DBT
CORP
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2
2039-08-15
Fixed
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N
N
N
N
N
CF Hippolyta Issuer LLC
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CF Hippolyta LLC
12530MAA3
680000.00000000
PA
USD
687684.54000000
0.293416040990
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAJ2
744000.00000000
PA
USD
740968.20000000
0.316150710242
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAV1
1126000.00000000
PA
USD
1168631.50000000
0.498622854174
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
AT&T INC
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AT&T Inc
00206RKE1
2321000.00000000
PA
USD
2199885.76000000
0.938630626086
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
319000.00000000
PA
USD
347964.32000000
0.148466785628
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
549000.00000000
PA
USD
563411.25000000
0.240392053054
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
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ENTERPRISE PRODUCTS OPER
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Enterprise Products Operating LLC
29379VBR3
342000.00000000
PA
USD
304380.00000000
0.129870557445
Long
DBT
CORP
US
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2
2078-02-15
Fixed
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N
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N
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DEUTSCHE TELEKOM INT FIN
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Deutsche Telekom International Finance BV
25156PAC7
2000000.00000000
PA
USD
3107461.32000000
1.325868105229
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
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N
N
N
N
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Lanark Master Issuer plc
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770BB2
386400.00000000
PA
USD
386904.64000000
0.165081546997
Long
ABS-MBS
CORP
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2
2069-12-22
Floating
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LIBERTY MUTUAL GROUP INC
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Liberty Mutual Group Inc
53079EAR5
1000000.00000000
PA
USD
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0.590184532680
Long
DBT
CORP
US
N
2
2058-06-15
Fixed
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N
N
N
N
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WALGREENS BOOTS ALLIANCE
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Walgreens Boots Alliance Inc
931427AS7
302000.00000000
PA
USD
316526.52000000
0.135053142778
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
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N
N
N
NATIONWIDE MUTUAL INSURA
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Nationwide Mutual Insurance Co
638671AC1
500000.00000000
PA
USD
720316.39000000
0.307339152068
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae
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Fannie Mae Pool
31403QRL6
140488.28000000
PA
USD
163034.82000000
0.069562464539
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
59000.00000000
PA
USD
60473.82000000
0.025802512367
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
305000.00000000
PA
USD
386565.80000000
0.164936973307
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
450913AF5
701000.00000000
PA
USD
681722.50000000
0.290872202833
Long
DBT
CORP
CA
N
2
2028-10-15
Fixed
5.75000000
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N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAQ6
398000.00000000
PA
USD
385465.98000000
0.164467710424
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
450000.00000000
PA
USD
453375.00000000
0.193442617721
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
398000.00000000
PA
USD
404965.00000000
0.172787404875
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
641000.00000000
PA
USD
733531.77000000
0.312977790505
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
561000.00000000
PA
USD
569292.08000000
0.242901241142
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
TRANSMANTARO
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Consorcio Transmantaro SA
210314AB6
200000.00000000
PA
USD
236500.00000000
0.100908032183
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
AT&T INC
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AT&T Inc
00206RCQ3
425000.00000000
PA
USD
499275.52000000
0.213027104610
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust IV
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1291694.07000000
PA
USD
1089468.77000000
0.464846298967
Long
ABS-O
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N
2
2043-09-15
Variable
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N
N
N
N
N
N
FIRSTENERGY CORP
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FirstEnergy Corp
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1570000.00000000
PA
USD
1891302.65000000
0.806966717439
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.85000000
N
N
N
N
N
N
VIACOMCBS INC
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ViacomCBS Inc
925524AX8
179000.00000000
PA
USD
246305.68000000
0.105091845599
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
N
N
N
N
N
N
BLACK HILLS CORP
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Black Hills Corp
092113AS8
1175000.00000000
PA
USD
1307382.83000000
0.557824222771
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.87500000
N
N
N
N
N
N
COBANK ACB
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CoBank ACB
19075Q805
20000.00000000
NS
USD
2100000.00000000
0.896012125094
Long
EP
USGA
US
N
1
N
N
N
EVERGY METRO
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Evergy Metro Inc
485134BQ2
917000.00000000
PA
USD
1135751.41000000
0.484593825929
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.20000000
N
N
N
N
N
N
ALPHABET INC
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Alphabet Inc
02079KAG2
1021000.00000000
PA
USD
965434.67000000
0.411924366812
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
1025000.00000000
PA
USD
1124612.29000000
0.479841070414
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
Antares CLO
N/A
Antares CLO 2017-1 Ltd
03665JAE8
1092500.00000000
PA
USD
1047798.18000000
0.447066606634
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
3.37175000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
425000.00000000
PA
USD
426445.00000000
0.181952328897
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
PHILLIPS 66
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Phillips 66
718546AV6
416000.00000000
PA
USD
462076.18000000
0.197155171427
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
913282.50000000
PA
USD
878425.52000000
0.374799960434
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AW2
186000.00000000
PA
USD
199490.37000000
0.085117043028
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
99000.00000000
PA
USD
100425.60000000
0.042848835842
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAC4
267000.00000000
PA
USD
268210.47000000
0.114438015808
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
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Celulosa Arauco y Constitucion SA
151191BJ1
579000.00000000
PA
USD
612582.00000000
0.261371856959
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAX9
739000.00000000
PA
USD
775293.12000000
0.330796207629
Long
DBT
CORP
DK
N
2
2023-01-12
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
70000.00000000
PA
USD
121841.16000000
0.051986265093
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
34.00000000
NC
USD
503.73000000
0.000214927708
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
2020-12-31
4284558.77000000
USD
503.73000000
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
500000.00000000
PA
USD
621445.48000000
0.265153659602
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
2500000.00000000
PA
USD
3575752.65000000
1.525675109874
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAE4
490000.00000000
PA
USD
534835.00000000
0.228199354726
Long
DBT
CORP
CL
N
2
2029-01-12
Fixed
3.87500000
N
N
N
N
N
N
HEATHROW FUNDING LTD
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
05607MAA5
200000.00000000
PA
USD
204666.25000000
0.087325448379
Long
DBT
CORP
JE
N
2
2021-07-15
Fixed
4.87500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
684000.00000000
PA
USD
694842.95000000
0.296470337255
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-2
23343DAE9
377294.06000000
PA
USD
379797.97000000
0.162049326764
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.67000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AMX5
1244.45000000
PA
USD
1314.88000000
0.000561023058
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
7.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBA8
1109000.00000000
PA
USD
1292046.93000000
0.551280816890
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CJ6
700000.00000000
PA
USD
801788.36000000
0.342100996342
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
588000.00000000
PA
USD
620668.53000000
0.264822156449
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
256000.00000000
PA
USD
315655.53000000
0.134681515349
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBG0
650000.00000000
PA
USD
744936.11000000
0.317843708085
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
926000.00000000
PA
USD
1234789.81000000
0.526850781763
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore 2018-CRE1 Issuer Ltd
53946MAA5
447235.90000000
PA
USD
444328.87000000
0.189582883356
Long
ABS-CBDO
CORP
KY
N
2
2028-05-15
Floating
1.28238000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
405000.00000000
PA
USD
493266.70000000
0.210463306716
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AL4
2710000.00000000
PA
USD
2096256.54000000
0.894414893879
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Variable
4.42679600
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1500000.00000000
PA
USD
1736251.28000000
0.740810570995
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
87000.00000000
PA
USD
85695.00000000
0.036563694790
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
901000.00000000
PA
USD
1009834.67000000
0.430868623171
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
1458000.00000000
PA
USD
1685272.69000000
0.719059411585
Long
DBT
CORP
NL
N
2
2025-09-14
Fixed
4.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
551000.00000000
PA
USD
506258.80000000
0.216006677731
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2180000.00000000
PA
USD
3662400.00000000
1.562645146164
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAZ4
1655000.00000000
PA
USD
1864557.84000000
0.795555444085
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
499000.00000000
PA
USD
600697.97000000
0.256301268875
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
1242000.00000000
PA
USD
1296954.33000000
0.553374669225
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBR9
615000.00000000
PA
USD
707224.27000000
0.301753105276
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
1019000.00000000
PA
USD
1275600.35000000
0.544263514463
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1000000.00000000
PA
USD
1626261.98000000
0.693881167933
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
TIME WARNER ENTERTAINMEN
N/A
Time Warner Entertainment Co LP
88731EAJ9
1360000.00000000
PA
USD
2082988.72000000
0.888753880740
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814CS0
1550000.00000000
PA
USD
2144643.97000000
0.915060476728
Long
DBT
NUSS
CA
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
275000.00000000
PA
USD
266921.88000000
0.113888209968
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296QJU5
67085.16000000
PA
USD
79490.94000000
0.033916593369
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
1093000.00000000
PA
USD
1033907.17000000
0.441139695496
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
1100000.00000000
PA
USD
1245082.17000000
0.531242248123
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
200000.00000000
PA
USD
210488.20000000
0.089809513994
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
785698.51650000
PA
USD
740992.66000000
0.316161146650
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
1500000.00000000
PA
USD
2596620.00000000
1.107906192505
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206PPY0
3424.87000000
PA
USD
3722.56000000
0.001588313760
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
75000.00000000
PA
USD
77734.66000000
0.033167237095
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
711000.00000000
PA
USD
796320.00000000
0.339767797835
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
UNION CARBIDE CORP
QE84C8O80MNLK8IFRL44
Union Carbide Corp
905581AS3
2000000.00000000
PA
USD
2744736.58000000
1.171103455175
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
CHENIERE ENERGY
MIHC87W9WTYSYZWV1J40
CHENIERE ENER 4.625 10/28
16411RAJ8
174000.00000000
PA
USD
178567.50000000
0.076189831022
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
1356000.00000000
PA
USD
1352786.28000000
0.577196623590
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
232000.00000000
PA
USD
222544.84000000
0.094953750008
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
1134000.00000000
PA
USD
1092665.70000000
0.466210340892
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EBA8
366500.00000000
PA
USD
342683.22000000
0.146213485802
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.42238800
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
539000.00000000
PA
USD
603060.13000000
0.257309137448
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
73000.00000000
PA
USD
75084.88000000
0.032036648995
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
ULTRA 10 YEAR US TREASURY NOTE
000000000
-10.00000000
NC
USD
497.96000000
0.000212465808
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
2020-12-21
-1599716.76000000
USD
497.96000000
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
880000.00000000
PA
USD
1120154.87000000
0.477939212144
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
COX ENTERPRISES INC
TVRMNZKRGA8LPW6XPG60
Cox Enterprises Inc
224050AE4
500000.00000000
PA
USD
662095.32000000
0.282497826041
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.37500000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
1120000.00000000
PA
USD
1274872.18000000
0.543952824392
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
250000.00000000
PA
USD
279089.79000000
0.119079921823
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
941000.00000000
PA
USD
799850.00000000
0.341273951550
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
637000.00000000
PA
USD
792465.25000000
0.338123082245
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
988000.00000000
PA
USD
1132590.87000000
0.483245310614
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAR4
845000.00000000
PA
USD
1116424.40000000
0.476347523405
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FW1
1030000.00000000
PA
USD
1084665.65000000
0.462796940034
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
2.20000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
675000.00000000
PA
USD
674465.18000000
0.287775704397
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
PANHANDLE EAST PIPE LINE
Y7WHF83UZ55OTCFC0K67
Panhandle Eastern Pipe Line Co LP
12589YAF6
1000000.00000000
PA
USD
1150702.52000000
0.490973052522
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAD5
930000.00000000
PA
USD
928324.77000000
0.396090595212
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AL3
1082000.00000000
PA
USD
1178561.21000000
0.502859587774
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.95000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
1039000.00000000
PA
USD
1140094.70000000
0.486446988074
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
UBS AG STAMFORD CT
254900R882POXXVAK772
UBS AG/Stamford CT
90261AAB8
2000000.00000000
PA
USD
2227053.58000000
0.950222386149
Long
DBT
CORP
CH
N
2
2022-08-17
Fixed
7.62500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
575000.00000000
PA
USD
606229.58000000
0.258661454414
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137TAP0
981000.00000000
PA
USD
1031276.25000000
0.440017154438
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1428000.00000000
PA
USD
1727566.00000000
0.737104801381
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310WAS7
250000.00000000
PA
USD
261902.50000000
0.111746578853
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-A LLC
78471HAA6
53834.09000000
PA
USD
54121.33000000
0.023092079955
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.18000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
980000.00000000
PA
USD
1284476.46000000
0.548050705979
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.90000000
N
N
N
N
N
N
NORTHROP GRUMM SPACE
N/A
Northrop Grumman Space & Mission Systems Corp
872649BH0
500000.00000000
PA
USD
715730.81000000
0.305382611458
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.75000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
85000.00000000
PA
USD
85425.00000000
0.036448493231
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1336000.00000000
PA
USD
1346020.00000000
0.574309638390
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
1339000.00000000
PA
USD
1316872.05000000
0.561873011427
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
696000.00000000
PA
USD
690780.00000000
0.294736788463
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
265000.00000000
PA
USD
264792.97000000
0.112979862742
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
875000.00000000
PA
USD
862968.75000000
0.368204982655
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
CONTL AIRLINES 2000-2
N/A
Continental Airlines 2000-2 Class A-1 Pass Through Trust
210805DD6
79678.41920000
PA
USD
78926.15000000
0.033675613041
Long
DBT
CORP
US
N
2
2021-04-02
Fixed
7.70700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-3.00000000
NC
USD
2511.72000000
0.001071681702
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
2020-12-21
-667949.22000000
USD
2511.72000000
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCN4
925000.00000000
PA
USD
924638.98000000
0.394517970197
Long
DBT
CORP
US
N
2
2021-11-06
Floating
1.34850000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
1076000.00000000
PA
USD
1096583.88000000
0.467882120315
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
AIG RETIREMENT SVCS
N/A
SAFG Retirement Services Inc
866930AB6
1800000.00000000
PA
USD
2099327.74000000
0.895725290279
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
8.12500000
N
N
N
N
N
N
MIDAMERICAN FUNDING LLC
N/A
MidAmerican Funding LLC
59562HAJ7
500000.00000000
PA
USD
706690.47000000
0.301525347527
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.92700000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
489000.00000000
PA
USD
545733.93000000
0.232849627788
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
391000.00000000
PA
USD
378319.86000000
0.161418657963
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB Prime Student Loan Trust 2016-B
23341BAC9
116219.29000000
PA
USD
118411.26000000
0.050522821289
Long
ABS-O
CORP
US
N
2
2040-06-25
Fixed
2.89000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QU5
655900.00000000
PA
USD
890051.18000000
0.379760309159
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
954000.00000000
PA
USD
1057747.50000000
0.451311707280
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549003VC5PGFRGCQU51
Golub Capital Partners CLO 19B-R Ltd
38174XAL1
1935000.00000000
PA
USD
1917076.10000000
0.817963538251
Long
ABS-CBDO
CORP
KY
N
2
2029-07-26
Floating
2.79450000
N
N
N
N
N
N
BELLEMEADE RE LT
2549002JVH34IWRT3X93
Bellemeade Re 2018-2 Ltd
07877DAB2
50592.91000000
PA
USD
50547.72000000
0.021567319055
Long
ABS-MBS
CORP
BM
N
2
2028-08-25
Floating
1.49813000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
702000.00000000
PA
USD
528255.00000000
0.225391850067
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
750000.00000000
PA
USD
813750.00000000
0.347204698473
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBP6
1177000.00000000
PA
USD
1178235.85000000
0.502720765628
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBB6
342000.00000000
PA
USD
398495.62000000
0.170027098722
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Collateralized Loan Obligation 2017-FL3 Ltd
03880GAA1
759000.00000000
PA
USD
745479.93000000
0.318075741092
Long
ABS-CBDO
CORP
KY
N
2
2027-12-15
Floating
1.14238000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
750000.00000000
PA
USD
1134735.38000000
0.484160313930
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
1181000.00000000
PA
USD
1080615.00000000
0.461068639313
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd
34961JAC8
600000.00000000
PA
USD
595130.40000000
0.253925740196
Long
ABS-CBDO
CORP
KY
N
2
2029-11-15
Floating
1.83013000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
339000.00000000
PA
USD
347753.97000000
0.148377035080
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
The Bancorp Commercial Mortgag
5493007HKNHP2VEB5M24
Bancorp Commercial Mortgage 2018 CRE4 Trust
05972LAA4
25752.38000000
PA
USD
25489.36000000
0.010875607438
Long
ABS-MBS
CORP
US
N
2
2035-09-15
Floating
1.05238000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL
N/A
Farmers Exchange Capital
309588AE1
2250000.00000000
PA
USD
3168703.64000000
1.351998515366
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
7.20000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
1027000.00000000
PA
USD
1063568.64000000
0.453795427290
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
1136000.00000000
PA
USD
1140260.00000000
0.486517517028
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
150000.00000000
PA
USD
153375.00000000
0.065440885564
Long
DBT
CORP
N/A
N
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
1781000.00000000
PA
USD
2150151.86000000
0.917410541596
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
555000.00000000
PA
USD
575812.50000000
0.245683324657
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
757000.00000000
PA
USD
799164.90000000
0.340981638261
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
2200000.00000000
PA
USD
2892394.49000000
1.234105015997
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
443000.00000000
PA
USD
466811.25000000
0.199175495300
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
1040000.00000000
PA
USD
1150463.37000000
0.490871013807
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
FEDEX 2020-1 CLASS AA
N/A
FedEx Corp 2020-1 Class AA Pass Through Trust
314353AA1
664000.00000000
PA
USD
673726.47000000
0.287460517198
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAD3
1159000.00000000
PA
USD
1131904.77000000
0.482952570653
Long
DBT
CORP
US
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
373000.00000000
PA
USD
393515.00000000
0.167902005431
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
23.00000000
NC
USD
-38217.26000000
-0.01630625159
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
2020-12-21
4092686.01000000
USD
-38217.26000000
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
220000.00000000
PA
USD
220475.20000000
0.094070691658
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Ivy Hill Middle Market Credit
5493003XZKSFJKWICW70
IVY Hill Middle Market Credit Fund XII Ltd
46600CAG5
866000.00000000
PA
USD
830166.65000000
0.354209230594
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
3.27175000
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
210294.95000000
0.089727059545
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
559000.00000000
PA
USD
610132.66000000
0.260326791083
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
730000.00000000
PA
USD
744315.85000000
0.317579060237
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
327600.00000000
PA
USD
337372.31000000
0.143947466871
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
617000.00000000
PA
USD
556300.14000000
0.237357938395
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
1500000.00000000
PA
USD
2167935.63000000
0.924998386144
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
2007000.00000000
PA
USD
1974825.78000000
0.842603735156
Long
DBT
CORP
AU
N
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX54
234000.00000000
PA
USD
228442.50000000
0.097470118993
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co of America/The
401378AC8
148000.00000000
PA
USD
192108.84000000
0.081967547608
Long
DBT
CORP
US
N
2
2077-01-24
Fixed
4.85000000
N
N
N
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
250000.00000000
PA
USD
285312.76000000
0.121735091620
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61300000
N
N
N
N
N
N
FORD HOLDINGS LLC
N/A
Ford Holdings LLC
345277AE7
1000000.00000000
PA
USD
1180000.00000000
0.503473479814
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
9.30000000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB Prime Student Loan Trust 2017-A
23342KAC8
977603.05000000
PA
USD
1003433.67000000
0.428137492879
Long
ABS-O
CORP
US
N
2
2042-05-27
Fixed
2.85000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
200000.00000000
PA
USD
216102.00000000
0.092204767741
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
1164000.00000000
PA
USD
1408193.87000000
0.600837515239
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223GSQ3
1109.57000000
PA
USD
1118.89000000
0.000477399526
Long
ABS-MBS
USGA
US
N
2
2021-06-15
Fixed
9.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
609033.89000000
PA
USD
604253.28000000
0.257818221670
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
0.90238000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
209000.00000000
PA
USD
217000.34000000
0.092588064661
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
515000.00000000
PA
USD
608032.48000000
0.259430702157
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
750000.00000000
PA
USD
753750.00000000
0.321604352042
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
255000.00000000
PA
USD
307279.84000000
0.131107839255
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
120000.00000000
PA
USD
123222.29000000
0.052575555200
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AN8
243000.00000000
PA
USD
250568.58000000
0.106910707546
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
580000.00000000
PA
USD
634375.00000000
0.270670329455
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAR2
744000.00000000
PA
USD
716778.73000000
0.305829730042
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
741951.67400000
PA
USD
575327.28000000
0.245476294655
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
407747.65340000
PA
USD
406774.07000000
0.173559285187
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2 YEAR TREASURY NOTE
000000000
9.00000000
NC
USD
773.44000000
0.000330005532
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
2020-12-31
1987875.00000000
USD
773.44000000
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
600000.00000000
PA
USD
637305.60000000
0.271920735709
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
681000.00000000
PA
USD
563527.50000000
0.240441653725
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
351000.00000000
PA
USD
351859.95000000
0.150128943588
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
146000.00000000
PA
USD
143445.00000000
0.061204028230
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
1087000.00000000
PA
USD
1239087.99000000
0.528684696713
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust 2017-MDDR
125333AS3
54073.03000000
PA
USD
51590.45000000
0.022012223209
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Floating
1.25238000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
1274000.00000000
PA
USD
1256196.42000000
0.535984392295
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
287000.00000000
PA
USD
368678.55000000
0.157304976696
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.87500000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
1402000.00000000
PA
USD
1715392.68000000
0.731910781227
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
582000.00000000
PA
USD
625216.08000000
0.266762470706
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
1415216.00260000
PA
USD
1340569.44000000
0.571984034652
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
912000.00000000
PA
USD
940500.00000000
0.401285430310
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BB3
530000.00000000
PA
USD
578958.62000000
0.247025687356
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
1657000.00000000
PA
USD
1803023.47000000
0.769300424261
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BH1
250000.00000000
PA
USD
287809.67000000
0.122800454304
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
567000.00000000
PA
USD
565457.82000000
0.241265268071
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
297000.00000000
PA
USD
396079.32000000
0.168996130104
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2017-3 LLC
83404JAA4
147641.21000000
PA
USD
148457.64000000
0.063342783572
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
2.77000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
1755000.00000000
PA
USD
2083350.04000000
0.888908046026
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAJ5
1960000.00000000
PA
USD
1943702.60000000
0.829324331989
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
6.25000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
907000.00000000
PA
USD
911444.30000000
0.388888163879
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
994000.00000000
PA
USD
993813.36000000
0.424032771733
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
200000.00000000
PA
USD
199000.00000000
0.084907815663
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AN0
462000.00000000
PA
USD
522731.30000000
0.223035039507
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
1753000.00000000
PA
USD
1981017.65000000
0.845245635440
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2017-C LLC
83405DAD0
1099000.00000000
PA
USD
1120151.13000000
0.477937616389
Long
ABS-O
CORP
US
N
2
2040-07-25
Variable
3.56000000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBA4
557000.00000000
PA
USD
630027.92000000
0.268815550222
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
774000.00000000
PA
USD
965632.38000000
0.412008724220
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAP5
500000.00000000
PA
USD
810776.40000000
0.345935945304
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
10.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1417500.00000000
PA
USD
1347510.94000000
0.574945781398
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
2331000.00000000
PA
USD
2670096.44000000
1.139256564481
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044AN7
1500000.00000000
PA
USD
1998021.24000000
0.852500598683
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.80000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
1898000.00000000
PA
USD
2485463.06000000
1.060478589635
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
911000.00000000
PA
USD
1200025.56000000
0.512017834372
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAA4
1000000.00000000
PA
USD
1316782.19000000
0.561834670641
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
8.05000000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
159000.00000000
PA
USD
209837.90000000
0.089532048906
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener SA
00105DAG0
878000.00000000
PA
USD
885682.50000000
0.377896313801
Long
DBT
CORP
CL
N
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BF9
75000.00000000
PA
USD
75880.64000000
0.032376177857
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.12500000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
103000.00000000
PA
USD
157381.14000000
0.067150195095
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
RELX INC
549300TEN8O7HZZY5K14
RELX Inc
41163GAD3
2000000.00000000
PA
USD
2202582.24000000
0.939781139789
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
8.87500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
560000.00000000
PA
USD
604556.93000000
0.257947780756
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FD3
1400000.00000000
PA
USD
2668640.32000000
1.138635278207
Long
DBT
CORP
US
N
2
2095-12-01
Fixed
7.90000000
N
N
N
N
N
N
SCF Equipment Trust Llc
549300YD39SF1PYUK378
SCF Equipment Leasing 2017-2 LLC
784012AA4
111199.08000000
PA
USD
111510.54000000
0.047578474245
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
3.41000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
577000.00000000
PA
USD
605850.00000000
0.258499498089
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
725000.00000000
PA
USD
714917.97000000
0.305035795032
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
636000.00000000
PA
USD
615807.00000000
0.262747875579
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
2000000.00000000
PA
USD
3052066.42000000
1.302232628053
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
-56.00000000
NC
USD
-671.66000000
-0.00028657881
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
2020-12-21
-7813078.34000000
USD
-671.66000000
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAW8
1213000.00000000
PA
USD
1282040.67000000
0.547011421516
Long
DBT
CORP
NL
N
2
2022-09-01
Fixed
3.87500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAB6
1000000.00000000
PA
USD
1367759.91000000
0.583585458846
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AQ6
384000.00000000
PA
USD
403079.39000000
0.171982867055
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
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
779172.91000000
0.332451607097
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
CONTL AIRLINES 2000-1
N/A
Continental Airlines 2000-1 Class A-1 Pass Through Trust
210805CY1
40.04760000
PA
USD
40.04000000
0.000017083964
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
8.04800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404BTH5
82591.30000000
PA
USD
96564.29000000
0.041201321281
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
992000.00000000
PA
USD
1367213.89000000
0.583352487160
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBF4
27000.00000000
PA
USD
43893.87000000
0.018728304636
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAC1
793000.00000000
PA
USD
815144.76000000
0.347799804127
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.65000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAL6
1135000.00000000
PA
USD
1015484.50000000
0.433279249926
Long
DBT
CORP
US
N
2
2055-05-15
Floating
3.32413000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
440000.00000000
PA
USD
526900.00000000
0.224813708910
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAM4
500000.00000000
PA
USD
567772.28000000
0.242252784367
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
5.85000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
599000.00000000
PA
USD
620332.44000000
0.264678756109
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
527000.00000000
PA
USD
625335.42000000
0.266813389795
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCZ3
552000.00000000
PA
USD
466164.00000000
0.198899331563
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
383000.00000000
PA
USD
446028.45000000
0.190308047303
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
329000.00000000
PA
USD
440707.41000000
0.188037706180
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
449000.00000000
PA
USD
547448.06000000
0.233580999818
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
694000.00000000
PA
USD
779448.57000000
0.332569223622
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AG5
50000.00000000
PA
USD
54800.88000000
0.023382025212
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
9.19000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DM0
68000.00000000
PA
USD
93859.84000000
0.040047406999
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
5.40000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
278000.00000000
PA
USD
284955.31000000
0.121582577557
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
1249000.00000000
PA
USD
1166253.75000000
0.497608333779
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDA7
195000.00000000
PA
USD
150832.50000000
0.064356070884
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
448000.00000000
PA
USD
456624.00000000
0.194828876480
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAA2
852000.00000000
PA
USD
891222.82000000
0.380260215657
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
578000.00000000
PA
USD
602565.00000000
0.257097879122
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BJ8
373000.00000000
PA
USD
393488.22000000
0.167890579143
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
800000.00000000
PA
USD
864461.43000000
0.368841868074
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
1241000.00000000
PA
USD
1403013.29000000
0.598627104527
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCA0
802500.00000000
PA
USD
804334.84000000
0.343187509178
Long
ABS-O
CORP
US
N
2
2021-12-20
Fixed
2.63000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 36m Ltd
38175BAE4
2250000.00000000
PA
USD
2082262.50000000
0.888444022680
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
2.34900000
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de CV
456472AD1
289000.00000000
PA
USD
298636.71000000
0.127420053884
Long
DBT
CORP
MX
N
2
2050-08-06
Fixed
4.75000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
503000.00000000
PA
USD
583494.45000000
0.248961001011
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
124000.00000000
PA
USD
123973.96000000
0.052896272074
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
2020-11-20
Insight Select Income Fund
Thomas Stabile
Thomas Stabile
Treasurer and Vice President