0001752724-21-258531.txt : 20211124 0001752724-21-258531.hdr.sgml : 20211124 20211124163346 ACCESSION NUMBER: 0001752724-21-258531 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211124 PERIOD START: 20220331 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: 211447298 BUSINESS ADDRESS: STREET 1: 200 PARK AVENUE STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10166 BUSINESS PHONE: 8663336685 MAIL ADDRESS: STREET 1: 200 PARK AVENUE STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10166 FORMER COMPANY: FORMER CONFORMED NAME: Insight Investment DATE OF NAME CHANGE: 20170110 FORMER COMPANY: FORMER CONFORMED NAME: Cutwater Select Income Fund DATE OF NAME CHANGE: 20111209 FORMER COMPANY: FORMER CONFORMED NAME: RIVUS BOND FUND DATE OF NAME CHANGE: 20060928 NPORT-P 1 primary_doc.xml NPORT-P false 0000030125 XXXXXXXX Insight Select Income Fund 811-02201 0000030125 2138009UQXO3YKI55769 200 Park Avenue 7th Floor New York 10166 212-527-1800 Insight Select Income Fund S000000000 2138009UQXO3YKI55769 2022-03-31 2021-09-30 N 234548014.41 1270956.41 233277058.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1072590.00000000 0.00000000 0.00000000 1253736.71000000 USD N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296QJU5 52446.03000000 PA USD 61201.40000000 0.026235498906 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 24000.00000000 PA USD 22350.00000000 0.009580882145 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N Antares CLO N/A 03665JAL2 1092500.00000000 PA USD 1091945.01000000 0.468089326640 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 2.89268000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814CS0 1550000.00000000 PA USD 2001570.10000000 0.858022695056 Long DBT NUSS CA N 2 2026-04-15 Fixed 8.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 552000.00000000 PA USD 535108.80000000 0.229387666574 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 925524AX8 179000.00000000 PA USD 255608.27000000 0.109572828203 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAE0 331000.00000000 PA USD 322982.40000000 0.138454421008 Long DBT CORP CA N 2 2031-08-15 Fixed 2.63000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 329000.00000000 PA USD 415826.24000000 0.178254237071 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 255000.00000000 PA USD 267750.00000000 0.114777682081 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 65000.00000000 PA USD 66706.25000000 0.028595289469 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAD5 264000.00000000 PA USD 268548.33000000 0.115119906047 Long DBT CORP GB N 2 2031-04-06 Fixed 2.50000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 524000.00000000 PA USD 520794.58000000 0.223251520944 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N AMER AIRLINE 19-1AA PTT N/A 02377LAA2 747835.07500000 PA USD 754591.54000000 0.323474389839 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 595000.00000000 PA USD 628855.50000000 0.269574515981 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAC1 522000.00000000 PA USD 521211.78000000 0.223430364078 Long DBT CORP US N 2 2031-09-15 Fixed 5.75000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 238000.00000000 PA USD 240380.00000000 0.103044852357 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2119400.00000000 PA USD 2065421.53000000 0.885394195086 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 1100000.00000000 PA USD 1216446.84000000 0.521460125753 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 684000.00000000 PA USD 692200.59000000 0.296728960805 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCW9 490000.00000000 PA USD 484525.78000000 0.207703999764 Long DBT UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAC0 342000.00000000 PA USD 397753.00000000 0.170506694233 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EE3 215000.00000000 PA USD 208677.60000000 0.089454831859 Long DBT CORP US N 2 2041-09-15 Fixed 2.80000000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A 023761AA7 860937.50000000 PA USD 888157.93000000 0.380730937544 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JAY0 600000.00000000 PA USD 599850.00000000 0.257140588595 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 0.01000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 319000.00000000 PA USD 338667.94000000 0.145178416987 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JAC8 600000.00000000 PA USD 599850.00000000 0.257140588595 Long ABS-CBDO CORP KY N 2 2029-11-15 Floating 1.67475000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 398000.00000000 PA USD 416905.00000000 0.178716674316 Long DBT CORP US N 2 2029-09-15 Fixed 4.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 609900.00000000 PA USD 546313.16000000 0.234190693540 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AL6 247000.00000000 PA USD 246836.67000000 0.105812664184 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N UNITED AIR 2019-2 AA PTT N/A 90932JAA0 1050488.05030000 PA USD 1061082.01000000 0.454859135783 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAB6 1000000.00000000 PA USD 1456793.89000000 0.624490853275 Long DBT CORP US N 2 2030-06-15 Fixed 8.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 92400.00000000 PA USD 91216.13000000 0.039102057777 Long DBT UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BF8 1241000.00000000 PA USD 1451287.45000000 0.622130381119 Long DBT CORP US N 2 2048-09-15 Fixed 5.70000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 1017000.00000000 PA USD 1046238.75000000 0.448496204028 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A 02376AAA7 1329324.00380000 PA USD 1338250.15000000 0.573674137299 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAZ2 652000.00000000 PA USD 669115.00000000 0.286832749751 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AB6 200000.00000000 PA USD 194000.00000000 0.083162914374 Long DBT CORP DE N 2 N/A Fixed 3.20000000 N N N N N N WINDSTREAM ESCROW LLC N/A 97382WAA1 146000.00000000 PA USD 152489.70000000 0.065368494144 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 425000.00000000 PA USD 507309.82000000 0.217470943927 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 400000.00000000 PA USD 424230.04000000 0.181856734492 Long DBT CORP AU N 2 2025-04-30 Fixed 3.37500000 N N N N N N TIME WARNER ENTERTAINMEN N/A 88731EAJ9 1360000.00000000 PA USD 2017406.73000000 0.864811459513 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N MIDAMERICAN FUNDING LLC N/A 59562HAJ7 500000.00000000 PA USD 657686.05000000 0.281933446708 Long DBT CORP US N 2 2029-03-01 Fixed 6.92700000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 1362000.00000000 PA USD 1148847.00000000 0.492481776754 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAG0 696000.00000000 PA USD 734280.00000000 0.314767344159 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 267000.00000000 PA USD 260500.04000000 0.111669806809 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 418000.00000000 PA USD 422184.18000000 0.180979725833 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 574000.00000000 PA USD 577587.50000000 0.247597215496 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAD3 462000.00000000 PA USD 465976.90000000 0.199752562037 Long DBT CORP KY N 2 2031-06-17 Fixed 2.69400000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 119000.00000000 PA USD 119743.75000000 0.051331130041 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 645175.68000000 PA USD 653762.52000000 0.280251528206 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 107.00000000 NC USD -533341.50000000 -0.22863006957 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 2021-12-21 17569747.75000000 USD -533341.50000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 463000.00000000 PA USD 614970.81000000 0.263622499045 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAB4 426000.00000000 PA USD 431448.81000000 0.184951239397 Long DBT CORP NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N KRATON POLYMERS LLC/CAP N/A 50076XAC5 290000.00000000 PA USD 303050.00000000 0.129909903099 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 53000.00000000 PA USD 52602.50000000 0.022549367027 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 988000.00000000 PA USD 1115527.11000000 0.478198379027 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FD3 1400000.00000000 PA USD 2609505.08000000 1.118629110968 Long DBT CORP US N 2 2095-12-01 Fixed 7.90000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 294937.05000000 PA USD 329983.21000000 0.141455491949 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 1120000.00000000 PA USD 1212074.70000000 0.519585899441 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 200000.00000000 PA USD 204272.00000000 0.087566262088 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N HIDROVIAS INT FIN SARL 222100RBWNBUZOTA9381 42953LAB8 200000.00000000 PA USD 197502.00000000 0.084664133581 Long DBT CORP LU N 2 2031-02-08 Fixed 4.95000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53946MAA5 151977.04000000 PA USD 151749.07000000 0.065051004715 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 1.21375000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BV1 500000.00000000 PA USD 680000.00000000 0.291498875127 Long DBT CORP US N 2 2032-01-15 Fixed 8.90000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAN5 750000.00000000 PA USD 830559.28000000 0.356039846833 Long DBT CORP CA N 2 2077-01-15 Fixed 6.00000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 705000.00000000 PA USD 710806.67000000 0.304704918732 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 2250000.00000000 PA USD 3189060.81000000 1.367070057099 Long DBT CORP US N 2 2048-07-15 Fixed 7.20000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 645000.00000000 PA USD 778305.94000000 0.333640155904 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AR4 384000.00000000 PA USD 429563.05000000 0.184142861575 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 326000.00000000 PA USD 312194.69000000 0.133830001405 Long DBT CORP GB N 2 2031-09-02 Fixed 2.15000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1134000.00000000 PA USD 1104232.50000000 0.473356664160 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AW6 500000.00000000 PA USD 596861.82000000 0.255859631082 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 549000.00000000 PA USD 566019.00000000 0.242638090883 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 329000.00000000 PA USD 334551.88000000 0.143413965723 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAB9 612000.00000000 PA USD 610569.35000000 0.261735703988 Long DBT CORP GB N 2 2026-04-06 Fixed 1.37500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 1402000.00000000 PA USD 1661188.76000000 0.712109786638 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 80000.00000000 PA USD 82900.00000000 0.035537142276 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 351000.00000000 PA USD 360564.75000000 0.154565027993 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 656036.12090000 PA USD 675301.80000000 0.289484875105 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 200000.00000000 PA USD 202250.00000000 0.086699481609 Long DBT CORP N/A N 2 2029-09-01 Fixed 4.00000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JAZ0 159000.00000000 PA USD 220160.66000000 0.094377330495 Long DBT CORP MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HS3 926000.00000000 PA USD 1230858.85000000 0.527638191493 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 880000.00000000 PA USD 1259204.14000000 0.539789103478 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N TRANSELEC SA 549300DPF7MAL5F6CR86 89366LAD6 750000.00000000 PA USD 814695.00000000 0.349239229517 Long DBT CORP CL N 2 2025-01-14 Fixed 4.25000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAF5 103000.00000000 PA USD 154605.19000000 0.066275351432 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAT0 350000.00000000 PA USD 354997.30000000 0.152178402387 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 599000.00000000 PA USD 665256.95000000 0.285178900875 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 2000000.00000000 PA USD 2963563.18000000 1.270404901968 Long DBT CORP NL N 2 2030-06-15 Variable 8.75000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AU3 1781000.00000000 PA USD 2172606.30000000 0.931341606682 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 578000.00000000 PA USD 613390.94000000 0.262945248563 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Citigroup Commercial Mortgage N/A 125333AS3 27823.94000000 PA USD 27713.46000000 0.011880062376 Long ABS-MBS CORP US N 2 2030-07-15 Floating 1.18400000 N N N N N N COX ENTERPRISES INC TVRMNZKRGA8LPW6XPG60 224050AE4 500000.00000000 PA USD 643873.09000000 0.276012178617 Long DBT CORP US N 2 2027-07-15 Fixed 7.37500000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBA4 557000.00000000 PA USD 665638.15000000 0.285342311715 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JQK8 876000.00000000 PA USD 883884.05000000 0.378898832820 Long DBT CORP US N 2 N/A Floating 3.73613000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CJ6 700000.00000000 PA USD 775433.82000000 0.332408950390 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N Citigroup Commercial Mortgage N/A 17291EBA8 366500.00000000 PA USD 363980.24000000 0.156029162541 Long ABS-MBS CORP US N 2 2049-12-10 Variable 4.39607400 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1336000.00000000 PA USD 1265860.00000000 0.542642303042 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N PANHANDLE EAST PIPE LINE Y7WHF83UZ55OTCFC0K67 12589YAF6 1000000.00000000 PA USD 1255183.98000000 0.538065762129 Long DBT CORP US N 2 2029-07-15 Fixed 7.00000000 N N N N N N ATENTO LUXCO 1 SA 549300MLFF3HYCZQTC48 04684LAC2 208000.00000000 PA USD 227252.48000000 0.097417415132 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 78000.00000000 PA USD 80609.10000000 0.034555091139 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAB7 435000.00000000 PA USD 432285.60000000 0.185309950196 Long DBT CORP KY N 2 2026-06-17 Fixed 1.60200000 N N N N N N SUPERIOR PLUS/GEN PRTNR N/A 86828LAC6 98000.00000000 PA USD 101185.00000000 0.043375461293 Long DBT CORP CA N 2 2029-03-15 Fixed 4.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 930000.00000000 PA USD 908115.57000000 0.389286275206 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 342000.00000000 PA USD 355722.61000000 0.152489324518 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 1242000.00000000 PA USD 1287319.36000000 0.551841390249 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 1356000.00000000 PA USD 1462215.48000000 0.626814952373 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 904000.00000000 PA USD 994345.67000000 0.426250947489 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N IAMGOLD CORP 254900E7II30XAB9LA72 450913AF5 187000.00000000 PA USD 184195.00000000 0.078959757800 Long DBT CORP CA N 2 2028-10-15 Fixed 5.75000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 385964.17500000 PA USD 414978.72000000 0.177890926590 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAK2 845000.00000000 PA USD 1368275.34000000 0.586545180109 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N SLAM 2021-1 LLC N/A 78449AAA0 1324018.00000000 PA USD 1324701.33000000 0.567866099374 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 56000.00000000 PA USD 56473.20000000 0.024208638639 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N Small Business Administration N/A 83162CTH6 66383.41000000 PA USD 71288.68000000 0.030559661807 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 3.88000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 1181000.00000000 PA USD 1343387.50000000 0.575876389867 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N SAN FRANCISCO CITY & CNTY CA P N/A 79765RSV2 145000.00000000 PA USD 200242.67000000 0.085838989790 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225AMX5 551.87000000 PA USD 569.11000000 0.000243963124 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 774000.00000000 PA USD 975813.33000000 0.418306600042 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AS8 1175000.00000000 PA USD 1256715.74000000 0.538722389065 Long DBT CORP US N 2 2049-10-15 Fixed 3.87500000 N N N N N N RELX INC 549300TEN8O7HZZY5K14 41163GAD3 2000000.00000000 PA USD 2108565.22000000 0.903888808474 Long DBT CORP US N 2 2022-06-01 Fixed 8.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 70000.00000000 PA USD 119422.87000000 0.051193576866 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 200000.00000000 PA USD 186276.00000000 0.079851830092 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 200000.00000000 PA USD 221500.00000000 0.094951471824 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 220000.00000000 PA USD 213950.00000000 0.091714976961 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AL8 764000.00000000 PA USD 725830.56000000 0.311145282019 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03463WAA1 61153.65000000 PA USD 61737.97000000 0.026465512952 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.62800000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBH1 413000.00000000 PA USD 447382.25000000 0.191781503863 Long DBT CORP NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAL6 1135000.00000000 PA USD 1137639.14000000 0.487677249427 Long DBT CORP US N 2 2055-05-15 Floating 3.16875000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 221000.00000000 PA USD 218562.48000000 0.093692230977 Long DBT CORP US N 2 2031-09-15 Fixed 2.69100000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874BS5 2500000.00000000 PA USD 3700000.00000000 1.586096820545 Long DBT CORP US N 2 2058-05-15 Fixed 8.17500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 338000.00000000 PA USD 340112.50000000 0.145797663480 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 116103.63490000 PA USD 125096.12000000 0.053625556268 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 2331000.00000000 PA USD 2412538.38000000 1.034194447016 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 285600.00000000 PA USD 265418.34000000 0.113778158159 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 753000.00000000 PA USD 736467.87000000 0.315705228929 Long DBT CORP AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAL4 711000.00000000 PA USD 779106.69000000 0.333983417263 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAA6 473000.00000000 PA USD 501621.23000000 0.215032388654 Long DBT CORP MX N 2 2029-11-15 Fixed 7.45000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38175BAE4 2250000.00000000 PA USD 2211484.50000000 0.948007711928 Long ABS-CBDO CORP KY N 2 2031-02-05 Floating 2.22138000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BL4 333000.00000000 PA USD 354445.20000000 0.151941731020 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N BCC Funding CORP N/A 05493CAB2 187917.11000000 PA USD 188401.82000000 0.080763115591 Long ABS-O CORP US N 2 2025-08-20 Fixed 0.91000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AQ0 575000.00000000 PA USD 609642.30000000 0.261338301000 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 99000.00000000 PA USD 102579.84000000 0.043973394074 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 636000.00000000 PA USD 591480.00000000 0.253552580382 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 97000.00000000 PA USD 111376.56000000 0.047744326405 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAB5 369067.71000000 PA USD 370813.33000000 0.158958336142 Long ABS-O CORP US N 2 2046-07-15 Fixed 3.44600000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 68000.00000000 PA USD 92652.86000000 0.039717947746 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 73000.00000000 PA USD 72234.96000000 0.030965308213 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AU5 2200000.00000000 PA USD 2964500.00000000 1.270806493110 Long DBT CORP US N 2 2057-05-15 Fixed 6.50000000 N N N N N N TRANSELEC SA 549300DPF7MAL5F6CR86 89366LAE4 490000.00000000 PA USD 530875.80000000 0.227573086076 Long DBT CORP CL N 2 2029-01-12 Fixed 3.87500000 N N N N N N STERIS PLC N/A 85917PAA5 329000.00000000 PA USD 336318.39000000 0.144171224072 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AN8 243000.00000000 PA USD 260805.46000000 0.111800732672 Long DBT CORP US N 2 2070-10-15 Fixed 3.72900000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CP0 304000.00000000 PA USD 298650.26000000 0.128023845362 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 435600.00000000 PA USD 437931.14000000 0.187730051019 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AE1 324240.00000000 PA USD 325641.04000000 0.139594113022 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.62900000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 1000000.00000000 PA USD 1739327.34000000 0.745605828070 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 200000.00000000 PA USD 219567.94000000 0.094123246358 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 1500000.00000000 PA USD 1692850.53000000 0.725682390078 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 561000.00000000 PA USD 649760.00000000 0.278535748680 Long DBT CORP US N 2 2058-04-15 Fixed 4.90000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 901000.00000000 PA USD 1013391.15000000 0.434415265130 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 615000.00000000 PA USD 703312.26000000 0.301492253901 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 339000.00000000 PA USD 347807.22000000 0.149096196163 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AM4 600000.00000000 PA USD 638554.63000000 0.273732288753 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 1130000.00000000 PA USD 1154665.83000000 0.494976162636 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 1228800.00000000 PA USD 1307520.00000000 0.560500895891 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -340.00000000 NC USD 915656.12000000 0.392518719093 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 2021-12-21 -50300656.12000000 USD 915656.12000000 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4B7 38000.00000000 PA USD 56523.32000000 0.024230123821 Long DBT CORP US N 2 2039-01-10 Fixed 6.87500000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 90261AAB8 2000000.00000000 PA USD 2119025.98000000 0.908373072846 Long DBT CORP CH N 2 2022-08-17 Fixed 7.62500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAL5 91000.00000000 PA USD 91300.30000000 0.039138139336 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N SEG HLD LLC/SEG FIN CORP N/A 78397KAA0 80000.00000000 PA USD 83400.00000000 0.035751479684 Long DBT CORP US N 2 2028-10-15 Fixed 5.62500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX54 526000.00000000 PA USD 524174.78000000 0.224700527558 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N BXHPP Trust N/A 05609JAL6 167000.00000000 PA USD 167150.27000000 0.071653111297 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.18400000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 168512.91000000 PA USD 168250.35000000 0.072124687889 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 1136000.00000000 PA USD 1196866.88000000 0.513066689995 Long DBT CORP US N 2 N/A Fixed 4.80000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 548000.00000000 PA USD 542235.04000000 0.232442506197 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAU4 405000.00000000 PA USD 505566.07000000 0.216723442216 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 1898000.00000000 PA USD 2350110.05000000 1.007432994118 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N FLORIDA GAS TRANSMISSION 549300Q0UQF87NXNOC32 340711AG5 40000.00000000 PA USD 42846.50000000 0.018367215519 Long DBT CORP US N 2 2024-11-01 Fixed 9.19000000 N N N N N N SMB Private Education Loan Tru 549300NWENTZ8X7JUC78 83189DAC4 470656.82000000 PA USD 472404.18000000 0.202507775110 Long ABS-O CORP US N 2 2035-10-15 Floating 0.83375000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 1162000.00000000 PA USD 1198312.50000000 0.513686390883 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAC2 1164000.00000000 PA USD 1365357.75000000 0.585294482751 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 1755000.00000000 PA USD 2246250.81000000 0.962911153483 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAB4 539000.00000000 PA USD 596204.70000000 0.255577940287 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EAR5 1000000.00000000 PA USD 1412439.66000000 0.605477311875 Long DBT CORP US N 2 2058-06-15 Fixed 10.75000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 209000.00000000 PA USD 233015.81000000 0.099888009561 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 457000.00000000 PA USD 462547.64000000 0.198282524636 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 120000.00000000 PA USD 128394.67000000 0.055039561584 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 267000.00000000 PA USD 267246.48000000 0.114561835737 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 559000.00000000 PA USD 537478.50000000 0.230403497286 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAP5 500000.00000000 PA USD 882092.90000000 0.378131011923 Long DBT CORP US N 2 2039-03-15 Fixed 10.50000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 425000.00000000 PA USD 425059.25000000 0.182212195937 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 346000.00000000 PA USD 455502.94000000 0.195262639157 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 617000.00000000 PA USD 558380.55000000 0.239363679732 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAN1 580000.00000000 PA USD 612149.40000000 0.262413031632 Long DBT CORP CL N 2 2030-01-13 Fixed 3.85000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAM3 339000.00000000 PA USD 322219.50000000 0.138127384991 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.62500000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 1038860.34260000 PA USD 1128902.21000000 0.483931947564 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 694000.00000000 PA USD 877854.72000000 0.376314210889 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1655000.00000000 PA USD 1706838.82000000 0.731678817725 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283GFX0 0.78000000 PA USD 0.79000000 0.000000338653 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 9.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 1109000.00000000 PA USD 1271390.77000000 0.545013204856 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Willis Engine Securitization T N/A 97064GAA1 669323.57000000 PA USD 676564.65000000 0.290026227096 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83405RAC1 352425.56000000 PA USD 355993.73000000 0.152605546834 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVX9 550000.00000000 PA USD 577500.00000000 0.247559706450 Long DBT CORP US N 2 2027-10-28 Floating 1.88163000 N N N N N N LIGHT SERVICOS ENERGIA N/A 53227QAB4 456000.00000000 PA USD 455434.56000000 0.195233326373 Long DBT CORP BR N 2 2026-06-18 Fixed 4.37500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 503000.00000000 PA USD 575230.99000000 0.246587039004 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N FORD HOLDINGS LLC N/A 345277AE7 1000000.00000000 PA USD 1362500.00000000 0.584069437295 Long DBT CORP US N 2 2030-03-01 Fixed 9.30000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 907000.00000000 PA USD 974163.35000000 0.417599295169 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 448000.00000000 PA USD 439600.00000000 0.188445449273 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 1657000.00000000 PA USD 1843504.73000000 0.790264051598 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BQ2 917000.00000000 PA USD 1094095.21000000 0.469011063231 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 635000.00000000 PA USD 657987.00000000 0.282062456394 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 40.00000000 NC USD -344087.12000000 -0.14750148297 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 2021-12-21 7986587.12000000 USD -344087.12000000 N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075Q805 20000.00000000 NS USD 2070000.00000000 0.887356869872 Long EP USGA US N 1 N N N LAMAR MEDIA CORP N/A 513075BZ3 211000.00000000 PA USD 211000.00000000 0.090450386252 Long DBT CORP US N 2 2031-01-15 Fixed 3.62500000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 555000.00000000 PA USD 589724.81000000 0.252800174631 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 59000.00000000 PA USD 61495.70000000 0.026361657904 Long DBT CORP US N 2 2028-07-15 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 398000.00000000 PA USD 429632.87000000 0.184172791651 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 1500000.00000000 PA USD 2225224.92000000 0.953897883948 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N New Residential Mortgage Loan N/A 64831EAA8 432629.96000000 PA USD 432982.25000000 0.185608586507 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.94054000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AH6 992000.00000000 PA USD 1359565.40000000 0.582811448179 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 431571AE8 111000.00000000 PA USD 110189.70000000 0.047235549412 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 443000.00000000 PA USD 477332.50000000 0.204620421781 Long DBT CORP NL N 2 2028-07-15 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QRL6 124897.89000000 PA USD 142897.02000000 0.061256353807 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N CALIFORNIA ST N/A 13063BFR8 1500000.00000000 PA USD 2494759.95000000 1.069440763437 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 432000.00000000 PA USD 444392.26000000 0.190499770448 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Aligned Data Centers Issuer LL N/A 01627AAA6 904000.00000000 PA USD 908082.46000000 0.389272081783 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.93700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 499000.00000000 PA USD 592872.61000000 0.254149557218 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 2321000.00000000 PA USD 2241558.11000000 0.960899511172 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AN6 200000.00000000 PA USD 196938.00000000 0.084422360985 Long DBT NUSS HU N 2 2051-09-21 Fixed 3.12500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 1177000.00000000 PA USD 1286975.94000000 0.551694174743 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N TRINSEO OP / TRINSEO FIN N/A 89668QAF5 105000.00000000 PA USD 105787.50000000 0.045348437136 Long DBT CORP LU N 2 2029-04-01 Fixed 5.12500000 N N N N N N HCRX INVESTMENTS HOLDCO N/A 40390FAA8 82000.00000000 PA USD 82410.00000000 0.035327091616 Long DBT CORP US N 2 2029-08-01 Fixed 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 195000.00000000 PA USD 170821.95000000 0.073227068047 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 386000.00000000 PA USD 399035.22000000 0.171056349656 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 674000.00000000 PA USD 706923.50000000 0.303040301545 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N USQ Rail I LLC 25490077I8NB6ADB4I38 90352WAD6 197167.76000000 PA USD 197696.74000000 0.084747613715 Long ABS-O CORP US N 2 2051-02-28 Fixed 2.25000000 N N N N N N PMT ISSUER TRUST fr 1/64 5/16 N/A 69346MAD1 566000.00000000 PA USD 565379.72000000 0.242364047646 Long ABS-O CORP US N 2 2026-03-25 Floating 3.08600000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 124000.00000000 PA USD 128030.00000000 0.054883236739 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AB6 200000.00000000 PA USD 222252.00000000 0.095273835286 Long DBT CORP PE N 2 2034-04-16 Fixed 4.70000000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AB5 793000.00000000 PA USD 792135.63000000 0.339568595725 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AQ8 757000.00000000 PA USD 841017.23000000 0.360522906628 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 515000.00000000 PA USD 602031.67000000 0.258075815582 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 588000.00000000 PA USD 704303.15000000 0.301917023490 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N PARKLAND CORP/CANADA 549300Q72GWZCL8MQC95 70137WAG3 667000.00000000 PA USD 676071.20000000 0.289814697508 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -114.00000000 NC USD 80327.52000000 0.034434384884 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 2021-12-31 -14072937.18000000 USD 80327.52000000 N N N HSBC CAPITAL FUNDING USD 213800HMY2DB765NHE46 40427LAB0 2180000.00000000 PA USD 3586754.00000000 1.537551112291 Long DBT CORP JE N 2 N/A Fixed 10.17600000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 551000.00000000 PA USD 558021.94000000 0.239209952656 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Ivy Hill Middle Market Credit 5493003XZKSFJKWICW70 46600CAU4 866000.00000000 PA USD 865557.47000000 0.371042689504 Long ABS-CBDO CORP KY N 2 2033-07-20 Floating 3.04157000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 391000.00000000 PA USD 381375.81000000 0.163486205317 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CB6 500000.00000000 PA USD 676473.66000000 0.289987221975 Long DBT CORP US N 2 2029-06-01 Fixed 7.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 355000.00000000 PA USD 326461.55000000 0.139945844996 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BTH5 57930.98000000 PA USD 65638.17000000 0.028137430471 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAA1 472000.00000000 PA USD 468460.00000000 0.200817004473 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAP3 637000.00000000 PA USD 816952.50000000 0.350206962915 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 550620.00000000 PA USD 566020.84000000 0.242638879644 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 166000.00000000 PA USD 165730.64000000 0.071044551667 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAD9 641000.00000000 PA USD 732354.28000000 0.313941836492 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FY4 449000.00000000 PA USD 511114.95000000 0.219102107331 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 1027000.00000000 PA USD 1100474.25000000 0.471745597031 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 475000.00000000 PA USD 477049.16000000 0.204498961059 Long DBT CORP US N 2 2028-05-28 Fixed 1.75000000 N N N N N N Social Professional Loan Progr N/A 83405DAD0 1099000.00000000 PA USD 1134863.89000000 0.486487569643 Long ABS-O CORP US N 2 2040-07-25 Variable 3.56000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BJ1 579000.00000000 PA USD 623872.50000000 0.267438429371 Long DBT CORP CL N 2 2030-01-29 Fixed 4.20000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAS2 240000.00000000 PA USD 241920.00000000 0.103705011574 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAB6 380000.00000000 PA USD 349132.60000000 0.149664353191 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.87500000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00105DAG0 878000.00000000 PA USD 928722.06000000 0.398119758523 Long DBT CORP CL N 2 2079-10-07 Fixed 6.35000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAX9 739000.00000000 PA USD 747566.61000000 0.320462979261 Long DBT CORP DK N 2 2023-01-12 Fixed 5.00000000 N N N N N N DRB PRIME STUDENT LOAN TRUST N/A 23342KAC8 291227.62000000 PA USD 294271.09000000 0.126146605466 Long ABS-O CORP US N 2 2042-05-27 Fixed 2.85000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AK1 1025000.00000000 PA USD 1106496.86000000 0.474327338267 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAD0 36000.00000000 PA USD 38254.77000000 0.016398856504 Long DBT CORP US N 2 2048-09-20 Fixed 4.62500000 N N N N N N SIMPAR EUROPE SA 54930068BSUST41D5C30 82883PAA2 544000.00000000 PA USD 542797.76000000 0.232683730090 Long DBT CORP LU N 2 2031-01-26 Fixed 5.20000000 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CAA9 2000000.00000000 PA USD 2000892.02000000 0.857732019236 Long DBT UST US N 2 2022-07-31 Floating 0.09000309 N N N N N N TIF Funding II LLC N/A 872480AE8 522531.67000000 PA USD 510896.98000000 0.219008669082 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 162000.00000000 PA USD 174563.10000000 0.074830804836 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N STONECO LTD 549300O1A9LEF0XZCR35 861787AA7 481000.00000000 PA USD 465127.00000000 0.199388231310 Long DBT CORP KY N 2 2028-06-16 Fixed 3.95000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284AAC2 922500.00000000 PA USD 922496.31000000 0.395450936285 Long ABS-CBDO CORP KY N 2 2036-10-18 Floating 1.54500000 N N N N N N JBS FINANCE LUXEMBOURG N/A 46592QAA7 211000.00000000 PA USD 214958.36000000 0.092147235498 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AL2 980000.00000000 PA USD 1259427.97000000 0.539885053762 Long DBT CORP US N 2 2077-04-01 Fixed 4.90000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 724000.00000000 PA USD 724434.40000000 0.310546783387 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 75000.00000000 PA USD 76125.00000000 0.032632870395 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 441000.00000000 PA USD 436766.40000000 0.187230756313 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044AN7 1500000.00000000 PA USD 1874556.14000000 0.803575009077 Long DBT CORP US N 2 2028-08-01 Fixed 6.80000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBA8 210000.00000000 PA USD 203090.98000000 0.087059988556 Long DBT CORP KY N 2 2029-07-15 Fixed 3.12500000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAG9 1076000.00000000 PA USD 1121730.00000000 0.480857401759 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N AIR CANADA 2020-2A PTT N/A 00909DAA1 260527.24960000 PA USD 281140.53000000 0.120517865070 Long DBT CORP CA N 2 2029-04-01 Fixed 5.25000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 577000.00000000 PA USD 631093.75000000 0.270533997389 Long DBT CORP NL N 2 2025-01-31 Fixed 7.12500000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAB0 582000.00000000 PA USD 623948.67000000 0.267471081532 Long DBT CORP IE N 2 2025-04-10 Fixed 4.26300000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -62.00000000 NC USD 114413.91000000 0.049046361858 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 2021-12-21 -8274195.47000000 USD 114413.91000000 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 638000.00000000 PA USD 659723.90000000 0.282807021683 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N RENEWABLE ENERGY GROUP I 549300HPU3BD8ZI0X358 75972AAD5 31000.00000000 PA USD 32046.25000000 0.013737420333 Long DBT CORP US N 2 2028-06-01 Fixed 5.87500000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 323000.00000000 PA USD 330476.13000000 0.141666794340 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 192000.00000000 PA USD 191040.00000000 0.081894036918 Long DBT CORP US N 2 2029-06-15 Fixed 4.75000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 54000.00000000 PA USD 56188.62000000 0.024086646360 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 446000.00000000 PA USD 553388.84000000 0.237223859364 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AC1 500000.00000000 PA USD 700018.03000000 0.300080100461 Long DBT CORP US N 2 2031-12-01 Fixed 8.25000000 N N N N N N UNION CARBIDE CORP QE84C8O80MNLK8IFRL44 905581AS3 2000000.00000000 PA USD 3563098.92000000 1.527410775216 Long DBT CORP US N 2 2096-10-01 Fixed 7.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 911000.00000000 PA USD 1265634.33000000 0.542545563996 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N GUARDIAN LIFE INSURANCE N1YIDVMMKBHFYCCAIX69 401378AC8 148000.00000000 PA USD 190586.21000000 0.081699508573 Long DBT CORP US N 2 2077-01-24 Fixed 4.85000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 1249000.00000000 PA USD 1327374.75000000 0.569012127201 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAA9 200000.00000000 PA USD 204000.00000000 0.087449662538 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 788000.00000000 PA USD 769541.54000000 0.329883078343 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 647000.00000000 PA USD 628911.51000000 0.269598526058 Long DBT CORP US N 2 2028-02-15 Fixed 1.50000000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 28368EAA4 1000000.00000000 PA USD 1381137.27000000 0.592058765590 Long DBT CORP US N 2 2030-10-15 Fixed 8.05000000 N N N N N N Willis Engine Securitization T N/A 97064EAA6 1208069.93000000 PA USD 1208421.00000000 0.518019650264 Long ABS-O CORP US N 2 2043-09-15 Variable 4.75000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 42000.00000000 PA USD 42146.58000000 0.018067177441 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAA1 363000.00000000 PA USD 392351.28000000 0.168191112904 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N BNSF FUNDING TRUST I N/A 05567SAA0 250000.00000000 PA USD 285000.00000000 0.122172322663 Long DBT CORP US N 2 2055-12-15 Fixed 6.61300000 N N N N N N PGT INNOVATIONS INC 549300LRW9WM59C1S579 69336VAB7 119000.00000000 PA USD 119892.50000000 0.051394895420 Long DBT CORP US N 2 2029-10-01 Fixed 4.37500000 N N N N N N AXALTA COAT/DUTCH HLD BV N/A 05454NAA7 150000.00000000 PA USD 156375.00000000 0.067034024408 Long DBT CORP N/A N 2 2027-06-15 Fixed 4.75000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAA2 2007000.00000000 PA USD 2146486.50000000 0.920144706214 Long DBT CORP AU N 2 2080-09-24 Fixed 4.75000000 N N N N N N SRM ESCROW ISSUER LLC N/A 85236FAA1 397000.00000000 PA USD 420323.75000000 0.180182206344 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -625.00000000 -0.00026792176 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 2021-12-31 1100898.44000000 USD -625.00000000 N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAL2 981933.34000000 PA USD 966347.60000000 0.414248879973 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AA8 400000.00000000 PA USD 404680.00000000 0.173476124686 Long DBT CORP DE N 2 N/A Fixed 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 954000.00000000 PA USD 1033134.30000000 0.442878656331 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 462000.00000000 PA USD 518539.29000000 0.222284734918 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 478000.00000000 PA USD 456619.06000000 0.195741091693 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206PPY0 2100.30000000 PA USD 2247.86000000 0.000963600972 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.00000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2K0 853000.00000000 PA USD 834756.04000000 0.357838892155 Long DBT CORP SA N 2 2030-11-24 Fixed 2.25000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBS6 1059000.00000000 PA USD 1608922.53000000 0.689704570091 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBF4 27000.00000000 PA USD 44125.74000000 0.018915593491 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 250000.00000000 PA USD 276779.59000000 0.118648439916 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAC5 2000000.00000000 PA USD 2903060.30000000 1.244468840995 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 87000.00000000 PA USD 81127.50000000 0.034777316164 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AK3 215000.00000000 PA USD 374133.40000000 0.160381566540 Long DBT CORP US N 2 2039-08-15 Fixed 9.37500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 1570000.00000000 PA USD 1914229.36000000 0.820581919375 Long DBT CORP US N 2 2047-07-15 Variable 5.35000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 354000.00000000 PA USD 372142.50000000 0.159528117848 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 1198000.00000000 PA USD 1191261.25000000 0.510663697584 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N 2021-11-22 Insight Select Income Fund Thomas Stabile Thomas Stabile Treasurer and Vice President