0001752724-24-116235.txt : 20240523
0001752724-24-116235.hdr.sgml : 20240523
20240523161653
ACCESSION NUMBER: 0001752724-24-116235
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240328
FILED AS OF DATE: 20240523
DATE AS OF CHANGE: 20240523
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Insight Select Income Fund
CENTRAL INDEX KEY: 0000030125
ORGANIZATION NAME:
IRS NUMBER: 231745238
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02201
FILM NUMBER: 24978488
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
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Insight Select Income Fund
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200 Park Avenue
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New York
10166
212-527-1800
Insight Select Income Fund
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2024-03-28
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0.00000000
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Bloomberg U.S. Credit Index
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AMGEN INC
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Amgen Inc
031162DT4
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PA
USD
260354.33000000
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Long
DBT
CORP
US
N
2
2053-03-02
Fixed
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N
N
N
N
N
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GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
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PA
USD
582998.88000000
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Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES2
74938PAC0
147691.00000000
PA
USD
147528.70000000
0.077992681023
Long
ABS-MBS
CORP
US
N
2
2044-04-25
Fixed
6.38900000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
137000.00000000
PA
USD
136738.67000000
0.072288412172
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.84100000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAE3
200000.00000000
PA
USD
198432.34000000
0.104903454028
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.37500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
178000.00000000
PA
USD
182677.48000000
0.096574472816
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRM1
1208000.00000000
PA
USD
1157481.44000000
0.611915381483
Long
DBT
NUSS
IL
N
2
2054-03-12
Fixed
5.75000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BT5
429000.00000000
PA
USD
423591.10000000
0.223936125964
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.85200000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2017-C LLC
83405DAD0
998011.73000000
PA
USD
960561.54000000
0.507811495610
Long
ABS-O
CORP
US
N
2
2040-07-25
Variable
3.56000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
548000.00000000
PA
USD
536710.32000000
0.283737854326
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
617000.00000000
PA
USD
422876.91000000
0.223558561511
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAA5
329000.00000000
PA
USD
281098.30000000
0.148605729245
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAG6
200000.00000000
PA
USD
190520.68000000
0.100720867353
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
28000.00000000
PA
USD
28074.87000000
0.014842090933
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAE3
44000.00000000
PA
USD
43740.98000000
0.023124153475
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAD5
264000.00000000
PA
USD
223649.35000000
0.118234705624
Long
DBT
CORP
GB
N
2
2031-04-06
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
398000.00000000
PA
USD
367103.30000000
0.194073224935
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
635000.00000000
PA
USD
677290.37000000
0.358057054576
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
787000.00000000
PA
USD
801780.25000000
0.423870008269
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
600000.00000000
PA
USD
579811.08000000
0.306523548409
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAC0
155000.00000000
PA
USD
168255.19000000
0.088949969491
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.54400000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
885000.00000000
PA
USD
888544.43000000
0.469738852873
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
901000.00000000
PA
USD
876346.02000000
0.463290028339
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493004NKU3QU5G6QW39
Eaton Vance CLO 2020-1 Ltd
278300AJ7
1500000.00000000
PA
USD
1503327.00000000
0.794750466754
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.74560000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
1500000.00000000
PA
USD
1712723.15000000
0.905450060354
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
70000.00000000
PA
USD
69307.85000000
0.036640362434
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2180000.00000000
PA
USD
2736128.90000000
1.446484843533
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
1109000.00000000
PA
USD
883696.60000000
0.467175993858
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
536820.00000000
PA
USD
477728.95000000
0.252556699902
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BA0
782000.00000000
PA
USD
768013.75000000
0.406018974106
Long
DBT
CORP
NL
N
2
2026-03-28
Fixed
3.86900000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAL7
227000.00000000
PA
USD
231212.97000000
0.122233297098
Long
DBT
CORP
US
N
2
2033-11-21
Fixed
6.50000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AC1
500000.00000000
PA
USD
562238.80000000
0.297233767987
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
8.25000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
910983.23970000
PA
USD
779825.52000000
0.412263397122
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
91000.00000000
PA
USD
77539.83000000
0.040992289824
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
114000.00000000
PA
USD
116873.37000000
0.061786401334
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
1027000.00000000
PA
USD
927797.99000000
0.490490682071
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAK2
370000.00000000
PA
USD
371888.48000000
0.196602963334
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBF4
27000.00000000
PA
USD
34988.92000000
0.018497280033
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
1745000.00000000
PA
USD
1372471.52000000
0.725572268127
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
Cerberus
635400N8FQLKT6GMFM47
Cerberus Loan Funding XXXVII LP
15672QAA5
1500000.00000000
PA
USD
1490643.00000000
0.788044929688
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
7.09399000
N
N
N
N
N
N
NEWMONT / NEWCREST FIN
N/A
Newmont Corp / Newcrest Finance Pty Ltd
65163LAA7
319000.00000000
PA
USD
288369.59000000
0.152449777227
Long
DBT
CORP
US
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAG6
583000.00000000
PA
USD
521326.06000000
0.275604794908
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
2.40000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814CS0
1550000.00000000
PA
USD
1644695.86000000
0.869486680145
Long
DBT
NUSS
CA
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
323000.00000000
PA
USD
268656.61000000
0.142028292044
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CW7
90000.00000000
PA
USD
92742.05000000
0.049029111780
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
1120000.00000000
PA
USD
1042792.53000000
0.551283819119
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BE7
121000.00000000
PA
USD
123458.57000000
0.065267740240
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AT5
36000.00000000
PA
USD
37687.18000000
0.019923745063
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
1242000.00000000
PA
USD
1224389.00000000
0.647286804027
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
926000.00000000
PA
USD
900544.20000000
0.476082664172
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAH4
67000.00000000
PA
USD
69728.88000000
0.036862944606
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.25000000
N
N
N
N
N
N
PROLOGIS TARGETED US
5493004DTBWUQ9F2VJ87
Prologis Targeted US Logistics Fund LP
74350LAB0
343000.00000000
PA
USD
344977.88000000
0.182376376629
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
775933.33000000
PA
USD
684963.06000000
0.362113307114
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
342000.00000000
PA
USD
343767.20000000
0.181736337240
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
51.00000000
NC
USD
135084.13000000
0.071413721278
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
6007228.37000000
USD
135084.13000000
N
N
N
FORD HOLDINGS LLC
N/A
Ford Holdings LLC
345277AE7
1000000.00000000
PA
USD
1153454.45000000
0.609786468623
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
9.30000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
611627.36000000
PA
USD
571848.58000000
0.302314084605
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
602000.00000000
PA
USD
565366.67000000
0.298887351101
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
106000.00000000
PA
USD
107654.37000000
0.056912674890
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAS6
541000.00000000
PA
USD
543575.80000000
0.287367366358
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
988000.00000000
PA
USD
972591.19000000
0.514171103301
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AT3
200000.00000000
PA
USD
214280.00000000
0.113281494988
Long
DBT
NUSS
HU
N
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AZ5
722000.00000000
PA
USD
717075.96000000
0.379090147325
Long
DBT
NUSS
PL
N
2
2054-03-18
Fixed
5.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
168000.00000000
PA
USD
169376.59000000
0.089542810020
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.37500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
1059000.00000000
PA
USD
1241222.13000000
0.656185824616
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
Fortress Credit Opportunities
N/A
Fortress Credit Opportunities XVII CLO Ltd
34963VAA3
253185.65000000
PA
USD
252898.03000000
0.133697344212
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
6.68399000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
561000.00000000
PA
USD
470597.90000000
0.248786791349
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1500000.00000000
PA
USD
1467176.75000000
0.775639236754
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
250000.00000000
PA
USD
248001.10000000
0.131108527938
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61300000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
371000.00000000
PA
USD
376372.82000000
0.198973659335
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
463000.00000000
PA
USD
439702.16000000
0.232453416251
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL
N/A
Farmers Exchange Capital
309588AE1
2250000.00000000
PA
USD
2150199.63000000
1.136726846226
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
7.20000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
600000.00000000
PA
USD
554097.02000000
0.292929525826
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
161000.00000000
PA
USD
164234.20000000
0.086824228598
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.83600000
N
N
N
N
N
N
BRITISH AIR 20-1 A PTT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
97702.69990000
PA
USD
91170.22000000
0.048198146443
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECS2
200000.00000000
PA
USD
208200.04000000
0.110067256803
Long
DBT
CORP
GB
N
2
2055-03-12
Fixed
6.03600000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
372000.00000000
PA
USD
297013.52000000
0.157019486547
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
Ivy Hill Middle Market Credit
5493003XZKSFJKWICW70
IVY Hill Middle Market Credit Fund XII Ltd
46600CAU4
866000.00000000
PA
USD
849859.49000000
0.449287630936
Long
ABS-CBDO
CORP
KY
N
2
2033-07-20
Floating
8.47942000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
318000.00000000
PA
USD
296005.45000000
0.156486559177
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
USQ Rail I LLC
25490077I8NB6ADB4I38
ITE Rail Fund Levered LP
90352WAD6
175842.14000000
PA
USD
156294.61000000
0.082626876420
Long
ABS-O
CORP
US
N
2
2051-02-28
Fixed
2.25000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CG3
92000.00000000
PA
USD
93371.94000000
0.049362110104
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EK0
821000.00000000
PA
USD
848128.60000000
0.448372576769
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust Series 2024-CES1
46658CAD3
195235.00000000
PA
USD
195497.34000000
0.103351833775
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Variable
6.14800000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
539000.00000000
PA
USD
418341.34000000
0.221160782203
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QRL6
106807.02000000
PA
USD
111361.81000000
0.058872654103
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AA2
110000.00000000
PA
USD
109713.69000000
0.058001357214
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
1755000.00000000
PA
USD
1677000.57000000
0.886564922837
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-B
88167QAC0
449000.00000000
PA
USD
453132.10000000
0.239553302758
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
6.13000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AX4
184000.00000000
PA
USD
193477.67000000
0.102284112863
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.12500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BK8
123000.00000000
PA
USD
126784.97000000
0.067026278437
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
5.80000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAY6
59000.00000000
PA
USD
59179.77000000
0.031286040781
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.55000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
524000.00000000
PA
USD
473104.40000000
0.250111880331
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
WI TREAS. NT/BD
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810TW8
385000.00000000
PA
USD
399978.91000000
0.211453280233
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
265499.99990000
PA
USD
263649.04000000
0.139380984708
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding 2023-1 LLC
05335JAB9
127000.00000000
PA
USD
127681.61000000
0.067500297103
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
6.18000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAK0
643000.00000000
PA
USD
666597.46000000
0.352404129289
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAK7
38000.00000000
PA
USD
40102.05000000
0.021200392832
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
119000.00000000
PA
USD
103936.88000000
0.054947382633
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EM3
335000.00000000
PA
USD
363770.85000000
0.192311488338
Long
DBT
NUSS
CO
N
2
2053-11-14
Fixed
8.75000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
150940.65000000
PA
USD
150467.09000000
0.079546093437
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
200000.00000000
PA
USD
161338.52000000
0.085293395299
Long
DBT
CORP
N/A
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
342000.00000000
PA
USD
318752.34000000
0.168511954480
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
2655000.00000000
PA
USD
2258875.78000000
1.194179696429
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-NQM1
64830JAA8
856062.40000000
PA
USD
732676.50000000
0.387337545560
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
2.27653000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
1122000.00000000
PA
USD
962674.43000000
0.508928498307
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
369000.00000000
PA
USD
369946.49000000
0.195576308814
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
167000.00000000
PA
USD
134922.98000000
0.071328527546
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
750000.00000000
PA
USD
733056.90000000
0.387538648233
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
580000.00000000
PA
USD
493035.22000000
0.260648529043
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAA4
1000000.00000000
PA
USD
1138805.01000000
0.602041879936
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
8.05000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2022-FL8 Ltd
55284JAG4
448000.00000000
PA
USD
431279.30000000
0.228000578035
Long
ABS-CBDO
CORP
KY
N
2
2037-02-19
Floating
7.52632000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
385000.00000000
PA
USD
376551.71000000
0.199068231515
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
508000.00000000
PA
USD
495604.80000000
0.262006965966
Long
DBT
CORP
CL
N
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
446000.00000000
PA
USD
423013.59000000
0.223630818907
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Antares CLO
N/A
Antares CLO 2017-1 Ltd
03665JAL2
1092500.00000000
PA
USD
1085532.04000000
0.573878534388
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
8.27942000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAE4
490000.00000000
PA
USD
462865.42000000
0.244698930165
Long
DBT
CORP
CL
N
2
2029-01-12
Fixed
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
500000.00000000
PA
USD
471108.17000000
0.249056551235
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
753000.00000000
PA
USD
621691.19000000
0.328663932350
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
111000.00000000
PA
USD
112385.01000000
0.059413580115
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1000000.00000000
PA
USD
1358726.00000000
0.718305546757
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAF8
1250000.00000000
PA
USD
1255752.61000000
0.663867523782
Long
DBT
CORP
CH
N
2
2025-02-21
Floating
6.58455700
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAB6
221000.00000000
PA
USD
186053.65000000
0.098359322475
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2023-1
432917AA0
83386.96000000
PA
USD
83940.90000000
0.044376286366
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAJ7
540000.00000000
PA
USD
397748.73000000
0.210274270879
Long
DBT
CORP
NL
N
2
2052-01-19
Fixed
4.98700000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
238000.00000000
PA
USD
194915.55000000
0.103044264049
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
389000.00000000
PA
USD
328438.20000000
0.173632491633
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAG2
947000.00000000
PA
USD
943822.13000000
0.498962021137
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BH0
266000.00000000
PA
USD
267642.45000000
0.141492145129
Long
DBT
CORP
CH
N
2
2035-02-08
Fixed
5.69900000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
371000.00000000
PA
USD
349883.50000000
0.184969786968
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CU1
224000.00000000
PA
USD
225778.31000000
0.119360203904
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.60000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
925524AX8
179000.00000000
PA
USD
169209.85000000
0.089454661072
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
473000.00000000
PA
USD
476835.56000000
0.252084399385
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAM9
200000.00000000
PA
USD
202076.71000000
0.106830090587
Long
DBT
CORP
GB
N
2
2054-03-26
Fixed
5.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
245000.00000000
PA
USD
189592.31000000
0.100230074272
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
103000.00000000
PA
USD
117237.88000000
0.061979103582
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
326000.00000000
PA
USD
262898.46000000
0.138984182279
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
NEW ENGLAND POWER CO
549300DTVRGN9GYD5U85
New England Power Co
644188BH6
356000.00000000
PA
USD
367309.59000000
0.194182282428
Long
DBT
CORP
US
N
2
2052-11-25
Fixed
5.93600000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
637000.00000000
PA
USD
652431.96000000
0.344915380842
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D83
276000.00000000
PA
USD
277034.05000000
0.146457118474
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
5.80000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
173000.00000000
PA
USD
171823.74000000
0.090836522968
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044AN7
1500000.00000000
PA
USD
1580229.80000000
0.835405983614
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.80000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
992000.00000000
PA
USD
1003348.91000000
0.530431512598
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
620000.00000000
PA
USD
563344.92000000
0.297818530574
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BU5
748000.00000000
PA
USD
754378.85000000
0.398810733224
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
1500000.00000000
PA
USD
1829526.60000000
0.967199497706
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
161000.00000000
PA
USD
158231.91000000
0.083651051519
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
UNION CARBIDE CORP
QE84C8O80MNLK8IFRL44
Union Carbide Corp
905581AS3
2000000.00000000
PA
USD
2474813.78000000
1.308337711478
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
159000.00000000
PA
USD
154522.58000000
0.081690073137
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
PANHANDLE EAST PIPE LINE
Y7WHF83UZ55OTCFC0K67
Panhandle Eastern Pipe Line Co LP
12589YAF6
1000000.00000000
PA
USD
1057320.02000000
0.558963937588
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
326000.00000000
PA
USD
298856.96000000
0.157994041517
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
32000.00000000
PA
USD
32298.11000000
0.017074753528
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
1219000.00000000
PA
USD
1156166.77000000
0.611220366628
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
331505.48320000
PA
USD
310293.21000000
0.164039941727
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
200000.00000000
PA
USD
169061.99000000
0.089376493246
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
1360000.00000000
PA
USD
1519291.97000000
0.803190524944
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
346000.00000000
PA
USD
342419.25000000
0.181023728545
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
425000.00000000
PA
USD
395708.75000000
0.209195812861
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
1130000.00000000
PA
USD
1020437.75000000
0.539465717110
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504KAA5
200000.00000000
PA
USD
220254.80000000
0.116440139174
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
250000.00000000
PA
USD
188286.65000000
0.099539822654
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
1025000.00000000
PA
USD
956770.96000000
0.505807563515
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
1402000.00000000
PA
USD
1280174.43000000
0.676778389378
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300IFG1NMINYRYF89
Amur Equipment Finance Receivables XI LLC
03236XAB3
64654.39000000
PA
USD
64494.33000000
0.034095641780
Long
ABS-O
CORP
US
N
2
2028-06-21
Fixed
5.30000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B85
1199000.00000000
PA
USD
1162711.76000000
0.614680448073
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AD0
70000.00000000
PA
USD
75631.28000000
0.039983313730
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.08100000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
90000.00000000
PA
USD
91295.73000000
0.048264498695
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
195000.00000000
PA
USD
128766.38000000
0.068073772776
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAE9
400000.00000000
PA
USD
390308.87000000
0.206341106499
Long
DBT
CORP
AU
N
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAX8
454000.00000000
PA
USD
366306.59000000
0.193652035370
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.59300000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust 2023-1
233868AC2
428000.00000000
PA
USD
431701.43000000
0.228223741734
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.90000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
1175000.00000000
PA
USD
853223.57000000
0.451066089083
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.87500000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CC4
500000.00000000
PA
USD
547049.43000000
0.289203739326
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.75000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
51000.00000000
PA
USD
51372.96000000
0.027158884220
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
MIDAMERICAN FUNDING LLC
N/A
MidAmerican Funding LLC
59562HAJ7
500000.00000000
PA
USD
541057.14000000
0.286035848857
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.92700000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BV9
276000.00000000
PA
USD
280044.68000000
0.148048721364
Long
DBT
CORP
US
N
2
2054-04-04
Fixed
5.89300000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
594320.00000000
PA
USD
544128.55000000
0.287659583767
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US ULTRA TREASURY BOND
000000000
-4.00000000
NC
USD
-4500.00000000
-0.00237897483
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
2024-06-18
-453937.52000000
USD
-4500.00000000
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
1113794.50000000
PA
USD
972771.74000000
0.514266553058
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
AGCO CORP
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084AS1
149000.00000000
PA
USD
150860.47000000
0.079754058130
Long
DBT
CORP
US
N
2
2034-03-21
Fixed
5.80000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd
55284AAC2
922500.00000000
PA
USD
904790.77000000
0.478327660430
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
6.89115000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
730075.00000000
PA
USD
689222.85000000
0.364365292271
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
200000.00000000
PA
USD
211721.41000000
0.111928868050
Long
DBT
CORP
US
N
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BG7
177000.00000000
PA
USD
185597.02000000
0.098117919968
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAL6
167000.00000000
PA
USD
156127.26000000
0.082538404989
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.53948000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
638000.00000000
PA
USD
617501.51000000
0.326449011621
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CZ5
136290.96000000
PA
USD
137130.95000000
0.072495795338
Long
ABS-O
CORP
US
N
2
2035-10-15
Fixed
6.16000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
200000.00000000
PA
USD
186503.72000000
0.098597256964
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
500000.00000000
PA
USD
445117.02000000
0.235316041955
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
2007000.00000000
PA
USD
1926631.09000000
1.018534861703
Long
DBT
CORP
AU
N
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
188000.00000000
PA
USD
192565.20000000
0.101801725493
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
853000.00000000
PA
USD
718171.41000000
0.379669269099
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
703000.00000000
PA
USD
687550.61000000
0.363481244076
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
930000.00000000
PA
USD
773248.28000000
0.408786266359
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
891000.00000000
PA
USD
775502.56000000
0.409978016445
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2024-REV1
34533BAA8
255000.00000000
PA
USD
254630.40000000
0.134613180798
Long
ABS-O
CORP
US
N
2
2036-08-15
Fixed
4.87000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAW0
145000.00000000
PA
USD
144945.55000000
0.076627070169
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAC5
212000.00000000
PA
USD
212289.17000000
0.112229020661
Long
DBT
CORP
IE
N
2
2034-04-03
Fixed
5.43800000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAA5
70000.00000000
PA
USD
70780.93000000
0.037419122489
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.05500000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBU8
745000.00000000
PA
USD
675394.96000000
0.357055025089
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKD2
125000.00000000
PA
USD
125234.38000000
0.066206541862
Long
DBT
UST
US
N
2
2029-02-28
Fixed
4.25000000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455VJ6
365000.00000000
PA
USD
311402.56000000
0.164626411890
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
3.59900000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAC1
432000.00000000
PA
USD
391723.13000000
0.207088770710
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AH4
200000.00000000
PA
USD
204008.26000000
0.107851225885
Long
DBT
CORP
NL
N
2
2031-03-15
Fixed
7.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
2195000.00000000
PA
USD
1536624.76000000
0.812353696325
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
82506.60000000
PA
USD
72371.62000000
0.038260058373
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
2000000.00000000
PA
USD
2266820.80000000
1.198379919237
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
255000.00000000
PA
USD
245802.84000000
0.129946393445
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJN2
318000.00000000
PA
USD
319850.86000000
0.169092699244
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D67
200000.00000000
PA
USD
215361.48000000
0.113853231366
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.12200000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
904000.00000000
PA
USD
821915.99000000
0.434514990208
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
1000000.00000000
PA
USD
645510.71000000
0.341256385382
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
391000.00000000
PA
USD
352030.95000000
0.186105060192
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
2200000.00000000
PA
USD
2235197.80000000
1.181662070086
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
550000.00000000
PA
USD
566517.60000000
0.299495802991
Long
DBT
CORP
US
N
2
2027-10-28
Floating
7.33120000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
2402000.00000000
PA
USD
2316906.46000000
1.224858258057
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAD5
395000.00000000
PA
USD
423606.69000000
0.223944367790
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJM4
158000.00000000
PA
USD
159425.70000000
0.084282161823
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.37500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
1136000.00000000
PA
USD
1100446.38000000
0.581763165394
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CJ6
700000.00000000
PA
USD
542180.95000000
0.286629963459
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
COX ENTERPRISES INC
TVRMNZKRGA8LPW6XPG60
Cox Enterprises Inc
224050AE4
500000.00000000
PA
USD
524871.65000000
0.277479210327
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.37500000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
2000000.00000000
PA
USD
2366354.68000000
1.250999607161
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
193000.00000000
PA
USD
200659.51000000
0.106080872113
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GMA4
106000.00000000
PA
USD
106840.91000000
0.056482630253
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.46800000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AG8
31000.00000000
PA
USD
30649.12000000
0.016202996703
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.12500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBZ7
227000.00000000
PA
USD
257146.10000000
0.135943133462
Long
DBT
CORP
CA
N
2
2053-11-15
Fixed
6.70000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
637360.69630000
PA
USD
569805.94000000
0.301234220348
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
371000.00000000
PA
USD
308467.95000000
0.163074997815
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
160000.00000000
PA
USD
156287.92000000
0.082623339677
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
246000.00000000
PA
USD
234975.94000000
0.124222632860
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO IX Ltd
55281XAM3
434124.31000000
PA
USD
433907.25000000
0.229389872905
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
7.07814000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
425000.00000000
PA
USD
381020.50000000
0.201430706837
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BX1
400000.00000000
PA
USD
418525.85000000
0.221258325458
Long
DBT
NUSS
PA
N
2
2031-03-01
Fixed
7.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
426000.00000000
PA
USD
364352.94000000
0.192619216662
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
750000.00000000
PA
USD
740498.55000000
0.391472758916
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
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
152249.49000000
0.080488378935
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust VI
97064GAA1
607923.38000000
PA
USD
520128.30000000
0.274971585820
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
462000.00000000
PA
USD
430069.01000000
0.227360744823
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AP6
278000.00000000
PA
USD
281914.00000000
0.149036958083
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
513000.00000000
PA
USD
403804.62000000
0.213475784192
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACZ6
83000.00000000
PA
USD
82848.94000000
0.043799009620
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
255000.00000000
PA
USD
236708.29000000
0.125138458872
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
880000.00000000
PA
USD
981483.90000000
0.518872332923
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
129000.00000000
PA
USD
131308.78000000
0.069417840691
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QJU5
27577.53000000
PA
USD
28412.95000000
0.015020820669
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
53000.00000000
PA
USD
46847.36000000
0.024766375662
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAD0
36000.00000000
PA
USD
25496.51000000
0.013479012365
Long
DBT
CORP
US
N
2
2048-09-20
Fixed
4.62500000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
1164000.00000000
PA
USD
966373.01000000
0.510883793583
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAZ6
441000.00000000
PA
USD
432355.09000000
0.228569306332
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2022-3
57109NAA7
14967.75000000
PA
USD
14943.76000000
0.007900184214
Long
ABS-O
CORP
US
N
2
2032-11-15
Fixed
5.18000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
247000.00000000
PA
USD
220398.38000000
0.116516044331
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAU0
211000.00000000
PA
USD
180527.04000000
0.095437618895
Long
DBT
CORP
N/A
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
694000.00000000
PA
USD
661789.29000000
0.349862236971
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
351000.00000000
PA
USD
310256.45000000
0.164020508146
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
BENTELER INTERNATIONAL A
529900ZAFSOBVFCKF263
Benteler International AG
08263DAA4
547000.00000000
PA
USD
591408.74000000
0.312654779803
Long
DBT
CORP
AT
N
2
2028-05-15
Fixed
10.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBD5
54000.00000000
PA
USD
59639.24000000
0.031528944685
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.20000000
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
626893.14000000
0.331414000826
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust IV
97064EAA6
976892.89000000
PA
USD
932463.80000000
0.492957314197
Long
ABS-O
CORP
US
N
2
2043-09-15
Variable
4.75000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
215000.00000000
PA
USD
279083.05000000
0.147540345015
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
9.37500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
178000.00000000
PA
USD
176600.77000000
0.093361952779
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206PPY0
647.60000000
PA
USD
646.93000000
0.000342006708
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
70000.00000000
PA
USD
89551.47000000
0.047342376329
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
1063000.00000000
PA
USD
931214.36000000
0.492296783905
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AZ1
107000.00000000
PA
USD
118861.70000000
0.062837554007
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FD3
1400000.00000000
PA
USD
1789655.59000000
0.946121246729
Long
DBT
CORP
US
N
2
2095-12-01
Fixed
7.90000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
400000.00000000
PA
USD
371088.40000000
0.196179992182
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAU0
96000.00000000
PA
USD
95677.88000000
0.050581170821
Long
DBT
CORP
US
N
2
2054-01-17
Fixed
5.66400000
N
N
N
N
N
N
PureWest Funding LLC
549300CU0IQI7FATI376
Purewest Funding LLC
746245AA7
132571.14000000
PA
USD
128321.59000000
0.067838629617
Long
ABS-O
CORP
US
N
2
2036-12-22
Fixed
4.09100000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AV8
38000.00000000
PA
USD
38428.94000000
0.020315884702
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.62500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAP0
191000.00000000
PA
USD
192737.60000000
0.101892866662
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.40000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
200000.00000000
PA
USD
225662.70000000
0.119299085397
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
1655000.00000000
PA
USD
1420208.44000000
0.750808919535
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
90000.00000000
PA
USD
116216.35000000
0.061439060435
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd
64135DAA3
936929.00000000
PA
USD
937390.91000000
0.495562085463
Long
ABS-CBDO
CORP
KY
N
2
2035-04-14
Floating
6.61653000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404BTH5
47966.67000000
PA
USD
48993.31000000
0.025900855895
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
137.00000000
NC
USD
40473.23000000
0.021396621249
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
14620668.08000000
USD
40473.23000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
200000.00000000
PA
USD
186428.82000000
0.098557660250
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
166000.00000000
PA
USD
125941.95000000
0.066580606578
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
980000.00000000
PA
USD
824843.56000000
0.436062682509
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.90000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBA6
631000.00000000
PA
USD
653218.77000000
0.345331336661
Long
DBT
NUSS
SA
N
2
2032-10-25
Fixed
5.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
209000.00000000
PA
USD
204455.92000000
0.108087886301
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd
34961JAY0
600000.00000000
PA
USD
597807.00000000
0.316037290808
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
7.12560000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
140000.00000000
PA
USD
137196.12000000
0.072530248180
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CTH6
28560.49000000
PA
USD
27773.99000000
0.014683027389
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
3.88000000
N
N
N
N
N
N
Flexential Issuer, LLC
N/A
Flexential Issuer 2021-1
33938MAA7
555000.00000000
PA
USD
503115.66000000
0.265977665282
Long
ABS-O
CORP
US
N
2
2051-11-27
Fixed
3.25000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
550000.00000000
PA
USD
457364.12000000
0.241790606998
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
149000.00000000
PA
USD
159020.08000000
0.084067726318
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
582000.00000000
PA
USD
581680.15000000
0.307511652963
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AL9
788000.00000000
PA
USD
641788.39000000
0.339288539692
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
697000.00000000
PA
USD
696370.68000000
0.368144071758
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
441247.24180000
PA
USD
425782.85000000
0.225094818873
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
352000.00000000
PA
USD
347793.64000000
0.183864959336
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
555000.00000000
PA
USD
521617.19000000
0.275758704007
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2024-H2 Mortgage Trust
22757BAB0
317477.00000000
PA
USD
317844.96000000
0.168032257995
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.41700000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
305000.00000000
PA
USD
308338.04000000
0.163006319455
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBH3
192000.00000000
PA
USD
134668.46000000
0.071193972729
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
1114594.00640000
PA
USD
1020183.88000000
0.539331505923
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DV6
271000.00000000
PA
USD
279511.70000000
0.147766955584
Long
DBT
CORP
US
N
2
2053-03-08
Fixed
5.85000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
169654.41000000
PA
USD
169064.00000000
0.089377555855
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
6.18981000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
329000.00000000
PA
USD
334763.36000000
0.176976357513
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
61000.00000000
PA
USD
63100.61000000
0.033358836267
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
83283WAE3
878000.00000000
PA
USD
938486.30000000
0.496141175517
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.87500000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
339000.00000000
PA
USD
296372.18000000
0.156680435053
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BT1
277000.00000000
PA
USD
285233.12000000
0.150791647628
Long
DBT
CORP
US
N
2
2027-10-20
Fixed
6.61500000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital II Aircraft Lease Ltd
09229CAB5
279389.05000000
PA
USD
243082.44000000
0.128508223859
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
3.44600000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
539170.15500000
PA
USD
468759.14000000
0.247814710512
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BQ2
917000.00000000
PA
USD
743896.05000000
0.393268884915
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.20000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
1177000.00000000
PA
USD
1171417.61000000
0.619282892086
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
PMT ISSUER TRUST - FMSR
N/A
PMT Issuer Trust - FMSR
69346MAD1
566000.00000000
PA
USD
571709.53000000
0.302240574283
Long
ABS-O
CORP
US
N
2
2026-03-25
Floating
8.44421000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
515000.00000000
PA
USD
481668.15000000
0.254639201606
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
162000.00000000
PA
USD
159371.60000000
0.084253561259
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
1241000.00000000
PA
USD
1222961.57000000
0.646532177350
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
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
1017000.00000000
PA
USD
816816.16000000
0.431818908602
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-C
34535AAF7
565000.00000000
PA
USD
562165.62000000
0.297195080570
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.03000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
500000.00000000
PA
USD
498034.15000000
0.263291268747
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAR5
1000000.00000000
PA
USD
1187725.71000000
0.627904349751
Long
DBT
CORP
US
N
2
2058-06-15
Fixed
10.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
400000.00000000
PA
USD
401756.31000000
0.212392922427
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
533000.00000000
PA
USD
445941.24000000
0.235751774986
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
863162.05550000
PA
USD
800290.02000000
0.423082181676
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
173163.50340000
PA
USD
170212.40000000
0.089984670232
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
203000.00000000
PA
USD
214160.33000000
0.113218230117
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
600000.00000000
PA
USD
608678.39000000
0.321784571524
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
305000.00000000
PA
USD
302323.89000000
0.159826872455
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
151000.00000000
PA
USD
153928.46000000
0.081375985019
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.87500000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT 2023-3 Mortgage Loan Trust
19688RAB5
257619.55000000
PA
USD
261030.23000000
0.137996521800
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.43200000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
129000.00000000
PA
USD
122797.43000000
0.064918221257
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-22.00000000
NC
USD
-16765.94000000
-0.00886349985
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
2024-06-18
-2420765.42000000
USD
-16765.94000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJJ1
111000.00000000
PA
USD
113566.88000000
0.060038388778
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
412561.25000000
PA
USD
358317.61000000
0.189428572621
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BN2
548000.00000000
PA
USD
604649.25000000
0.319654522043
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
6.62500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AA6
197000.00000000
PA
USD
205466.01000000
0.108621881566
Long
DBT
CORP
US
N
2
2030-08-02
Fixed
6.34300000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
674000.00000000
PA
USD
501348.11000000
0.265043230400
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
1076000.00000000
PA
USD
1076830.67000000
0.569278458776
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
370000.00000000
PA
USD
384437.77000000
0.203237284466
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAD0
73000.00000000
PA
USD
74317.45000000
0.039288742951
Long
DBT
CORP
GB
N
2
2031-03-26
Fixed
6.50000000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
200000.00000000
PA
USD
188702.32000000
0.099759571202
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBC1
53000.00000000
PA
USD
52979.24000000
0.028008061930
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
164000.00000000
PA
USD
137028.65000000
0.072441713310
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
735000.00000000
PA
USD
633784.58000000
0.335057236899
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Apidos CLO Ltd
N/A
Apidos CLO XXXIX Ltd
03766HAA8
950000.00000000
PA
USD
951575.10000000
0.503060714586
Long
ABS-CBDO
CORP
JE
N
2
2035-04-21
Floating
6.61781000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAF9
1061000.00000000
PA
USD
1048649.96000000
0.554380414355
Long
DBT
CORP
IN
N
2
2024-07-24
Fixed
3.37500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAQ4
92000.00000000
PA
USD
94230.62000000
0.049816060795
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
SFS Auto Receivables Securitiz
N/A
SFS Auto Receivables Securitization Trust 2023-1
78398AAB9
153304.28000000
PA
USD
153547.04000000
0.081174343112
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
5.89000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
684000.00000000
PA
USD
477891.29000000
0.252642522741
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
559000.00000000
PA
USD
513537.54000000
0.271487307558
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAH4
147000.00000000
PA
USD
148934.06000000
0.078735640150
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.35000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AG5
10000.00000000
PA
USD
10073.59000000
0.005325514910
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
9.19000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CC4
530000.00000000
PA
USD
563648.21000000
0.297978868192
Long
DBT
CORP
US
N
2
2030-11-16
Fixed
6.45000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
911000.00000000
PA
USD
1014238.30000000
0.536188309213
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1162000.00000000
PA
USD
1105557.36000000
0.584465141571
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
690000.00000000
PA
USD
730027.18000000
0.385936953203
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAA1
363000.00000000
PA
USD
281137.41000000
0.148626405179
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 36m Ltd
38175BAE4
2250000.00000000
PA
USD
2220455.25000000
1.173868257766
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
7.63419000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
60.00000000
NC
USD
217697.60000000
0.115088247075
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
7522302.40000000
USD
217697.60000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
757000.00000000
PA
USD
727365.19000000
0.384529662710
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
552000.00000000
PA
USD
442776.58000000
0.234078742431
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AN8
243000.00000000
PA
USD
164888.30000000
0.087170025807
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
153206.38000000
PA
USD
139046.72000000
0.073508588364
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
200000.00000000
PA
USD
163955.82000000
0.086677059929
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.20000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
213000.00000000
PA
USD
175651.93000000
0.092860338006
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
384000.00000000
PA
USD
368183.08000000
0.194644062589
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
384000.00000000
PA
USD
302424.31000000
0.159879960600
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
267000.00000000
PA
USD
213798.62000000
0.113027008120
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
65000.00000000
PA
USD
62870.68000000
0.033237281227
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
80000.00000000
PA
USD
78384.35000000
0.041438754674
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
134000.00000000
PA
USD
137212.40000000
0.072538854783
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
503000.00000000
PA
USD
386231.65000000
0.204185638994
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AY8
14000.00000000
PA
USD
14262.86000000
0.007540218889
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAN6
28000.00000000
PA
USD
29417.95000000
0.015552125048
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.37500000
N
N
N
N
N
N
TIF Funding III LLC
N/A
TIF Funding III LLC
88655AAA8
422000.00000000
PA
USD
424510.48000000
0.224422166382
Long
ABS-O
CORP
US
N
2
2034-05-22
Fixed
5.48000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAB7
700000.00000000
PA
USD
546875.00000000
0.289111524975
Long
DBT
CORP
LU
N
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
360000.00000000
PA
USD
288417.42000000
0.152475063086
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO IX Ltd
55281XAZ4
550000.00000000
PA
USD
550000.00000000
0.290763590832
Long
ABS-CBDO
CORP
KY
N
2
2036-04-17
Floating
7.29201000
N
N
N
N
N
N
2024-05-23
Insight Select Income Fund
Thomas Stabile
Thomas Stabile
Treasurer and Vice President