0001752724-22-187373.txt : 20220823
0001752724-22-187373.hdr.sgml : 20220823
20220823132930
ACCESSION NUMBER: 0001752724-22-187373
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220823
DATE AS OF CHANGE: 20220823
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03213
FILM NUMBER: 221186605
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
DATE OF NAME CHANGE: 19860226
0000353905
S000005423
NVIT Amundi Multi Sector Bond Fund
C000014754
Class I
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000005423
C000014754
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT Amundi Multi Sector Bond Fund
S000005423
5493003NBLEW4UFF5S87
2022-12-31
2022-06-30
N
261627164.65
14820701.54
246806463.11
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12612880.46000000
CAD
EUR
GBP
MXN
RUB
USD
UST
Bellemeade RE Ltd.
N/A
Bellemeade RE Ltd., Series 2021-3A, Class B1
078777AF6
2100000.00000000
PA
USD
1896357.33000000
0.768358051123
Long
ABS-MBS
CORP
BM
Y
2
2031-09-25
Floating
4.77565920
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2U6
2215000.00000000
PA
USD
1965735.66000000
0.796468469759
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000160
N
N
N
N
N
N
Tricida, Inc.
549300QVPFFJC8SZXG25
Tricida, Inc.
89610FAB7
1260000.00000000
PA
USD
653940.00000000
0.264960646394
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.50000000
N
N
N
N
Y
Tricida, Inc.
Tricida, Inc.
USD
XXXX
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
1960000.00000000
PA
USD
1691734.80000000
0.685449958920
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
1815000.00000000
PA
USD
1431581.25000000
0.580042042643
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR7, Class F
74333PAN7
1710000.00000000
PA
USD
1418653.28000000
0.574803942378
Long
ABS-O
CORP
US
Y
2
2040-08-17
Fixed
3.83400000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B69
600000.00000000
PA
USD
465000.00000000
0.188406735439
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAG6
2695000.00000000
PA
USD
2477672.24000000
1.003892770383
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
4.58799840
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B93
3000000.00000000
PA
USD
2352720.00000000
0.953265149685
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
Osmosis Buyer Ltd.
N/A
Osmosis Buyer Ltd., Term Loan
00132UAL8
1112222.22000000
PA
USD
1008418.52000000
0.408586755505
Long
LON
CORP
US
N
2
2028-07-31
Variable
0.00000000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
Republic of Serbia
N/A
1225000.00000000
PA
751795.92000000
0.304609494632
Long
DBT
NUSS
RS
Y
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
Gruenenthal GmbH
N/A
555000.00000000
PA
497278.47000000
0.201485189542
Long
DBT
CORP
DE
Y
2
2028-05-15
Fixed
4.12500000
N
N
N
N
N
N
US Acute Care Solutions LLC
N/A
US Acute Care Solutions LLC
90367UAA9
900000.00000000
PA
USD
805964.36000000
0.326557234297
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
2047000.00000000
PA
USD
1560837.50000000
0.632413543929
Long
DBT
NUSS
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
76000000.00000000
PA
USD
2777116.74000000
1.125220427782
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 38-V2
Markit CDX North American High Yield Index Series 38-V2
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-06-20
0.00000000
USD
700463.30000000
USD
76000000.00000000
USD
2777116.74000000
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAL0
970000.00000000
PA
USD
953407.64000000
0.386297679560
Long
DBT
CORP
US
N
2
2032-05-13
Fixed
4.50000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft, Series 2021-1A, Class B
09229CAB5
2252596.96000000
PA
USD
1814598.63000000
0.735231406477
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
3.44600000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corp.
N/A
PECF USS Intermediate Holding III Corp., Term Loan
69291LAB2
537300.00000000
PA
USD
483570.00000000
0.195930849584
Long
LON
CORP
US
N
2
2028-12-15
Variable
5.91614000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-159, Class CI
38382BHB2
1128914.18000000
PA
USD
198054.33000000
0.080246816677
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
116232.08000000
0.047094423110
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
14550000.00000000
EUR
15384368.30000000
USD
2022-07-25
116232.08000000
N
N
N
TMS International Corp.
549300L4K0F1YF8WKF23
TMS International Corp.
87261QAC7
346000.00000000
PA
USD
250473.35000000
0.101485733738
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M2
20754MCB1
2290000.00000000
PA
USD
2298587.50000000
0.931331972038
Long
ABS-MBS
CORP
US
Y
2
2042-06-25
Floating
1.00000080
N
N
N
N
N
N
Tullow Oil plc
2138003EYHWO75RKS857
Tullow Oil plc
899415AG8
1306000.00000000
PA
USD
1247230.00000000
0.505347382027
Long
DBT
CORP
GB
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2022-DNA2, Class B2
35564KSQ3
1270000.00000000
PA
USD
1087125.59000000
0.440476953602
Long
ABS-MBS
CORP
US
Y
2
2042-02-25
Floating
9.42566040
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2
35564KKL2
1680000.00000000
PA
USD
1331726.09000000
0.539583150789
Long
ABS-MBS
CORP
US
Y
2
2041-09-25
Floating
7.17566040
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
1109000.00000000
PA
USD
968278.99000000
0.392323190324
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2E1
1625000.00000000
PA
USD
1606855.93000000
0.651059096975
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
40054JAA7
2365000.00000000
PA
USD
2274235.46000000
0.921465115354
Long
DBT
CORP
MX
Y
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
Western Global Airlines LLC
N/A
Western Global Airlines LLC
958278AA1
1530000.00000000
PA
USD
1472701.50000000
0.596702971811
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Government Agency Repurchase Agreement
N/A
3055870.36000000
PA
USD
3055870.36000000
1.238164641838
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
7502881.23847300
USD
3116987.76682300
USD
AMBS
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
N/A
850000.00000000
PA
670259.39000000
0.271572867887
Long
DBT
CORP
LU
Y
2
2028-06-01
Fixed
3.62500000
N
N
N
N
N
N
Grinding Media, Inc. (Molycop Ltd.)
N/A
Grinding Media, Inc. (Molycop Ltd.), 1st Lien Term Loan
39854KAB6
1389500.00000000
PA
USD
1264445.00000000
0.512322482996
Long
LON
CORP
US
N
2
2028-10-12
Variable
4.79586000
N
N
N
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAG1
335000.00000000
PA
USD
258752.02000000
0.104840050272
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2
20754LAJ8
1650000.00000000
PA
USD
1342888.97000000
0.544106079345
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
6.92565840
N
N
N
N
N
N
MF1 Ltd.
N/A
MF1 Ltd., Series 2021-FL7, Class D
55284AAJ7
1600000.00000000
PA
USD
1504046.88000000
0.609403360449
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
4.16229120
N
N
N
N
N
N
Oaktown Re VII Ltd.
N/A
Oaktown Re VII Ltd., Series 2021-2, Class B1
67389JAE8
1390000.00000000
PA
USD
1284263.26000000
0.520352361853
Long
ABS-MBS
CORP
BM
Y
2
2034-04-25
Floating
5.32566000
N
N
N
N
N
N
South Broward Hospital District
N/A
South Broward Hospital District, RB
836753NH2
525000.00000000
PA
USD
350746.67000000
0.142114053894
Long
DBT
MUN
US
N
2
2045-05-01
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
-30.00000000
NC
101709.78000000
0.041210338950
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bund
2022-09-08
-4463400.00000000
EUR
101709.78000000
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CS9
1675000.00000000
PA
USD
1330424.03000000
0.539055587619
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
192.00000000
NC
USD
103774.17000000
0.042046779769
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2022-09-30
40323000.19000000
USD
103774.17000000
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-86.00000000
NC
USD
355230.05000000
0.143930610861
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2022-09-21
-13273562.50000000
USD
355230.05000000
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
3000000.00000000
PA
USD
2641010.97000000
1.070073666921
Long
DBT
CORP
IT
Y
2
2032-06-19
Variable
5.86100160
N
N
N
N
N
Cincinnati Bell, Inc.
549300JYVZOCUJOHL272
Cincinnati Bell, Inc., Term Loan B2
17187MAS9
0.01000000
PA
USD
0.01000000
0.000000004051
Long
LON
CORP
US
N
2
2028-11-22
Variable
4.87532000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
420000.00000000
PA
USD
284025.00000000
0.115080049533
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Belden, Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
N/A
1925000.00000000
PA
1488015.70000000
0.602907914667
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.37500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1400000.00000000
PA
USD
936236.00000000
0.379340147013
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
United Wholesale Mortgage LLC
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
850000.00000000
PA
USD
650802.50000000
0.263689407400
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
Gruenenthal GmbH
N/A
1545000.00000000
PA
1384315.75000000
0.560891207043
Long
DBT
CORP
DE
Y
2
2028-05-15
Fixed
4.12500000
N
N
N
N
N
N
Race Point VIII CLO Ltd.
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd., Series 2013-8A, Class CR2
74982LBC3
650000.00000000
PA
USD
614989.05000000
0.249178665035
Long
ABS-CBDO
CORP
KY
Y
2
2030-02-20
Floating
3.52800000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2019-1A, Class D
125504AD2
1150000.00000000
PA
USD
1150822.48000000
0.466285390381
Long
ABS-O
CORP
US
Y
2
2026-05-15
Fixed
4.85000000
N
N
N
N
N
N
FHLMC STACR Trust
5493005RUXPCBST1N217
FHLMC STACR Trust, Series 2018-HQA2, Class B2
35563XBE1
2800000.00000000
PA
USD
2980182.24000000
1.207497649148
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Floating
12.62356920
N
N
N
N
N
N
Petco Health and Wellness Co., Inc.
N/A
Petco Health and Wellness Co., Inc., 1st Lien Term Loan
71601HAB2
849250.00000000
PA
USD
798694.15000000
0.323611521325
Long
LON
CORP
US
N
2
2028-03-03
Variable
5.50043000
N
N
N
N
N
N
Total Play Telecomunicaciones SA de CV
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
89157FAC4
1355000.00000000
PA
USD
1066656.00000000
0.432183171607
Long
DBT
CORP
MX
Y
2
2028-09-20
Fixed
6.37500000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes, Series 2020-SFR1, Class F
89613GAF3
980000.00000000
PA
USD
951697.60000000
0.385604812778
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
4.88200000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-32.00000000
NC
USD
31419.36000000
0.012730363542
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2022-09-30
-3592000.00000000
USD
31419.36000000
N
N
N
STACR Trust
549300YG8OJES76WL398
STACR Trust, Series 2018-HRP2, Class B2
35564ACC3
2000000.00000000
PA
USD
2076380.40000000
0.841299038054
Long
ABS-MBS
CORP
US
Y
2
2047-02-25
Floating
12.12356880
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2
35566CBE4
2115000.00000000
PA
USD
1792670.19000000
0.726346533802
Long
ABS-MBS
CORP
US
Y
2
2050-12-25
Floating
6.57565920
N
N
N
N
N
N
Home RE Ltd.
N/A
Home RE Ltd., Series 2020-1, Class B1
43731WAE5
300000.00000000
PA
USD
302824.68000000
0.122697224450
Long
ABS-MBS
CORP
BM
Y
2
2030-10-25
Floating
8.62356960
N
N
N
N
N
N
Deuce Finco plc
9845007DA2BC863E8437
Deuce Finco plc
N/A
655000.00000000
PA
631773.59000000
0.255979354040
Long
DBT
CORP
GB
Y
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-2, Class B1
92537UAE2
350000.00000000
PA
USD
342964.83000000
0.138961040840
Long
ABS-MBS
CORP
US
Y
2
2060-05-25
Variable
5.36000040
N
N
N
N
N
N
Hundred Acre Wood Trust
N/A
Hundred Acre Wood Trust, Series 2021-INV1, Class AX1
44590HBJ4
30553280.42000000
PA
USD
337237.94000000
0.136640643745
Long
ABS-MBS
CORP
US
Y
2
2051-07-25
Variable
0.22729680
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D
61690FAB9
2000000.00000000
PA
USD
1628410.00000000
0.659792283994
Long
ABS-MBS
CORP
US
Y
2
2048-04-15
Variable
4.34754000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
1220000.00000000
PA
USD
1055983.20000000
0.427858811594
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
1785000.00000000
PA
USD
1347675.00000000
0.546045262760
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Light Servicos de Eletricidade SA
N/A
Light Servicos de Eletricidade SA
53227QAB4
1730000.00000000
PA
USD
1523073.06000000
0.617112307679
Long
DBT
CORP
BR
Y
2
2026-06-18
Fixed
4.37500000
N
N
N
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AF6
2245000.00000000
PA
USD
1794338.70000000
0.727022573635
Long
DBT
CORP
LU
Y
2
2031-03-18
Fixed
4.37500000
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329RAA1
1750000.00000000
PA
USD
1507894.71000000
0.610962407952
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAQ3
1590000.00000000
PA
USD
1256632.24000000
0.509156941907
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAP9
1170000.00000000
PA
USD
941850.00000000
0.381614803815
Long
DBT
CORP
CA
Y
2
2029-08-15
Fixed
4.37500000
N
N
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
1160000.00000000
PA
USD
907700.00000000
0.367778051094
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Eagle RE Ltd.
N/A
Eagle RE Ltd., Series 2021-2, Class M2
26982AAG9
2690000.00000000
PA
USD
2514786.04000000
1.018930383066
Long
ABS-MBS
CORP
BM
Y
2
2034-04-25
Floating
5.17565880
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
340000.00000000
PA
USD
287659.22000000
0.116552547439
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust, Series 2021-4, Class AX1
33852FBA3
90807124.77000000
PA
USD
926595.90000000
0.375434212023
Long
ABS-MBS
CORP
US
Y
2
2051-06-01
Variable
0.21160800
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6914.53000000
-0.00280160005
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
12723089.00000000
MXN
623785.84000000
USD
2022-07-22
-6914.53000000
N
N
N
Iochpe-Maxion Austria GmbH
N/A
Iochpe-Maxion Austria GmbH
46188AAA2
1280000.00000000
PA
USD
1058560.00000000
0.428902868531
Long
DBT
CORP
AT
Y
2
2028-05-07
Fixed
5.00000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
3260000.00000000
PA
USD
3147307.28000000
1.275212666775
Long
DBT
CORP
NL
Y
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAC5
555000.00000000
PA
485768.37000000
0.196821575852
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
2.87500000
N
N
N
N
N
N
Farmers Exchange Capital III
N/A
Farmers Exchange Capital III
30958QAA9
2010000.00000000
PA
USD
1980820.35000000
0.802580420723
Long
DBT
CORP
US
Y
2
2054-10-15
Variable
5.45400000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC
599191AA1
1335000.00000000
PA
USD
1312038.00000000
0.531606013662
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
300000.00000000
PA
USD
250299.81000000
0.101415419533
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBK7
1255000.00000000
PA
USD
887544.70000000
0.359611611793
Long
DBT
CORP
FR
Y
2
2043-01-21
Variable
4.02699960
N
N
N
N
N
N
MC Brazil Downstream Trading SARL
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
2190000.00000000
PA
USD
1740371.10000000
0.705156209472
Long
DBT
CORP
LU
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp.
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp.
015857AH8
1330000.00000000
PA
USD
1103875.10000000
0.447263449299
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.74999840
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-545.13000000
-0.00022087347
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
37437.60000000
USD
744230.00000000
MXN
2022-07-22
-545.13000000
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
1200000.00000000
PA
USD
1071000.00000000
0.433943255174
Long
DBT
CORP
US
Y
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBE6
1280000.00000000
PA
USD
1152000.00000000
0.466762492960
Long
DBT
CORP
AU
Y
2
2032-04-15
Fixed
6.12500000
N
N
N
N
N
SCC Power plc
529900IYGYC6VSDSDF37
SCC Power plc
78397YAC6
977444.00000000
PA
USD
97744.40000000
0.039603663035
Long
DBT
CORP
GB
Y
2
2032-05-17
Fixed
4.00000000
N
N
Y
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
300000.00000000
PA
USD
202211.18000000
0.081931071598
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBT7
850000.00000000
PA
USD
767383.57000000
0.310925232803
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
JPMorgan Chase Bank NA-CACLN
N/A
JPMorgan Chase Bank NA-CACLN, Series 2021-3, Class F
46591HCH1
1000000.00000000
PA
USD
923147.50000000
0.374037003880
Long
ABS-O
CORP
US
Y
2
2029-02-26
Fixed
3.69400000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R07, Class 1B1
20754MAF4
720000.00000000
PA
USD
720000.00000000
0.291726558100
Long
ABS-MBS
CORP
US
Y
2
2042-06-25
Floating
1.00000080
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAE1
200000.00000000
PA
USD
151522.00000000
0.061393043800
Long
DBT
CORP
FR
Y
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
Shiba Bidco SpA
815600658C215B62EA21
Shiba Bidco SpA
N/A
1710000.00000000
PA
1469435.49000000
0.595379663678
Long
DBT
CORP
IT
Y
2
2028-10-31
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3907.21000000
0.001583106840
N/A
DFE
N/A
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
562000.00000000
GBP
689115.41000000
USD
2022-09-23
3907.21000000
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Government Agency Repurchase Agreement
N/A
3000000.00000000
PA
USD
3000000.00000000
1.215527325418
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
925526.04000000
USD
185049.60885000
USD
ACMO
14571215.67000000
USD
2874950.39415000
USD
AMBS
N
N
Catalyst Paper Corp.
549300XC9E3MQMOFK383
Catalyst Paper Corp.
14889B102
344368.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
CA
N
3
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R04, Class 1B2
20753YAL6
780000.00000000
PA
USD
711344.40000000
0.288219518661
Long
ABS-MBS
CORP
US
Y
2
2042-03-25
Floating
10.42566120
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class E
78449RAL9
3425000.00000000
PA
USD
2649982.44000000
1.073708689232
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class B2
03463WAF0
2250000.00000000
PA
USD
2105568.45000000
0.853125328837
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
6.28599960
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class D
46590LAE2
2500000.00000000
PA
USD
1568100.00000000
0.635356132996
Long
ABS-MBS
CORP
US
Y
2
2049-06-15
Variable
3.51163800
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2021-ARIA, Class D
05608RAJ4
3000000.00000000
PA
USD
2792861.70000000
1.131599904154
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
3.21940080
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class G
74333TAQ2
2100000.00000000
PA
USD
1813419.09000000
0.734753485443
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
4.00500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class D
61767CAC2
3250000.00000000
PA
USD
2623261.88000000
1.062882165622
Long
ABS-MBS
CORP
US
Y
2
2050-05-15
Fixed
3.35600000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
049362AA4
390000.00000000
PA
USD
315592.54000000
0.127870452022
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
Grifols Escrow Issuer SA
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
590000.00000000
PA
USD
511695.20000000
0.207326499295
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
VistaJet Malta Finance plc
N/A
VistaJet Malta Finance plc
92840JAD1
810000.00000000
PA
USD
714825.00000000
0.289629773463
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
7.87500000
N
N
N
N
N
MIWD Holdco II LLC
N/A
MIWD Holdco II LLC
55337PAA0
125000.00000000
PA
USD
100595.37000000
0.040758807015
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
N/A
1685000.00000000
PA
1536736.73000000
0.622648495762
Long
DBT
CORP
GB
Y
2
2026-05-01
Fixed
2.87500000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
415000.00000000
PA
USD
381295.78000000
0.154491813218
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
FHLMC Multifamily Structured Credit Risk
N/A
FHLMC Multifamily Structured Credit Risk, Series 2021-MN1, Class M2
35563FAB7
1275000.00000000
PA
USD
1103840.69000000
0.447249507201
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
4.67565840
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D
61766CAV1
1400000.00000000
PA
USD
1174905.62000000
0.476043295299
Long
ABS-MBS
CORP
US
Y
2
2049-03-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2
35565TBE8
1140000.00000000
PA
USD
1080848.36000000
0.437933572071
Long
ABS-MBS
CORP
US
Y
2
2050-11-25
Floating
8.32565880
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands II BV
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
N/A
515000.00000000
PA
525010.25000000
0.212721434999
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA-CACLN
N/A
JPMorgan Chase Bank NA-CACLN, Series 2021-2, Class F
48128U2R9
1560000.00000000
PA
USD
1466055.24000000
0.594010068264
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
4.39300000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NU1
1370000.00000000
PA
USD
1351814.00000000
0.547722285294
Long
DBT
CORP
US
N
2
2033-05-24
Variable
4.91000040
N
N
N
N
N
N
Viking Ocean Cruises Ship VII Ltd.
N/A
Viking Ocean Cruises Ship VII Ltd.
92682RAA0
910000.00000000
PA
USD
717539.00000000
0.290729420517
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc.
21871DAD5
680000.00000000
PA
USD
523600.00000000
0.212150035862
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
254900EHNKMJ1OSEZL85
Autokiniton US Holdings, Inc., Term Loan B
05278HAB2
483347.50000000
PA
USD
445888.07000000
0.180663044387
Long
LON
CORP
US
N
2
2028-04-06
Variable
5.61986000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2
35564KQZ5
1770000.00000000
PA
USD
1421925.78000000
0.576129880102
Long
ABS-MBS
CORP
US
Y
2
2042-01-25
Floating
8.02566000
N
N
N
N
N
N
Cidron Aida Finco Sarl
98450036A07991DEBF10
Cidron Aida Finco Sarl
N/A
1800000.00000000
PA
1566882.26000000
0.634862734247
Long
DBT
CORP
LU
Y
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
LaserShip, Inc.
N/A
LaserShip, Inc., 1st Lien Term Loan
51809EAB1
655050.00000000
PA
USD
581356.88000000
0.235551724486
Long
LON
CORP
US
N
2
2028-05-07
Variable
7.37686000
N
N
N
N
N
N
Vermilion Energy, Inc.
WT03B8BB1IX8WI9ZGV02
Vermilion Energy, Inc.
923725AD7
1245000.00000000
PA
USD
1114275.00000000
0.451477236843
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
6.87500000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
2032030.00000000
PA
USD
1611576.58000000
0.652971789997
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-INV1, Class B2
92537TAH8
110000.00000000
PA
USD
106433.87000000
0.043124425778
Long
ABS-MBS
CORP
US
Y
2
2060-03-25
Variable
6.00000120
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBL5
2300000.00000000
PA
USD
2195253.08000000
0.889463368316
Long
DBT
CORP
FR
Y
2
2033-06-15
Variable
6.22100160
N
N
N
N
N
N
Radiate Holdco LLC
N/A
Radiate Holdco LLC, Term Loan
75025KAH1
1676575.00000000
PA
USD
1555023.31000000
0.630057774989
Long
LON
CORP
US
N
2
2026-09-25
Variable
4.91614000
N
N
N
N
N
N
Dealer Tire LLC
N/A
Dealer Tire LLC
24229JAA1
1247000.00000000
PA
USD
1077283.30000000
0.436489096122
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
61000000.00000000
PA
USD
916297.10000000
0.371261387750
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 38-V1
Markit CDX North American Investment Grade Index Series 38-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-06-20
0.00000000
USD
915558.76000000
USD
61000000.00000000
USD
916297.10000000
N
N
N
Windstream Escrow LLC
N/A
Windstream Escrow LLC
97382WAA1
1135000.00000000
PA
USD
913675.00000000
0.370198976350
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-10, Class AX1
46654ABS7
56877044.20780000
PA
USD
322617.97000000
0.130716986068
Long
ABS-MBS
CORP
US
Y
2
2051-12-25
Variable
0.12745800
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAD3
940000.00000000
PA
USD
692316.89000000
0.280510032547
Long
DBT
CORP
FI
Y
2
2029-03-01
Variable
3.75000120
N
N
N
N
N
N
Diamond Sports Group LLC
N/A
Diamond Sports Group LLC
25277LAC0
693000.00000000
PA
USD
83160.00000000
0.033694417460
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
SCC Power plc
529900IYGYC6VSDSDF37
SCC Power plc
78397YAB8
1804511.00000000
PA
USD
775939.73000000
0.314391981564
Long
DBT
CORP
GB
Y
2
2028-12-31
Fixed
8.00000000
N
N
Y
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AD5
615000.00000000
PA
USD
605775.00000000
0.245445355185
Long
DBT
CORP
AU
Y
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BF5
1377000.00000000
PA
USD
1500208.37000000
0.607848089185
Long
DBT
CORP
CA
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
Y
Air Canada
Air Canada
CAD
XXXX
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust, Series 2021-2, Class F
35105UAH6
490000.00000000
PA
USD
452585.85000000
0.183376822590
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
4.19000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
N/A
1890000.00000000
PA
1751982.09000000
0.709860701346
Long
DBT
CORP
US
N
2
2025-11-25
Fixed
2.33000000
N
N
N
N
N
N
Propulsion (BC) Finco
N/A
Propulsion (BC) Finco, Term Loan
N/A
780000.00000000
PA
USD
737100.00000000
0.298655063855
Long
LON
CORP
US
N
2
2029-02-10
Variable
0.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV, Series NC10
456837AZ6
2408000.00000000
PA
USD
1642013.30000000
0.665304011616
Long
DBT
CORP
NL
N
2
2031-05-16
Variable
4.25000160
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
395000.00000000
PA
USD
349575.00000000
0.141639321594
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
508000.00000000
PA
USD
313690.00000000
0.127099588903
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
N/A
43743.00000000
NS
473027.81000000
0.191659409579
Long
EC
CORP
MX
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class F
05609VAQ8
1000000.00000000
PA
USD
930347.80000000
0.376954391014
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
3.72400920
N
N
N
N
N
N
Oaktown Re III Ltd.
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd., Series 2019-1A, Class B1B
67400KAE0
3270000.00000000
PA
USD
3209538.35000000
1.300427188800
Long
ABS-MBS
CORP
BM
Y
2
2029-07-25
Floating
5.97357000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-181.00000000
NC
USD
199518.82000000
0.080840192548
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-09-21
-21454156.25000000
USD
199518.82000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series L
949746804
1926.00000000
NS
USD
2341072.26000000
0.948545767602
Long
EP
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-INV1, Class B1
92537TAG0
100000.00000000
PA
USD
97536.16000000
0.039519289232
Long
ABS-MBS
CORP
US
Y
2
2060-03-25
Variable
5.74999920
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BW8
2680000.00000000
PA
USD
2702283.58000000
1.094899844172
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
Triangle Re Ltd.
N/A
Triangle Re Ltd., Series 2021-3, Class B1
89600HAG4
910000.00000000
PA
USD
833208.10000000
0.337595737769
Long
ABS-MBS
CORP
BM
Y
2
2034-02-25
Floating
5.87566080
N
N
N
N
N
N
Promontoria Holding 264 BV
54930014SXEXD3RX1509
Promontoria Holding 264 BV
N/A
1355000.00000000
PA
1180164.50000000
0.478174066079
Long
DBT
CORP
NL
Y
2
2027-03-01
Fixed
6.37500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AB4
1815000.00000000
PA
USD
1448894.92000000
0.587057122306
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.03199920
N
N
N
N
N
N
Park-Ohio Industries, Inc.
5493006LQUO5SLMNYM18
Park-Ohio Industries, Inc.
700677AR8
590000.00000000
PA
USD
466100.00000000
0.188852428792
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.62500000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019579AA9
590000.00000000
PA
USD
486574.51000000
0.197148204252
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Mutual of Omaha Insurance Co.
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co.
628312AD2
170000.00000000
PA
USD
163708.85000000
0.066330860195
Long
DBT
CORP
US
Y
2
2054-07-15
Variable
4.29699960
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR26, Class D
12593QBK5
3000000.00000000
PA
USD
2581322.40000000
1.045889304304
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
3.62076840
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class F
58403YAX4
2300000.00000000
PA
USD
2150537.26000000
0.871345601286
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
5.32500120
N
N
N
N
N
N
Hidrovias International Finance SARL
222100RBWNBUZOTA9381
Hidrovias International Finance SARL
42953LAB8
970000.00000000
PA
USD
750537.50000000
0.304099613333
Long
DBT
CORP
LU
Y
2
2031-02-08
Fixed
4.95000000
N
N
N
N
N
Traingle Re Ltd.
N/A
Traingle Re Ltd., Series 2020-1, Class B1
89600MAE8
250000.00000000
PA
USD
252612.53000000
0.102352477652
Long
ABS-MBS
CORP
BM
Y
2
2030-10-25
Floating
9.37356840
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2
35566ABE8
260000.00000000
PA
USD
304949.97000000
0.123558340473
Long
ABS-MBS
CORP
US
Y
2
2050-10-25
Floating
12.42565920
N
N
N
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AH2
805000.00000000
PA
USD
654641.63000000
0.265244929873
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-317.00000000
NC
USD
578027.45000000
0.234202720105
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2022-09-21
-40377875.00000000
USD
578027.45000000
N
N
N
Banc of America Re-Remic Trust
N/A
BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class E
05493LAN6
965000.00000000
PA
USD
911952.12000000
0.369500907110
Long
ABS-MBS
CORP
US
Y
2
2038-09-15
Floating
5.07399840
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
-16.00000000
NC
15878.76000000
0.006433688891
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bobl
2022-09-08
-1987040.00000000
EUR
15878.76000000
N
N
N
Teva Pharmaceutical Finance Netherlands II BV
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
N/A
200000.00000000
PA
177296.37000000
0.071836194144
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
3.75000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
1620000.00000000
PA
USD
1146538.80000000
0.464549747017
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-8, Class AX1
46592TBS1
50946862.58000000
PA
USD
288980.79000000
0.117088015588
Long
ABS-MBS
CORP
US
Y
2
2051-12-25
Variable
0.12699720
N
N
N
N
N
N
TopBuild Corp.
5493007YSKHOL4RWII46
TopBuild Corp.
89055FAC7
690000.00000000
PA
USD
531190.24000000
0.215225417238
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
International Petroleum Corp.
N/A
International Petroleum Corp.
N/A
1154000.00000000
PA
USD
1090530.00000000
0.441856338062
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
Arizona Industrial Development Authority, RB
04052EAX6
1300000.00000000
PA
USD
997214.92000000
0.404047328191
Long
DBT
MUN
US
N
2
2045-02-01
Fixed
3.00000000
N
N
N
N
N
N
HAT Holdings I LLC
N/A
HAT Holdings I LLC
418751AE3
1022000.00000000
PA
USD
878920.00000000
0.356117092285
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
GS Mortgage Securities Corp. Trust
N/A
GS Mortgage Securities Corp. Trust, Series 2021-IP, Class E
36262MAJ7
300000.00000000
PA
USD
277873.80000000
0.112587732305
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
4.87400040
N
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AC7
585000.00000000
PA
USD
570375.00000000
0.231102132745
Long
DBT
CORP
AU
Y
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
Uniti Group LP
N/A
Uniti Group LP
91327AAB8
2200000.00000000
PA
USD
1521960.00000000
0.616661322731
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
Enterprise Development Authority
N/A
Enterprise Development Authority, Term Loan B
29372LAC6
1713756.58000000
PA
USD
1630210.95000000
0.660521985306
Long
LON
CORP
US
N
2
2028-02-28
Variable
5.91614000
N
N
N
N
N
N
Arbor Realty Commercial Real Estate Notes Ltd.
N/A
Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class E
03880RAL3
1500000.00000000
PA
USD
1443616.50000000
0.584918434391
Long
ABS-CBDO
CORP
KY
Y
2
2036-11-15
Floating
4.72399920
N
N
N
N
N
N
Liberty Mutual Insurance Co.
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co.
53079QAD9
730000.00000000
PA
USD
877985.04000000
0.355738269142
Long
DBT
CORP
US
Y
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
DraftKings Holdings, Inc.
5493008P45UYYL683Z97
DraftKings Holdings, Inc.
26142RAB0
1789000.00000000
PA
USD
1096657.00000000
0.444338850037
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings, Inc.
DraftKings, Inc.
USD
XXXX
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust, Series 2020-1, Class B1
92838WAE4
970000.00000000
PA
USD
949667.15000000
0.384782123625
Long
ABS-MBS
CORP
US
Y
2
2065-03-25
Variable
5.37500160
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HBC2
3550000.00000000
PA
USD
3552411.20000000
1.439350961573
Long
DBT
CORP
JP
N
2
2029-07-06
Fixed
5.60500000
N
N
N
N
N
N
Promontoria Holding 264 BV
54930014SXEXD3RX1509
Promontoria Holding 264 BV
74349MAA4
1255000.00000000
PA
USD
1158921.78000000
0.469567030537
Long
DBT
CORP
NL
Y
2
2027-03-01
Fixed
7.87500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP, Series G
29273VAM2
2321000.00000000
PA
USD
1991769.70000000
0.807016832096
Long
DBT
CORP
US
N
2
2030-05-15
Variable
7.12500120
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
1000000.00000000
PA
USD
909110.00000000
0.368349348936
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Simmons Foods, Inc.
N/A
Simmons Foods, Inc.
82873MAA1
1356000.00000000
PA
USD
1146362.40000000
0.464478274010
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR9, Class F
74333QAN5
780000.00000000
PA
USD
629520.53000000
0.255066468708
Long
ABS-O
CORP
US
Y
2
2040-11-17
Fixed
4.05300000
N
N
N
N
N
N
Stagwell Global LLC
N/A
Stagwell Global LLC
59565JAA9
846000.00000000
PA
USD
679786.38000000
0.275432973445
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class D
82653EAD9
210803.21000000
PA
USD
204329.87000000
0.082789513461
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
4.75000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class B
90932VAA3
296310.00000000
PA
USD
281378.73000000
0.114007845035
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Transocean Sentry Ltd.
N/A
Transocean Sentry Ltd.
89385AAA3
1294402.43000000
PA
USD
1219974.29000000
0.494304028600
Long
DBT
CORP
KY
Y
2
2023-05-15
Fixed
5.37500000
N
N
N
N
N
N
VistaJet Malta Finance plc
N/A
VistaJet Malta Finance plc
92840JAB5
1192000.00000000
PA
USD
953600.00000000
0.386375619172
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
1310000.00000000
PA
USD
1268603.16000000
0.514007268697
Long
DBT
CORP
US
N
2
2037-04-20
Variable
5.29700040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-159, Class HI
38382BKH5
2186107.90000000
PA
USD
404823.02000000
0.164024480922
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
Genting New York LLC
N/A
Genting New York LLC
37255JAA0
605000.00000000
PA
USD
542260.80000000
0.219710939967
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
Continental Credit Card ABS LLC
5493002QR2K2E0R56Z02
Continental Credit Card ABS LLC, Series 2019-1A, Class C
21134LAC2
1200000.00000000
PA
USD
1169531.76000000
0.473865937408
Long
ABS-O
CORP
US
Y
2
2026-08-15
Fixed
6.16000000
N
N
N
N
N
N
Gol Finance SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAC2
3225000.00000000
PA
USD
2144625.00000000
0.868950096758
Long
DBT
CORP
LU
Y
2
2026-06-30
Fixed
8.00000000
N
N
N
N
N
N
Seaspan Corp.
5493007Z8Q1H45KT7W98
Seaspan Corp.
81254UAK2
380000.00000000
PA
USD
302989.16000000
0.122763867761
Long
DBT
CORP
MH
Y
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Seaspan Corp.
5493007Z8Q1H45KT7W98
Seaspan Corp.
N/A
1800000.00000000
PA
USD
1717200.00000000
0.695767841069
Long
DBT
CORP
MH
Y
2
2026-04-29
Fixed
6.50000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
1340000.00000000
PA
USD
1080971.30000000
0.437983384380
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
Artera Services LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
1055000.00000000
PA
USD
850119.00000000
0.344447624785
Long
DBT
CORP
US
Y
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
Harbour Energy plc
213800YPC42DYBKVPF97
Harbour Energy plc
411618AB7
1245000.00000000
PA
USD
1118943.75000000
0.453368901243
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
5.50000000
N
N
N
N
N
N
MIP V Waste Holdings LLC
N/A
MIP V Waste Holdings LLC, Term Loan
55316XAC4
0.01000000
PA
USD
0.01000000
0.000000004051
Long
LON
CORP
US
N
2
2028-12-08
Variable
4.91614000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAK9
1615000.00000000
PA
USD
1344745.90000000
0.544858462397
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
Anglo American Capital plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863BC3
1065000.00000000
PA
USD
914524.98000000
0.370543367655
Long
DBT
CORP
GB
Y
2
2052-03-16
Fixed
4.75000000
N
N
N
N
N
N
Midwest Connector Capital Co. LLC
N/A
Midwest Connector Capital Co. LLC
59833CAC6
1467000.00000000
PA
USD
1383499.87000000
0.560560632232
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
Energizer Gamma Acquisition BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
N/A
1080000.00000000
PA
803399.46000000
0.325517998952
Long
DBT
CORP
NL
Y
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
85000.00000000
PA
USD
71113.55000000
0.028813487744
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands II BV
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
N/A
415000.00000000
PA
345488.31000000
0.139983493805
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.37500000
N
N
N
N
N
N
Grupo Posadas SAB de CV
529900NRFIXN5G8NUX35
Grupo Posadas SAB de CV
400489AL4
779690.00000000
PA
USD
600361.30000000
0.243251855091
Long
DBT
CORP
MX
Y
2
2027-12-30
Variable
4.00000000
N
N
Y
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
1355000.00000000
PA
USD
1162183.50000000
0.470888600466
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
420000.00000000
PA
USD
323479.80000000
0.131066178706
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AE4
1220000.00000000
PA
USD
1061400.00000000
0.430053567732
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
GS Mortgage Securities Corp. Trust
N/A
GS Mortgage Securities Corp. Trust, Series 2021-IP, Class D
36262MAG3
700000.00000000
PA
USD
652786.96000000
0.264493462518
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
3.42399960
N
N
N
N
N
N
Cogent Communications Group, Inc.
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
1350000.00000000
PA
USD
1293300.00000000
0.524013829987
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities Trust
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class CE
62547NAD1
2136000.00000000
PA
USD
2087496.57000000
0.845803040850
Long
ABS-MBS
CORP
US
Y
2
2049-10-15
Floating
10.37356920
N
N
N
N
N
N
Minerva Merger Sub, Inc.
N/A
Minerva Merger Sub, Inc.
60337JAA4
395000.00000000
PA
USD
328478.05000000
0.133091348525
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
1090000.00000000
PA
USD
872535.57000000
0.353530275911
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Golar LNG Ltd.
213800C2VSFZG3EZLO34
Golar LNG Ltd.
N/A
688751.00000000
PA
USD
633650.92000000
0.256740002678
Long
DBT
CORP
BM
Y
2
2025-10-20
Fixed
7.00000000
N
N
N
N
N
N
FARM Mortgage Trust
N/A
FARM Mortgage Trust, Series 2021-1, Class B
30768WAC2
662098.62000000
PA
USD
542418.93000000
0.219775010413
Long
ABS-MBS
CORP
US
Y
2
2051-07-25
Variable
3.23704800
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B2
35564KPP8
590000.00000000
PA
USD
474079.40000000
0.192085488372
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
7.92565920
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust, Series 2021-2, Class E
35105UAG8
600000.00000000
PA
USD
553370.22000000
0.224212207827
Long
ABS-O
CORP
US
Y
2
2027-10-15
Fixed
3.35000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CW3
1040000.00000000
PA
USD
955210.60000000
0.387028195276
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2021-R02, Class 2B2
20754KAJ0
590000.00000000
PA
USD
488870.17000000
0.198078350072
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
7.12566000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
32.00000000
NC
USD
-79824.90000000
-0.03234311573
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2022-09-21
4436000.00000000
USD
-79824.90000000
N
N
N
Coeur Mining, Inc.
5493003AVK173D48DR70
Coeur Mining, Inc.
192108BC1
860000.00000000
PA
USD
595754.99000000
0.241385489866
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
345000.00000000
PA
USD
294547.20000000
0.119343390075
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-262.65000000
-0.00010641941
N/A
DFE
N/A
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
74024.78000000
USD
1488000.00000000
MXN
2022-07-22
-262.65000000
N
N
N
ProFrac Holdings II LLC
N/A
ProFrac Holdings II LLC, Term Loan
N/A
1143769.21000000
PA
USD
1120893.83000000
0.454159026419
Long
LON
CORP
US
N
2
2025-03-04
Variable
10.00741000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
900000.00000000
PA
USD
890667.73000000
0.360876987894
Long
DBT
CORP
CH
Y
2
2028-05-12
Variable
4.75099920
N
N
N
N
N
N
FHLMC Multifamily Structured Credit Risk
N/A
FHLMC Multifamily Structured Credit Risk, Series 2021-MN3, Class M2
35563GAB5
1615000.00000000
PA
USD
1393384.21000000
0.564565527353
Long
ABS-MBS
USGSE
US
Y
2
2051-11-25
Floating
4.92566040
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AC1
520000.00000000
PA
USD
377609.20000000
0.152998100309
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2021-DNA7, Class B2
35564KNE5
2410000.00000000
PA
USD
2006559.25000000
0.813009199481
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
8.72565840
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes, Series 2022-A, Class D
80290CAU8
1075000.00000000
PA
USD
1061986.37000000
0.430291150652
Long
ABS-O
CORP
US
Y
2
2032-05-15
Fixed
9.96500000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653AF8
2670000.00000000
PA
USD
2669225.62000000
1.081505559605
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.65000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
540000.00000000
PA
USD
382435.14000000
0.154953454290
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
2022-08-01
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer