# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0001752724-23-040496
**Filing Date:** 2023-2
**Character Count:** 89600
**Document Hash:** 891e003d4533a73889ace33abf66dd38
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040496.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040496

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**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:** 23667676

**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

## Series and Classes Contracts Data

### NVIT Amundi Multi Sector Bond Fund (Series ID: S000005423)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014754 | Class I      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nationwide Variable Insurance Trust

- **b. Investment Company Act file number:** 811-03213

- **c. CIK number of Registrant:** 0000353905

- **d. LEI of Registrant:** 549300WLMVM3JP578846

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Nationwide Plaza Location:N0900

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

**Item A.2. Information about the Series.**

- **a. Name of Series:** NVIT Amundi Multi Sector Bond Fund

- **b. EDGAR series identifier (if any):** S000005423

- **c. LEI of Series:** 5493003NBLEW4UFF5S87

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $231002290.24

**Total Liabilities:** $4767645.34

**Net Assets:** $226234644.90

**Cash Not Reported:** $10379816.77

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 1439.22817500 | **5-Year:** 12532.18249000 | **10-Year:** 25726.84147500 | **30-Year:** 12382.00236700

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 16.85407400 | **1-Year:** 2817.48746400 | **5-Year:** 16779.47795700 | **10-Year:** 6043.22408000 | **30-Year:** 228.06517200

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014754 | -0.91%               | 1.15%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-345515.16              | $-573683.88                                |
| Month 2  | $-2057867.60             | $8154400.68                                |
| Month 3  | $-233232.46              | $-761326.44                                |

**Designated Index Information**

- **Index Name:** Portfolio Excluding Derivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                               | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bellemeade RE Ltd.                                 | Bellemeade RE Ltd., Series 2021-3A, Class B1                                 | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2100000 | PA      | $1791616.05   | 0.79%             | 2031-09-25      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential Trust, Series 2021-SFR7, Class F                        | CUSIP: 74333PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1364873.95   | 0.60%             | 2040-08-17      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 5 Year Note                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $886.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $471334.86    | 0.21%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2695000 | PA      | $2299789.60   | 1.02%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2396280.00   | 1.06%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| N/A                                                | U.S. Treasury 10 Year Note                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -276 | NC      | $481987.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Osmosis Buyer Ltd.                                 | Osmosis Buyer Ltd., Term Loan B                                              | CUSIP: 00132UAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1162778 | PA      | $1093011.11   | 0.48%             | 2028-07-31      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                          | Republic of Serbia                                                           | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |   1225000 | PA      | $734764.06    | 0.32%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                 | Four Lakes Re Ltd., Series A                                                 | CUSIP: 35087TAD0<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $450000.00    | 0.20%             | 2026-01-07      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2047000 | PA      | $1607400.61   | 0.71%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                         | Blackbird Capital Aircraft, Series 2021-1A, Class B                          | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2252597 | PA      | $1696456.90   | 0.75%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                        | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    505000 | PA      | $538366.09    | 0.24%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                               | Northern Trust Corp.                                                         | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $3026249.09   | 1.34%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| PECF USS Intermediate Holding III Corp.            | PECF USS Intermediate Holding III Corp., Term Loan                           | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    534600 | PA      | $444236.56    | 0.20%             | 2028-12-15      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2019-159, Class CI                                              | CUSIP: 38382BHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1039206 | PA      | $181833.98    | 0.08%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TMS International Corp.                            | TMS International Corp.                                                      | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    346000 | PA      | $247479.96    | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Tullow Oil plc                                     | Tullow Oil plc                                                               | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |   1306000 | PA      | $1047412.00   | 0.46%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3747.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osmosis Buyer Ltd.                                 | Osmosis Buyer Ltd., Term Loan B                                              | CUSIP: 00132UAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101111 | PA      | $95044.45     | 0.04%             | 2028-07-31      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                         | Grupo Aeromexico SAB de CV                                                   | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2365000 | PA      | $2088866.29   | 0.92%             | 2027-03-17      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Western Global Airlines LLC                        | Western Global Airlines LLC                                                  | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1148924.28   | 0.51%             | 2025-08-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    850000 | PA      | $719808.05    | 0.32%             | 2028-06-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Grinding Media, Inc. (Molycop Ltd.)                | Grinding Media, Inc. (Molycop Ltd.), 1st Lien Term Loan                      | CUSIP: 39854KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1382500 | PA      | $1278812.50   | 0.57%             | 2028-10-12      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                   | Fortune Brands Innovations, Inc.                                             | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    335000 | PA      | $251503.35    | 0.11%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2              | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1424678.64   | 0.63%             | 2041-12-25      | Floating      | 9.93%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                           | MF1 Ltd., Series 2021-FL7, Class D                                           | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1465131.20   | 0.65%             | 2036-10-16      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $1923095.31   | 0.85%             | 2028-11-02      | Variable      | 7.39%                 | No            |                  2 | On Loan: —       |
| Oaktown Re VII Ltd.                                | Oaktown Re VII Ltd., Series 2021-2, Class B1                                 | CUSIP: 67389JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1390000 | PA      | $1126475.18   | 0.50%             | 2034-04-25      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                      | UniCredit SpA                                                                | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $2633625.09   | 1.16%             | 2032-06-19      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1111227.71   | 0.49%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1820000 | PA      | $1912729.69   | 0.85%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: —       |
| CANTOR FITZGERAL & CO                              | Government Agency Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |   1452378 | PA      | $1452378.19   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Belden, Inc.                                       | Belden, Inc.                                                                 | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1710311.50   | 0.76%             | 2031-07-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                   | CSC Holdings LLC                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $773687.68    | 0.34%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                      | United Wholesale Mortgage LLC                                                | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    850000 | PA      | $676158.17    | 0.30%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Gruenenthal GmbH                                   | Gruenenthal GmbH                                                             | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |   2100000 | PA      | $2017530.65   | 0.89%             | 2028-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Avation plc                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     35000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Race Point VIII CLO Ltd.                           | Race Point VIII CLO Ltd., Series 2013-8A, Class CR2                          | CUSIP: 74982LBC3<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $615173.00    | 0.27%             | 2030-02-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                                  | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $3022450.20   | 1.34%             | 2048-10-25      | Floating      | 15.39%                | Yes           |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV             | Total Play Telecomunicaciones SA de CV                                       | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |   1355000 | PA      | $1058185.23   | 0.47%             | 2028-09-20      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                              | Tricon American Homes, Series 2020-SFR1, Class F                             | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $870484.51    | 0.38%             | 2038-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STACR Trust                                        | STACR Trust, Series 2018-HRP2, Class B2                                      | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2098647.80   | 0.93%             | 2047-02-25      | Floating      | 14.89%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                            | FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2                          | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115000 | PA      | $1789605.56   | 0.79%             | 2050-12-25      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| Home RE Ltd.                                       | Home RE Ltd., Series 2020-1, Class B1                                        | CUSIP: 43731WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    300000 | PA      | $298884.03    | 0.13%             | 2030-10-25      | Floating      | 11.39%                | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1407000 | PA      | $1489311.48   | 0.66%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                   | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2071088.58   | 0.92%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: —       |
| Deuce Finco plc                                    | Deuce Finco plc                                                              | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    655000 | PA      | $629926.43    | 0.28%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                            | Hundred Acre Wood Trust, Series 2021-INV1, Class AX1                         | CUSIP: 44590HBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29473967 | PA      | $300360.35    | 0.13%             | 2051-07-25      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1585519.00   | 0.70%             | 2048-04-15      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1785000 | PA      | $1338291.59   | 0.59%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Light Servicos de Eletricidade SA                  | Light Servicos de Eletricidade SA                                            | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1730000 | PA      | $1443047.88   | 0.64%             | 2026-06-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                              | Minerva Luxembourg SA                                                        | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   2245000 | PA      | $1842314.35   | 0.81%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc.                                                             | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1396809.35   | 0.62%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                | Blackstone Holdings Finance Co. LLC                                          | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1735787.33   | 0.77%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: —       |
| Tricida, Inc.                                      | Tricida, Inc.                                                                | CUSIP: 89610FAB7<br>LEI: 549300QVPFFJC8SZXG25 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $113400.00    | 0.05%             | 2027-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                               | Kennedy-Wilson, Inc.                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $884500.00    | 0.39%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle RE Ltd.                                      | Eagle RE Ltd., Series 2021-2, Class M2                                       | CUSIP: 26982AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2690000 | PA      | $2493224.35   | 1.10%             | 2034-04-25      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                             | Boardwalk Pipelines LP                                                       | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    340000 | PA      | $281348.81    | 0.12%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CDI                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  61000000 | PA      | $-1383876.96  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                            | Flagstar Mortgage Trust, Series 2021-4, Class AX1                            | CUSIP: 33852FBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87883040 | PA      | $838281.16    | 0.37%             | 2051-06-01      | Variable      | 0.20%                 | Yes           |                  2 | On Loan: No      |
| Iochpe-Maxion Austria GmbH                         | Iochpe-Maxion Austria GmbH                                                   | CUSIP: 46188AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   1280000 | PA      | $1064332.80   | 0.47%             | 2028-05-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3260000 | PA      | $2936042.75   | 1.30%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Farmers Exchange Capital III                       | Farmers Exchange Capital III                                                 | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1833632.37   | 0.81%             | 2054-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: —       |
| American Airlines Pass-Through Trust               | American Airlines Pass-Through Trust, Series 2021-1, Class B                 | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $238031.34    | 0.11%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR Trust                                  | FHLMC STACR Trust, Series 2019-DNA3, Class B2                                | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1371855.26   | 0.61%             | 2049-07-25      | Floating      | 12.54%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1255000 | PA      | $849181.49    | 0.38%             | 2043-01-21      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: —       |
| MC Brazil Downstream Trading SARL                  | MC Brazil Downstream Trading SARL                                            | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   2190000 | PA      | $1805880.35   | 0.80%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                  | Algonquin Power & Utilities Corp.                                            | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1330000 | PA      | $1077300.00   | 0.48%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: —       |
| SCC Power plc                                      | SCC Power plc                                                                | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |   1000161 | PA      | $29835.73     | 0.01%             | 2032-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                   | CSC Holdings LLC                                                             | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $167610.00    | 0.07%             | 2031-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12630.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA-CACLN                       | JPMorgan Chase Bank NA-CACLN, Series 2021-3, Class F                         | CUSIP: 46591HCH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $867179.60    | 0.38%             | 2029-02-26      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                             | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $150382.20    | 0.07%             | 2029-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Shiba Bidco SpA                                    | Shiba Bidco SpA                                                              | CUSIP: N/A<br>LEI: 815600658C215B62EA21       | Long             | DBT              | CORP              | IT        |   1710000 | PA      | $1565812.91   | 0.69%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2204282.38   | 0.97%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: —       |
| AMSR Trust                                         | AMSR Trust, Series 2022-SFR3, Class E1                                       | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $453200.11    | 0.20%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                  | Mystic Re IV Ltd., Series A                                                  | CUSIP: 62865LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    450000 | PA      | $449775.00    | 0.20%             | 2026-01-08      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    855000 | PA      | $913384.57    | 0.40%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Catalyst Paper Corp.                               | Catalyst Paper Corp.                                                         | CUSIP: 14889B102<br>LEI: 549300XC9E3MQMOFK383 | Long             | EC               | CORP              | CA        |    344368 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SLG Office Trust                                   | SLG Office Trust, Series 2021-OVA, Class E                                   | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425000 | PA      | $2385718.69   | 1.05%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1380000 | PA      | $1399997.76   | 0.62%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust         | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class D          | CUSIP: 46590LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1534116.75   | 0.68%             | 2049-06-15      | Variable      | 3.33%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1780000 | PA      | $1851200.00   | 0.82%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-ARIA, Class D                                          | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2774298.90   | 1.23%             | 2036-10-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential Trust, Series 2021-SFR8, Class G                        | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1741383.42   | 0.77%             | 2038-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class D | CUSIP: 61767CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2369823.95   | 1.05%             | 2050-05-15      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                         | AMSR Trust, Series 2022-SFR3, Class E2                                       | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $282490.32    | 0.12%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                  | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $316189.79    | 0.14%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Allegiant Travel Co.                               | Allegiant Travel Co.                                                         | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280592.72    | 0.12%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                         | VistaJet Malta Finance plc                                                   | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $730737.37    | 0.32%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| MIWD Holdco II LLC                                 | MIWD Holdco II LLC                                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $99518.76     | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk           | FHLMC Multifamily Structured Credit Risk, Series 2021-MN1, Class M2          | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1275000 | PA      | $1138669.35   | 0.50%             | 2051-01-25      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D                    | CUSIP: 61766CAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1078440.16   | 0.48%             | 2049-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes     | FHLMC Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2   | CUSIP: 35565TBE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1026348.95   | 0.45%             | 2050-11-25      | Floating      | 11.33%                | Yes           |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                   | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1176485.55   | 0.52%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA-CACLN                       | JPMorgan Chase Bank NA-CACLN, Series 2021-2, Class F                         | CUSIP: 48128U2R9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560000 | PA      | $1402533.76   | 0.62%             | 2028-12-26      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                 | Viking Ocean Cruises Ship VII Ltd.                                           | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    910000 | PA      | $732550.00    | 0.32%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CoreLogic, Inc.                                    | CoreLogic, Inc.                                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    680000 | PA      | $521696.00    | 0.23%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury Ultra Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -59 | NC      | $-23656.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                            | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2                          | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770000 | PA      | $1371786.11   | 0.61%             | 2042-01-25      | Floating      | 11.03%                | Yes           |                  2 | On Loan: No      |
| Cidron Aida Finco Sarl                             | Cidron Aida Finco Sarl                                                       | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1642605.54   | 0.73%             | 2028-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                              | Ashtead Capital, Inc.                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $602575.60    | 0.27%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    695000 | PA      | $660908.81    | 0.29%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| LaserShip, Inc.                                    | LaserShip, Inc., 1st Lien Term Loan                                          | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    651750 | PA      | $464098.14    | 0.21%             | 2028-05-07      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Avation Capital SA                                 | Avation Capital SA                                                           | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |   2057430 | PA      | $1615082.55   | 0.71%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2151154.44   | 0.95%             | 2033-06-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Radiate Holdco LLC                                 | Radiate Holdco LLC, Term Loan                                                | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1668150 | PA      | $1348949.50   | 0.60%             | 2026-09-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                    | Dealer Tire LLC                                                              | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1097202.14   | 0.48%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Windstream Escrow LLC                              | Windstream Escrow LLC                                                        | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $924826.68    | 0.41%             | 2028-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust, Series 2021-10, Class AX1                          | CUSIP: 46654ABS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55361835 | PA      | $299363.59    | 0.13%             | 2051-12-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    940000 | PA      | $725729.72    | 0.32%             | 2029-03-01      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Diamond Sports Group LLC                           | Diamond Sports Group LLC                                                     | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $5197.50      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-42538.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SCC Power plc                                      | SCC Power plc                                                                | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |   1846451 | PA      | $638872.05    | 0.28%             | 2028-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                         | Air Canada                                                                   | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1377000 | PA      | $1634294.86   | 0.72%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust     | Foursight Capital Automobile Receivables Trust, Series 2021-2, Class F       | CUSIP: 35105UAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $444089.74    | 0.20%             | 2029-02-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Propulsion (BC) Newco LLC                          | Propulsion (BC) Newco LLC, Term Loan                                         | CUSIP: 74347UAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $756600.00    | 0.33%             | 2029-09-14      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV, Series NC10                                                    | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2408000 | PA      | $1652505.17   | 0.73%             | 2031-05-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    508000 | PA      | $324103.34    | 0.14%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERSHING LLC                                       | Government Agency Repurchase Agreement                                       | CUSIP: N/A<br>LEI: ZI8Q1A8EI8LQFJNM0D94       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                         | Grupo Aeromexico SAB de CV                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     43743 | NS      | $359165.58    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2021-VOLT, Class F                      | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920004.90    | 0.41%             | 2036-09-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Oaktown Re III Ltd.                                | Oaktown Re III Ltd., Series 2019-1A, Class B1B                               | CUSIP: 67400KAE0<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | BM        |   3270000 | PA      | $3172356.17   | 1.40%             | 2029-07-25      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co., Series L                                                  | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1075 | NS      | $1273875.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                     | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1272295.39   | 0.56%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Triangle Re Ltd.                                   | Triangle Re Ltd., Series 2021-3, Class B1                                    | CUSIP: 89600HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    910000 | PA      | $720718.18    | 0.32%             | 2034-02-25      | Floating      | 8.88%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                     | JBS USA LUX SA                                                               | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1223077.75   | 0.54%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 2 Year Note                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        73 | NC      | $17668.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Promontoria Holding 264 BV                         | Promontoria Holding 264 BV                                                   | CUSIP: N/A<br>LEI: 54930014SXEXD3RX1509       | Long             | DBT              | CORP              | NL        |   1355000 | PA      | $1350813.18   | 0.60%             | 2027-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1815000 | PA      | $1336328.98   | 0.59%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                         | Park-Ohio Industries, Inc.                                                   | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    590000 | PA      | $400810.60    | 0.18%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                  | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $487298.70    | 0.22%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co.                      | Mutual of Omaha Insurance Co.                                                | CUSIP: 628312AD2<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161861.63    | 0.07%             | 2054-07-15      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                          | Commercial Mortgage Trust, Series 2015-CR26, Class D                         | CUSIP: 12593QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2423888.40   | 1.07%             | 2048-10-10      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                         | Spirit Loyalty Cayman Ltd.                                                   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    975000 | PA      | $980001.75    | 0.43%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Med Trust                                          | Med Trust, Series 2021-MDLN, Class F                                         | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865000 | PA      | $1715366.20   | 0.76%             | 2038-11-15      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Hidrovias International Finance SARL               | Hidrovias International Finance SARL                                         | CUSIP: 42953LAB8<br>LEI: 222100RBWNBUZOTA9381 | Long             | DBT              | CORP              | LU        |    970000 | PA      | $718480.21    | 0.32%             | 2031-02-08      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Traingle Re Ltd.                                   | Traingle Re Ltd., Series 2020-1, Class B1                                    | CUSIP: 89600MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    250000 | PA      | $250829.30    | 0.11%             | 2030-10-25      | Floating      | 12.14%                | Yes           |                  2 | On Loan: No      |
| N/A                                                | Euro-Bund                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -29 | NC      | $265287.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                            | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                          | CUSIP: 35566ABE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $291423.91    | 0.13%             | 2050-10-25      | Floating      | 15.43%                | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury Long Bond                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        42 | NC      | $-52427.79    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust, Series 2021-8, Class AX1                           | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49391694 | PA      | $287148.49    | 0.13%             | 2051-12-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1730000 | PA      | $1716637.74   | 0.76%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: —       |
| Tricon American Homes Trust                        | Tricon American Homes Trust, Series 2017-SFR2, Class F                       | CUSIP: 89613FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1258312.38   | 0.56%             | 2036-01-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| International Petroleum Corp.                      | International Petroleum Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   1154000 | PA      | $1061680.00   | 0.47%             | 2027-02-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc.                                         | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2151411.10   | 0.95%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                | U.S. Treasury 10 Year Ultra Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -388 | NC      | $237629.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                | Treasury Repurchase Agreement                                                | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority           | Arizona Industrial Development Authority                                     | CUSIP: 04052EAX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $991063.19    | 0.44%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                 | HAT Holdings I LLC                                                           | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1022000 | PA      | $887913.60    | 0.39%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| GS Mortgage Securities Corp. Trust                 | GS Mortgage Securities Corp. Trust, Series 2021-IP, Class E                  | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $282410.19    | 0.12%             | 2036-10-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LP                                     | Uniti Group LP                                                               | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1392114.24   | 0.62%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1845721.63   | 0.82%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.     | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class E     | CUSIP: 03880RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1363417.80   | 0.60%             | 2036-11-15      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co.                       | Liberty Mutual Insurance Co.                                                 | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    730000 | PA      | $788433.25    | 0.35%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| DraftKings Holdings, Inc.                          | DraftKings Holdings, Inc.                                                    | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1106496.50   | 0.49%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $785052.75    | 0.35%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                        | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3550000 | PA      | $3486291.10   | 1.54%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| N/A                                                | Euro-Bobl                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -16 | NC      | $67082.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Promontoria Holding 264 BV                         | Promontoria Holding 264 BV                                                   | CUSIP: 74349MAA4<br>LEI: 54930014SXEXD3RX1509 | Long             | DBT              | CORP              | NL        |   1255000 | PA      | $1162477.03   | 0.51%             | 2027-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP, Series G                                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $1938035.00   | 0.86%             | 2030-05-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential Trust, Series 2021-SFR9, Class F                        | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $619066.34    | 0.27%             | 2040-11-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC           | Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class D            | CUSIP: 82653EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166010 | PA      | $156374.08    | 0.07%             | 2036-01-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1694785.72   | 0.75%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                 | United Airlines Pass-Through Trust, Series 2020-1, Class B                   | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272034 | PA      | $258809.15    | 0.11%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean Sentry Ltd.                             | Transocean Sentry Ltd.                                                       | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |         0 | PA      | $0.00         | 0.00%             | 2023-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                         | VistaJet Malta Finance plc                                                   | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1192000 | PA      | $955775.40    | 0.42%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1197810.07   | 0.53%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2019-159, Class HI                                              | CUSIP: 38382BKH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2045378 | PA      | $379550.31    | 0.17%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card ABS LLC                    | Continental Credit Card ABS LLC, Series 2019-1A, Class C                     | CUSIP: 21134LAC2<br>LEI: 5493002QR2K2E0R56Z02 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1159625.16   | 0.51%             | 2026-08-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Gol Finance SA                                     | Gol Finance SA                                                               | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |   3225000 | PA      | $1917481.54   | 0.85%             | 2026-06-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Alamo Re II Pte. Ltd.                              | Alamo Re II Pte. Ltd., Series A                                              | CUSIP: 011396AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $249500.00    | 0.11%             | 2023-06-08      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| Seaspan Corp.                                      | Seaspan Corp.                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    380000 | PA      | $287964.00    | 0.13%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Artera Services LLC                                | Artera Services LLC                                                          | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    678751 | PA      | $565460.67    | 0.25%             | 2025-12-04      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: —       |
| Anglo American Capital plc                         | Anglo American Capital plc                                                   | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $884232.85    | 0.39%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Entergy Louisiana LLC                              | Entergy Louisiana LLC                                                        | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    405000 | PA      | $363399.33    | 0.16%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co. LLC                  | Midwest Connector Capital Co. LLC                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1325280.98   | 0.59%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                     | Energizer Gamma Acquisition BV                                               | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |   1080000 | PA      | $918032.65    | 0.41%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Grupo Posadas SAB de CV                            | Grupo Posadas SAB de CV                                                      | CUSIP: 400489AL4<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |    779690 | PA      | $608671.77    | 0.27%             | 2027-12-30      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: —       |
| NOVA Chemicals Corp.                               | NOVA Chemicals Corp.                                                         | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1355000 | PA      | $1217092.17   | 0.54%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Comerica Bank                                      | Comerica Bank                                                                | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    989000 | PA      | $950004.15    | 0.42%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Corp. Trust                 | GS Mortgage Securities Corp. Trust, Series 2021-IP, Class D                  | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $639093.14    | 0.28%             | 2036-10-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust    | Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class CE    | CUSIP: 62547NAD1<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2136000 | PA      | $1969572.92   | 0.87%             | 2049-10-25      | Floating      | 13.14%                | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                           | AthenaHealth Group, Inc.                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    395000 | PA      | $291088.21    | 0.13%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Transportes Aereos Portugueses SA                  | Transportes Aereos Portugueses SA                                            | CUSIP: N/A<br>LEI: 213800XBTDYWRYHKH878       | Long             | DBT              | CORP              | PT        |   2000000 | PA      | $2022497.24   | 0.89%             | 2024-12-02      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1090000 | PA      | $852119.23    | 0.38%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd.                                     | Golar LNG Ltd.                                                               | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    688751 | PA      | $675664.73    | 0.30%             | 2025-10-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FARM Mortgage Trust                                | FARM Mortgage Trust, Series 2021-1, Class B                                  | CUSIP: 30768WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647530 | PA      | $436991.41    | 0.19%             | 2051-07-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1155000 | PA      | $1091084.22   | 0.48%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1088423.36   | 0.48%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust     | Foursight Capital Automobile Receivables Trust, Series 2021-2, Class E       | CUSIP: 35105UAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $543000.78    | 0.24%             | 2027-10-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                   | Boeing Co. (The)                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $964262.88    | 0.43%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Series 2021-R02, Class 2B2                                             | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $497150.64    | 0.22%             | 2041-11-25      | Floating      | 10.13%                | Yes           |                  2 | On Loan: No      |
| N/A                                                | CDI                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  50000000 | PA      | $-275692.14   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                 | Coeur Mining, Inc.                                                           | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    860000 | PA      | $671166.90    | 0.30%             | 2029-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                            | American Airlines, Inc.                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $315314.76    | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ProFrac Holdings II LLC                            | ProFrac Holdings II LLC, Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3099535 | PA      | $3177022.95   | 1.40%             | 2025-03-04      | Variable      | 11.10%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk           | FHLMC Multifamily Structured Credit Risk, Series 2021-MN3, Class M2          | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1615000 | PA      | $1417443.19   | 0.63%             | 2051-11-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                  | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $377395.01    | 0.17%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Santander Bank Auto Credit-Linked Notes            | Santander Bank Auto Credit-Linked Notes, Series 2022-A, Class D              | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1036411.37   | 0.46%             | 2032-05-15      | Fixed         | 9.96%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                     | JBS USA LUX SA                                                               | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $615188.10    | 0.27%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corp.                                    | Albemarle Corp.                                                              | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1588617.48   | 0.70%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Nationwide Variable Insurance Trust

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer