# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0001752724-25-195173
**Filing Date:** 2025-8
**Character Count:** 57855
**Document Hash:** 98dc6aa133f43f195e30e1f2c01614b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195173.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195173

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000353905

**ORGANIZATION NAME:**
- **EIN:** 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:** 251236515

**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 Government Bond Fund (Series ID: S000005400)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014696 | Class I      |  |
| C000014697 | Class II     |  |
| C000014699 | Class IV     |  |
| C000139942 | Class Y      |  |

## 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

  - **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 Government Bond Fund

- **b. EDGAR series identifier (if any):** S000005400

- **c. LEI of Series:** 549300Y6R3OTC38XVI23

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $276331936.98

**Total Liabilities:** $1263005.10

**Net Assets:** $275068931.88

**Cash Not Reported:** $3459211.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 275.71871300 | **1-Year:** 4154.61856400 | **5-Year:** 33009.11121300 | **10-Year:** 78947.23365700 | **30-Year:** 10.25809900

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014699 | 0.42%                | -0.94%               | 1.48%                |
| Class ID C000014696 | 0.42%                | -1.05%               | 1.59%                |
| Class ID C000139942 | 0.42%                | -0.94%               | 1.59%                |
| Class ID C000014697 | 0.42%                | -1.05%               | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1597125.35             | $1815728.93                                |
| Month 2  | $-1963604.38             | $-1619268.16                               |
| Month 3  | $-635977.23              | $3868225.87                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Government/Mortgage Index

- **Index Identifier:** LEHM.MC.LEHMRT1262UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                   | FNMA                                                                           | CUSIP: 3140NWM44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2899000 | PA      | $2922236.15   | 1.06%             | 2029-10-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2740552 | PA      | $2061342.09   | 0.75%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140KDP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4724958 | PA      | $3947725.09   | 1.44%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1624490 | PA      | $1602725.44   | 0.58%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                             | AMSR Trust, Series 2020-SFR2, Class C                                          | CUSIP: 00178UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339450 | PA      | $1336466.24   | 0.49%             | 2037-07-17      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Goodgreen                              | Goodgreen, Series 2022-1A, Class A                                             | CUSIP: 38218JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    568529 | PA      | $487517.33    | 0.18%             | 2056-10-15      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust               | Tricon Residential Trust, Series 2024-SFR1, Class B                            | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $322346.96    | 0.12%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust           | Barclays Mortgage Loan Trust, Series 2022-INV1, Class A1                       | CUSIP: 06744YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756901 | PA      | $761200.67    | 0.28%             | 2062-02-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                  | FHLMC Multifamily Structured Pass-Through Certificates, Series K-154, Class A2 | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2783384.52   | 1.01%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140JAA40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7535282 | PA      | $6693034.38   | 2.43%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XG5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3800552 | PA      | $3163787.74   | 1.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                    | U.S. Treasury 2 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $85750.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4571528 | PA      | $3628290.36   | 1.32%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority             | Tennessee Valley Authority                                                     | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  13000000 | PA      | $13286596.05  | 4.83%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179YRK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273742 | PA      | $1310255.45   | 0.48%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNA LLC                                | FNA LLC, Series 2025-1, Class A                                                | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1397616 | PA      | $1404108.12   | 0.51%             | 2045-03-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 3620AVEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11693 | PA      | $11647.71     | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust    | New Residential Mortgage Loan Trust, Series 2017-2A, Class A4                  | CUSIP: 64829KBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471800 | PA      | $455260.28    | 0.17%             | 2057-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FFCB                                   | FFCB                                                                           | CUSIP: 3133EESV3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   2475000 | PA      | $2286620.62   | 0.83%             | 2033-03-09      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2841625 | PA      | $2361137.22   | 0.86%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 3620AL3M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       628 | PA      | $626.35       | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                    | U.S. Treasury 5 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       120 | NC      | $146611.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6081106 | PA      | $5481808.72   | 1.99%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                  | CCG Receivables Trust, Series 2023-2, Class A2                                 | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1104869 | PA      | $1118306.33   | 0.41%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XGUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1633942 | PA      | $1415675.45   | 0.51%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA, Series 2015-92, Class PA                                                 | CUSIP: 3136AQUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1804842 | PA      | $1672252.61   | 0.61%             | 2041-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                              | OBX Trust, Series 2024-NQM2, Class A1                                          | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |   1075033 | PA      | $1079914.35   | 0.39%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2459563 | PA      | $2040428.99   | 0.74%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Bonds                                                            | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $2881875.00   | 1.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XP2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4664030 | PA      | $4338610.13   | 1.58%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1372042 | PA      | $1394226.80   | 0.51%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC              | Chesapeake Funding II LLC, Series 2023-2A, Class A1                            | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1014041 | PA      | $1027560.78   | 0.37%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3148990 | PA      | $2612872.75   | 0.95%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    949415 | PA      | $895336.32    | 0.33%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140W0H73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2832617 | PA      | $2782137.67   | 1.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3133BAB34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3421353 | PA      | $2718534.36   | 0.99%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust    | Starwood Mortgage Residential Trust, Series 2022-3, Class A1                   | CUSIP: 85571RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1271254 | PA      | $1248936.89   | 0.45%             | 2067-03-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| HTS Fund II LLC                        | HTS Fund II LLC, Series 2025-1, Class A                                        | CUSIP: 40456GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1399975.64   | 0.51%             | 2045-06-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2641683 | PA      | $2207045.23   | 0.80%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1016550 | PA      | $1037447.81   | 0.38%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2644319 | PA      | $2604016.21   | 0.95%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                  | FHLMC Multifamily Structured Pass-Through Certificates, Series K-157, Class A2 | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7200000 | PA      | $7076588.40   | 2.57%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3761871 | PA      | $3786499.27   | 1.38%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FCI Funding LLC                        | FCI Funding LLC, Series 2024-1A, Class A                                       | CUSIP: 31425BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736650 | PA      | $736422.09    | 0.27%             | 2036-08-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 3620C6U45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1114 | PA      | $1111.13      | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DV5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1788863 | PA      | $1564880.08   | 0.57%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DV4J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2217429 | PA      | $2020171.24   | 0.73%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alterna Funding III LLC                | Alterna Funding III LLC, Series 2024-1A, Class A                               | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611979 | PA      | $617759.23    | 0.22%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3909585 | PA      | $3111411.74   | 1.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust    | New Residential Mortgage Loan Trust, Series 2017-6A, Class B1                  | CUSIP: 64830BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495678 | PA      | $1456918.27   | 0.53%             | 2057-08-27      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31403DTX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739358 | PA      | $766402.51    | 0.28%             | 2036-09-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2672595 | PA      | $2217236.82   | 0.81%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4467945 | PA      | $3547481.83   | 1.29%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Notes                                                            | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15193945.35  | 5.52%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWJX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622505 | PA      | $656312.24    | 0.24%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                             | GCAT Trust, Series 2024-NQM1, Class A1                                         | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990384 | PA      | $993901.08    | 0.36%             | 2059-01-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2524956 | PA      | $2419949.89   | 0.88%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Bonds                                                            | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1946875.00   | 0.71%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XJQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2633596 | PA      | $2540844.07   | 0.92%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1556809 | PA      | $1530349.80   | 0.56%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101492 | PA      | $1123180.69   | 0.41%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 3620C4RD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2025-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178511 | PA      | $1217226.78   | 0.44%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31405AR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306376 | PA      | $313763.43    | 0.11%             | 2035-05-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31405JQM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242645 | PA      | $247190.46    | 0.09%             | 2034-09-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                  | FHLMC                                                                          | CUSIP: 3128MJ6T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    975889 | PA      | $890727.59    | 0.32%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA, Series 2015-88, Class JA                                                 | CUSIP: 3136AQZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1405899 | PA      | $1317234.67   | 0.48%             | 2045-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust               | Angel Oak Mortgage Trust, Series 2020-1, Class A1                              | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122505 | PA      | $119007.26    | 0.04%             | 2059-12-25      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1542281 | PA      | $1585440.78   | 0.58%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust             | Verus Securitization Trust, Series 2022-4, Class A1                            | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660793 | PA      | $661540.04    | 0.24%             | 2067-04-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36295WF93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3748 | PA      | $3735.46      | 0.00%             | 2025-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | FHLMC Pool                                                                     | CUSIP: 3132XKX69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3902000 | PA      | $3886858.33   | 1.41%             | 2030-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1208947 | PA      | $1059220.99   | 0.39%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 3620A5HJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1162 | PA      | $1158.35      | 0.00%             | 2025-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Bonds                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1981875.00   | 0.72%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 3622ADGR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2351432 | PA      | $2401056.04   | 0.87%             | 2064-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust  | Westlake Automobile Receivables Trust, Series 2023-4A, Class A2                | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246202 | PA      | $246542.32    | 0.09%             | 2027-01-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36295WGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7300 | PA      | $7272.06      | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4151859 | PA      | $3598826.10   | 1.31%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Bonds                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1140234.38   | 0.41%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2150990 | PA      | $1719630.05   | 0.63%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31405TZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57027 | PA      | $57375.37     | 0.02%             | 2035-04-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-CM1 Trust                    | GCAT 2022-CM1 Trust, Series 2022-HX1, Class A1                                 | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073843 | PA      | $1001832.25   | 0.36%             | 2066-12-27      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | FNMA, Series 2013-59, Class MX                                                 | CUSIP: 3136AEG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6428987 | PA      | $6142541.75   | 2.23%             | 2042-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2310351 | PA      | $2325476.73   | 0.85%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DUKS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4579578 | PA      | $4597659.71   | 1.67%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31407B2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502186 | PA      | $512477.11    | 0.19%             | 2035-07-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31409K4R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5184464 | PA      | $5167455.21   | 1.88%             | 2036-08-01      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3647088 | PA      | $2896455.33   | 1.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5636426 | PA      | $5733759.43   | 2.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XN2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3410644 | PA      | $3420767.01   | 1.24%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust        | BRAVO Residential Funding Trust, Series 2024-CES1, Class A1A                   | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-O            | CORP              | US        |    754242 | PA      | $761502.38    | 0.28%             | 2054-04-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140Q8W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000492 | PA      | $972485.89    | 0.35%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                  | FHLMC                                                                          | CUSIP: 3128JRMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221667 | PA      | $229654.37    | 0.08%             | 2035-06-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Resolution Funding Corp.               | Resolution Funding Corp.                                                       | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  15000000 | PA      | $12516970.50  | 4.55%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31403DM97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655099 | PA      | $672187.79    | 0.24%             | 2034-04-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                    | U.S. Treasury 10 Year Ultra Note                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -28 | NC      | $-9241.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPS Servicer Advance Receivables Trust | SPS Servicer Advance Receivables Trust, Series 2020-T2, Class A                | CUSIP: 78472JAE3<br>LEI: 549300W6RZ3B25O0SH56 | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2279794.44   | 0.83%             | 2055-11-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                              | OBX Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1007971 | PA      | $1006769.11   | 0.37%             | 2062-11-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3165560 | PA      | $2855339.12   | 1.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1636109 | PA      | $1653760.06   | 0.60%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DNSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3516356 | PA      | $3170305.41   | 1.15%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust           | Dell Equipment Finance Trust, Series 2023-3, Class A3                          | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457980 | PA      | $460482.53    | 0.17%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140XKJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2558382 | PA      | $2215025.67   | 0.81%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 3620AWW89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4998 | PA      | $4978.81      | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                   | FirstKey Homes Trust, Series 2020-SFR2, Class C                                | CUSIP: 33767JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1971620.80   | 0.72%             | 2037-10-19      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Bonds                                                            | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5150000 | PA      | $3568789.06   | 1.30%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                              | OBX Trust, Series 2024-NQM1, Class A1                                          | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    714439 | PA      | $716916.82    | 0.26%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                        | Reach ABS Trust, Series 2024-1A, Class A                                       | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112349 | PA      | $112613.71    | 0.04%             | 2031-02-18      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3620897 | PA      | $3010557.14   | 1.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11925302 | PA      | $9473097.19   | 3.44%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL & CO                  | Government Agency Repurchase Agreement                                         | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |   1001100 | PA      | $1001100.00   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31406VQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34795 | PA      | $35310.59     | 0.01%             | 2035-05-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                  | FHLMC                                                                          | CUSIP: 3132L8ZR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1560968 | PA      | $1480152.90   | 0.54%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36230QH35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22006 | PA      | $21921.18     | 0.01%             | 2025-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Notes                                                            | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2002968.76   | 0.73%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America               | U.S. Treasury Bonds                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3275585.95   | 1.19%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority             | Tennessee Valley Authority                                                     | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   5750000 | PA      | $5712666.46   | 2.08%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reach ABS Trust                        | Reach ABS Trust, Series 2025-1A, Class A                                       | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358637 | PA      | $358635.49    | 0.13%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3153096 | PA      | $2646605.35   | 0.96%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31406XAE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123529 | PA      | $126465.70    | 0.05%             | 2035-04-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718762 | PA      | $1489474.07   | 0.54%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                   | Cross Mortgage Trust, Series 2024-H1, Class A1                                 | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923357 | PA      | $928921.99    | 0.34%             | 2068-12-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                             | UMBS                                                                           | CUSIP: 3132DWGK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919749 | PA      | $953563.23    | 0.35%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1202908 | PA      | $1221945.24   | 0.44%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | FNMA                                                                           | CUSIP: 31406NVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400353 | PA      | $406903.09    | 0.15%             | 2035-05-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                   | UMBS                                                                           | CUSIP: 3140J9Z95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2381201 | PA      | $2316972.45   | 0.84%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                   | GNMA                                                                           | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1199446 | PA      | $1225483.12   | 0.45%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer