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R-1 M Fitch F-1 Moody's P-1 Standard & Poor's A-1 2020-04-07 2020-04-07 2020-06-18 Y BNP Paribas SA 1.0000 7 N DBRS Ltd. R-1 M Fitch F1 Moody's P-1 Standard & Poor's A-1 N N 0.0161 5000000.00 5000000.00 0.0079 N N Y N U.S. Treasury Notes U.S. Treasury Notes 0.2 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-04-01 2021-01-31 2021-01-31 N N N 0.0024 14004146.24 14004146.24 0.0222 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.500 9128286D7 254900HROIFWPRGM1V77 US9128286D73 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2021-02-28 2021-02-28 2021-02-28 N N N 0.0134 1021953.12 1021953.12 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.22 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-04-01 2021-04-30 2021-04-30 N N N 0.0023 2502432.90 2502432.90 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.38 912828K58 254900HROIFWPRGM1V77 US912828K585 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-04-30 2020-04-30 2020-04-30 N N N 0.0182 3503609.55 3503609.55 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.38 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-08-31 2020-08-31 2020-08-31 N N N 0.0165 502656.25 502656.25 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828N89 254900HROIFWPRGM1V77 US912828N894 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2021-01-31 2021-01-31 2021-01-31 N N N 0.0046 1010937.50 1010937.50 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.50 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-05-15 2020-05-15 2020-05-15 N N N 0.0203 1757210.16 1757210.16 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2021-02-28 2021-02-28 2021-02-28 N N N 0.0122 504687.50 504687.50 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.63 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-11-15 2020-11-15 2020-11-15 N N N 0.0167 5079296.90 5079296.90 0.0080 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.38 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-05-31 2020-05-31 2020-05-31 N N N 0.0194 1503158.34 1503158.34 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.50 912828X21 254900HROIFWPRGM1V77 US912828X216 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-04-15 2020-04-15 2020-04-15 N N N 0.0202 1750950.15 1750950.15 0.0028 N Y Y N Barclays Bank plc Barclays Bank plc 0.850 0673PA005 G5GSEF7VJP5I7OUK5573 4F4763D U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNMS 04.500 CLCA5380 2050-03-01 4.500000 566865.45 617657.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1189 2048-02-01 3.500000 7075504.06 7548315.19 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 L Fitch F-1 Moody's P-1 Standard & Poor's A-1 2020-04-02 2020-04-06 2020-04-06 Y Barclays Bank plc 1.0000 6 N DBRS Ltd. R-1 L Fitch F1 Moody's P-1 Standard & Poor's A-1 N N 0.0086 8000000.00 8000000.00 0.0127 N N Y N BNP Paribas SA BNP Paribas SA 0.620 963FTR002 R0MUWSFPU8MPRO8K5P83 4F4766D U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 1 5/8 NOTE K 23 2023-04-30 1.630000 539104.00 564493.49 U.S. Treasuries (including strips) USTR 2 3/8 NOTE AK 22 2022-03-15 2.380000 18336.00 19121.91 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 40 2040-02-15 2.130000 31501.54 44923.52 U.S. Treasuries (including strips) USTR BILL 06/11/20 2020-06-11 0.000000 553088.00 552999.51 U.S. Treasuries (including strips) USTR BILL 05/07/20 2020-05-07 0.000000 32.00 32.00 U.S. Treasuries (including strips) USTR BILL 09/17/20 2020-09-17 0.000000 92704.00 92678.88 U.S. Treasuries (including strips) USTR BILL 04/28/20 2020-04-28 0.000000 163808.00 163799.81 U.S. Treasuries (including strips) GNMA GNII SF MA5652 M 2048-12-20 4.500000 5428892.23 5788827.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3444 2048-08-01 4.500000 194.76 211.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3850 2049-07-01 5.000000 294.63 333.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA2853 2049-09-01 3.000000 477087.04 503770.52 Agency Mortgage-Backed Securities GNMA GNRA 2019-35 EF 2049-03-20 1.480000 53952.09 53471.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-66 FB 2048-12-20 1.470000 228836.98 226560.52 Agency Collateralized Mortgage Obligation FMAC FERM 4961LA 07/25/34 2034-07-25 2.500000 164533.09 164909.10 Agency Collateralized Mortgage Obligation Y DBRS Ltd. R-1 M Fitch F-1 Moody's P-1 Standard & Poor's A-1 2020-04-02 2020-04-07 2020-06-01 Y BNP Paribas SA 1.0000 7 N DBRS Ltd. R-1 M Fitch F1 Moody's P-1 Standard & Poor's A-1 N N 0.0063 8000000.00 8000000.00 0.0127 N N Y N FFCB FFCB 0.830 3133ELSK1 US3133ELSK17 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2021-03-11 2021-03-11 2021-03-11 N N N 0.0081 1500009.26 1500009.26 0.0024 N N N N Barclays Bank plc Barclays Bank plc 0.220 0673PA005 G5GSEF7VJP5I7OUK5573 4F7395D U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNMS 03.000 CLBM4197 2047-03-01 3.000000 4154603.93 4417046.10 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q57932 G 2048-08-01 4.500000 7202249.94 7793302.58 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q34990 G 2045-08-01 3.000000 29965.71 31895.44 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 L Fitch F-1 Moody's P-1 Standard & Poor's A-1 2020-04-06 2020-04-07 2020-04-15 Y Barclays Bank plc 1.0000 7 N DBRS Ltd. R-1 L Fitch F1 Moody's P-1 Standard & Poor's A-1 N N 0.0022 12000000.00 12000000.00 0.0190 N N Y N FFCB FFCB 0.550 3133ELUG7 US3133ELUG76 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2021-03-26 2021-03-26 2021-03-26 N N N 0.0054 1000067.51 1000067.51 0.0016 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.50 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's NR 2020-05-31 2020-05-31 2020-05-31 N N N 0.0182 3006931.17 3006931.17 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.50 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y DBRS Ltd. 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NR Fitch NR Moody's NR Standard & Poor's NR 2020-04-01 2022-01-31 2022-01-31 N N N 0.0024 3999554.28 3999554.28 0.0063 N Y Y N Nationwide Mutual Funds 2020-04-07 /s/ Joseph A. Finelli Joseph A. Finelli Principal Financial Officer