N-MFP2 0000353905 XXXXXXXX 2020-09-30 0000353905 5493008M65EAZV7NVS60 S000005409 6 N N 002-73024 Nationwide Fund Advisors 801-56370 BNY Mellon Investment Adviser, Inc. 801-08147 PricewaterhouseCoopers, LLP Philadelphia PA Nationwide Fund Management, LLC Nationwide Fund Management, LLC 0000216108 084-00825 N N N Exempt Government N 26 82 1536499134.17 1351187401.52 1437025456.31 1428872719.94 1545849134.17 1360937401.52 1446525456.31 1441622719.94 0.7052 0.6681 0.6847 0.6882 0.7094 0.6729 0.6893 0.6944 559157.88 2075372579.09 2074853715.44 4481292.08 10157285.72 2069736879.68 2069746953.73 1.0000 0.0016 1.0002 1.0002 1.0002 1.0002 C000034092 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000204950 1.00 166902320.87 166901893.69 1.0003 1.0002 1.0002 1.0002 5389981.15 7160656.21 14980731.66 2576913.72 8695622.13 2154255.44 9272599.48 1872638.79 36056877.94 15442513.46 0.0000 Y Nationwide Fund Advisors, Investment Advisory Fee Waiver, 20445.49; C000014718 1.00 1018912459.50 1018918638.91 1.0002 1.0002 1.0002 1.0002 36659727.81 2311060.22 10031381.68 2653773.10 4409370.55 3744288.71 41898976.59 2590064.62 92373401.28 14427919.42 0.0000 Y Nationwide Fund Advisors, Investment Advisory Fee Waiver, 129290.93; Nationwide Financial Services, Inc., Administrative Servicing Fee Waiver, 121044.26; C000014720 1.00 658689400.05 658694952.68 1.0002 1.0002 1.0002 1.0002 27534385.87 8497306.42 4763967.33 2280464.57 16248309.11 23351450.19 11662440.91 27648213.00 68086700.91 61550098.98 0.0000 Y Nationwide Fund Advisors, Investment Advisory Fee Waiver, 87265.73; Nationwide Financial Services, Inc., Administrative Servicing Fee Waiver, 54557.02; C000014719 1.00 35775769.66 35776162.64 1.0002 1.0002 1.0002 1.0002 34410.92 287721.70 1315211.75 23266.38 41845.43 1353093.60 40070.53 690674.32 2690834.54 2613761.73 0.0000 Y Nationwide Fund Advisors, Investment Advisory Fee Waiver, 4713.58; Nationwide Financial Services, Inc., Administrative Servicing Fee Waiver, 4419.88; C000079439 1.00 189456929.60 189455305.81 1.0003 1.0002 1.0002 1.0002 2590931.83 4930882.27 7787753.65 74783.31 4933080.16 3680259.63 23214894.83 78.06 38717956.37 16047091.94 0.0000 Y Nationwide Fund Advisors, Investment Advisory Fee Waiver, 23591.00; Nationwide Fund Distributors LLC, 12-b1 Fee Waiver, 36732.09; Nationwide Financial Services, Inc., Administrative Servicing Fee Waiver, 22039.39; U.S. Treasury Bills U.S. Treasury Bills 0.113 9127965D7 254900HROIFWPRGM1V77 US9127965D73 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-22 2020-12-22 2020-12-22 N N N 0.0011 67986834.52 67986834.52 0.0328 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.098 912796A58 254900HROIFWPRGM1V77 US912796A585 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 75980746.92 75980746.92 0.0367 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.110 912796A66 254900HROIFWPRGM1V77 US912796A668 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2021-01-12 2021-01-12 2021-01-12 N N N 0.0011 37991845.96 37991845.96 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.150 912796TP4 254900HROIFWPRGM1V77 US912796TP46 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-11-05 2020-11-05 2020-11-05 N N N 0.0015 29997302.10 29997302.10 0.0145 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.37 9128283Q1 254900HROIFWPRGM1V77 US9128283Q14 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2021-01-15 2021-01-15 2021-01-15 N N N 0.0037 2513281.25 2513281.25 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.85 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2021-02-15 2021-02-15 2021-02-15 N N N 0.0085 6046875.00 6046875.00 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.44 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2021-03-15 2021-03-15 2021-03-15 N N N 0.0044 5050000.00 5050000.00 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.36 9128284G2 254900HROIFWPRGM1V77 US9128284G23 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2021-04-15 2021-04-15 2021-04-15 N N N 0.0036 6578457.02 6578457.02 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.7 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0070 9772045.34 9772045.34 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.19 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-10-31 2020-10-31 N N N 0.0019 20000469.00 20000469.00 0.0097 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.56 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0156 10545416.91 10545416.91 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.59 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0159 4023526.84 4023526.84 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.26 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-01-31 2021-01-31 N N N 0.0026 36011572.20 36011572.20 0.0174 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.37 9128286D7 254900HROIFWPRGM1V77 US9128286D73 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2021-02-28 2021-02-28 2021-02-28 N N N 0.0137 3028945.32 3028945.32 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.24 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-04-30 2021-04-30 N N N 0.0024 8006145.04 8006145.04 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.46 912828N89 254900HROIFWPRGM1V77 US912828N894 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2021-01-31 2021-01-31 2021-01-31 N N N 0.0046 3262949.24 3262949.24 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.24 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2021-02-28 2021-02-28 2021-02-28 N N N 0.0124 1505859.38 1505859.38 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.67 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0167 15748256.46 15748256.46 0.0076 N Y Y N FHLB FHLB 0.19 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0019 3750000.00 3750000.00 0.0018 N Y Y N FHLB FHLB 0.15 3130AGG25 2549001DPIFGXC1TOL40 US3130AGG258 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-16 2020-11-16 2020-11-16 N N N 0.0015 8000202.24 8000202.24 0.0039 N N N N FHLB FHLB 0.15 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-06-11 2021-06-11 N N N 0.0015 6001675.02 6001675.02 0.0029 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.37 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-10-31 2021-10-31 N N N 0.0037 5015890.95 5015890.95 0.0024 N Y Y N FHLB FHLB 0.15 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-07-08 2021-07-08 N N N 0.0015 7002022.72 7002022.72 0.0034 N N N N FHLB FHLB 0.12 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-01-22 2021-01-22 N N N 0.0012 3500331.35 3500331.35 0.0017 N N N N FHLB FHLB 0.15 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-07-23 2021-07-23 N N N 0.0015 5751657.32 5751657.32 0.0028 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.26 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-01-31 2022-01-31 N N N 0.0026 3505720.16 3505720.16 0.0017 N Y Y N FHLB FHLB 0.12 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-01-28 2021-01-28 N N N 0.0012 6000584.28 6000584.28 0.0029 N N N N FHLB FHLB 0.14 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-02-26 2021-02-26 N N N 0.0014 3600609.77 3600609.77 0.0017 N N N N FHLB FHLB 0.17 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-12-23 2020-12-23 N N N 0.0017 4750906.92 4750906.92 0.0023 N N N N FHLB FHLB 0.19 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-10-07 2020-10-07 N N N 0.0019 3500059.68 3500059.68 0.0017 N N Y N FHLB FHLB 0.24 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-04-09 2021-04-09 N N N 0.0024 4002987.76 4002987.76 0.0019 N N N N FHLB FHLB 0.2 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-10-16 2020-10-16 N N N 0.0020 8000391.44 8000391.44 0.0039 N N N N FHLB FHLB 0.14 3130AHHG1 2549001DPIFGXC1TOL40 US3130AHHG19 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-11-05 2020-11-05 2020-11-05 N N N 0.0014 7500469.43 7500469.43 0.0036 N N N N FHLB FHLB 0.11 3130AHL84 2549001DPIFGXC1TOL40 US3130AHL843 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-18 2020-12-18 2020-12-18 N N N 0.0011 3999634.52 3999634.52 0.0019 N N N N FHLB FHLB 0.12 3130AHLV3 2549001DPIFGXC1TOL40 US3130AHLV30 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-20 2020-11-20 2020-11-20 N N N 0.0012 9999725.50 9999725.50 0.0048 N N N N FHLB FHLB 0.17 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-02-22 2021-02-22 N N N 0.0017 4501376.69 4501376.69 0.0022 N N N N FHLB FHLB 0.18 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-19 2021-03-19 2021-03-19 N N N 0.0018 6999698.72 6999698.72 0.0034 N N N N FHLB FHLB 0.1 3130AHYC1 2549001DPIFGXC1TOL40 US3130AHYC12 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-27 2021-01-27 2021-01-27 N N N 0.0010 9998134.50 9998134.50 0.0048 N N N N FHLB FHLB 0.12 3130AJ2Y4 2549001DPIFGXC1TOL40 US3130AJ2Y49 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-04 2020-11-04 2020-11-04 N N N 0.0012 4999913.25 4999913.25 0.0024 N N N N FHLB FHLB 0.19 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-02-10 2022-02-10 N N N 0.0019 3252375.78 3252375.78 0.0016 N N N N FHLB FHLB 0.11 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-02-25 2021-02-25 N N N 0.0011 6000274.80 6000274.80 0.0029 N N N N FHLB FHLB 0.19 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-02-28 2022-02-28 N N N 0.0019 11008905.60 11008905.60 0.0053 N N N N FHLB FHLB 0.22 3130AJCZ0 2549001DPIFGXC1TOL40 US3130AJCZ01 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-09-03 2021-09-03 N N N 0.0022 7006705.02 7006705.02 0.0034 N N N N FHLB FHLB 0.21 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-03-10 2021-03-10 N N N 0.0021 3001466.43 3001466.43 0.0014 N N N N FHLB FHLB 0.19 3130AJET2 2549001DPIFGXC1TOL40 US3130AJET23 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-17 2021-03-17 2021-03-17 N N N 0.0019 5499499.17 5499499.17 0.0027 N N N N FHLB FHLB 0.15 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-10-02 2020-10-02 N N N 0.0015 9000023.22 9000023.22 0.0043 N N Y N FHLB FHLB 0.3 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-04-13 2021-04-13 N N N 0.0030 9009750.96 9009750.96 0.0043 N N N N FHLB FHLB 0.12 3130AJHY8 2549001DPIFGXC1TOL40 US3130AJHY80 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-16 2021-04-16 2021-04-16 N N N 0.0012 6499296.18 6499296.18 0.0031 N N N N FHLB FHLB 0.000 3130AJVN6 2549001DPIFGXC1TOL40 US3130AJVN69 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-10-26 2020-10-26 N N N 0.0000 75000380.25 75000380.25 0.0362 N N N N FHLB FHLB 0.090 3130AJWH8 2549001DPIFGXC1TOL40 US3130AJWH82 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-01-29 2021-01-29 N N N 0.0009 74999829.00 74999829.00 0.0362 N N N N FHLB FHLB 0.150 3130AJYW3 2549001DPIFGXC1TOL40 US3130AJYW32 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-02-18 2022-02-18 N N N 0.0015 22005386.92 22005386.92 0.0106 N N N N FHLB FHLB 0.090 3130AJZM4 2549001DPIFGXC1TOL40 US3130AJZM41 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-12-24 2020-12-24 N N N 0.0009 30000205.20 30000205.20 0.0145 N N N N FHLB FHLB 0.100 3130AK4G8 2549001DPIFGXC1TOL40 US3130AK4G88 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-12-08 2020-12-08 N N N 0.0010 45000368.10 45000368.10 0.0217 N N N N Banco Santander SA Banco Santander SA 0.080 0A2332D 0A2332D U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2047-02-01 4.000000 8074928.00 5359206.98 Agency Mortgage-Backed Securities Federal National Mortgage Association 2041-02-01 4.000000 29497855.00 9025708.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 2043-01-01 4.000000 53640.00 23710.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-09-01 3.500000 11381.00 8907.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 2044-04-01 4.500000 6365573.00 5403568.59 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-06-01 4.000000 44934376.00 38323700.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 2049-07-01 3.241000 25110081.00 17850827.65 Agency Mortgage-Backed Securities Federal National Mortgage Association 2049-08-01 3.000000 64105.00 63394.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 2050-06-01 2.492000 244949.00 254024.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-11-01 4.500000 66942153.00 51187047.89 Agency Mortgage-Backed Securities Federal National Mortgage Association 2049-11-01 3.000000 15036960.00 15299903.65 Agency Mortgage-Backed Securities Y DBRS Ltd. NR Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 140000000.00 140000000.00 0.0676 N Y Y N MUFG Securities Ltd. MUFG Securities Ltd. 0.080 0A2333D 0A2333D U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2033-02-01 3.500000 35068543.00 20746655.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2040-04-01 4.500000 300000000.00 21879709.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-04-01 5.000000 1000.00 30.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-06-01 3.000000 47039.00 48861.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-07-01 3.500000 45500000.00 21480515.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 3.500000 20000000.00 21070597.57 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-08-01 4.000000 40000000.00 21645631.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 2056-06-01 3.500000 31000000.00 23352796.01 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-11-01 4.500000 1585.00 1302.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-11-01 4.500000 17932610.00 15022043.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 2050-08-01 2.500000 79988.00 84271.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-11-01 3.500000 30000000.00 21295505.59 Agency Mortgage-Backed Securities Federal National Mortgage Association 2042-06-01 3.500000 53073560.00 22407066.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 2037-08-01 5.500000 5760064.00 288861.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-01-20 4.000000 14398100.00 5789232.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 4.000000 40000000.00 19140828.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 3.500000 1007.00 621.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-06-15 4.500000 58742908.00 4414166.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-05-20 4.000000 126429788.00 20274842.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-06-15 5.000000 2608276.00 182420.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-09-20 4.500000 2216248.00 264897.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-08-15 4.500000 4714000.00 305282.29 Agency Mortgage-Backed Securities United States Treasury 2021-03-04 0.000000 100.00 99.95 U.S. Treasuries (including strips) United States Treasury 2029-02-15 2.625000 1000.00 1170.46 U.S. Treasuries (including strips) United States Treasury 2021-01-15 1.125000 2000.00 2387.90 U.S. Treasuries (including strips) United States Treasury 2022-09-30 0.125000 200.00 199.99 U.S. Treasuries (including strips) Y DBRS Ltd. NR Fitch F1 Moody's NR Standard & Poor's A-1 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 235000000.00 235000000.00 0.1135 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 0.080 0A2334D 0A2334D U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Government National Mortgage Association 2050-02-20 3.500000 20076919.00 20307528.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-06-20 3.000000 82999001.00 86792472.12 Agency Mortgage-Backed Securities Y DBRS Ltd. NR Fitch NR Moody's NR Standard & Poor's A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 105000000.00 105000000.00 0.0507 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.060 0A2346D 0A2346D U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2028-11-15 3.125000 4527300.00 5520457.20 U.S. Treasuries (including strips) United States Treasury 2026-05-31 2.125000 13277500.00 14719958.75 U.S. Treasuries (including strips) United States Treasury 2026-05-15 1.625000 13641900.00 14719934.10 U.S. Treasuries (including strips) United States Treasury 2026-09-30 1.625000 13680800.00 14719925.16 U.S. Treasuries (including strips) United States Treasury 2027-06-30 0.500000 14618600.00 14719950.75 U.S. Treasuries (including strips) United States Treasury 2025-06-30 0.250000 14702000.00 14719965.84 U.S. Treasuries (including strips) United States Treasury 2023-07-15 0.125000 14723400.00 14719903.91 U.S. Treasuries (including strips) Y DBRS Ltd. NR Fitch F1 Moody's NR Standard & Poor's A-1 2020-10-01 2020-10-01 2020-10-01 N N N 0.0006 92000000.00 92000000.00 0.0445 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.080 0A2347D ES7IP3U3RHIGC71XBU11 0A2347D U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2041-06-01 4.500000 568906.00 154269.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-11-15 4.000000 3931039.00 345388.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-01 3.000000 174834.00 184873.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-10-15 0.505630 100147.00 20770.14 Agency Debentures and Agency Strips Federal National Mortgage Association 2042-05-25 4.000000 162397.00 259435.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2043-08-25 3.500000 1660669.00 567637.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2041-11-25 3.000000 1048342.00 12423.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2039-07-25 4.000000 4407.00 416.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2044-08-25 2.621874 483471.00 6019.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2045-11-25 3.500000 8514785.00 52865.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2045-11-25 3.500000 6285713.00 68560.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-02-01 5.000000 6879400.00 34475.35 Agency Debentures and Agency Strips Federal National Mortgage Association 2036-05-01 5.500000 11898852.00 59248.47 Agency Debentures and Agency Strips Federal National Mortgage Association 2039-05-01 4.000000 9698366.00 44584.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2041-12-15 3.500000 5858983.00 176943.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-04-15 4.000000 13878384.00 349710.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-04-15 4.000000 6250000.00 217751.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-05-15 3.000000 3182007.00 3813243.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2033-06-15 3.000000 12515000.00 479263.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2042-07-15 6.097620 5466353.00 279991.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-05-15 4.000000 7012191.00 58315.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-12-15 5.947620 7600000.00 317986.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-12-15 4.000000 7822250.00 82818.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2044-06-15 6.497620 20474152.00 1033806.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2041-06-15 2.982135 75000000.00 615966.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-01-15 6.428190 44329929.00 1128178.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-04-15 6.000000 12000000.00 650490.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2038-02-15 3.167952 22198022.00 223272.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2041-07-15 3.000000 4166666.00 40244.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2045-06-15 3.000000 2560645.00 3160309.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-11-15 6.027620 4674714.00 246262.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-08-15 3.093251 58824030.00 954959.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2044-02-15 3.500000 17289000.00 554968.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2034-01-15 3.000000 16666666.00 457236.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-04-15 3.500000 14285714.00 947936.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2031-04-15 3.000000 16748568.00 602660.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2044-02-15 5.747620 6666666.00 77677.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-04-15 5.897620 12089020.00 833926.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2031-04-15 2.500000 20000000.00 485110.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-03-15 2.857537 50617647.00 1009740.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2034-01-15 3.000000 23333333.00 1153744.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-05-15 3.000000 10650000.00 382692.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2038-01-15 3.116852 20734244.00 383040.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2041-11-15 2.991520 45287202.00 784909.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2047-07-15 6.000000 6841485.00 779384.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2048-04-15 6.047620 16498631.00 972255.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-06-15 5.500000 2896150.00 433027.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-11-15 1.000000 7794699.00 260267.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2048-11-25 5.000000 4106959.00 403319.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2046-12-25 4.000000 2718750.00 288954.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-05-25 5.897620 969632.00 158311.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2039-11-15 4.000000 5000000.00 49680.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2032-03-18 7.800000 101532736.00 85143.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2032-11-25 7.000000 147589139.00 223009.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2033-06-25 7.401870 100000000.00 145590.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2034-07-25 6.251870 143600000.00 580921.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2034-08-25 6.901870 50492769.00 255088.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2035-06-25 6.551870 102500921.00 583882.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2035-08-25 6.551870 26404000.00 272635.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2035-07-25 6.551870 56666667.00 427794.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2035-07-25 5.931870 35467249.00 85943.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2035-10-25 6.521870 210028333.00 1100171.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-03-25 6.451870 50000000.00 529422.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-04-25 6.551870 32165142.00 386991.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-03-25 6.551870 60000000.00 977515.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-04-25 7.051870 22643906.00 331959.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-03-25 6.431870 26999999.00 465647.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-02-15 5.947620 54822828.00 293401.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2042-07-01 4.000000 1959225.00 91880.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2035-06-15 6.047620 15000000.00 121439.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-06-15 6.121596 45257372.00 469494.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-06-15 6.547620 50000000.00 640149.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-06-15 6.797620 11460724.00 146559.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-06-15 6.267620 26538458.00 416938.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-12-15 38.385717 8333334.00 813252.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-03-15 5.947620 30000000.00 286521.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-10-25 6.351870 75072000.00 563827.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-10-25 6.431870 13876000.00 366563.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-09-25 6.401870 61330239.00 979033.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-08-25 7.051870 175215735.00 1111909.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-11-25 6.601870 21700000.00 90902.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2036-12-25 32.459350 6100000.00 660531.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-04-15 6.497620 72504857.00 689517.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2035-12-25 6.461870 73200765.00 494235.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-01-25 6.551870 93666666.00 508276.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-01-25 6.231870 21509000.00 204793.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-02-25 7.051870 61882000.00 518713.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-02-25 6.591870 75901811.00 572230.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-03-25 6.621870 37350000.00 247645.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2039-05-25 5.000000 60000000.00 247967.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-02-25 7.251870 43610425.00 270522.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-05-15 6.437620 93446806.00 991295.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2033-09-15 6.447620 15000000.00 125861.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-06-15 6.332620 3199169.00 43859.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-04-25 5.961870 60000000.00 1087249.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-04-25 5.951870 23155000.00 405360.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-04-25 6.501870 50000000.00 442805.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-04-25 6.601870 60842737.00 966765.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-05-25 6.611870 48300000.00 148041.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2037-05-25 5.971870 68000000.00 1154615.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2038-04-25 6.351870 60532151.00 461219.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-01-15 6.257620 46360000.00 468766.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-05-15 6.677620 90000000.00 622081.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-06-15 6.197620 72620000.00 762303.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-09-15 5.877620 13400000.00 261680.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2038-04-25 6.071870 67962510.00 711426.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2038-01-15 6.347620 21241785.00 293470.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2041-01-25 6.381870 50000000.00 1059105.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-09-15 6.647620 38965736.00 425784.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-03-15 5.568120 13200000.00 241842.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-10-25 4.844870 26000000.00 235456.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2041-07-25 6.000000 3412548.00 895180.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2032-03-15 7.826646 18000000.00 366994.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-02-15 5.000000 5000000.00 182184.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-07-15 6.247620 50000000.00 610706.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2039-10-25 6.591870 75553825.00 935155.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-02-25 6.500000 1198742.00 487551.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2039-11-25 6.151870 127032000.00 817372.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-08-15 5.000000 4455166.00 26059.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-08-15 6.500000 15018154.00 138473.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-12-25 5.901870 50000000.00 860218.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-09-25 6.441870 25041834.00 693411.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-09-25 6.000000 16666666.00 165742.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-04-25 6.401870 60695351.00 259590.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-05-15 6.297620 10000000.00 13701.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-08-15 0.000000 4067750.00 633370.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-12-25 5.901870 50000000.00 860218.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2039-11-25 9.000000 13371132.00 206864.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-11-25 4.500000 43533333.00 277017.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-02-15 6.087620 24022813.00 234906.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2049-12-01 3.500000 442368.00 468655.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 2050-07-01 2.500000 889895.00 954705.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 2043-12-01 5.000000 1499155.00 709633.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 4.000000 1000.00 903.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 5.000000 496251.00 236050.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-07-20 3.500000 61600.00 64888.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-07-20 3.000000 29480.00 30871.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-07-20 3.000000 159263.00 172440.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-08-20 4.000000 109947.00 122314.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-09-20 2.500000 1002943.00 1066203.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-10-20 3.500000 5570.00 3544.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-11-20 4.500000 203210.00 50700.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-07-16 5.947870 179600000.00 892904.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2032-10-20 7.443750 166499999.00 55844.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-08-16 6.447870 260000000.00 278058.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-09-16 6.447870 100000000.00 437754.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-09-16 6.947870 65070000.00 106229.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-05-20 6.183750 82670759.00 325719.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-05-16 6.397870 95000000.00 323298.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-01-20 6.993750 100000000.00 98227.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-09-20 6.443750 49000000.00 264674.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-04-16 5.997870 100000000.00 601120.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-03-20 6.043750 63350000.00 575313.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-01-16 6.597870 69630125.00 549192.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-09-16 6.207870 100000000.00 603901.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-08-20 6.193750 119568891.00 760949.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2036-03-20 6.093750 43052857.00 179349.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-09-20 6.293750 50000000.00 278662.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-01-20 4.000000 18967881.00 196394.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-12-20 3.500000 35000000.00 28138.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-04-20 3.500000 12948891.00 165088.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-04-20 6.043750 100000000.00 353535.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-03-16 6.347870 55127000.00 897016.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-03-20 6.663750 70000000.00 337603.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-04-16 6.097870 50562947.00 898108.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-04-16 6.035870 13800000.00 308405.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-04-16 6.657870 32500000.00 409560.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-05-16 6.647870 33655032.00 315315.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-07-20 6.343750 175000000.00 1052445.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-07-16 5.947870 80600000.00 762497.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-10-20 5.993750 50000000.00 214811.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-10-20 6.393750 161860000.00 560510.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-10-20 6.343750 55621000.00 195448.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-11-16 6.397870 44000000.00 352141.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-01-20 6.359750 250000000.00 1087125.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-06-16 6.087870 40000000.00 626923.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-08-20 5.943750 90300000.00 373302.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-09-16 6.047870 60000000.00 773737.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-08-20 6.293750 102500000.00 753602.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-11-20 6.173750 35614115.00 430973.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-05-20 5.243750 14500000.00 696040.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-06-20 6.513750 1522843.00 20984.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-02-20 6.093750 46828810.00 800189.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-12-20 5.943750 17238000.00 50950.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2026-11-20 4.000000 21908299.00 65558.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-02-20 3.000000 11286666.00 545023.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-05-20 5.000000 5356134.00 79073.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2026-12-20 4.000000 70279459.00 532848.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-03-16 6.047870 25000000.00 932168.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-06-20 4.000000 13120875.00 58484.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2032-12-20 5.833750 8682485.00 622875.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-03-20 3.000000 3665833.00 54939.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.000000 12551796.00 230710.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-01-20 4.000000 12811243.00 748148.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-12-20 6.613270 7667765.00 4493403.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-05-20 3.500000 1600000.00 65957.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-08-20 4.000000 4474436.00 47404.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 5.993750 13750160.00 1037010.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 5.943750 3373277.00 411446.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 5.893750 747481.00 80503.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 0.656750 5661580.00 4141701.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 5.893750 33106433.00 4607781.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-02-20 5.943750 9986950.00 1595423.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-08-20 6.093750 5124335.00 1002192.08 Agency Collateralized Mortgage Obligation Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 100000000.00 100000000.00 0.0483 N Y Y N FHLB FHLB 0.090 313384L72 2549001DPIFGXC1TOL40 US313384L723 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2020-10-23 2020-10-23 2020-10-23 N N N 0.0009 37998606.54 37998606.54 0.0184 N N Y N FHLB FHLB 0.115 313384S83 2549001DPIFGXC1TOL40 US313384S835 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2020-12-11 2020-12-11 2020-12-11 N N N 0.0012 37993255.00 37993255.00 0.0184 N N N N FHLB FHLB 0.42 313384T33 2549001DPIFGXC1TOL40 US313384T338 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2020-12-14 2020-12-14 2020-12-14 N N N 0.0042 9498242.50 9498242.50 0.0046 N N N N FHLB FHLB 0.52 313385AH9 2549001DPIFGXC1TOL40 US313385AH94 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2021-01-08 2021-01-08 2021-01-08 N N N 0.0052 16995792.50 16995792.50 0.0082 N N N N FHLB FHLB 0.45 313385CU8 2549001DPIFGXC1TOL40 US313385CU87 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2021-03-08 2021-03-08 2021-03-08 N N N 0.0045 3298551.66 3298551.66 0.0016 N N N N FHLB FHLB 0.4 313385CV6 2549001DPIFGXC1TOL40 US313385CV60 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2021-03-09 2021-03-09 2021-03-09 N N N 0.0040 3998233.32 3998233.32 0.0019 N N N N FHLB FHLB 0.4 313385DF0 2549001DPIFGXC1TOL40 US313385DF02 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2021-03-19 2021-03-19 2021-03-19 N N N 0.0040 4747770.16 4747770.16 0.0023 N N N N FHLB FHLB 0.35 313385DU7 2549001DPIFGXC1TOL40 US313385DU78 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's P-1 Standard & Poor's A-1+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0035 4497724.98 4497724.98 0.0022 N N N N FFCB FFCB 0.15 3133EJT58 US3133EJT582 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-13 2020-11-13 2020-11-13 N N N 0.0015 7500132.98 7500132.98 0.0036 N N N N FFCB FFCB 0.15 3133EJW96 US3133EJW966 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-27 2020-11-27 2020-11-27 N N N 0.0015 3750116.93 3750116.93 0.0018 N N N N FFCB FFCB 0.22 3133EKCQ7 US3133EKCQ77 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-03-08 2021-03-08 N N N 0.0022 3000800.58 3000800.58 0.0014 N N N N FFCB FFCB 0.19 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-03-18 2021-03-18 N N N 0.0019 4001726.20 4001726.20 0.0019 N N N N FFCB FFCB 0.15 3133EKN69 US3133EKN690 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-09-13 2021-09-13 N N N 0.0015 5001189.45 5001189.45 0.0024 N N N N FFCB FFCB 0.15 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-06-10 2021-06-10 N N N 0.0015 2500758.80 2500758.80 0.0012 N N N N FFCB FFCB 0.15 3133EKUW4 US3133EKUW44 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-07-09 2021-07-09 N N N 0.0015 3000824.58 3000824.58 0.0014 N N N N FFCB FFCB 0.25 3133ELD68 US3133ELD681 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-05-27 2022-05-27 N N N 0.0025 3506193.32 3506193.32 0.0017 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.19 9127962R9 254900HROIFWPRGM1V77 US9127962R96 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-10-15 2020-10-15 2020-10-15 N N N 0.0019 71997690.24 71997690.24 0.0348 N Y Y N FFCB FFCB 0.37 3133ELUW2 US3133ELUW27 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-09-24 2021-09-24 N N N 0.0037 10024704.90 10024704.90 0.0048 N N N N FHLMC FHLMC 0.13 3134GTUY7 S6XOOCT0IEG5ABCC6L87 US3134GTUY73 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-06-14 2021-06-14 N N N 0.0013 12001998.72 12001998.72 0.0058 N N N N FHLMC FHLMC 0.1 3134GVDN5 S6XOOCT0IEG5ABCC6L87 US3134GVDN57 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-02-24 2021-02-24 N N N 0.0010 10000092.30 10000092.30 0.0048 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.16 9127962Z1 254900HROIFWPRGM1V77 US9127962Z13 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-11-12 2020-11-12 2020-11-12 N N N 0.0016 33996132.50 33996132.50 0.0164 N Y Y N FHLMC FHLMC 0.34 3134GVHQ4 S6XOOCT0IEG5ABCC6L87 US3134GVHQ43 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-06-24 2021-06-24 N N N 0.0034 10017179.70 10017179.70 0.0048 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.16 9127963B3 254900HROIFWPRGM1V77 US9127963B36 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-11-27 2020-11-27 2020-11-27 N N N 0.0016 7998733.36 7998733.36 0.0039 N Y Y N FNMA FNMA 0.36 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-10-04 2021-10-04 N N N 0.0036 8019394.56 8019394.56 0.0039 N N N N FNMA FNMA 0.38 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-10-25 2021-10-25 N N N 0.0038 5013781.05 5013781.05 0.0024 N N N N FNMA FNMA 0.39 3135G04A8 B1V7KEBTPIMZEU4LTD58 US3135G04A83 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-04-28 2022-04-28 N N N 0.0039 4517772.75 4517772.75 0.0022 N N N N FNMA FNMA 0.39 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-04-27 2022-04-27 N N N 0.0039 9035493.39 9035493.39 0.0043 N N N N FNMA FNMA 0.34 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-05-04 2022-05-04 N N N 0.0034 9028617.12 9028617.12 0.0043 N N N N FNMA FNMA 0.3 3135G04J9 B1V7KEBTPIMZEU4LTD58 US3135G04J92 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-05-06 2022-05-06 N N N 0.0030 6666908.56 6666908.56 0.0032 N N N N FNMA FNMA 0.29 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-05-09 2022-05-09 N N N 0.0029 6014340.84 6014340.84 0.0029 N N N N FNMA FNMA 0.27 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-05-27 2022-05-27 N N N 0.0027 3807377.09 3807377.09 0.0018 N N N N FNMA FNMA 0.25 3135G04W0 B1V7KEBTPIMZEU4LTD58 US3135G04W04 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-06-03 2022-06-03 N N N 0.0025 5008933.00 5008933.00 0.0024 N N N N FNMA FNMA 0.15 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-10-30 2020-10-30 N N N 0.0015 5000261.70 5000261.70 0.0024 N N N N FNMA FNMA 0.11 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2021-01-29 2021-01-29 N N N 0.0011 2250143.80 2250143.80 0.0011 N N N N FNMA FNMA 0.11 3135G0Y56 B1V7KEBTPIMZEU4LTD58 US3135G0Y567 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2020-12-04 2020-12-04 N N N 0.0011 2500114.80 2500114.80 0.0012 N N N N FNMA FNMA 0.24 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch AAA Moody's Aaa Standard & Poor's AA+ 2020-10-01 2022-03-09 2022-03-09 N N N 0.0024 5007418.65 5007418.65 0.0024 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.118 9127964D8 254900HROIFWPRGM1V77 US9127964D82 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2021-02-18 2021-02-18 2021-02-18 N N N 0.0012 37984852.82 37984852.82 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.115 9127964F3 254900HROIFWPRGM1V77 US9127964F31 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2021-03-04 2021-03-04 2021-03-04 N N N 0.0012 37982118.72 37982118.72 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.100 9127964G1 254900HROIFWPRGM1V77 US9127964G14 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 74999296.50 74999296.50 0.0362 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.15 9127964H9 254900HROIFWPRGM1V77 US9127964H96 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 6499851.02 6499851.02 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.15 9127964K2 254900HROIFWPRGM1V77 US9127964K26 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-10-27 2020-10-27 2020-10-27 N N N 0.0015 19998844.40 19998844.40 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.100 9127964Q9 254900HROIFWPRGM1V77 US9127964Q95 U.S. Treasury Debt Y DBRS Ltd. NR Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 74993619.75 74993619.75 0.0362 N Y Y N Nationwide Variable Insurance Trust 2020-10-06 /s/ Lee T. Cummings Lee T. Cummings Principal Financial Officer