0001752724-21-178698.txt : 20210820
0001752724-21-178698.hdr.sgml : 20210820
20210820133852
ACCESSION NUMBER: 0001752724-21-178698
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210820
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03213
FILM NUMBER: 211193238
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
DATE OF NAME CHANGE: 19860226
0000353905
S000005400
NVIT Government Bond Fund
C000014696
Class I
C000014697
Class II
C000014699
Class IV
C000139942
Class Y
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000005400
C000014699
C000014696
C000139942
C000014697
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT Government Bond Fund
S000005400
549300Y6R3OTC38XVI23
2021-12-31
2021-06-30
N
473534066.38
30697090.08
442836976.30
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
20681873.64000000
USD
N
NRZ Advance Receivables Trust 2015-ON1
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1, Series 2020-T2, Class AT2
62942QCW1
2200000.00000000
PA
USD
2203787.30000000
0.497652052096
Long
ABS-O
CORP
US
Y
2
2053-09-15
Fixed
1.47540000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2019-1A, Class A
22535AAA3
2296686.99000000
PA
USD
2314481.03000000
0.522648548758
Long
ABS-O
CORP
US
Y
2
2028-02-15
Fixed
3.33000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KDP53
6853693.41000000
PA
USD
7095408.03000000
1.602261872819
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2005-40, Class YG
31394DRL6
1328338.73000000
PA
USD
1398801.52000000
0.315872791763
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Fixed
5.00000000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series II
742651DR0
5000000.00000000
PA
USD
5113277.45000000
1.154663617460
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JAA40
13780924.50000000
PA
USD
14496245.02000000
3.273494716073
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AVEB4
162173.39000000
PA
USD
173038.90000000
0.039075079377
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2017-2A, Class A4
64829KBW9
1076593.32000000
PA
USD
1145603.71000000
0.258696489071
Long
ABS-MBS
CORP
US
Y
2
2057-03-25
Variable
3.99999960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
8500000.00000000
PA
USD
8533535.14000000
1.927015040907
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
FFCB
N/A
FFCB
3133EESV3
2475000.00000000
PA
USD
2868516.31000000
0.647758986606
Long
DBT
USGA
US
N
2
2033-03-09
Fixed
3.19000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AL3M4
367405.41000000
PA
USD
392037.19000000
0.088528558133
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F020679
14000000.00000000
PA
USD
14135625.14000000
3.192060712297
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-92, Class PA
3136AQUZ1
4016813.70000000
PA
USD
4186235.67000000
0.945322069755
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
2.50000000
N
N
N
N
N
N
FFCB
N/A
FFCB
3133EHYG2
22000000.00000000
PA
USD
23828899.38000000
5.380964249890
Long
DBT
USGA
US
N
2
2027-09-13
Fixed
2.43000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2018-3, Class A2
89175MAB9
5900000.00000000
PA
USD
6314515.12000000
1.425923185719
Long
ABS-O
CORP
US
Y
2
2058-05-25
Variable
3.87500040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
500000.00000000
PA
USD
518261.72000000
0.117032169339
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
6000000.00000000
PA
USD
6787734.36000000
1.532784009301
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
5000000.00000000
PA
USD
4082617.20000000
0.921923285203
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133G7QL0
3882066.64000000
PA
USD
4084861.53000000
0.922430092475
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DEU2
2688261.78000000
PA
USD
2863283.78000000
0.646577393767
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series NN
742651DW9
14000000.00000000
PA
USD
15223202.54000000
3.437653889517
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36295WGK7
226402.69000000
PA
USD
241528.31000000
0.054541134305
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
2000000.00000000
PA
USD
1726562.50000000
0.389886706034
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DUH3
4488301.50000000
PA
USD
4646593.97000000
1.049278677860
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan AID Bond
418097AE1
2000000.00000000
PA
USD
2048020.96000000
0.462477405819
Long
DBT
USGA
JO
N
2
2022-06-30
Fixed
2.57800000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp.
742651DY5
15000000.00000000
PA
USD
15017415.90000000
3.391183822424
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
1.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36296YM33
44175.14000000
PA
USD
47083.07000000
0.010632145127
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance Receivables Backed
N/A
New Residential Advance Receivables Trust Advance Receivables Backed, Series 2020-T1, Class AT1
62942QCR2
2180000.00000000
PA
USD
2180826.66000000
0.492467155344
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
1.42570000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620C6U45
42129.35000000
PA
USD
44950.02000000
0.010150466741
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F022675
3000000.00000000
PA
USD
3102890.64000000
0.700684632508
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV5K7
3592698.00000000
PA
USD
3749132.05000000
0.846616757553
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2003-64, Class HQ
31393DLQ2
299909.34000000
PA
USD
309860.78000000
0.069971749556
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV4J1
5230009.49000000
PA
USD
5501399.18000000
1.242307999202
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DSH6
5722239.36000000
PA
USD
5781467.40000000
1.305552090140
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2017-6A, Class B1
64830BAQ0
2357273.30000000
PA
USD
2555349.32000000
0.577040639503
Long
ABS-MBS
CORP
US
Y
2
2057-08-27
Variable
3.84999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTX7
2196917.67000000
PA
USD
2333516.47000000
0.526947069663
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
2.32300080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620C4RD4
108372.08000000
PA
USD
115605.31000000
0.026105613620
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
52.00000000
NC
USD
426103.44000000
0.096221287472
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2021-09-21
10019750.00000000
USD
426103.44000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405AR62
454433.96000000
PA
USD
455193.82000000
0.102790382095
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
2.14099920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405JQM9
544112.51000000
PA
USD
553700.58000000
0.125034856986
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
2.12799960
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust, Series 2018-2A, Class A2
65341KBD7
4999999.00000000
PA
USD
5050020.99000000
1.140379250213
Long
ABS-O
CORP
US
Y
2
2023-10-15
Fixed
3.69000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ6T2
2379119.50000000
PA
USD
2503434.58000000
0.565317422433
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-88, Class JA
3136AQZX1
2936801.40000000
PA
USD
3062088.28000000
0.691470776804
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Fixed
2.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
805296.93000000
PA
USD
810729.06000000
0.183076189069
Long
ABS-MBS
CORP
US
Y
2
2059-12-25
Variable
2.46600000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series GG
742651DP4
5500000.00000000
PA
USD
5800192.70000000
1.309780576243
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
2.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36295WF93
286287.43000000
PA
USD
305449.35000000
0.068975574838
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV4P7
2517030.30000000
PA
USD
2623042.20000000
0.592326824628
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance Receivables Backed
N/A
New Residential Advance Receivables Trust Advance Receivables Backed, Series 2020-T1, Class BT1
62942QCS0
250000.00000000
PA
USD
250093.70000000
0.056475342707
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
1.82300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620A5HJ1
228222.54000000
PA
USD
243477.25000000
0.054981237572
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Series 2985, Class JR
31395VNW5
1428277.71000000
PA
USD
1500462.01000000
0.338829431665
Long
ABS-MBS
USGSE
US
N
2
2025-06-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 1993-149, Class M
31359B6U6
90629.58000000
PA
USD
95284.22000000
0.021516771430
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
7.00000000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan AID Bond
418097AF8
2125000.00000000
PA
USD
2284249.58000000
0.515821781434
Long
DBT
USGA
JO
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F012676
4000000.00000000
PA
USD
3920000.04000000
0.885201609123
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YU8
5000000.00000000
PA
USD
5177929.70000000
1.169263177447
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DVW9
5710676.74000000
PA
USD
5783095.83000000
1.305919816885
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.50000000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3130AHKT9
2590000.00000000
PA
USD
2745147.14000000
0.619900163472
Long
DBT
USGA
US
N
2
2029-12-14
Fixed
2.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36295WGE1
308142.05000000
PA
USD
328791.39000000
0.074246598092
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV6R1
3175024.44000000
PA
USD
3207878.74000000
0.724392702434
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405TZH8
279015.60660000
PA
USD
282452.82000000
0.063782573523
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
1.66299840
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D56U1
10395780.34000000
PA
USD
10530918.83000000
2.378057703760
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2013-59, Class MX
3136AEG84
14776047.14000000
PA
USD
15363796.92000000
3.469402453328
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407B2N8
665380.05400000
PA
USD
674004.08000000
0.152201400531
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
2.29399920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409K4R5
6274867.87000000
PA
USD
6330512.71000000
1.429535709256
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.31000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance Receivables Backed
N/A
New Residential Advance Receivables Trust Advance Receivables Backed, Series 2020-T1, Class CT1
62942QCT8
250000.00000000
PA
USD
251209.05000000
0.056727207402
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
2.26920000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8W27
2486556.40000000
PA
USD
2685853.99000000
0.606510777948
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JRMF0
675347.19000000
PA
USD
709425.80000000
0.160200217679
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
3.01899960
N
Y
N
N
N
N
Resolution Funding Corp.
N/A
Resolution Funding Corp.
76116FAB3
10000000.00000000
PA
USD
8709598.20000000
1.966773026220
Long
DBT
USGA
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-52.00000000
NC
USD
14093.95000000
0.003182649768
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2021-09-30
-6418343.75000000
USD
14093.95000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DM97
1467680.69500000
PA
USD
1544205.13000000
0.348707360189
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
2.10200040
N
N
N
N
N
N
SPS Servicer Advance Receivables Trust
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust, Series 2020-T2, Class A
78472JAE3
2310000.00000000
PA
USD
2324572.64000000
0.524927403177
Long
ABS-O
CORP
US
Y
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust, Series 2019-1A, Class A2
65341KBG0
4500000.00000000
PA
USD
4581529.65000000
1.034586065571
Long
ABS-O
CORP
US
Y
2
2024-02-15
Fixed
3.21000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2018-6, Class A2
89176LAC8
5900000.00000000
PA
USD
6262493.05000000
1.414175731738
Long
ABS-O
CORP
US
Y
2
2058-03-25
Variable
3.75000120
N
N
N
N
N
N
Ukraine Government AID Bonds
N/A
Ukraine Government AID Bonds
903724BL5
6000000.00000000
PA
USD
6013646.82000000
1.357982088633
Long
DBT
USGA
UA
N
2
2021-09-29
Fixed
1.47100000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3130AAGU6
11500000.00000000
PA
USD
12607621.58000000
2.847011937742
Long
DBT
USGA
US
N
2
2026-12-11
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DCA8
2538325.00000000
PA
USD
2702468.71000000
0.610262659766
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3130AAJM1
10000000.00000000
PA
USD
11055601.00000000
2.496539718153
Long
DBT
USGA
US
N
2
2026-12-11
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AWW89
94833.46000000
PA
USD
101205.96000000
0.022853999421
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FFCB
N/A
FFCB
3133EFNH6
2000000.00000000
PA
USD
2188050.66000000
0.494098455436
Long
DBT
USGA
US
N
2
2026-11-06
Fixed
2.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RQ3
13000000.00000000
PA
USD
14082656.25000000
3.180099450516
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406VQ66
280938.18000000
PA
USD
282752.94000000
0.063850345642
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
1.90400040
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust, Series 2019-1, Class A2
12510GAB8
2955425.65000000
PA
USD
2987849.62000000
0.674706445013
Long
ABS-O
CORP
US
Y
2
2026-09-14
Fixed
2.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620C5YP6
212270.00000000
PA
USD
226465.91000000
0.051139792320
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DM1
20721000.00000000
PA
USD
30151509.20000000
6.808715354332
Long
DBT
USGA
US
N
2
2030-05-01
Fixed
7.12500000
N
N
N
N
N
NRZ Advance Receivables Trust 2015-ON1
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1, Series 2020-T3, Class AT3
62942QDB6
400000.00000000
PA
USD
400084.36000000
0.090345743786
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
1.31730000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EDKF7
0.02000000
PA
USD
0.02000000
0.000000004516
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L8ZR1
3368538.44000000
PA
USD
3602347.01000000
0.813470239115
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZS2
5000000.00000000
PA
USD
4840625.00000000
1.093094131489
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230QH35
710025.80000000
PA
USD
757577.51000000
0.171073679603
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
3.50000000
N
N
N
N
N
N
NRZ Advance Receivables Trust 2015-ON1
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1, Series 2020-T2, Class BT2
62942QCX9
200000.00000000
PA
USD
200825.80000000
0.045349826402
Long
ABS-O
CORP
US
Y
2
2053-09-15
Fixed
1.72370000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-79.00000000
NC
USD
-190936.99000000
-0.04311676761
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2021-09-21
-11629046.88000000
USD
-190936.99000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
8500000.00000000
PA
USD
8788867.23000000
1.984673299739
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
CF SECURED LLC
254900OXTV81I73FAT50
Government Agency Repurchase Agreement
N/A
6000000.00000000
PA
USD
6000000.00000000
1.354900408301
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
1545535.41705000
USD
1499371.66620000
USD
UST
5411558.44500000
USD
4620637.04430000
USD
AMBS
N
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
Government Agency Repurchase Agreement
N/A
1000000.00000000
PA
USD
1000000.00000000
0.225816734716
Long
RA
CORP
US
N
2
Repurchase
Y
0.08000000
2021-07-01
1628903.68400000
USD
952157.22848000
USD
AMBS
65842.00000000
USD
67842.77376000
USD
UST
N
N
FFCB
N/A
FFCB
3133EJTQ2
13500000.00000000
PA
USD
14974378.20000000
3.381465189540
Long
DBT
USGA
US
N
2
2026-07-02
Fixed
3.14000000
N
N
N
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Government Agency Repurchase Agreement
N/A
2185378.00000000
PA
USD
2185378.00000000
0.493494924082
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
2436663.16411100
USD
2229085.56014700
USD
UST
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DRS3
5384793.89000000
PA
USD
5574703.67000000
1.258861379774
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
8500000.00000000
PA
USD
7312656.25000000
1.651320156482
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406XAE2
262047.40000000
PA
USD
263064.85000000
0.059404445445
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
2.05599960
N
N
N
N
N
N
Iraq Government AID Bond
N/A
Iraq Government AID Bond
462652AD0
10000000.00000000
PA
USD
10105122.10000000
2.281905676538
Long
DBT
USGA
IQ
N
2
2022-01-18
Fixed
2.14900000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp.
742651DX7
10000000.00000000
PA
USD
10347157.20000000
2.336561252507
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.75000000
N
N
N
N
N
N
FFCB
N/A
FFCB
3133ELBN3
1500000.00000000
PA
USD
1575825.15000000
0.355847689857
Long
DBT
USGA
US
N
2
2029-11-27
Fixed
1.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406NVJ0
592080.43000000
PA
USD
595686.56000000
0.134515993893
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
1.80900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9Z95
5685834.30000000
PA
USD
6134208.84000000
1.385207010320
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
2021-07-30
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer