0001752724-22-187432.txt : 20220823
0001752724-22-187432.hdr.sgml : 20220823
20220823133052
ACCESSION NUMBER: 0001752724-22-187432
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220823
DATE AS OF CHANGE: 20220823
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03213
FILM NUMBER: 221186667
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
2022-12-31
2022-06-30
N
397224429.15
20086006.89
377138422.26
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
21074774.05000000
USD
UST
NRZ Advance Receivables Trust
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust, Series 2020-T2, Class AT2
62942QCW1
2200000.00000000
PA
USD
2101321.86000000
0.557175226912
Long
ABS-O
CORP
US
Y
2
2053-09-15
Fixed
1.47540000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWCG6
3209211.86000000
PA
USD
2667515.06000000
0.707303977148
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KDP53
5938079.94000000
PA
USD
5359379.97000000
1.421064429840
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
756724.10000000
PA
USD
761476.55000000
0.201909035265
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Fixed
5.00000000
N
N
N
N
N
N
Goodgreen
N/A
Goodgreen, Series 2022-1A, Class A
38218JAA4
828379.67000000
PA
USD
782749.45000000
0.207549643260
Long
ABS-O
CORP
US
Y
2
2056-10-15
Fixed
3.84000000
N
Y
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series II
742651DR0
5000000.00000000
PA
USD
4989905.75000000
1.323096628579
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust, Series 2022-INV1, Class A1
06744YAA1
1029385.61000000
PA
USD
1010393.55000000
0.267910531084
Long
ABS-MBS
CORP
US
Y
2
2062-02-25
Variable
4.46600160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JAA40
10180974.00000000
PA
USD
9641366.90000000
2.556453103405
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XG5K1
4416520.77000000
PA
USD
3980460.23000000
1.055437472041
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWDC4
5411010.33000000
PA
USD
4701980.32000000
1.246751866814
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AVEB4
122636.95000000
PA
USD
121378.86000000
0.032184167095
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
789645.23000000
PA
USD
767661.98000000
0.203549130687
Long
ABS-MBS
CORP
US
Y
2
2057-03-25
Variable
3.99999960
N
N
N
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133EESV3
2475000.00000000
PA
USD
2407567.96000000
0.638377799210
Long
DBT
USGA
US
N
2
2033-03-09
Fixed
3.19000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGZN2
3475767.44000000
PA
USD
3129735.54000000
0.829863878955
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AL3M4
198212.57000000
PA
USD
196180.92000000
0.052018279873
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGUA5
1991632.60000000
PA
USD
1858667.72000000
0.492834357438
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-92, Class PA
3136AQUZ1
3003771.10000000
PA
USD
2872461.25000000
0.761646408972
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
2.50000000
N
N
N
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133EHYG2
22000000.00000000
PA
USD
21113295.28000000
5.598288064493
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
5581815.36000000
1.480044204075
Long
ABS-MBS
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
473847.66000000
0.125642902454
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133B93G7
2959124.10000000
PA
USD
2666210.97000000
0.706958191642
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
8900000.00000000
PA
USD
5662625.00000000
1.501471254524
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133G7QL0
2364419.12000000
PA
USD
2333857.94000000
0.618833245897
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DEU2
1401732.46000000
PA
USD
1395806.01000000
0.370104430525
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2022-3, Class A1
85571RAA8
1631573.08000000
PA
USD
1577518.41000000
0.418286315286
Long
ABS-MBS
CORP
US
Y
2
2067-03-25
Variable
4.16099880
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series NN
742651DW9
14000000.00000000
PA
USD
14005442.22000000
3.713607893906
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36295WGK7
147847.52000000
PA
USD
146340.66000000
0.038802904016
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DUH3
3339302.15000000
PA
USD
3011912.53000000
0.798622561963
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F032674
10000000.00000000
PA
USD
9616406.30000000
2.549834684669
Long
ABS-MBS
USGSE
US
N
2
2052-07-25
Fixed
3.50000000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series PP
742651DY5
15000000.00000000
PA
USD
13377202.95000000
3.547027340740
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
1.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36296YM33
25073.76000000
PA
USD
25023.67000000
0.006635142038
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
01F040677
6000000.00000000
PA
USD
5916445.32000000
1.568772888359
Long
ABS-MBS
USGSE
US
N
2
2052-07-25
Fixed
4.00000000
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 AT1
62942QCR2
2180000.00000000
PA
USD
2081731.27000000
0.551980691207
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
1.42570000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620C6U45
19364.40000000
PA
USD
19166.08000000
0.005081974911
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV5K7
2330480.80000000
PA
USD
2176465.38000000
0.577099879391
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
105350.76000000
PA
USD
105767.59000000
0.028044766525
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV4J1
3063491.08000000
PA
USD
2977925.05000000
0.789610624172
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F042673
4000000.00000000
PA
USD
4015156.24000000
1.064637279845
Long
ABS-MBS
USGSE
US
N
2
2052-07-25
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DSH6
4786627.21000000
PA
USD
4173521.63000000
1.106628596733
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133ENRW2
15000000.00000000
PA
USD
13706771.25000000
3.634413902424
Long
DBT
USGA
US
N
2
2032-03-16
Fixed
2.38000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2017-6A, Class B1
64830BAQ0
2212641.36000000
PA
USD
2138227.35000000
0.566960888574
Long
ABS-MBS
CORP
US
Y
2
2057-08-27
Variable
3.84999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTX7
1658485.82000000
PA
USD
1718983.57000000
0.455796457889
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
2.50400160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D7E6
5333861.38000000
PA
USD
4642156.00000000
1.230889171191
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620C4RD4
78290.50000000
PA
USD
77492.53000000
0.020547503363
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405AR62
424909.43000000
PA
USD
423513.30000000
0.112296513694
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
2.99199960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405JQM9
442742.00000000
PA
USD
441965.98000000
0.117189327290
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
1.86099840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ6T2
1381614.10000000
PA
USD
1343413.93000000
0.356212427773
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
2240181.60000000
PA
USD
2163629.44000000
0.573696370429
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
363986.19000000
PA
USD
352643.58000000
0.093505079086
Long
ABS-MBS
CORP
US
Y
2
2059-12-25
Variable
2.46600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-4, Class A1
92538NAA5
955170.27000000
PA
USD
943756.27000000
0.250241347552
Long
ABS-MBS
CORP
US
Y
2
2067-04-25
Variable
4.47400080
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series GG
742651DP4
5500000.00000000
PA
USD
5408758.25000000
1.434157309559
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
2.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36295WF93
195498.98000000
PA
USD
193499.90000000
0.051307394998
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV4P7
1584851.52000000
PA
USD
1480302.97000000
0.392509190956
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
239494.25000000
0.063503009999
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
1.82300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620A5HJ1
120978.00000000
PA
USD
119742.38000000
0.031750246841
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
907188.57000000
PA
USD
910806.35000000
0.241504523602
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
38038.68000000
PA
USD
38558.03000000
0.010223840299
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
2109364.78000000
0.559307844414
Long
DBT
USGA
JO
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DVW9
4717053.12000000
PA
USD
4294491.95000000
1.138704437555
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
2397631.51000000
0.635743103455
Long
DBT
USGA
US
N
2
2029-12-14
Fixed
2.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
3600000.00000000
PA
USD
3053250.00000000
0.809583383656
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36295WGE1
189914.19000000
PA
USD
187966.24000000
0.049840119411
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV6R1
2636981.20000000
PA
USD
2297245.12000000
0.609125187042
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405TZH8
261639.45660000
PA
USD
260616.48000000
0.069103667146
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
2.16299880
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2022-HX1, Class A1
36168XAA7
1613837.25140000
PA
USD
1542491.93000000
0.408998881831
Long
ABS-MBS
CORP
US
Y
2
2066-12-27
Variable
2.88500040
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D56U1
8526542.86000000
PA
USD
7765352.80000000
2.059019272941
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
11574553.63000000
PA
USD
11206884.46000000
2.971557337712
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407B2N8
623583.55400000
PA
USD
623014.53000000
0.165195189147
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
2.07500040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409K4R5
6029220.39000000
PA
USD
6023087.83000000
1.597049643975
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.31000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWCT8
4349888.24000000
PA
USD
3782578.30000000
1.002968161486
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
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 CT1
62942QCT8
250000.00000000
PA
USD
239925.65000000
0.063617397708
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
2.26920000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8W27
1442536.40000000
PA
USD
1460526.04000000
0.387265246337
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JRMF0
483908.67000000
PA
USD
496398.58000000
0.131622383374
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
3.43000080
N
Y
N
N
N
N
Resolution Funding Corp.
N/A
Resolution Funding Corp.
76116FAB3
10000000.00000000
PA
USD
7736517.80000000
2.051373539094
Long
DBT
USGA
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DM97
1215380.64500000
PA
USD
1240961.64000000
0.329046728403
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
2.22500160
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
2106782.83000000
0.558623228409
Long
ABS-O
CORP
US
Y
2
2055-11-15
Fixed
1.83000000
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
5620974.84000000
1.490427521628
Long
ABS-MBS
CORP
US
Y
2
2058-03-25
Variable
3.75000120
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3130AAGU6
11500000.00000000
PA
USD
11324168.45000000
3.002655731054
Long
DBT
USGA
US
N
2
2026-12-11
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DCA8
1337233.90000000
PA
USD
1334946.96000000
0.353967371449
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
9956651.70000000
2.640052328886
Long
DBT
USGA
US
N
2
2026-12-11
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AWW89
38953.93000000
PA
USD
38872.67000000
0.010307268553
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133EFNH6
2000000.00000000
PA
USD
1970223.22000000
0.522413815116
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
10000000.00000000
PA
USD
8479296.90000000
2.248324858864
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWDD2
4412341.65000000
PA
USD
3972854.15000000
1.053420684689
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECP3
13851473.44000000
PA
USD
12038819.48000000
3.192148762742
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406VQ66
211414.08000000
PA
USD
210437.88000000
0.055798578871
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
3.83600160
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust, Series 2019-1, Class A2
12510GAB8
0.01000000
PA
USD
0.01000000
0.000000002651
Long
ABS-O
CORP
US
Y
2
2026-09-14
Fixed
2.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620C5YP6
72406.33000000
PA
USD
71667.90000000
0.019003075732
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
26039556.87000000
6.904509149176
Long
DBT
USGA
US
N
2
2030-05-01
Fixed
7.12500000
N
N
N
N
N
N
NRZ Advance Receivables Trust
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust, Series 2020-T3, Class AT3
62942QDB6
160000.00000000
PA
USD
158446.05000000
0.042012704261
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
1.31730000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L8ZR1
2156408.56000000
PA
USD
2162376.08000000
0.573364036218
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230QH35
453162.75000000
PA
USD
453029.47000000
0.120122862922
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
3.50000000
N
N
N
N
N
N
NRZ Advance Receivables Trust
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust, Series 2020-T2, Class BT2
62942QCX9
200000.00000000
PA
USD
190370.14000000
0.050477524633
Long
ABS-O
CORP
US
Y
2
2053-09-15
Fixed
1.72370000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
8500000.00000000
PA
USD
6853789.02000000
1.817313913265
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133EJTQ2
13500000.00000000
PA
USD
13519322.28000000
3.584710939549
Long
DBT
USGA
US
N
2
2026-07-02
Fixed
3.14000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
State of Israel AID Bond
46513EFG2
4874000.00000000
PA
USD
5769015.35000000
1.529681148748
Long
DBT
USGA
IL
N
2
2033-09-18
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DRS3
3978998.94000000
PA
USD
3599764.65000000
0.954494275186
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406XAE2
183665.60000000
PA
USD
183281.31000000
0.048597888515
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
2.95700040
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series OO
742651DX7
10000000.00000000
PA
USD
9649574.80000000
2.558629466118
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.75000000
N
N
N
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133ELBN3
1500000.00000000
PA
USD
1371903.35000000
0.363766529482
Long
DBT
USGA
US
N
2
2029-11-27
Fixed
1.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406NVJ0
556098.07000000
PA
USD
556016.33000000
0.147430306004
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
2.80900080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9Z95
3566687.55000000
PA
USD
3612134.92000000
0.957774309590
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
2022-08-01
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer