# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063249
**Filing Date:** 2023-3
**Character Count:** 107741
**Document Hash:** ef55fcd9bed6061eb35a2671430c13b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063249.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063249

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 23752157

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19991015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE INVESTING FOUNDATION III
- **DATE OF NAME CHANGE:** 19971029

## Series and Classes Contracts Data

### Nationwide BNY Mellon Core Plus Bond ESG Fund (Series ID: S000039094)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000120179 | Class A                     | NWCPX           |
| C000120180 | Institutional Service Class | NWCSX           |
| C000120181 | Class R6                    | NWCIX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nationwide Mutual Funds

- **b. Investment Company Act file number:** 811-08495

- **c. CIK number of Registrant:** 0001048702

- **d. LEI of Registrant:** 549300NXDT8MH8Z3PQ44

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Nationwide Plaza Location:N0900

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nationwide BNY Mellon Core Plus Bond ESG Fund

- **b. EDGAR series identifier (if any):** S000039094

- **c. LEI of Series:** 549300JU8OD8JPWTAH16

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $595840302.70

**Total Liabilities:** $6125451.05

**Net Assets:** $589714851.65

**Cash Not Reported:** $1030629.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 186.72669800 | **1-Year:** 10136.63171500 | **5-Year:** 83105.27616500 | **10-Year:** 133959.25741400 | **30-Year:** 46288.48138200

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

- **3-Month:** 0.00000000 | **1-Year:** 1173.05080500 | **5-Year:** 8593.58476500 | **10-Year:** 5878.68253500 | **30-Year:** 1985.43120900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120180 | 4.17%                | -0.71%               | 3.84%                |
| Class ID C000120181 | 4.30%                | -0.70%               | 3.85%                |
| Class ID C000120179 | 4.15%                | -0.73%               | 3.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2098093.94             | $24469999.18                               |
| Month 2  | $-627007.50              | $-5291371.37                               |
| Month 3  | $-893839.92              | $21434056.22                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Total Return

- **Index Identifier:** LEHM.MC.LEHMRT00001UUSD

### Schedule of Portfolio Investments

| Name                                                               | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ONEOK, Inc.                                                        | ONEOK, Inc.                                                         | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    402000 | PA      | $422714.45    | 0.07%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                  | Philip Morris International, Inc.                                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    281000 | PA      | $293480.67    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                               | JPMorgan Chase & Co.                                                | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $6465074.47   | 1.10%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                    | AES Corp. (The)                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3100336.39   | 0.53%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                           | Celanese US Holdings LLC                                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2619386.53   | 0.44%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| CF SECURED LLC                                                     | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   3233015 | PA      | $3233015.00   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6050755 | PA      | $6027727.41   | 1.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 10 Year Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -128 | NC      | $-21751.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                       | Mizuho Financial Group, Inc.                                        | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5715000 | PA      | $5500879.30   | 0.93%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138EPKD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2094057 | PA      | $2022268.69   | 0.34%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                               | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    447000 | PA      | $474511.20    | 0.08%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                             | Ardagh Metal Packaging Finance USA LLC                              | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3191040.00   | 0.54%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3127417 | PA      | $3030363.84   | 0.51%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                        | Eaton Corp.                                                         | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934115.50   | 0.33%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Carrier Global Corp.                                               | Carrier Global Corp.                                                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3494011.32   | 0.59%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2019-131, Class AD                                     | CUSIP: 38380NPN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4839264 | PA      | $4271703.27   | 0.72%             | 2060-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                             | Northrop Grumman Corp.                                              | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1124359.72   | 0.19%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                  | ONEOK Partners LP                                                   | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   7593000 | PA      | $8166414.32   | 1.38%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1976319 | PA      | $1907527.00   | 0.32%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3197445 | PA      | $2974812.82   | 0.50%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                     | Parkland Corp.                                                      | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1715583.38   | 0.29%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128P76D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2053747 | PA      | $2019923.54   | 0.34%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128P8B42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    703734 | PA      | $690394.72    | 0.12%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    799000 | PA      | $840735.17    | 0.14%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Sociedad de Transmision Austral SA                                 | Sociedad de Transmision Austral SA                                  | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   3750000 | PA      | $3288708.86   | 0.56%             | 2032-01-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                             | Tenet Healthcare Corp.                                              | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    652000 | PA      | $635028.44    | 0.11%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                  | Eversource Energy, Series R                                         | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2570826.37   | 0.44%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                 | General Motors Co.                                                  | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2366033.15   | 0.40%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                   | Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938288 | PA      | $817950.25    | 0.14%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Series Z                                                     | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     35000 | NS      | $70700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie, Inc.                                                       | AbbVie, Inc.                                                        | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1770455.08   | 0.30%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1505632 | PA      | $1570686.20   | 0.27%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                    | DataBank Issuer, Series 2021-2A, Class A2                           | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3105847.15   | 0.53%             | 2051-10-25      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Virginia College Building Authority                                | Virginia College Building Authority                                 | CUSIP: 92778VKJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3465000 | PA      | $2716446.35   | 0.46%             | 2034-02-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                      | Smyrna Ready Mix Concrete LLC                                       | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1603263.12   | 0.27%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| University of Michigan                                             | University of Michigan                                              | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1017388.83   | 0.17%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1887136 | PA      | $1796332.89   | 0.30%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302818 | PA      | $1210956.07   | 0.21%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                       | Rexford Industrial Realty LP                                        | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $888166.06    | 0.15%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                         | Prudential Financial, Inc.                                          | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3416000 | PA      | $3744884.59   | 0.64%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7601179 | PA      | $6919051.28   | 1.17%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                     | Thermo Fisher Scientific, Inc.                                      | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4826086.44   | 0.82%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                     | Braskem Netherlands Finance BV                                      | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1881000 | PA      | $1561018.24   | 0.26%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128MJTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885795 | PA      | $854535.61    | 0.14%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                 | General Motors Co.                                                  | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1597431.66   | 0.27%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                     | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3126911.13   | 0.53%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140QPH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2021123 | PA      | $1978591.25   | 0.34%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                  | Philip Morris International, Inc.                                   | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1527653.95   | 0.26%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1831200 | PA      | $1926479.63   | 0.33%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                            | Kingdom of Saudi Arabia                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1188000 | PA      | $1272704.40   | 0.22%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Corning, Inc.                                                      | Corning, Inc.                                                       | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3169012.38   | 0.54%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                  | Vornado Realty LP                                                   | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $3075759.44   | 0.52%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                         | Charles Schwab Corp. (The)                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $4773371.97   | 0.81%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132CWTD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5135550 | PA      | $4679817.70   | 0.79%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                         | Occidental Petroleum Corp.                                          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2123295.00   | 0.36%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132DMBH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1729076 | PA      | $1591285.61   | 0.27%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                             | Credit Suisse Group AG                                              | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    460000 | PA      | $441465.74    | 0.07%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8567800 | PA      | $7423864.87   | 1.26%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                | Valero Energy Corp.                                                 | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3902636.22   | 0.66%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XI LLC                          | Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class A2 | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    267000 | PA      | $265484.75    | 0.05%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1338380 | PA      | $1291216.92   | 0.22%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2904493 | PA      | $3006300.31   | 0.51%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2116200 | PA      | $1842829.94   | 0.31%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1538548 | PA      | $1467939.40   | 0.25%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                   | CCO Holdings LLC                                                    | CUSIP: 1248EPCJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1241250.00   | 0.21%             | 2032-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue | City of San Francisco CA Public Utilities Commission Water Revenue  | CUSIP: 79765R5B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4226698.00   | 0.72%             | 2043-11-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                              | NBM US Holdings, Inc.                                               | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1383905.85   | 0.23%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                        | Capital One Financial Corp., Series J                               | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |    128250 | NS      | $2667600.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3158528 | PA      | $2962530.02   | 0.50%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                             | NXP BV                                                              | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3132102.96   | 0.53%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2911846 | PA      | $2823907.96   | 0.48%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23734700 | PA      | $16828458.64  | 2.85%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3185688.55   | 0.54%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2653437 | PA      | $2607151.70   | 0.44%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3133KPME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4551663 | PA      | $4496037.97   | 0.76%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1665000 | PA      | $1473394.93   | 0.25%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                       | Ecopetrol SA                                                        | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    647000 | PA      | $663627.90    | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                   | Salesforce, Inc.                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $2686892.44   | 0.46%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                  | Lenovo Group Ltd.                                                   | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |   2328000 | PA      | $2396774.26   | 0.41%             | 2032-07-27      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                             | Marlette Funding Trust, Series 2022-3A, Class A                     | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324150 | PA      | $321956.40    | 0.05%             | 2032-11-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                              | Global Payments, Inc.                                               | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    896000 | PA      | $898911.17    | 0.15%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                              | United Airlines, Inc.                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    902000 | PA      | $822723.42    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132DV4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1264658 | PA      | $1161918.41   | 0.20%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550100 | PA      | $561488.79    | 0.10%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                           | U.S. Treasury Bonds                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6800 | PA      | $5109.03      | 0.00%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3736815 | PA      | $3332945.43   | 0.57%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                          | EQT Corp.                                                           | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    402000 | PA      | $402524.61    | 0.07%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138Y5YJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760958 | PA      | $730235.08    | 0.12%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7585625 | PA      | $6662882.82   | 1.13%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724615 | PA      | $712024.46    | 0.12%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                             | Dell International LLC                                              | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $1697168.84   | 0.29%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                      | Enel Finance International NV                                       | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $3049158.34   | 0.52%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XDEG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4908182 | PA      | $4551604.87   | 0.77%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                | Iron Mountain, Inc.                                                 | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1610974.94   | 0.27%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5922945 | PA      | $5850019.63   | 0.99%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2785263 | PA      | $2736699.24   | 0.46%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                         | CUSIP: 031162BP4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1282854.58   | 0.22%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                 | Johnson Controls International plc                                  | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3760000 | PA      | $3113698.19   | 0.53%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                             | Dell International LLC                                              | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $473574.07    | 0.08%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9448000 | PA      | $9129130.00   | 1.55%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3233660.56   | 0.55%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                         | Cedar Funding VII CLO Ltd., Series 2018-7A, Class A1                | CUSIP: 15032FAA4<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8192489.25   | 1.39%             | 2031-01-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                                   | Sealed Air Corp.                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88783.20     | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                       | Drive Auto Receivables Trust, Series 2021-2, Class B                | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670368 | PA      | $2642694.05   | 0.45%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                | Synchrony Financial                                                 | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $3713824.20   | 0.63%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2016-1, Class B          | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571759 | PA      | $527558.59    | 0.09%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc.                               | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3562000 | PA      | $3006613.32   | 0.51%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                                       | Two Harbors Investment Corp., Series B                              | CUSIP: 90187B309<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     50000 | NS      | $1051500.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Retail Holdings LLC                                         | Macy's Retail Holdings LLC                                          | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $926461.55    | 0.16%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31419AKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1806179 | PA      | $1741171.14   | 0.30%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                           | AmeriCredit Automobile Receivables Trust, Series 2022-1, Class A2   | CUSIP: 03066TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495260 | PA      | $489808.76    | 0.08%             | 2026-01-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1575280 | PA      | $1563438.15   | 0.27%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                 | SBL Holdings, Inc.                                                  | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5747250.00   | 0.97%             | 2026-11-13      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                         | Archer-Daniels-Midland Co.                                          | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1475986.97   | 0.25%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                            | Jackson Financial, Inc.                                             | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3033670.49   | 0.51%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XJC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4571975 | PA      | $4603644.63   | 0.78%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418BLE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383895 | PA      | $373875.48    | 0.06%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2021-3, Class B      | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2193579 | PA      | $2179212.37   | 0.37%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                                     | Avangrid, Inc.                                                      | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2692302.51   | 0.46%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                      | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $6566566.89   | 1.11%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                         | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4499616.00   | 0.76%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XJ4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120462 | PA      | $1004936.18   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2022-1, Class B      | CUSIP: 80286EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2233590.72   | 0.38%             | 2026-08-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                               | Anheuser-Busch InBev Worldwide, Inc.                                | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1543432.59   | 0.26%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                | Valero Energy Corp.                                                 | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $3069542.84   | 0.52%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140MMZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3105104 | PA      | $2998964.96   | 0.51%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                         | Warnermedia Holdings, Inc.                                          | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1390507.26   | 0.24%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                          | Williams Cos., Inc. (The)                                           | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2962353.42   | 0.50%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                              | New England Power Co.                                               | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1301680.80   | 0.22%             | 2052-11-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                 | FS Luxembourg Sarl                                                  | CUSIP: 30315XAB0<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2019910.68   | 0.34%             | 2025-12-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                        | Prologis LP                                                         | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024491.88   | 0.51%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                        | Capital One Financial Corp.                                         | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4252200.33   | 0.72%             | 2024-12-06      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6722693.84   | 1.14%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                         | Alcoa Nederland Holding BV                                          | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    802000 | PA      | $792873.24    | 0.13%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128PUHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7 | PA      | $7.15         | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XJSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2838462 | PA      | $2892993.38   | 0.49%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                        | Discover Financial Services                                         | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    517000 | PA      | $551888.72    | 0.09%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                    | Crestwood Midstream Partners LP                                     | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $114712.50    | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Amgen, Inc.                                                        | Amgen, Inc.                                                         | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3810110.03   | 0.65%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                | Valero Energy Corp.                                                 | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    816000 | PA      | $663136.40    | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                 | General Motors Financial Co., Inc.                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856706.12    | 0.15%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                            | Commonwealth Edison Co.                                             | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2015159.02   | 0.34%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4531600 | PA      | $4174028.44   | 0.71%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                | Union Pacific Corp.                                                 | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4093061.04   | 0.69%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3132J4CU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721706 | PA      | $709815.37    | 0.12%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2018-17, Class MA                                      | CUSIP: 38380UUL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2470271 | PA      | $2227169.97   | 0.38%             | 2052-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                     | Hyundai Auto Receivables Trust, Series 2022-B, Class A2A            | CUSIP: 44918MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1883000 | PA      | $1867832.25   | 0.32%             | 2025-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                               | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A       | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    860000 | PA      | $755909.98    | 0.13%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128MJUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610324 | PA      | $602094.63    | 0.10%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201637 | PA      | $1151759.82   | 0.20%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury Ultra Bond                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        30 | NC      | $180424.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                                        | Healthpeak Properties, Inc.                                         | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    178000 | PA      | $172337.47    | 0.03%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 2 Year Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $2387.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Finance BV                                                     | EDP Finance BV                                                      | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209881.70    | 0.04%             | 2027-10-11      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1484004 | PA      | $1428725.50   | 0.24%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                            | Capital One Multi-Asset Execution Trust, Series 2005-B3, Class B3   | CUSIP: 14041NCG4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3424447.25   | 0.58%             | 2028-05-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXVII LP                                    | Cerberus Loan Funding XXXVII LP, Series 2022-1A, Class A1           | CUSIP: 15672QAA5<br>LEI: 635400N8FQLKT6GMFM47 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1950300.00   | 0.33%             | 2034-04-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XJR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999637 | PA      | $2015648.30   | 0.34%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                            | Hungary Government Bond                                             | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $422000.00    | 0.07%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $3186832.94   | 0.54%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31416XBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1863896 | PA      | $1841521.12   | 0.31%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                            | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                    | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3384400 | PA      | $3058398.24   | 0.52%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                           | PNC Financial Services Group, Inc. (The)                            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004891.05   | 0.51%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                    | Intercontinental Exchange, Inc.                                     | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1144172.68   | 0.19%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140QPPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3016443 | PA      | $3027921.88   | 0.51%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                     | Illumina, Inc.                                                      | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    504000 | PA      | $520823.74    | 0.09%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                               | Republic of Colombia                                                | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    203000 | PA      | $200605.85    | 0.03%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                              | Elevance Health, Inc.                                               | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4019682.88   | 0.68%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury Long Bond                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        25 | NC      | $60945.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Master Finance LLC                                              | DB Master Finance LLC, Series 2021-1A, Class A2II                   | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3514500 | PA      | $3011606.68   | 0.51%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1590148 | PA      | $1461048.83   | 0.25%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7326297 | PA      | $6708754.43   | 1.14%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                 | CUSIP: 91282CCN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5245000 | PA      | $5126167.97   | 0.87%             | 2023-07-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                      | Equinix, Inc.                                                       | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2758473.72   | 0.47%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 10 Year Ultra Note                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -272 | NC      | $-453723.36   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138WJRD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3217613 | PA      | $3077235.84   | 0.52%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                     | Ford Motor Co.                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3412768.49   | 0.58%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                   | Ventas Realty LP                                                    | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2181154.33   | 0.37%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                         | AT&T, Inc.                                                          | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $3190135.44   | 0.54%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140Q8KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1868892 | PA      | $1779235.98   | 0.30%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                  | Duke Energy Corp.                                                   | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2309273.96   | 0.39%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3132HLNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069057 | PA      | $1032899.89   | 0.18%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XBGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4919280 | PA      | $4411785.78   | 0.75%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                              | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1                    | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3045000 | PA      | $3007857.09   | 0.51%             | 2035-04-21      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                       | Verizon Communications, Inc.                                        | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7570000 | PA      | $5605319.52   | 0.95%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                       | PPL Electric Utilities Corp.                                        | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1517425.78   | 0.26%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP, Series G                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    487000 | PA      | $444874.50    | 0.08%             | 2030-05-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                        | Sysco Corp.                                                         | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3168510.44   | 0.54%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132DNYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6798354 | PA      | $6040810.00   | 1.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Richmond VA Public Utility Revenue                         | City of Richmond VA Public Utility Revenue                          | CUSIP: 765433LU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2194661.49   | 0.37%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418B3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2469410 | PA      | $2361413.76   | 0.40%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                           | Enel Finance America LLC                                            | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |   3969000 | PA      | $2581966.99   | 0.44%             | 2041-07-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2022-5, Class A3     | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591000 | PA      | $584471.87    | 0.10%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128MJS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543745 | PA      | $1489749.88   | 0.25%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                       | Ford Credit Auto Owner Trust, Series 2022-C, Class A4               | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367000 | PA      | $1366819.28   | 0.23%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                      | Corning, Inc.                                                       | CUSIP: 219350AR6<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   6312000 | PA      | $6710400.56   | 1.14%             | 2036-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | UMBS                                                                | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3558609 | PA      | $3637652.01   | 0.62%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128CUXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2692589 | PA      | $2648279.16   | 0.45%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                | Newell Brands, Inc.                                                 | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    452000 | PA      | $456925.59    | 0.08%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6041560 | PA      | $5875549.65   | 1.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                          | Duke Energy Carolinas LLC                                           | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3718152.01   | 0.63%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                           | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class B    | CUSIP: 03065WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1088000 | PA      | $1078933.48   | 0.18%             | 2028-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ILFC E-Capital Trust I                                             | ILFC E-Capital Trust I                                              | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   3800000 | PA      | $2441500.00   | 0.41%             | 2065-12-21      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                          | Towd Point Mortgage Trust, Series 2023-1, Class A1                  | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $580265.55    | 0.10%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                                 | Southern Co. (The), Series A                                        | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3508071.98   | 0.59%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                  | Lowe's Cos., Inc.                                                   | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $2462426.43   | 0.42%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4067871.33   | 0.69%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                    | AdaptHealth LLC                                                     | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5696208.00   | 0.97%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1894939.30   | 0.32%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                | Valero Energy Corp.                                                 | CUSIP: 91913YAB6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2972950.43   | 0.50%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                | Triton Container International Ltd.                                 | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    590000 | PA      | $474342.37    | 0.08%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| VMware, Inc.                                                       | VMware, Inc.                                                        | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2274600.36   | 0.39%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                   | Simpar Europe SA                                                    | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $1823750.00   | 0.31%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128P8CD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1733026 | PA      | $1700184.07   | 0.29%             | 2036-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1469748 | PA      | $1452100.08   | 0.25%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                 | DT Midstream, Inc.                                                  | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1278731.44   | 0.22%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3138WGDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1804926 | PA      | $1727211.98   | 0.29%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2201654 | PA      | $2137613.35   | 0.36%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                               | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2193149 | PA      | $2036597.61   | 0.35%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 3140XJEL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1187033 | PA      | $1063224.98   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                     | Teva Pharmaceutical Finance Netherlands III BV                      | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    285000 | PA      | $262822.73    | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Aker BP ASA                                                        | Aker BP ASA                                                         | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   4500000 | PA      | $4077037.62   | 0.69%             | 2026-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA                                                                | CUSIP: 3617MVTY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1185171 | PA      | $1094589.89   | 0.19%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV                                                        | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2533000 | PA      | $2460114.57   | 0.42%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Series 4026, Class WJ                                        | CUSIP: 3137APAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389680 | PA      | $372348.71    | 0.06%             | 2041-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                       | Hilton Grand Vacations Trust, Series 2022-2A, Class A               | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194710 | PA      | $189611.08    | 0.03%             | 2037-01-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A   | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    795000 | PA      | $744884.00    | 0.13%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | UMBS                                                                | CUSIP: 31418DDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1629617 | PA      | $1537318.77   | 0.26%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                | Newell Brands, Inc.                                                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    509000 | PA      | $511641.71    | 0.09%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                           | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    384000 | PA      | $356987.04    | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust                                | Exeter Automobile Receivables Trust, Series 2022-3A, Class B        | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058000 | PA      | $1046015.19   | 0.18%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                      | Netflix, Inc.                                                       | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    628000 | PA      | $651505.31    | 0.11%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                         | United Natural Foods, Inc.                                          | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1013250.00   | 0.17%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                            | Romania Government Bond                                             | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    370000 | PA      | $398777.12    | 0.07%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Micron Technology, Inc.                                            | Micron Technology, Inc.                                             | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $2992748.63   | 0.51%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| LG Chem Ltd.                                                       | LG Chem Ltd.                                                        | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |   3750000 | PA      | $3053923.91   | 0.52%             | 2031-07-07      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                        | Caesars Entertainment, Inc.                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51892.50     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Bank                                                     | Synchrony Bank                                                      | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    997000 | PA      | $992990.56    | 0.17%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31412400 | PA      | $23612063.09  | 4.00%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer