# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063274
**Filing Date:** 2023-3
**Character Count:** 102654
**Document Hash:** bc96d3a48e3c377cf77acdd9a028690f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063274.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063274

**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:** 23752183

**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 Amundi Strategic Income Fund (Series ID: S000051210)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000161356 | Class A                     | NWXEX           |
| C000161357 | Class C                     | NWXFX           |
| C000161358 | Class R6                    | NWXGX           |
| C000161359 | Institutional Service Class | NWXHX           |

## Nport-Ex

<!-- Failed to render or process positioned HTML file '0001752724-23-063274.txt': Page.pdf: Protocol error (Page.printToPDF): Printing failed -->

## 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 Amundi Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000051210

- **c. LEI of Series:** 54930040HJF5CDLCWL94

**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:** $140266481.25

**Total Liabilities:** $4787439.29

**Net Assets:** $135479041.96

**Cash Not Reported:** $7263879.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00073300 | **1-Year:** 1083.43558500 | **5-Year:** 9021.34504400 | **10-Year:** 18558.62368900 | **30-Year:** 8108.54718000

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

- **3-Month:** 13.06984200 | **1-Year:** 1745.42644100 | **5-Year:** 9106.13405200 | **10-Year:** 3332.35925600 | **30-Year:** 53.18940800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161356 | 1.34%                | 1.05%                | 2.73%                |
| Class ID C000161359 | 1.34%                | 0.98%                | 2.84%                |
| Class ID C000161358 | 1.24%                | 1.12%                | 2.73%                |
| Class ID C000161357 | 1.24%                | 0.99%                | 2.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-512173.77              | $4009615.55                                |
| Month 2  | $-185671.96              | $-165019.40                                |
| Month 3  | $-620858.49              | $5781553.97                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bellemeade RE Ltd.                              | Bellemeade RE Ltd., Series 2021-3A, Class B1                               | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1030000 | PA      | $911703.88    | 0.67%             | 2031-09-25      | Floating      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential Trust, Series 2021-SFR7, Class F                      | CUSIP: 74333PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $692483.99    | 0.51%             | 2040-08-17      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                               | FHLMC STACR Trust, Series 2019-HRP1, Class B1                              | CUSIP: 35564RCB8<br>LEI: 549300RWLR7W4OBRM426 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1072631.78   | 0.79%             | 2049-02-25      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                       | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1247641.55   | 0.92%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 3927, Class AI                                               | CUSIP: 3137AFED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27765 | PA      | $265.88       | 0.00%             | 2026-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                       | Bank of Nova Scotia (The)                                                  | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1455000 | PA      | $1311231.32   | 0.97%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                  | Treasury Repurchase Agreement                                              | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   4162333 | PA      | $4162333.35   | 3.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 10 Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -166 | NC      | $-83445.96    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Osmosis Buyer Ltd.                              | Osmosis Buyer Ltd., Term Loan B                                            | CUSIP: 00132UAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    692465 | PA      | $677750.38    | 0.50%             | 2028-07-31      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                               | Mona Lisa Re Ltd., Series B                                                | CUSIP: 608800AG3<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249750.00    | 0.18%             | 2026-01-08      | Floating      | 17.07%                | Yes           |                  2 | On Loan: No      |
| United Mexican States                           | United Mexican States                                                      | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    245000 | PA      | $260078.84    | 0.19%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                       | Republic of Serbia                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    600000 | PA      | $396774.97    | 0.29%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                              | Four Lakes Re Ltd., Series A                                               | CUSIP: 35087TAD0<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249425.00    | 0.18%             | 2026-01-07      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2012-130, Class UI                                            | CUSIP: 3136AAGJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220388 | PA      | $9887.38      | 0.01%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                             | Petroleos Mexicanos                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1076000 | PA      | $893150.41    | 0.66%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                      | Blackbird Capital Aircraft, Series 2021-1A, Class B                        | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126299 | PA      | $868424.04    | 0.64%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                           | Elevance Health, Inc.                                                      | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    275000 | PA      | $313008.04    | 0.23%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2015-HQA1, Class B  | CUSIP: 3137G0GM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.25         | 0.00%             | 2028-03-25      | Floating      | 13.31%                | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                            | Northern Trust Corp.                                                       | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1732790.09   | 1.28%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| PECF USS Intermediate Holding III Corp.         | PECF USS Intermediate Holding III Corp., Term Loan                         | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275220 | PA      | $234592.02    | 0.17%             | 2028-12-15      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Sussex Capital UK Pcc Ltd.                      | Sussex Capital UK Pcc Ltd.                                                 | CUSIP: 869255AA7<br>LEI: 5493000Y0TDZ1NVT8T25 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $222375.00    | 0.16%             | 2025-01-08      | Floating      | 12.76%                | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2019-159, Class CI                                            | CUSIP: 38382BHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424758 | PA      | $73006.73     | 0.05%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 4097, Class CI                                               | CUSIP: 3137ATHP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179894 | PA      | $8144.78      | 0.01%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TMS International Corp.                         | TMS International Corp.                                                    | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    194000 | PA      | $145720.85    | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| FHLMC                                           | FHLMC, Series 4123, Class DI                                               | CUSIP: 3137AUXL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477482 | PA      | $22820.34     | 0.02%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tullow Oil plc                                  | Tullow Oil plc                                                             | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $737437.50    | 0.54%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                         | FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B2                        | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $775958.70    | 0.57%             | 2033-08-25      | Floating      | 9.31%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                       | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209920.00    | 0.15%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                        | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    595000 | PA      | $606699.49    | 0.45%             | 2030-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                            | GNMA, Series 2016-108, Class QI                                            | CUSIP: 38379YXW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102782 | PA      | $21475.21     | 0.02%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2016-118, Class DS                                            | CUSIP: 38380AUM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135736 | PA      | $18921.03     | 0.01%             | 2046-09-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                      | Grupo Aeromexico SAB de CV                                                 | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1210000 | PA      | $1095892.55   | 0.81%             | 2027-03-17      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Western Global Airlines LLC                     | Western Global Airlines LLC                                                | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $616000.00    | 0.45%             | 2025-08-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                     | Allied Universal Holdco LLC                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    480000 | PA      | $433120.56    | 0.32%             | 2028-06-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Grinding Media, Inc. (Molycop Ltd.)             | Grinding Media, Inc. (Molycop Ltd.), 1st Lien Term Loan                    | CUSIP: 39854KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    681375 | PA      | $664340.64    | 0.49%             | 2028-10-12      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                | Fortune Brands Innovations, Inc.                                           | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    185000 | PA      | $149341.02    | 0.11%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust             | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2            | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $792261.80    | 0.58%             | 2041-12-25      | Floating      | 10.31%                | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                        | MF1 Ltd., Series 2021-FL7, Class D                                         | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $742189.20    | 0.55%             | 2036-10-16      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                    | Barclays plc                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1111718.17   | 0.82%             | 2028-11-02      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Oaktown Re VII Ltd.                             | Oaktown Re VII Ltd., Series 2021-2, Class B1                               | CUSIP: 67389JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    700000 | PA      | $604577.89    | 0.45%             | 2034-04-25      | Floating      | 8.71%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                   | UniCredit SpA                                                              | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1260000 | PA      | $1171280.07   | 0.86%             | 2032-06-19      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)             | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229018.70    | 0.17%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                               | HSBC Holdings plc                                                          | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $639158.82    | 0.47%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                               | HSBC Holdings plc                                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1122814.66   | 0.83%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2009-31, Class PI                                             | CUSIP: 31397ND85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47829 | PA      | $3368.57      | 0.00%             | 2038-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                | CSC Holdings LLC                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $473042.00    | 0.35%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3980.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1795.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                   | United Wholesale Mortgage LLC                                              | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    485000 | PA      | $417027.25    | 0.31%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Avation plc                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     21088 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                  | Ford Motor Co.                                                             | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206063.20    | 0.15%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Race Point VIII CLO Ltd.                        | Race Point VIII CLO Ltd., Series 2013-8A, Class CR2                        | CUSIP: 74982LBC3<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $335782.65    | 0.25%             | 2030-02-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                               | FHLMC STACR Trust, Series 2018-HQA2, Class B2                              | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1221994.10   | 0.90%             | 2048-10-25      | Floating      | 15.51%                | Yes           |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV          | Total Play Telecomunicaciones SA de CV                                     | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    665000 | PA      | $562849.35    | 0.42%             | 2028-09-20      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                           | Tricon American Homes, Series 2020-SFR1, Class F                           | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $541643.58    | 0.40%             | 2038-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STACR Trust                                     | STACR Trust, Series 2018-HRP2, Class B2                                    | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1471092.01   | 1.09%             | 2047-02-25      | Floating      | 15.01%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                         | FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2                        | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $735800.87    | 0.54%             | 2050-12-25      | Floating      | 9.96%                 | Yes           |                  2 | On Loan: No      |
| Home RE Ltd.                                    | Home RE Ltd., Series 2020-1, Class B1                                      | CUSIP: 43731WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    160000 | PA      | $162919.68    | 0.12%             | 2030-10-25      | Floating      | 11.51%                | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                        | Lloyds Banking Group plc                                                   | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $993902.69    | 0.73%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                      | US Bancorp                                                                 | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1159704.09   | 0.86%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                 | Deuce Finco plc                                                            | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    370000 | PA      | $385450.56    | 0.28%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 4244, Class AI                                               | CUSIP: 3137B3PK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48123 | PA      | $1323.80      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                         | Hundred Acre Wood Trust, Series 2021-INV1, Class AX1                       | CUSIP: 44590HBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16614683 | PA      | $167793.35    | 0.12%             | 2051-07-25      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                 | Trinseo Materials Operating SCA                                            | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    505000 | PA      | $363804.50    | 0.27%             | 2029-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                | Altice France SA                                                           | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    930000 | PA      | $729975.60    | 0.54%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust             | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2            | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $646300.20    | 0.48%             | 2042-01-25      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Light Servicos de Eletricidade SA               | Light Servicos de Eletricidade SA                                          | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    995000 | PA      | $572125.00    | 0.42%             | 2026-06-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                           | Minerva Luxembourg SA                                                      | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1210000 | PA      | $1024881.62   | 0.76%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                | AutoNation, Inc.                                                           | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $418984.21    | 0.31%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust | Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    471520 | PA      | $446301.62    | 0.33%             | 2049-10-25      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Tricida, Inc.                                   | Tricida, Inc.                                                              | CUSIP: 89610FAB7<br>LEI: 549300QVPFFJC8SZXG25 | Long             | DBT              | CORP              | US        |    715000 | PA      | $100100.00    | 0.07%             | 2027-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                            | Kennedy-Wilson, Inc.                                                       | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    565000 | PA      | $463432.78    | 0.34%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle RE Ltd.                                   | Eagle RE Ltd., Series 2021-2, Class M2                                     | CUSIP: 26982AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1370000 | PA      | $1339225.55   | 0.99%             | 2034-04-25      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                          | Boardwalk Pipelines LP                                                     | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160851.57    | 0.12%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                         | Flagstar Mortgage Trust, Series 2021-4, Class AX1                          | CUSIP: 33852FBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44259898 | PA      | $423885.89    | 0.31%             | 2051-06-01      | Variable      | 0.21%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                   | Enel Finance International NV                                              | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1915000 | PA      | $1824730.69   | 1.35%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust             | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2            | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $827297.54    | 0.61%             | 2041-10-25      | Floating      | 10.31%                | Yes           |                  2 | On Loan: No      |
| Farmers Exchange Capital III                    | Farmers Exchange Capital III                                               | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1009187.59   | 0.74%             | 2054-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  34000000 | PA      | $-1615366.25  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust            | American Airlines Pass-Through Trust, Series 2021-1, Class B               | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143250 | PA      | $120664.69    | 0.09%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2016-20, Class SB                                             | CUSIP: 38379VDM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105586 | PA      | $9327.44      | 0.01%             | 2046-02-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR Trust                               | FHLMC STACR Trust, Series 2019-DNA3, Class B2                              | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $745322.11    | 0.55%             | 2049-07-25      | Floating      | 12.66%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                             | Societe Generale SA                                                        | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    670000 | PA      | $492952.50    | 0.36%             | 2043-01-21      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL               | MC Brazil Downstream Trading SARL                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   1080000 | PA      | $942069.20    | 0.70%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.               | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $595725.00    | 0.44%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                   | SCC Power plc                                                              | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    390062 | PA      | $15992.54     | 0.01%             | 2032-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Operating LP                    | Sun Communities Operating LP                                               | CUSIP: 866677AJ6<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    640000 | PA      | $651288.97    | 0.48%             | 2033-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA-CACLN                    | JPMorgan Chase Bank NA-CACLN, Series 2021-3, Class F                       | CUSIP: 46591HCH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $477891.10    | 0.35%             | 2029-02-26      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Shiba Bidco SpA                                 | Shiba Bidco SpA                                                            | CUSIP: N/A<br>LEI: 815600658C215B62EA21       | Long             | DBT              | CORP              | IT        |    855000 | PA      | $796128.11    | 0.59%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2016-88, Class SM                                             | CUSIP: 38379XTJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114511 | PA      | $13619.23     | 0.01%             | 2046-07-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                          | Truist Financial Corp.                                                     | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1233113.89   | 0.91%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR Trust, Series 2022-SFR3, Class E1                                     | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $256790.82    | 0.19%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                               | Mystic Re IV Ltd., Series A                                                | CUSIP: 62865LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249275.00    | 0.18%             | 2026-01-08      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                   | Enel Finance International NV                                              | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $601167.78    | 0.44%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2013-5, Class YI                                              | CUSIP: 3136ABF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232707 | PA      | $10022.80     | 0.01%             | 2028-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                | SLG Office Trust, Series 2021-OVA, Class E                                 | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975000 | PA      | $1432974.88   | 1.06%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                             | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    760000 | PA      | $831382.54    | 0.61%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2012-150, Class BI                                            | CUSIP: 3136ABAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226300 | PA      | $10764.48     | 0.01%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust, Series 2021-ARIA, Class D                                        | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1424909.40   | 1.05%             | 2036-10-15      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2013-84, Class SC                                             | CUSIP: 38378TS68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53660 | PA      | $2773.45      | 0.00%             | 2040-03-16      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential Trust, Series 2021-SFR8, Class G                      | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $875203.25    | 0.65%             | 2038-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR Trust, Series 2022-SFR3, Class E2                                     | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $159330.52    | 0.12%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                     | Allied Universal Holdco LLC                                                | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $193236.75    | 0.14%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                      | VistaJet Malta Finance plc                                                 | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $431650.00    | 0.32%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                              | MIWD Holdco II LLC                                                         | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $54045.55     | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk        | FHLMC Multifamily Structured Credit Risk, Series 2021-MN1, Class M2        | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $623446.53    | 0.46%             | 2051-01-25      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Shelf Drilling Holdings Ltd.                    | Shelf Drilling Holdings Ltd.                                               | CUSIP: 822538AE4<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $463050.00    | 0.34%             | 2025-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D                  | CUSIP: 61766CAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $639872.90    | 0.47%             | 2049-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2 | CUSIP: 35565TBE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $585155.78    | 0.43%             | 2050-11-25      | Floating      | 11.71%                | Yes           |                  2 | On Loan: No      |
| US Bancorp                                      | US Bancorp                                                                 | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697084.11    | 0.51%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA-CACLN                    | JPMorgan Chase Bank NA-CACLN, Series 2021-2, Class F                       | CUSIP: 48128U2R9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $692473.47    | 0.51%             | 2028-12-26      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.              | Viking Ocean Cruises Ship VII Ltd.                                         | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    505000 | PA      | $431775.00    | 0.32%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CoreLogic, Inc.                                 | CoreLogic, Inc.                                                            | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    945000 | PA      | $751275.00    | 0.55%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury Ultra Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -32 | NC      | $-250830.62   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                         | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2                        | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $817208.34    | 0.60%             | 2042-01-25      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| Cidron Aida Finco Sarl                          | Cidron Aida Finco Sarl                                                     | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |   1027000 | PA      | $1003568.78   | 0.74%             | 2028-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                           | Ashtead Capital, Inc.                                                      | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336020.04    | 0.25%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                        | Celanese US Holdings LLC                                                   | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402941.48    | 0.30%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                 | LaserShip, Inc., 1st Lien Term Loan                                        | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335750 | PA      | $247931.23    | 0.18%             | 2028-05-07      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2016-81                                                       | CUSIP: 38379YNN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63607 | PA      | $11800.92     | 0.01%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avation Capital SA                              | Avation Capital SA                                                         | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |   1239601 | PA      | $1059858.86   | 0.78%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                             | Societe Generale SA                                                        | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1390070.44   | 1.03%             | 2033-06-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Radiate Holdco LLC                              | Radiate Holdco LLC, Term Loan                                              | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    826650 | PA      | $687979.46    | 0.51%             | 2026-09-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                 | Dealer Tire LLC                                                            | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    757000 | PA      | $697061.32    | 0.51%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Windstream Escrow LLC                           | Windstream Escrow LLC                                                      | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $526194.50    | 0.39%             | 2028-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust, Series 2021-10, Class AX1                        | CUSIP: 46654ABS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31091125 | PA      | $187022.44    | 0.14%             | 2051-12-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                 | Nordea Bank Abp                                                            | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    455000 | PA      | $359908.05    | 0.27%             | 2029-03-01      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Diamond Sports Group LLC                        | Diamond Sports Group LLC                                                   | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $6440.00      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SCC Power plc                                   | SCC Power plc                                                              | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    720115 | PA      | $221003.29    | 0.16%             | 2028-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                      | Air Canada                                                                 | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    803000 | PA      | $1046710.50   | 0.77%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust  | Foursight Capital Automobile Receivables Trust, Series 2021-2, Class F     | CUSIP: 35105UAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $220254.74    | 0.16%             | 2029-02-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Propulsion (BC) Newco LLC                       | Propulsion (BC) Newco LLC, Term Loan                                       | CUSIP: 74347UAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420000 | PA      | $415275.00    | 0.31%             | 2029-09-14      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                    | ING Groep NV, Series NC10                                                  | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1510000 | PA      | $1138074.78   | 0.84%             | 2031-05-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: —       |
| Residential Reinsurance 2020 Ltd.               | Residential Reinsurance 2020 Ltd., Series 3                                | CUSIP: 76120AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $235800.00    | 0.17%             | 2024-12-06      | Floating      | 12.52%                | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                    | New York Life Global Funding                                               | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381071.96    | 0.28%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                      | Grupo Aeromexico SAB de CV                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     21107 | NS      | $179343.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                    | National Australia Bank Ltd.                                               | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    645000 | PA      | $670484.37    | 0.49%             | 2033-01-12      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Oaktown Re III Ltd.                             | Oaktown Re III Ltd., Series 2019-1A, Class B1B                             | CUSIP: 67400KAE0<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | BM        |   1520000 | PA      | $1486313.61   | 1.10%             | 2029-07-25      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                               | Wells Fargo & Co., Series L                                                | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       518 | NS      | $651638.82    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                            | GNMA, Series 2011-135, Class QI                                            | CUSIP: 38377YA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71058 | PA      | $7451.55      | 0.01%             | 2041-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triangle Re Ltd.                                | Triangle Re Ltd., Series 2021-3, Class B1                                  | CUSIP: 89600HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    440000 | PA      | $356659.73    | 0.26%             | 2034-02-25      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                  | JBS USA LUX SA                                                             | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $720150.45    | 0.53%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 2 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        50 | NC      | $39508.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Promontoria Holding 264 BV                      | Promontoria Holding 264 BV                                                 | CUSIP: N/A<br>LEI: 54930014SXEXD3RX1509       | Long             | DBT              | CORP              | NL        |    745000 | PA      | $765704.76    | 0.57%             | 2027-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                               | NatWest Group plc                                                          | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $819035.40    | 0.60%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                      | Park-Ohio Industries, Inc.                                                 | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    320000 | PA      | $235121.77    | 0.17%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2012-140, Class IC                                            | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106084 | PA      | $15104.83     | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                       | Commercial Mortgage Trust, Series 2015-CR26, Class D                       | CUSIP: 12593QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1107635.31   | 0.82%             | 2048-10-10      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Radnor RE Ltd.                                  | Radnor RE Ltd., Series 2021-1, Class M2                                    | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1230000 | PA      | $1180857.32   | 0.87%             | 2033-12-27      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                      | Spirit Loyalty Cayman Ltd.                                                 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    535000 | PA      | $548364.30    | 0.40%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Med Trust                                       | Med Trust, Series 2021-MDLN, Class F                                       | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932230 | PA      | $876236.99    | 0.65%             | 2038-11-15      | Floating      | 8.46%                 | Yes           |                  2 | On Loan: No      |
| Traingle Re Ltd.                                | Traingle Re Ltd., Series 2020-1, Class B1                                  | CUSIP: 89600MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $152933.76    | 0.11%             | 2030-10-25      | Floating      | 12.26%                | Yes           |                  2 | On Loan: No      |
| N/A                                             | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -22 | NC      | $111142.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                         | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                        | CUSIP: 35566ABE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $171564.22    | 0.13%             | 2050-10-25      | Floating      | 15.81%                | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2016-5, Class CS                                              | CUSIP: 38379TQP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107395 | PA      | $9494.97      | 0.01%             | 2046-01-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $-194.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                           | United Mexican States                                                      | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    245000 | PA      | $251547.56    | 0.19%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust, Series 2021-8, Class AX1                         | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27839394 | PA      | $167459.52    | 0.12%             | 2051-12-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                    | Mizuho Financial Group, Inc.                                               | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $981363.40    | 0.72%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                     | Tricon American Homes Trust, Series 2017-SFR2, Class F                     | CUSIP: 89613FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $719473.36    | 0.53%             | 2036-01-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| International Petroleum Corp.                   | International Petroleum Corp.                                              | CUSIP: N/A<br>LEI: 54930025D80LU0SMR645       | Long             | DBT              | CORP              | CA        |    616000 | PA      | $581504.00    | 0.43%             | 2027-02-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.            | Clear Channel Outdoor Holdings, Inc.                                       | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1312150.00   | 0.97%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 10 Year Ultra Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -179 | NC      | $-351754.94   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Industrial Development Authority        | Arizona Industrial Development Authority                                   | CUSIP: 04052EAX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $653470.48    | 0.48%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                              | HAT Holdings I LLC                                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    586000 | PA      | $520075.00    | 0.38%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust              | GS Mortgage Securities Corp. Trust, Series 2021-IP, Class E                | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139183.05    | 0.10%             | 2036-10-15      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Transocean, Inc.                                | Transocean, Inc.                                                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    355000 | PA      | $366005.00    | 0.27%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LP                                  | Uniti Group LP                                                             | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1027405.88   | 0.76%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                               | Duke Energy Corp.                                                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1056624.32   | 0.78%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                    | CaixaBank SA                                                               | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    465000 | PA      | $471690.20    | 0.35%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.  | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class E   | CUSIP: 03880RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    775000 | PA      | $718567.60    | 0.53%             | 2036-11-15      | Floating      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co.                    | Liberty Mutual Insurance Co.                                               | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    420000 | PA      | $478636.87    | 0.35%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| DraftKings Holdings, Inc.                       | DraftKings Holdings, Inc.                                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $692920.00    | 0.51%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.              | General Motors Financial Co., Inc.                                         | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1418936.01   | 1.05%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                        | Lloyds Banking Group plc                                                   | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $449235.67    | 0.33%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                           | Nomura Holdings, Inc.                                                      | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2036881.46   | 1.50%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Euro-Bobl                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -9 | NC      | $23021.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Promontoria Holding 264 BV                      | Promontoria Holding 264 BV                                                 | CUSIP: 74349MAA4<br>LEI: 54930014SXEXD3RX1509 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $652760.70    | 0.48%             | 2027-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                              | Energy Transfer LP, Series G                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1551123.00   | 1.14%             | 2030-05-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 5 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        19 | NC      | $-8850.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential Trust, Series 2021-SFR9, Class F                      | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $322788.10    | 0.24%             | 2040-11-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | USD 10 Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -27 | NC      | $9826.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                            | GNMA, Series 2016-145, Class UI                                            | CUSIP: 38380BHW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67554 | PA      | $12028.45     | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1006300.85   | 0.74%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust              | United Airlines Pass-Through Trust, Series 2020-1, Class B                 | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143976 | PA      | $140296.52    | 0.10%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean Sentry Ltd.                          | Transocean Sentry Ltd.                                                     | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |         0 | PA      | $0.01         | 0.00%             | 2023-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                      | VistaJet Malta Finance plc                                                 | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $577644.50    | 0.43%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2016-17, Class JS                                             | CUSIP: 38379T5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85666 | PA      | $8000.37      | 0.01%             | 2046-02-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    715000 | PA      | $693421.26    | 0.51%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2019-159, Class HI                                            | CUSIP: 38382BKH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217123 | PA      | $220637.42    | 0.16%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card ABS LLC                 | Continental Credit Card ABS LLC, Series 2019-1A, Class C                   | CUSIP: 21134LAC2<br>LEI: 5493002QR2K2E0R56Z02 | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $701112.12    | 0.52%             | 2026-08-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Gol Finance SA                                  | Gol Finance SA                                                             | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |   1825000 | PA      | $1268375.00   | 0.94%             | 2026-06-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Alamo Re II Pte. Ltd.                           | Alamo Re II Pte. Ltd., Series A                                            | CUSIP: 011396AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $249500.00    | 0.18%             | 2023-06-08      | Floating      | 10.06%                | Yes           |                  2 | On Loan: No      |
| Seaspan Corp.                                   | Seaspan Corp.                                                              | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    185000 | PA      | $140537.10    | 0.10%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XIII Ltd.                           | Vitality Re XIII Ltd., Series A                                            | CUSIP: 92849MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $236250.00    | 0.17%             | 2026-01-06      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301467.74    | 0.22%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                             | Artera Services LLC                                                        | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    374148 | PA      | $319881.57    | 0.24%             | 2025-12-04      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: No      |
| STACR Trust                                     | STACR Trust, Series 2018-HRP2, Class B1                                    | CUSIP: 35564ACB5<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1354031.85   | 1.00%             | 2047-02-25      | Floating      | 8.71%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust, Series 2016-GS4, Class D                     | CUSIP: 36251XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $986474.10    | 0.73%             | 2049-11-10      | Variable      | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                      | Anglo American Capital plc                                                 | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $525806.89    | 0.39%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                           | Entergy Louisiana LLC                                                      | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212123.47    | 0.16%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                 | Albemarle Corp.                                                            | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    201000 | PA      | $198729.63    | 0.15%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co. LLC               | Midwest Connector Capital Co. LLC                                          | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $548625.15    | 0.40%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                     | Capital One Financial Corp.                                                | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277129.55    | 0.20%             | 2034-02-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                  | Energizer Gamma Acquisition BV                                             | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    610000 | PA      | $538911.61    | 0.40%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Grupo Posadas SAB de CV                         | Grupo Posadas SAB de CV                                                    | CUSIP: 400489AL4<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |    440606 | PA      | $349554.23    | 0.26%             | 2027-12-30      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                    | UBS Group AG                                                               | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1110000 | PA      | $1169209.13   | 0.86%             | 2034-01-12      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Comerica Bank                                   | Comerica Bank                                                              | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547056.03    | 0.40%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                 | Transocean Titan Financing Ltd.                                            | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    120000 | PA      | $124526.40    | 0.09%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| GS Mortgage Securities Corp. Trust              | GS Mortgage Securities Corp. Trust, Series 2021-IP, Class D                | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $322460.01    | 0.24%             | 2036-10-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)        | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312696.04    | 0.23%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Transportes Aereos Portugueses SA               | Transportes Aereos Portugueses SA                                          | CUSIP: N/A<br>LEI: 213800XBTDYWRYHKH878       | Long             | DBT              | CORP              | PT        |   1100000 | PA      | $1147921.94   | 0.85%             | 2024-12-02      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                      | AerCap Ireland Capital DAC                                                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    545000 | PA      | $457586.96    | 0.34%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd.                                  | Golar LNG Ltd.                                                             | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    346055 | PA      | $343805.64    | 0.25%             | 2025-10-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9021.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 4395, Class TI                                               | CUSIP: 3137BEX58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26757 | PA      | $712.89       | 0.00%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust, Series 2017-C4, Class C                     | CUSIP: 90276RBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $706528.98    | 0.52%             | 2050-10-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FARM Mortgage Trust                             | FARM Mortgage Trust, Series 2021-1, Class B                                | CUSIP: 30768WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321552 | PA      | $221355.28    | 0.16%             | 2051-07-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                    | Barclays plc                                                               | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $619369.31    | 0.46%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)             | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    575000 | PA      | $622743.58    | 0.46%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bonanza RE Ltd.                                 | Bonanza RE Ltd., Series A                                                  | CUSIP: 09785EAK7<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249750.00    | 0.18%             | 2026-01-08      | Floating      | 12.82%                | Yes           |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust  | Foursight Capital Automobile Receivables Trust, Series 2021-2, Class E     | CUSIP: 35105UAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $265817.02    | 0.20%             | 2027-10-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                | Boeing Co. (The)                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602330.10    | 0.44%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2021-R02, Class 2B2                                           | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $260846.37    | 0.19%             | 2041-11-25      | Floating      | 10.51%                | Yes           |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  20000000 | PA      | $-217049.91   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                              | Coeur Mining, Inc.                                                         | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    460000 | PA      | $370393.72    | 0.27%             | 2029-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                         | American Airlines, Inc.                                                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $183772.21    | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ProFrac Holdings II LLC                         | ProFrac Holdings II LLC, Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1758789 | PA      | $1802759.19   | 1.33%             | 2025-03-04      | Variable      | 12.10%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Credit Risk        | FHLMC Multifamily Structured Credit Risk, Series 2021-MN3, Class M2        | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    815000 | PA      | $730271.54    | 0.54%             | 2051-11-25      | Floating      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                 | CSAIL Commercial Mortgage Trust, Series 2015-C4, Class D                   | CUSIP: 12635RBE7<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $211355.83    | 0.16%             | 2048-11-15      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| International Design Group SpA                  | International Design Group SpA                                             | CUSIP: N/A<br>LEI: 815600907387ED411436       | Long             | DBT              | CORP              | IT        |    585000 | PA      | $587266.48    | 0.43%             | 2025-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                     | Allied Universal Holdco LLC                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $249426.00    | 0.18%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes         | Santander Bank Auto Credit-Linked Notes, Series 2022-A, Class D            | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $606074.63    | 0.45%             | 2032-05-15      | Fixed         | 9.96%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                  | JBS USA LUX SA                                                             | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $348098.80    | 0.26%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corp.                                 | Albemarle Corp.                                                            | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    759000 | PA      | $760007.28    | 0.56%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer