Nationwide Mutual Funds > Nationwide Mutual Funds
Nationwide Bond Portfolio
$910.72M
Avg Monthly Net Assets
$1.04B
Total Assets
$204.70M
Total Liabilities
$835.92M
Net Assets
Nationwide Bond Portfolio is a Mutual Fund in Nationwide Mutual Funds
from Nationwide Mutual Funds,
based in Ohio,
United States of America.
The fund has one share class
and monthly net assets of $910.72M.
On September 17th, 2024 it reported 649 holdings, the largest
being United States of America (3.4%), FNMA (2.7%) and GNMA (2.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class R6 Shares | C000227359 |
Holdings
From latest NPORT-P, filed September 17th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $636K | – | 0.08 |
| AbbVie, Inc. | Long | Debt | US | $1M | – | 0.17 |
| AbbVie, Inc. | Long | Debt | US | $702K | – | 0.08 |
| AbbVie, Inc. | Long | Debt | US | $616K | – | 0.07 |
| Adventist Health System | Long | Debt | US | $659K | – | 0.08 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $1M | – | 0.14 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $995K | – | 0.12 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $673K | – | 0.08 |
| Aflac, Inc. | Long | Debt | US | $158K | – | 0.02 |
| AGCO Corp. | Long | Debt | US | $583K | – | 0.07 |
| Agilent Technologies, Inc. | Long | Debt | US | $228K | – | 0.03 |
| Allegion US Holding Co., Inc. | Long | Debt | US | $712K | – | 0.09 |
| Allegion US Holding Co., Inc. | Long | Debt | US | $58K | – | 0.01 |
| Altria Group, Inc. | Long | Debt | US | $926K | – | 0.11 |
| Ameren Corp. | Long | Debt | US | $185K | – | 0.02 |
| American Electric Power Co., Inc. | Long | Debt | US | $87K | – | 0.01 |
| American Express Co. | Long | Debt | US | $198K | – | 0.02 |
| American Express Credit Account Master Trust, Series 2022-2, Class A | Long | ABS-other | US | $3M | – | 0.31 |
| American Tower Corp. | Long | Debt | US | $285K | – | 0.03 |
| American Tower Corp. | Long | Debt | US | $196K | – | 0.02 |
| American Water Capital Corp., Class C | Long | Debt | US | $95K | – | 0.01 |
| Amgen, Inc. | Long | Debt | US | $2M | – | 0.23 |
| Amgen, Inc. | Long | Debt | US | $2M | – | 0.23 |
| AMMC CLO XI Ltd., Series 2012-11A, Class A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $932K | – | 0.11 |
| Analog Devices, Inc. | Long | Debt | US | $89K | – | 0.01 |
| Angel Oak Mortgage Trust, Series 2021-6, Class A1 | Long | ABS-mortgage backed security | US | $420K | – | 0.05 |
| Anheuser-Busch Cos. LLC | Long | Debt | US | $2M | – | 0.25 |
| Aon Corp. | Long | Debt | US | $180K | – | 0.02 |
| Apidos CLO XV, Series 2013-15A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.18 |
| Ares Capital Corp. | Long | Debt | US | $451K | – | 0.05 |
| Ares Capital Corp. | Long | Debt | US | $164K | – | 0.02 |
| Arizona Public Service Co. | Long | Debt | US | $173K | – | 0.02 |
| Ashtead Capital, Inc. | Long | Debt | US | $969K | – | 0.12 |
| Asian Development Bank | Long | Debt | US | $969K | – | 0.12 |
| Assurant, Inc. | Long | Debt | US | $253K | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $5M | – | 0.58 |
| AT&T, Inc. | Long | Debt | US | $944K | – | 0.11 |
| Atmos Energy Corp. | Long | Debt | US | $82K | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $48K | – | 0.01 |
| AutoNation, Inc. | Long | Debt | US | $1M | – | 0.15 |
| Bain Capital Credit CLO Ltd., Series 2020-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.43 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.31 |
| Bank of America Auto Trust, Series 2023-2A, Class A2 | Long | ABS-other | US | $1M | – | 0.16 |
| Bank of America Corp. | Long | Debt | US | $4M | – | 0.44 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.39 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.33 |
| Bank of America Corp. | Long | Debt | US | $992K | – | 0.12 |
| Bank of America Corp. | Long | Debt | US | $487K | – | 0.06 |
| Bank of America Corp., Series L | Long | Debt | US | $990K | – | 0.12 |
| Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class A4 | Long | ABS-mortgage backed security | US | $706K | – | 0.08 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $985K | – | 0.12 |
| BANK, Series 2020-BN27, Class A5 | Long | ABS-mortgage backed security | US | $668K | – | 0.08 |
| BANK, Series 2022-BNK40, Class A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| BANK, Series 2022-BNK43, Class A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| BANK5, Series 2024-5YR7, Class A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Barclays Dryrock Issuance Trust, Series 2023-1, Class A | Long | ABS-other | US | $4M | – | 0.53 |
| Barclays Dryrock Issuance Trust, Series 2023-2, Class A | Long | ABS-other | US | $2M | – | 0.28 |
| Barings BDC, Inc. | Long | Debt | US | $23K | – | 0.00 |
| BAT Capital Corp. | Long | Debt | US | $2M | – | 0.30 |
| BAT Capital Corp. | Long | Debt | US | $884K | – | 0.11 |
| BAT Capital Corp. | Long | Debt | US | $289K | – | 0.03 |
| BAT Capital Corp. | Long | Debt | US | $127K | – | 0.02 |
| BAT International Finance plc | Long | Debt | GB | $320K | – | 0.04 |
| BBCMS Mortgage Trust, Series 2024-C24, Class A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| BBCMS Mortgage Trust, Series 2024-C26, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Benefit Street Partners CLO XXX Ltd., Series 2023-30A, Class A | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.39 |
| Berkshire Hathaway Energy Co. | Long | Debt | US | $48K | – | 0.01 |
| BINOM Securitization Trust, Series 2022-INV1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Blackstone Private Credit Fund | Long | Debt | US | $128K | – | 0.02 |
| Block Financial LLC | Long | Debt | US | $250K | – | 0.03 |
| BLP Commercial Mortgage Trust, Series 2024-IND2, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| BMO Mortgage Trust, Series 2024-5C4, Class A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.14 |
| Boeing Co. (The) | Long | Debt | US | $580K | – | 0.07 |
| Boeing Co. (The) | Long | Debt | US | $311K | – | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $199K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.15 |
| BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $1M | – | 0.14 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $863K | – | 0.10 |
| British Telecommunications plc | Long | Debt | GB | $2M | – | 0.22 |
| Broadcom, Inc. | Long | Debt | US | $2M | – | 0.25 |
| Broadcom, Inc. | Long | Debt | US | $1M | – | 0.15 |
| Broadcom, Inc. | Long | Debt | US | $569K | – | 0.07 |
| Brookfield Finance, Inc. | Long | Debt | CA | $301K | – | 0.04 |
| Brown & Brown, Inc. | Long | Debt | US | $893K | – | 0.11 |
| Brown & Brown, Inc. | Long | Debt | US | $261K | – | 0.03 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $1M | – | 0.15 |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| BX Trust, Series 2024-BIO, Class A | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| BX Trust, Series 2024-PAT, Class A | Long | ABS-mortgage backed security | US | $649K | – | 0.08 |
| BX Trust, Series 2024-PAT, Class B | Long | ABS-mortgage backed security | US | $225K | – | 0.03 |
| Cabot Corp. | Long | Debt | US | $693K | – | 0.08 |
| Camden Property Trust | Long | Debt | US | $93K | – | 0.01 |
| Campbell Soup Co. | Long | Debt | US | $2M | – | 0.22 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $796K | – | 0.10 |
| Capital One Financial Corp. | Long | Debt | US | $536K | – | 0.06 |
| Capital One Multi-Asset Execution Trust, Series 2022-A2, Class A | Long | ABS-other | US | $3M | – | 0.31 |
| Capital One Multi-Asset Execution Trust, Series 2022-A3, Class A | Long | ABS-other | US | $2M | – | 0.26 |
| Cardinal Health, Inc. | Long | Debt | US | $493K | – | 0.06 |
| Carlisle Cos., Inc. | Long | Debt | US | $334K | – | 0.04 |
| Carlyle US CLO Ltd., Series 2024-2A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.31 |
| Carrier Global Corp. | Long | Debt | US | $3M | – | 0.39 |
| CBRE Services, Inc. | Long | Debt | US | $798K | – | 0.10 |
| CDI | Derivative-credit | US | $32K | – | 0.00 | |
| CDW LLC | Long | Debt | US | $114K | – | 0.01 |
| Cedar Funding IX CLO Ltd., Series 2018-9A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.25 |
| Celanese US Holdings LLC | Long | Debt | US | $643K | – | 0.08 |
| Celanese US Holdings LLC | Long | Debt | US | $262K | – | 0.03 |
| Celanese US Holdings LLC | Long | Debt | US | $214K | – | 0.03 |
| Cencora, Inc. | Long | Debt | US | $90K | – | 0.01 |
| Centene Corp. | Long | Debt | US | $667K | – | 0.08 |
| Centene Corp. | Long | Debt | US | $358K | – | 0.04 |
| CenterPoint Energy, Inc. | Long | Debt | US | $90K | – | 0.01 |
| Charles Schwab Corp. (The) | Long | Debt | US | $988K | – | 0.12 |
| Charles Schwab Corp. (The) | Long | Debt | US | $193K | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $3M | – | 0.36 |
| Cheniere Corpus Christi Holdings LLC | Long | Debt | US | $950K | – | 0.11 |
| Choice Hotels International, Inc. | Long | Debt | US | $716K | – | 0.09 |
| Choice Hotels International, Inc. | Long | Debt | US | $427K | – | 0.05 |
| CIFC Funding Ltd., Series 2018-2A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.18 |
| Cigna Group (The) | Long | Debt | US | $3M | – | 0.33 |
| Cigna Group (The) | Long | Debt | US | $548K | – | 0.07 |
| Cintas Corp. No. 2 | Long | Debt | US | $558K | – | 0.07 |
| Cintas Corp. No. 2 | Long | Debt | US | $4K | – | 0.00 |
| Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class A4 | Long | ABS-mortgage backed security | US | $450K | – | 0.05 |
| Citigroup, Inc. | Long | Debt | US | $3M | – | 0.38 |
| Citigroup, Inc. | Long | Debt | US | $395K | – | 0.05 |
| Citigroup, Inc. | Long | Debt | US | $199K | – | 0.02 |
| CME Group, Inc. | Long | Debt | US | $53K | – | 0.01 |
| Coca-Cola Consolidated, Inc. | Long | Debt | US | $640K | – | 0.08 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $2M | – | 0.20 |
| COLT Mortgage Loan Trust, Series 2021-2, Class A1 | Long | ABS-mortgage backed security | US | $970K | – | 0.12 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $1M | – | 0.12 |
| Comcast Corp. | Long | Debt | US | $2M | – | 0.19 |
| Comcast Corp. | Long | Debt | US | $623K | – | 0.07 |
| Commonwealth Edison Co. | Long | Debt | US | $132K | – | 0.02 |
| Commonwealth of Massachusetts, Series A | Long | Debt | US | $101K | – | 0.01 |
| Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M2 | Long | ABS-mortgage backed security | US | $743K | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M2 | Long | ABS-mortgage backed security | US | $413K | – | 0.05 |
| Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | Long | ABS-mortgage backed security | US | $418K | – | 0.05 |
| Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M2 | Long | ABS-mortgage backed security | US | $784K | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2 | Long | ABS-mortgage backed security | US | $605K | – | 0.07 |
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2 | Long | ABS-mortgage backed security | US | $680K | – | 0.08 |
| Conoco Funding Co. | Long | Debt | CA | $153K | – | 0.02 |
| ConocoPhillips Co. | Long | Debt | US | $419K | – | 0.05 |
| Constellation Brands, Inc. | Long | Debt | US | $794K | – | 0.09 |
| Constellation Software, Inc. | Long | Debt | CA | $637K | – | 0.08 |
| Consumers Energy Co. | Long | Debt | US | $97K | – | 0.01 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $247K | – | 0.03 |
| Crown Castle, Inc. | Long | Debt | US | $95K | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $3M | – | 0.39 |
| Dell International LLC | Long | Debt | US | $1M | – | 0.12 |
| Deutsche Bank AG | Long | Debt | DE | $140K | – | 0.02 |
| Devon Energy Corp. | Long | Debt | US | $1M | – | 0.18 |
| Devon Energy Corp. | Long | Debt | US | $382K | – | 0.05 |
| Diageo Capital plc | Long | Debt | GB | $349K | – | 0.04 |
| Diameter Capital CLO 4 Ltd., Series 2022-4A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.24 |
| Discover Card Execution Note Trust, Series 2023-A1, Class A | Long | ABS-other | US | $2M | – | 0.27 |
| Dominion Energy, Inc. | Long | Debt | US | $99K | – | 0.01 |
| Dominion Energy, Inc., Series C | Long | Debt | US | $92K | – | 0.01 |
| Duke Energy Corp. | Long | Debt | US | $89K | – | 0.01 |
| DuPont de Nemours, Inc. | Long | Debt | US | $149K | – | 0.02 |
| EIDP, Inc. | Long | Debt | US | $350K | – | 0.04 |
| Elmwood CLO 29 Ltd., Series 2024-5A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.21 |
| Enbridge, Inc. | Long | Debt | CA | $754K | – | 0.09 |
| Enbridge, Inc. | Long | Debt | CA | $373K | – | 0.04 |
| Entergy Texas, Inc. | Long | Debt | US | $97K | – | 0.01 |
| EQT Corp. | Long | Debt | US | $842K | – | 0.10 |
| EQT Corp. | Long | Debt | US | $804K | – | 0.10 |
| EQT Corp. | Long | Debt | US | $108K | – | 0.01 |
| ERP Operating LP | Long | Debt | US | $96K | – | 0.01 |
| Essential Utilities, Inc. | Long | Debt | US | $45K | – | 0.01 |
| Euro-Bund | Derivative-interest rate | DE | $7K | – | 0.00 | |
| Euro-Buxl | Derivative-interest rate | DE | $-7K | – | -0.00 | |
| European Investment Bank | Long | Debt | US | $979K | – | 0.12 |
| Extra Space Storage LP | Long | Debt | US | $412K | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $291K | – | 0.03 |
| FactSet Research Systems, Inc. | Long | Debt | US | $880K | – | 0.11 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K077, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K086, Class A2 | Long | ABS-mortgage backed security | US | $979K | – | 0.12 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K126, Class A2 | Long | ABS-mortgage backed security | US | $872K | – | 0.10 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KF153, Class AS | Long | ABS-mortgage backed security | US | $738K | – | 0.09 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1B | Long | ABS-mortgage backed security | US | $683K | – | 0.08 |
| FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1 | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| FHLMC STACR REMIC Trust, Series 2024-HQA1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1 | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M2 | Long | ABS-mortgage backed security | US | $829K | – | 0.10 |
| FHLMC STACR Trust, Series 2019-HQA2, Class M2 | Long | ABS-mortgage backed security | US | $721K | – | 0.09 |
| FNMA ACES, Series 2022-M1, Class A2 | Long | ABS-mortgage backed security | US | $830K | – | 0.10 |
| Ford Credit Auto Lease Trust, Series 2024-A, Class A2A | Long | ABS-other | US | $3M | – | 0.41 |
| Ford Credit Auto Owner Trust, Series 2024-1, Class A | Long | ABS-other | US | $2M | – | 0.27 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.16 |
| Fortinet, Inc. | Long | Debt | US | $610K | – | 0.07 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $16K | – | 0.00 | ||
| Freeport-McMoRan, Inc. | Long | Debt | US | $111K | – | 0.01 |
| FS KKR Capital Corp. | Long | Debt | US | $460K | – | 0.06 |
| FS KKR Capital Corp. | Long | Debt | US | $209K | – | 0.02 |
| FS KKR Capital Corp. | Long | Debt | US | $192K | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $2M | – | 0.27 |
| GE Capital International Funding Co. Unlimited Co. | Long | Debt | IE | $974K | – | 0.12 |
| GE HealthCare Technologies, Inc. | Long | Debt | US | $746K | – | 0.09 |
| General Mills, Inc. | Long | Debt | US | $246K | – | 0.03 |
| General Motors Co. | Long | Debt | US | $911K | – | 0.11 |
| Georgia Power Co. | Long | Debt | US | $386K | – | 0.05 |
| Global Payments, Inc. | Long | Debt | US | $369K | – | 0.04 |
| GLP Capital LP | Long | Debt | US | $516K | – | 0.06 |
| GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1 | Long | ABS-other | US | $2M | – | 0.27 |
| GNMA | Long | ABS-mortgage backed security | US | $20M | – | 2.37 |
| GNMA | Long | ABS-mortgage backed security | US | $16M | – | 1.94 |
| GNMA | Long | ABS-mortgage backed security | US | $14M | – | 1.69 |
| GNMA | Long | ABS-mortgage backed security | US | $13M | – | 1.55 |
| GNMA | Long | ABS-mortgage backed security | US | $12M | – | 1.40 |
| GNMA | Long | ABS-mortgage backed security | US | $9M | – | 1.02 |
| GNMA | Long | ABS-mortgage backed security | US | $4M | – | 0.49 |
| GNMA | Long | ABS-mortgage backed security | US | $3M | – | 0.38 |
| GNMA | Long | ABS-mortgage backed security | US | $3M | – | 0.36 |
| GNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| GNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| GNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| GNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| GNMA | Long | ABS-mortgage backed security | US | $909K | – | 0.11 |
| GNMA | Long | ABS-mortgage backed security | US | $728K | – | 0.09 |
| GNMA | Long | ABS-mortgage backed security | US | $724K | – | 0.09 |
| GNMA | Long | ABS-mortgage backed security | US | $528K | – | 0.06 |
| GNMA | Long | ABS-mortgage backed security | US | $519K | – | 0.06 |
| GNMA | Long | ABS-mortgage backed security | US | $427K | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $383K | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $359K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $358K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $354K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $331K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $279K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $238K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| GNMA | Short | ABS-mortgage backed security | US | $-829K | – | -0.10 |
| GNMA | Short | ABS-mortgage backed security | US | $-919K | – | -0.11 |
| GNMA | Short | ABS-mortgage backed security | US | $-2M | – | -0.21 |
| GNMA | Short | ABS-mortgage backed security | US | $-2M | – | -0.21 |
| GNMA | Short | ABS-mortgage backed security | US | $-2M | – | -0.23 |
| GNMA | Short | ABS-mortgage backed security | US | $-9M | – | -1.08 |
| GNMA, Series 2021-135, Class A | Long | ABS-mortgage backed security | US | $6M | – | 0.71 |
| Golub Capital BDC, Inc. | Long | Debt | US | $152K | – | 0.02 |
| Golub Capital Partners CLO 74 B Ltd., Series 2024-74A, Class A | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.23 |
| GS Mortgage Securities Trust, Series 2017-GS7, Class A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Halseypoint CLO 7 Ltd., Series 2023-7A, Class A | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.25 |
| HCA, Inc. | Long | Debt | US | $1M | – | 0.14 |
| HCA, Inc. | Long | Debt | US | $501K | – | 0.06 |
| HCA, Inc. | Long | Debt | US | $260K | – | 0.03 |
| HP, Inc. | Long | Debt | US | $948K | – | 0.11 |
| HP, Inc. | Long | Debt | US | $33K | – | 0.00 |
| Humana, Inc. | Long | Debt | US | $366K | – | 0.04 |
| Hungary Government Bond | Long | Debt | HU | $995K | – | 0.12 |
| Hungary Government Bond | Long | Debt | HU | $965K | – | 0.12 |
| Huntington Ingalls Industries, Inc. | Long | Debt | US | $478K | – | 0.06 |
| Huntsman International LLC | Long | Debt | US | $984K | – | 0.12 |
| Hyatt Hotels Corp. | Long | Debt | US | $2M | – | 0.28 |
| Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A2A | Long | ABS-other | US | $3M | – | 0.39 |
| Hyundai Auto Receivables Trust, Series 2023-A, Class A2A | Long | ABS-other | US | $629K | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.31 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.16 |
| IDEX Corp. | Long | Debt | US | $1M | – | 0.12 |
| Indiana Michigan Power Co. | Long | Debt | US | $193K | – | 0.02 |
| Ingersoll Rand, Inc. | Long | Debt | US | $744K | – | 0.09 |
| Intel Corp. | Long | Debt | US | $1M | – | 0.17 |
| Intel Corp. | Long | Debt | US | $431K | – | 0.05 |
| Intercontinental Exchange, Inc. | Long | Debt | US | $559K | – | 0.07 |
| International Business Machines Corp. | Long | Debt | US | $158K | – | 0.02 |
| Interstate Power and Light Co. | Long | Debt | US | $98K | – | 0.01 |
| Intuit, Inc. | Long | Debt | US | $46K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $1M | – | 0.14 |
| IRS | Derivative-interest rate | GB | $255K | – | 0.03 | |
| IRS | Derivative-interest rate | GB | $193K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $135K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $118K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $98K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $77K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $77K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $68K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $51K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $28K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $27K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $15K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $14K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $9K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-13K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-16K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-32K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-34K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-46K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-65K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-85K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-102K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-136K | – | -0.02 | |
| J M Smucker Co. (The) | Long | Debt | US | $2M | – | 0.22 |
| J M Smucker Co. (The) | Long | Debt | US | $1M | – | 0.17 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class B | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| J.P. Morgan Mortgage Trust, Series 2022-DSC1, Class A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| J.P. Morgan Mortgage Trust, Series 2023-HE3, Class A1 | Long | ABS-other | US | $733K | – | 0.09 |
| J.P. Morgan Mortgage Trust, Series 2024-4, Class A5A | Long | ABS-mortgage backed security | US | $951K | – | 0.11 |
| J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class AS | Long | ABS-mortgage backed security | US | $483K | – | 0.06 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3 | Long | ABS-mortgage backed security | US | $327K | – | 0.04 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5 | Long | ABS-mortgage backed security | US | $473K | – | 0.06 |
| JPMorgan Chase & Co. | Long | Debt | US | $5M | – | 0.59 |
| JPMorgan Chase & Co. | Long | Debt | US | $726K | – | 0.09 |
| JPMorgan Chase & Co. | Long | Debt | US | $370K | – | 0.04 |
| JPMorgan Chase & Co. | Long | Debt | US | $358K | – | 0.04 |
| Keurig Dr Pepper, Inc. | Long | Debt | US | $555K | – | 0.07 |
| Keurig Dr Pepper, Inc. | Long | Debt | US | $433K | – | 0.05 |
| Kinder Morgan, Inc. | Long | Debt | US | $1M | – | 0.16 |
| Kraft Heinz Foods Co. | Long | Debt | US | $500K | – | 0.06 |
| Kyndryl Holdings, Inc. | Long | Debt | US | $36K | – | 0.00 |
| Kyndryl Holdings, Inc. | Long | Debt | US | $5K | – | 0.00 |
| Laboratory Corp. of America Holdings | Long | Debt | US | $1M | – | 0.16 |
| LCM 39 Ltd., Series 39A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $747K | – | 0.09 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.14 |
| Lloyds Banking Group plc | Long | Debt | GB | $725K | – | 0.09 |
| Lowe's Cos., Inc. | Long | Debt | US | $785K | – | 0.09 |
| Lowe's Cos., Inc. | Long | Debt | US | $775K | – | 0.09 |
| LPL Holdings, Inc. | Long | Debt | US | $862K | – | 0.10 |
| M&T Bank Corp. | Long | Debt | US | $1M | – | 0.15 |
| M&T Bank Corp. | Long | Debt | US | $1M | – | 0.15 |
| Macquarie Airfinance Holdings Ltd. | Long | Debt | GB | $190K | – | 0.02 |
| Marriott International, Inc. | Long | Debt | US | $595K | – | 0.07 |
| Marriott International, Inc., Series HH | Long | Debt | US | $2M | – | 0.25 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $1M | – | 0.13 |
| Martin Marietta Materials, Inc. | Long | Debt | US | $290K | – | 0.03 |
| McCormick & Co., Inc. | Long | Debt | US | $235K | – | 0.03 |
| McDonald's Corp. | Long | Debt | US | $728K | – | 0.09 |
| Mexico City Airport Trust | Long | Debt | MX | $2M | – | 0.28 |
| Microsoft Corp. | Long | Debt | US | $402K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.51 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.27 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $976K | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $427K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $300K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $198K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A4 | Long | ABS-mortgage backed security | US | $525K | – | 0.06 |
| Morgan Stanley Capital I Trust, Series 2017-H1, Class AS | Long | ABS-mortgage backed security | US | $472K | – | 0.06 |
| Motorola Solutions, Inc. | Long | Debt | US | $702K | – | 0.08 |
| Mountain View CLO XV Ltd., Series 2019-2A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.21 |
| MPLX LP | Long | Debt | US | $981K | – | 0.12 |
| MPLX LP | Long | Debt | US | $733K | – | 0.09 |
| MPLX LP | Long | Debt | US | $530K | – | 0.06 |
| MSCI, Inc. | Long | Debt | US | $1M | – | 0.13 |
| MSWF Commercial Mortgage Trust, Series 2023-2, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| Nasdaq, Inc. | Long | Debt | US | $197K | – | 0.02 |
| National Fuel Gas Co. | Long | Debt | US | $742K | – | 0.09 |
| National Fuel Gas Co. | Long | Debt | US | $172K | – | 0.02 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $93K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $81K | – | 0.01 |
| NatWest Group plc | Long | Debt | GB | $279K | – | 0.03 |
| NetApp, Inc. | Long | Debt | US | $73K | – | 0.01 |
| Netflix, Inc. | Long | Debt | US | $3M | – | 0.35 |
| Netflix, Inc. | Long | Debt | US | $1M | – | 0.17 |
| Netflix, Inc. | Long | Debt | US | $809K | – | 0.10 |
| Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class AR | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.29 |
| Nissan Auto Receivables Owner Trust, Series 2023-A, Class A2A | Long | ABS-other | US | $0.05 | – | 0.00 |
| Nomura Holdings, Inc. | Long | Debt | JP | $319K | – | 0.04 |
| Northwest Pipeline LLC | Long | Debt | US | $270K | – | 0.03 |
| NSTAR Electric Co. | Long | Debt | US | $96K | – | 0.01 |
| NVR, Inc. | Long | Debt | US | $273K | – | 0.03 |
| NXP BV | Long | Debt | US | $3M | – | 0.30 |
| NXP BV | Long | Debt | US | $342K | – | 0.04 |
| NXP BV | Long | Debt | US | $253K | – | 0.03 |
| Oaktree CLO Ltd., Series 2021-1A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.42 |
| OBX Trust, Series 2024-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| OBX Trust, Series 2024-NQM1, Class A2 | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| OBX Trust, Series 2024-NQM4, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| Occidental Petroleum Corp. | Long | Debt | US | $574K | – | 0.07 |
| OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.40 |
| OIS | Derivative-interest rate | GB | $463K | – | 0.06 | |
| OIS | Derivative-interest rate | GB | $324K | – | 0.04 | |
| OIS | Derivative-interest rate | GB | $173K | – | 0.02 | |
| OIS | Derivative-interest rate | GB | $120K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $112K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $110K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $101K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $75K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $70K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $57K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $56K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $54K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $29K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $13K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-13K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-27K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-32K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-42K | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-59K | – | -0.01 | |
| OIS | Derivative-interest rate | GB | $-204K | – | -0.02 | |
| OIS | Derivative-interest rate | GB | $-306K | – | -0.04 | |
| OIS | Derivative-interest rate | GB | $-363K | – | -0.04 | |
| OIS | Derivative-interest rate | GB | $-1M | – | -0.16 | |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $157K | – | 0.02 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $119K | – | 0.01 |
| ONE Gas, Inc. | Long | Debt | US | $190K | – | 0.02 |
| One New York Plaza Trust, Series 2020-1NYP, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| ONEOK, Inc. | Long | Debt | US | $970K | – | 0.12 |
| ONEOK, Inc. | Long | Debt | US | $784K | – | 0.09 |
| Oracle Corp. | Long | Debt | US | $3M | – | 0.41 |
| Oracle Corp. | Long | Debt | US | $1M | – | 0.15 |
| Oracle Corp. | Long | Debt | US | $552K | – | 0.07 |
| Ovintiv, Inc. | Long | Debt | US | $40K | – | 0.00 |
| Pacific Gas and Electric Co. | Long | Debt | US | $402K | – | 0.05 |
| PacifiCorp | Long | Debt | US | $1M | – | 0.17 |
| PacifiCorp | Long | Debt | US | $89K | – | 0.01 |
| Palmer Square CLO Ltd., Series 2019-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.48 |
| Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.25 |
| Park Blue CLO 2022-II Ltd., Series 2022-2A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| PARK BLUE CLO Ltd., Series 2023-3A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.42 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $767K | – | 0.09 |
| Piedmont Natural Gas Co., Inc. | Long | Debt | US | $94K | – | 0.01 |
| POSCO | Long | Debt | KR | $358K | – | 0.04 |
| PPL Capital Funding, Inc. | Long | Debt | US | $48K | – | 0.01 |
| PPM CLO 6-R Ltd., Series 2022-6RA, Class A1R | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.40 |
| Progressive Corp. (The) | Long | Debt | US | $815K | – | 0.10 |
| Progressive Corp. (The) | Long | Debt | US | $205K | – | 0.02 |
| Prologis LP | Long | Debt | US | $1M | – | 0.16 |
| Prospect Capital Corp. | Long | Debt | US | $385K | – | 0.05 |
| Prospect Capital Corp. | Long | Debt | US | $131K | – | 0.02 |
| Province of Alberta (Province of Alberta Canada) | Long | Debt | CA | $51K | – | 0.01 |
| Province of British Columbia (Province of British Columbia Canada) | Long | Debt | CA | $21K | – | 0.00 |
| Province of Ontario (Province of Ontario Canada) | Long | Debt | CA | $47K | – | 0.01 |
| Province of Ontario (Province of Ontario Canada) | Long | Debt | CA | $43K | – | 0.01 |
| Province of Ontario (Province of Ontario Canada) | Long | Debt | CA | $33K | – | 0.00 |
| Province of Ontario (Province of Ontario Canada) | Long | Debt | CA | $23K | – | 0.00 |
| Province of Ontario (Province of Ontario Canada) | Long | Debt | CA | $22K | – | 0.00 |
| Province of Quebec (Province of Quebec Canada) | Long | Debt | CA | $48K | – | 0.01 |
| Province of Quebec (Province of Quebec Canada) | Long | Debt | CA | $48K | – | 0.01 |
| Province of Quebec (Province of Quebec Canada) | Long | Debt | CA | $24K | – | 0.00 |
| Public Storage Operating Co. | Long | Debt | US | $819K | – | 0.10 |
| Public Storage Operating Co. | Long | Debt | US | $523K | – | 0.06 |
| Public Storage Operating Co. | Long | Debt | US | $143K | – | 0.02 |
| Quanta Services, Inc. | Long | Debt | US | $421K | – | 0.05 |
| Quanta Services, Inc. | Long | Debt | US | $90K | – | 0.01 |
| Regal Rexnord Corp. | Long | Debt | US | $3M | – | 0.32 |
| Regeneron Pharmaceuticals, Inc. | Long | Debt | US | $1M | – | 0.16 |
| Reliance, Inc. | Long | Debt | US | $532K | – | 0.06 |
| Republic of Chile | Long | Debt | CL | $544K | – | 0.07 |
| Republic of Panama | Long | Debt | PA | $294K | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $783K | – | 0.09 |
| Republic Services, Inc. | Long | Debt | US | $176K | – | 0.02 |
| Retail Opportunity Investments Partnership LP | Long | Debt | US | $1M | – | 0.17 |
| Rogers Communications, Inc. | Long | Debt | CA | $3M | – | 0.38 |
| Royal Bank of Canada | Long | Debt | CA | $471K | – | 0.06 |
| Royalty Pharma plc | Long | Debt | GB | $1M | – | 0.15 |
| RR 26 Ltd., Series 2023-26A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.26 |
| RTX Corp. | Long | Debt | US | $3M | – | 0.34 |
| RTX Corp. | Long | Debt | US | $791K | – | 0.09 |
| RTX Corp. | Long | Debt | US | $670K | – | 0.08 |
| S&P Global, Inc. | Long | Debt | US | $786K | – | 0.09 |
| Santander Drive Auto Receivables Trust, Series 2021-1, Class D | Long | ABS-other | US | $202K | – | 0.02 |
| Santander Drive Auto Receivables Trust, Series 2021-3, Class D | Long | ABS-other | US | $841K | – | 0.10 |
| Saudi Arabian Oil Co. | Long | Debt | SA | $2M | – | 0.27 |
| Saudi Arabian Oil Co. | Long | Debt | SA | $196K | – | 0.02 |
| Schlumberger Finance Canada Ltd. | Long | Debt | CA | $1M | – | 0.12 |
| Sempra | Long | Debt | US | $191K | – | 0.02 |
| Sempra | Long | Debt | US | $96K | – | 0.01 |
| ServiceNow, Inc. | Long | Debt | US | $481K | – | 0.06 |
| Silver Point CLO 1 Ltd., Series 2022-1A, Class A1 | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.13 |
| Simon Property Group LP | Long | Debt | US | $74K | – | 0.01 |
| Solventum Corp. | Long | Debt | US | $2M | – | 0.23 |
| Solventum Corp. | Long | Debt | US | $1M | – | 0.16 |
| Solventum Corp. | Long | Debt | US | $931K | – | 0.11 |
| SOP | Derivative-interest rate | US | $64K | – | 0.01 | |
| SOP | Derivative-interest rate | US | $60K | – | 0.01 | |
| SOP | Derivative-interest rate | US | $47K | – | 0.01 | |
| SOP | Derivative-interest rate | US | $-35K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-41K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-53K | – | -0.01 | |
| Southern Co. (The), Series 21-B | Long | Debt | US | $495K | – | 0.06 |
| Southern Co. Gas Capital Corp., Series 20-A | Long | Debt | US | $83K | – | 0.01 |
| Southern Copper Corp. | Long | Debt | US | $183K | – | 0.02 |
| Southern Power Co. | Long | Debt | US | $148K | – | 0.02 |
| Southwestern Electric Power Co., Series N | Long | Debt | US | $237K | – | 0.03 |
| Southwick Park CLO LLC, Series 2019-4A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.24 |
| Sprint Capital Corp. | Long | Debt | US | $1M | – | 0.12 |
| State Board of Administration Finance Corp., Series A | Long | Debt | US | $65K | – | 0.01 |
| Steel Dynamics, Inc. | Long | Debt | US | $677K | – | 0.08 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.25 |
| Sunnova Hestia I Issuer LLC, Series 2023-GRID1, Class 1A | Long | ABS-other | US | $267K | – | 0.03 |
| T-Mobile USA, Inc. | Long | Debt | US | $5M | – | 0.59 |
| T-Mobile USA, Inc. | Long | Debt | US | $2M | – | 0.22 |
| Targa Resources Corp. | Long | Debt | US | $202K | – | 0.02 |
| Targa Resources Partners LP | Long | Debt | US | $2M | – | 0.22 |
| Telefonica Emisiones SA | Long | Debt | ES | $749K | – | 0.09 |
| Thomson Reuters Corp. | Long | Debt | CA | $97K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $740K | – | 0.09 |
| Towd Point Mortgage Trust, Series 2020-1, Class A2A | Long | ABS-mortgage backed security | US | $687K | – | 0.08 |
| Treasury Repurchase Agreement (HSBC SECURITIES USA INC) | Long | Repurchase agreement | US | $5M | – | 0.60 |
| Treasury Repurchase Agreement (CF SECURED LLC) | Long | Repurchase agreement | US | $5M | – | 0.59 |
| Treasury Repurchase Agreement (SANTANDER US CAPITAL MARKETS LLC) | Long | Repurchase agreement | US | $2M | – | 0.24 |
| Treasury Repurchase Agreement (SOCIETE GENERALE NY BRANCH) | Long | Repurchase agreement | US | $2M | – | 0.24 |
| Trinity Acquisition plc | Long | Debt | GB | $247K | – | 0.03 |
| Tucson Electric Power Co. | Long | Debt | US | $83K | – | 0.01 |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $915K | – | 0.11 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $118K | – | 0.01 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $735K | – | 0.09 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $2M | – | 0.21 | |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $28M | – | 3.40 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $11M | – | 1.27 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $11M | – | 1.26 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 1.11 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 1.06 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $7M | – | 0.87 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $7M | – | 0.87 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $7M | – | 0.80 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $6M | – | 0.66 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $5M | – | 0.62 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.47 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.42 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.33 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.32 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.30 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.23 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.17 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4K | – | 0.00 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $3M | – | 0.32 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $615K | – | 0.07 |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $-210K | – | -0.03 | |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-14K | – | -0.00 | |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.14 |
| UBS Group AG | Long | Debt | CH | $790K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $419K | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $23M | – | 2.72 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $12M | – | 1.49 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $10M | – | 1.19 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $9M | – | 1.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8M | – | 1.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8M | – | 0.98 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.88 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $7M | – | 0.81 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $5M | – | 0.63 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $4M | – | 0.44 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.40 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.40 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.40 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.38 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.38 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.37 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.36 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.34 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $998K | – | 0.12 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $986K | – | 0.12 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $923K | – | 0.11 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $917K | – | 0.11 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $882K | – | 0.11 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $822K | – | 0.10 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $796K | – | 0.10 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $791K | – | 0.09 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $784K | – | 0.09 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $687K | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $687K | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $656K | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $650K | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $554K | – | 0.07 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $428K | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $384K | – | 0.05 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $299K | – | 0.04 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $273K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $214K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $19M | – | 2.33 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $9M | – | 1.09 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $7M | – | 0.84 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-937K | – | -0.11 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-963K | – | -0.12 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-3M | – | -0.38 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-4M | – | -0.50 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-14M | – | -1.70 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-35M | – | -4.19 |
| Unilever Capital Corp. | Long | Debt | US | $432K | – | 0.05 |
| Union Electric Co. | Long | Debt | US | $92K | – | 0.01 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.17 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.15 |
| UnitedHealth Group, Inc. | Long | Debt | US | $1M | – | 0.14 |
| UnitedHealth Group, Inc. | Long | Debt | US | $820K | – | 0.10 |
| UnitedHealth Group, Inc. | Long | Debt | US | $440K | – | 0.05 |
| UnitedHealth Group, Inc. | Long | Debt | US | $256K | – | 0.03 |
| US Bancorp | Long | Debt | US | $1M | – | 0.13 |
| Veralto Corp. | Long | Debt | US | $3M | – | 0.31 |
| Verizon Communications, Inc. | Long | Debt | US | $1M | – | 0.17 |
| Verizon Communications, Inc. | Long | Debt | US | $1M | – | 0.16 |
| VICI Properties LP | Long | Debt | US | $244K | – | 0.03 |
| VICI Properties LP | Long | Debt | US | $188K | – | 0.02 |
| Virginia Electric and Power Co., Series B | Long | Debt | US | $181K | – | 0.02 |
| VMware LLC | Long | Debt | US | $35K | – | 0.00 |
| Voya CLO Ltd., Series 2019-2A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.36 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $3M | – | 0.40 |
| WEC Energy Group, Inc. | Long | Debt | US | $182K | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $360K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class A5 | Long | ABS-mortgage backed security | US | $479K | – | 0.06 |
| Western Midstream Operating LP | Long | Debt | US | $891K | – | 0.11 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $392K | – | 0.05 |
| Williams Cos., Inc. (The) | Long | Debt | US | $973K | – | 0.12 |
| Willis North America, Inc. | Long | Debt | US | $246K | – | 0.03 |
| Willis North America, Inc. | Long | Debt | US | $182K | – | 0.02 |
| Wisconsin Power and Light Co. | Long | Debt | US | $145K | – | 0.02 |
| Wisconsin Power and Light Co. | Long | Debt | US | $29K | – | 0.00 |
| Xcel Energy, Inc. | Long | Debt | US | $785K | – | 0.09 |
| Xcel Energy, Inc. | Long | Debt | US | $748K | – | 0.09 |
| Xilinx, Inc. | Long | Debt | US | $222K | – | 0.03 |
| Zoetis, Inc. | Long | Debt | US | $452K | – | 0.05 |
| Zoetis, Inc. | Long | Debt | US | $427K | – | 0.05 |
Address
Nationwide Mutual Funds
One Nationwide Plaza
Columbus
Ohio
43215
United States of America
Websites
Directors
Lorn C. Davis
David E. Wezdenko
Douglas F. Kridler
Barbara I. Jacobs
Keith F. Karlawish
Charlotte Tiedemann Petersen
Kristina Junco Bradshaw
M. Diane Koken
Carol A. Kosel
Transfer Agents
NATIONWIDE FUND MANAGEMENT, LLC
U.S. BANCORP FUND SERVICES, LLC
Pricing Services
Bloomberg L.P.
Refinitiv Global Markets Inc.
Custodians
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
N/A
Admins
NATIONWIDE FUND MANAGEMENT, LLC
JPMORGAN CHASE BANK, N.A.
Brokers
BofA Securities, Inc.
BMO Capital Markets Corp.
Morgan Stanley & Co. LLC
J.P. Morgan Securities LLC
Barclays Capital, Inc.
UBS Securities LLC
BNP Paribas Securities Corp.
Credit Suisse Securities (USA) LLC
Goldman Sachs & Co. LLC
Citigroup Global Markets Inc.