# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0001145549-23-012330
**Filing Date:** 2023-2
**Character Count:** 159081
**Document Hash:** 9729c01c9b25318128e3d1c4854aa469
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012330.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012330

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 23678899

**BUSINESS ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401
- **BUSINESS PHONE:** 610-676-3419

**MAIL ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19960603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19921014

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19921014

## Series and Classes Contracts Data

### LARGE COMPANY GROWTH PORTFOLIO (Series ID: S000001045)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000002805 | INVESTMENT CLASS    | DTLGX           |
| C000002806 | INSTITUTIONAL CLASS | WLCGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilshire Mutual Funds Inc

- **b. Investment Company Act file number:** 811-07076

- **c. CIK number of Registrant:** 0000890453

- **d. LEI of Registrant:** 5493002LR0X1H0O6US42

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

  - **Street Address 1:** 1299 Ocean Avenue

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90401-1085

  - **Telephone number:** 310-451-3051

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

- **a. Name of Series:** Large Company Growth Portfolio

- **b. EDGAR series identifier (if any):** S000001045

- **c. LEI of Series:** 5493008FBDJM8LYZ8S38

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $200848521.86

**Total Liabilities:** $2328099.33

**Net Assets:** $198520422.53

**Delayed Delivery Securities:** $102845.19

**Cash Not Reported:** $12392502.26

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002805 | 5.16%                | 4.78%                | -7.41%               |
| Class ID C000002806 | 5.19%                | 4.77%                | -7.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2544273.37             | $11042007.41                               |
| Month 2  | $-2302966.36             | $10725636.92                               |
| Month 3  | $-503492.84              | $-12163255.33                              |

**Designated Index Information**

- **Index Name:** Russell 1000 Growth Index Total Return

- **Index Identifier:** RU10GRTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Coca-Cola Co/The               | Coca-Cola Co/The                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      9799 | NS      | $623314.39    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corp                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      5624 | NS      | $264946.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2479 | NS      | $141774.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2018-C-GS                          | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     93804 | PA      | $89947.69     | 0.05%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Copart Inc                     | Copart Inc                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     17706 | NS      | $1078118.34   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                | Core & Main Inc                                                  | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11016 | NS      | $212718.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      5969 | NS      | $2724848.50   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc             | Coupa Software Inc                                               | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       324 | NS      | $25651.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc       | Crowdstrike Holdings Inc                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1953 | NS      | $205631.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                       | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706955 | PA      | $48829.89     | 0.02%             | 2053-09-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52379.70     | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5425 | NS      | $1439903.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc        | Darling Ingredients Inc                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2767 | NS      | $173186.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                    | Datadog Inc                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     11244 | NS      | $826434.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-2                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273235 | PA      | $259859.94    | 0.13%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                     | Dexcom Inc                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       263 | NS      | $29782.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       212 | NS      | $28997.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                               | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60690.00     | 0.03%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3108 | NS      | $765345.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2166 | NS      | $105744.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc      | DoubleVerify Holdings Inc                                        | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5277 | NS      | $115882.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138150.15    | 0.07%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62672.87     | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Doximity Inc                   | Doximity Inc                                                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       791 | NS      | $26545.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                  | Dynatrace Inc                                                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4882 | NS      | $186980.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     13593 | NS      | $1760565.36   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc            | Eagle Materials Inc                                              | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       451 | NS      | $59915.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1967 | NS      | $81571.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                       | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60589.47     | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     19265 | NS      | $1437361.65   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp          | Encompass Health Corp                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2237 | NS      | $133794.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc             | Enphase Energy Inc                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       182 | NS      | $48222.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                   | Entegris Inc                                                     | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      6247 | NS      | $409740.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88872.80     | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63060.14     | 0.03%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc               | EPAM Systems Inc                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      3540 | NS      | $1160199.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51075.64     | 0.03%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                      | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    126000 | PA      | $113938.27    | 0.06%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Equitrans Midstream Corp       | Equitrans Midstream Corp                                         | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      4091 | NS      | $27409.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                       | Etsy Inc                                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3791 | NS      | $454085.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-7                                  | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255869 | PA      | $198358.45    | 0.10%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                      | Jabil Inc                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      6566 | NS      | $447801.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C12              | CUSIP: 46639NAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $156070.69    | 0.08%             | 2045-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Trust 2015-3                                           | CUSIP: 46644MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52449 | PA      | $46637.29     | 0.02%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     69000 | PA      | $52970.96     | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31277.65     | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    236000 | PA      | $203882.05    | 0.10%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45269.35     | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-2                                  | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53176 | PA      | $45975.18     | 0.02%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP MORGAN MORTGAGE TRUST 2018-5                                  | CUSIP: 46649KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98606 | PA      | $85445.54     | 0.04%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-1                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11789 | PA      | $10810.42     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $125474.69    | 0.06%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       344 | NS      | $60767.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                     | Kellogg Co                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       885 | NS      | $63047.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                             | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15875.87     | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                 | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66819.64     | 0.03%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67981.21     | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65933.85     | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aimco                          | Aimco CLO 11 Ltd                                                 | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973409.00    | 0.49%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    148000 | PA      | $116156.91    | 0.06%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14138 | NS      | $2284842.18   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                       | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118006.10    | 0.06%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABIOMED INC                    | ABIOMED INC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1153 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Acadia Healthcare Co Inc       | Acadia Healthcare Co Inc                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     12695 | NS      | $1045052.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4120 | NS      | $1386503.60   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2641 | NS      | $224300.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     12468 | NS      | $807552.36    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2429 | NS      | $363499.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                     | Airbnb Inc                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       293 | NS      | $25051.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd      | Alibaba Group Holding Ltd                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      1736 | NS      | $152924.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc           | Align Technology Inc                                             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1067 | NS      | $225030.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc       | Allegro MicroSystems Inc                                         | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1073 | NS      | $32211.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     59558 | NS      | $5284581.34   | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6864 | NS      | $605610.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      5947 | NS      | $271837.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     88000 | PA      | $75165.29     | 0.04%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     69815 | NS      | $5864460.00   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                   | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80244.40     | 0.04%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66465.42     | 0.03%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT       | American Airlines 2016-2 Class AA Pass Through Trust             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55402 | PA      | $47989.39     | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT       | American Airlines 2016-1 Class AA Pass Through Trust             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7144 | PA      | $6357.72      | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT         | American Airlines 2015-2 Class AA Pass Through Trust             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71286 | PA      | $63242.62     | 0.03%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Express Co            | American Express Co                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1837 | NS      | $271416.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64202.06     | 0.03%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                                      | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63974.96     | 0.03%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP            | American International Group Inc                                 | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27099.69     | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2021-2                  | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90986.23     | 0.05%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5362 | NS      | $749178.64    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2389 | NS      | $627446.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106686.77    | 0.05%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      9923 | NS      | $755537.22    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79644.64     | 0.04%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp          | Antero Resources Corp                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     11037 | NS      | $342036.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        51 | NS      | $26161.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     56004 | NS      | $7276599.72   | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                      | Apple Inc                                                        | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67905.92     | 0.03%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1163 | NS      | $113252.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd           | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $252703.24    | 0.13%             | 2034-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd           | CUSIP: 03881EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $327383.74    | 0.16%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     10952 | NS      | $1329025.20   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                     | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50426.15     | 0.03%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                | AstraZeneca PLC                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     12029 | NS      | $815566.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2978 | NS      | $556498.86    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $15728.44     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64000 | PA      | $62400.00     | 0.03%             | 2023-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44800 | PA      | $40432.00     | 0.02%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KREST Commercial Mortgage Secu | KREST Commercial Mortgage Securities Trust 2021-CHIP             | CUSIP: 50085PAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $192980.45    | 0.10%             | 2044-11-05      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co           | Lamar Advertising Co                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       289 | NS      | $27281.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      3944 | NS      | $352435.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc            | Landstar System Inc                                              | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       964 | NS      | $157035.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp     | Lattice Semiconductor Corp                                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2159 | NS      | $140075.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Laurel Road Prime Student Loan | Laurel Road Prime Student Loan Trust 2020-A                      | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162459 | PA      | $145849.43    | 0.07%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One                           | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9405 | NS      | $562230.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3332 | NS      | $1218978.88   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc  | Lincoln Electric Holdings Inc                                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1244 | NS      | $179745.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     11519 | NS      | $803335.06    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan Ltd.        | Loanpal Solar Loan 2020-2 Ltd                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170329 | PA      | $141146.60    | 0.07%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       167 | NS      | $81243.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3890 | NS      | $775043.60    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       667 | NS      | $213693.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL6 Ltd                                                 | CUSIP: 55283TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    175000 | PA      | $160919.10    | 0.08%             | 2036-07-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                 | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $187243.57    | 0.09%             | 2036-10-16      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     24004 | NS      | $804854.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                          | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69444.41     | 0.03%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26821.97     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1620 | NS      | $753575.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MAIN STREET CAPITAL CORP       | Main Street Capital Corp                                         | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95178.82     | 0.05%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      5085 | NS      | $617319.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Marble Point CLO Ltd.          | Marble Point CLO XIV Ltd                                         | CUSIP: 56608KAN3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $439776.00    | 0.22%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2021-1                                    | CUSIP: 57110NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $190204.96    | 0.10%             | 2031-06-16      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       794 | NS      | $131391.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc         | Marvell Technology Inc                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24813 | NS      | $919073.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3830 | NS      | $1331805.90   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       262 | NS      | $69044.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3120 | NS      | $1170374.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc               | MercadoLibre Inc                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       851 | NS      | $720150.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1177 | NS      | $130588.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                 | PDC Energy Inc                                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      1870 | NS      | $118707.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                               | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94194.17     | 0.05%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| PTC Inc                        | PTC Inc                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3386 | NS      | $406455.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $49173.44     | 0.02%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7000 | PA      | $5701.72      | 0.00%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Palmer Square CLO Ltd          | Palmer Square CLO 2019-1 Ltd                                     | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243951.00    | 0.12%             | 2034-11-14      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc         | Palo Alto Networks Inc                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3710 | NS      | $517693.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20100 | PA      | $19735.69     | 0.01%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    172000 | PA      | $161438.13    | 0.08%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156000 | PA      | $138498.75    | 0.07%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32000 | PA      | $30950.00     | 0.02%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52000 | PA      | $48538.75     | 0.02%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1894.69      | 0.00%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2400 | PA      | $2319.75      | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     61000 | PA      | $59074.69     | 0.03%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $17281.09     | 0.01%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    109000 | PA      | $111180.00    | 0.06%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17900 | PA      | $17799.31     | 0.01%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     91000 | PA      | $90431.25     | 0.05%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $65628.75     | 0.03%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    103000 | PA      | $102645.94    | 0.05%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     12720 | NS      | $6743889.60   | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc             | Unity Software Inc                                               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       685 | NS      | $19584.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Display Corp         | Universal Display Corp                                           | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $258107.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc               | Vail Resorts Inc                                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2148 | NS      | $511975.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc              | Veeva Systems Inc                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      7380 | NS      | $1190984.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70982.95     | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79220.90     | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     10401 | NS      | $3003600.78   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     24531 | NS      | $5096560.56   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Solar Financing LLC     | Vivint Solar Financing VII LLC                                   | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183770 | PA      | $141460.33    | 0.07%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      5704 | NS      | $659154.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1796 | NS      | $557316.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                     | VMware Inc                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                     | VMware Inc                                                       | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79105.51     | 0.04%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC  | Volvo Financial Equipment LLC Series 2020-1                      | CUSIP: 92888EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94146.27     | 0.05%             | 2028-03-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Voya High Yield Bond Fund      | Voya High Yield Bond Fund                                        | CUSIP: 92913L593<br>LEI: OTPD0VW0B2EUAT57PE57 | Long             | EC               | RF                | US        |    134820 | NS      | $885765.62    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Emerging Markets Hard Cur | Voya Emerging Markets Hard Currency Debt Fund                    | CUSIP: 92913M401<br>LEI: 549300SMBQ3OC2DD8W64 | Long             | EC               | RF                | US        |    107914 | NS      | $794246.32    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Investment Grade Credit F | Voya Investment Grade Credit Fund                                | CUSIP: 92913M708<br>LEI: 5493007IKJE2N4RJF070 | Long             | EC               | RF                | US        |     72170 | NS      | $645924.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     19304 | NS      | $1374830.88   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4763 | NS      | $860483.58    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                    | PepsiCo Inc                                                      | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     79000 | PA      | $69805.82     | 0.04%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                      | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71595.30     | 0.04%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Pinduoduo Inc                  | Pinduoduo Inc                                                    | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | CN        |      5211 | NS      | $424957.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co   | Pioneer Natural Resources Co                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1103 | NS      | $251914.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1089 | NS      | $165048.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4823 | NS      | $625591.33    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc     | Prometheus Biosciences Inc                                       | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4290 | NS      | $471900.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Tru | Provident Funding Mortgage Trust 2021-J1                         | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $58341.34     | 0.03%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     20552 | NS      | $2259486.88   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp           | Range Resources Corp                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4611 | NS      | $115367.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECH CORP             | Raytheon Technologies Corp                                       | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85325.42     | 0.04%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T | Ready Capital Mortgage Financing 2021-FL5 LLC                    | CUSIP: 75574YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $338730.63    | 0.17%             | 2038-04-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95562.50     | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reata Pharmaceuticals Inc      | Reata Pharmaceuticals Inc                                        | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      7134 | NS      | $271020.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                    | ROBLOX Corp                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $20548.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2503 | NS      | $1081521.27   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       224 | NS      | $25999.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                | Ross Stores Inc                                                  | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113260.03    | 0.06%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                             | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $71157.28     | 0.04%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $57056.42     | 0.03%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     61000 | PA      | $54575.24     | 0.03%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $50952.78     | 0.03%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $65651.63     | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3447 | NS      | $1154538.18   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1509 | NS      | $422987.79    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2869 | NS      | $47625.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $152376.39    | 0.08%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50043.75     | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv | Santander Consumer Auto Receivables Trust 2021-A                 | CUSIP: 80282YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $136732.19    | 0.07%             | 2026-11-16      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2020-3                    | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88538 | PA      | $87757.17     | 0.04%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2019-3                    | CUSIP: 80286HAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122238 | PA      | $121085.35    | 0.06%             | 2025-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2021-2                    | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97148.43     | 0.05%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Voya Securitized Credit Fund   | Voya Securitized Credit Fund                                     | CUSIP: 92913M757<br>LEI: 549300IRVV55AI1KRN67 | Long             | EC               | RF                | US        |    644840 | NS      | $5661693.90   | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C21                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $167896.64    | 0.08%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      9602 | NS      | $958375.62    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                      | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70672.96     | 0.04%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2850 | NS      | $447108.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       199 | NS      | $68173.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust            | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104171 | PA      | $88983.56     | 0.04%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    173000 | PA      | $163749.86    | 0.08%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35463.20     | 0.02%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp       | Western Alliance Bancorp                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       274 | NS      | $16319.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2876 | NS      | $330509.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        60 | NS      | $10039.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp        | Zebra Technologies Corp                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1389 | NS      | $356153.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     14996 | NS      | $2197663.80   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc      | ZoomInfo Technologies Inc                                        | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1554 | NS      | $46790.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -20 | NC      | $2512.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                                           | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     12499 | NS      | $784687.22    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4466 | NS      | $1191707.44   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd             | Capri Holdings Ltd                                               | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | GB        |      4124 | NS      | $236387.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |     11978 | NS      | $1879947.10   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd           | Everest Re Group Ltd                                             | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      1851 | NS      | $613180.77    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GS_TRS_RUSSELL 1000 GROWTH TOTAL RETURN INDEX                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1657531.13  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       995 | NS      | $543668.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-779.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $5995.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -8 | NC      | $8983.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -12 | NC      | $9913.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -8 | NC      | $11483.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CDX.NA.HY.39.V1 (BUY PROTECTION)                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $2785.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98492.90     | 0.05%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      7728 | NS      | $904253.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     19500 | NS      | $2849730.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners       | OHA Credit Funding 4 Ltd                                         | CUSIP: 67098DAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488293.50    | 0.25%             | 2036-10-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        15 | NS      | $12660.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94069.00     | 0.05%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-J3 Trust                                                | CUSIP: 67448XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $264654.04    | 0.13%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       392 | NS      | $24692.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 32 | Octagon Investment Partners 32 Ltd                               | CUSIP: 67578BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240087.25    | 0.12%             | 2029-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Olaplex Holdings Inc           | Olaplex Holdings Inc                                             | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4047 | NS      | $21084.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4340 | NS      | $354751.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170712.40    | 0.09%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust         | Oscar US Funding XII LLC                                         | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    200000 | PA      | $185975.56    | 0.09%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                    | Ovintiv Inc                                                      | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3551 | NS      | $180071.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd               | Schlumberger Ltd                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      5360 | NS      | $286545.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2019-CH2                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |      4706 | PA      | $4571.44      | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-1                                    | CUSIP: 81747KAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $231550.45    | 0.12%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2019-CH3                                  | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6769 | PA      | $6276.09      | 0.00%             | 2049-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2020-4                                    | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $129280.42    | 0.07%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1986 | NS      | $771104.22    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                | Shake Shack Inc                                                  | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      2425 | NS      | $100710.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2629 | NS      | $623940.57    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO        | Sierra Pacific Power Co                                          | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112374.52    | 0.06%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY     | Signature Bank/New York NY                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1933 | NS      | $222720.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1433 | NS      | $168348.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      4588 | NS      | $658561.52    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-B Trust                      | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62027 | PA      | $60047.87     | 0.03%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2017-C LLC                        | CUSIP: 83405DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30883 | PA      | $30747.18     | 0.02%             | 2040-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2021-1 Trust                          | CUSIP: 83407CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $329708.51    | 0.17%             | 2030-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc     | SolarEdge Technologies Inc                                       | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |      3111 | NS      | $881252.97    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71425.20     | 0.04%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       131 | NS      | $12995.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62013.78     | 0.03%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT       | Sumitomo Mitsui Trust Bank Ltd                                   | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     63000 | PA      | $57244.26     | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC             | Sunnova Helios IV Issuer LLC                                     | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188665 | PA      | $156996.00    | 0.08%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1678 | NS      | $535768.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp         | Synovus Financial Corp                                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1028 | NS      | $38601.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1911 | NS      | $62795.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      2638 | NS      | $201675.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TCI-Symphony CLO               | TCI-Symphony CLO 2016-1 Ltd                                      | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489986.46    | 0.25%             | 2032-10-13      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3960 | NS      | $315216.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54700.90     | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14576.77     | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4316 | NS      | $317226.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10991 | NS      | $1353871.38   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                 | Tetra Tech Inc                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2200 | NS      | $319418.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1535 | NS      | $253612.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The             | Trade Desk Inc/The                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     14060 | NS      | $630309.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       264 | NS      | $31658.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc              | Toll Brothers Inc                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1825 | NS      | $91104.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      2140 | NS      | $481435.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA       | Trans-Allegheny Interstate Line Co                               | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $98420.92     | 0.05%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3412 | NS      | $2148365.80   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc          | TransMedics Group Inc                                            | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5534 | NS      | $341558.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      3633 | NS      | $132241.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                    | Trex Co Inc                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4562 | NS      | $193109.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                               | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    119000 | PA      | $103567.13    | 0.05%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc         | Tyler Technologies Inc                                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1820 | NS      | $586786.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc          | Uber Technologies Inc                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     16116 | NS      | $398548.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       899 | NS      | $421693.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2014-2 A PTT        | United Airlines 2014-2 Class A Pass Through Trust                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4783 | NS      | $831476.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       649 | NS      | $230667.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39035.48     | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2826 | NS      | $675018.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        78 | NS      | $192362.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                       | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    101000 | PA      | $85410.15     | 0.04%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $172250.00    | 0.09%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2020-BID Mortgage Trust                                    | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $58412.71     | 0.03%             | 2037-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    142000 | PA      | $125625.70    | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2018-TALL Mortgage Trust                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $167804.66    | 0.08%             | 2037-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings I | BJ's Wholesale Club Holdings Inc                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      4109 | NS      | $271851.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991767 | PA      | $74864.41     | 0.04%             | 2054-07-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Ball Corp                      | Ball Corp                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      6637 | NS      | $339416.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69510.42     | 0.04%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58916.80     | 0.03%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $136934.28    | 0.07%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93341.90     | 0.05%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    318000 | PA      | $279404.34    | 0.14%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LL | Beacon Container Finance II LLC                                  | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88333 | PA      | $76193.77     | 0.04%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B19 Mortgage Trust                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993658 | PA      | $76006.77     | 0.04%             | 2053-09-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995371 | PA      | $55074.96     | 0.03%             | 2054-09-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXIII Ltd                            | CUSIP: 08186VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242705.25    | 0.12%             | 2034-04-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       652 | NS      | $52296.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1703 | NS      | $471594.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA       | Blackstone Holdings Finance Co LLC                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    143000 | PA      | $116409.44    | 0.06%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                  | H&R Block Inc                                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      8963 | NS      | $327239.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                   | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189332.80    | 0.10%             | 2025-11-19      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                    | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75498.63     | 0.04%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       173 | NS      | $348643.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Co | Booz Allen Hamilton Holding Corp                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       730 | NS      | $76299.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3450 | NS      | $1928998.50   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45820.00     | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                                | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1635 | NS      | $107517.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      8284 | NS      | $544093.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2020-VKNG                           | CUSIP: 12433YAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66703.85     | 0.03%             | 2037-10-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       918 | NS      | $115181.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       985 | NS      | $175901.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2021-I Ltd                                          | CUSIP: 12563EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245939.75    | 0.12%             | 2033-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                | CLI Funding VIII LLC                                             | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114767 | PA      | $97454.01     | 0.05%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2021-J3                                                | CUSIP: 12565VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    446559 | PA      | $345350.28    | 0.17%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2022-I Ltd                                          | CUSIP: 12570LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242694.00    | 0.12%             | 2035-04-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146350.65    | 0.07%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    148000 | PA      | $116478.07    | 0.06%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2969 | NS      | $476940.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       875 | NS      | $36400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc               | Carlisle Cos Inc                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        98 | NS      | $23093.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117971.84    | 0.06%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       500 | NS      | $119780.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6929 | NS      | $568247.29    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $686807.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $73614.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112241.64    | 0.06%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                 | Cloudflare Inc                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       580 | NS      | $26221.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     17430 | NS      | $279577.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2020-3                       | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102943 | PA      | $101825.66    | 0.05%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17701.02     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26494.92     | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                | Fair Isaac Corp                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       150 | NS      | $89787.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd                   | Farfetch Ltd                                                     | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | GB        |      5750 | NS      | $27197.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2513944 | PA      | $52035.12     | 0.03%             | 2030-04-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995570 | PA      | $55544.27     | 0.03%             | 2030-09-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1396344 | PA      | $62957.95     | 0.03%             | 2030-12-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459710 | PA      | $43439.51     | 0.02%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398506 | PA      | $36815.40     | 0.02%             | 2030-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 CLASS AA          | FedEx Corp 2020-1 Class AA Pass Through Trust                    | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226836 | PA      | $184185.10    | 0.09%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                | First Solar Inc                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      3343 | NS      | $500747.97    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                       | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52392.42     | 0.03%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc      | FleetCor Technologies Inc                                        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       653 | NS      | $119943.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     26880 | NS      | $1314163.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                       | Fox Corp                                                         | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76351.04     | 0.04%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-HART                           | CUSIP: 36259DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $159381.95    | 0.08%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                     | GSCG Trust 2019-600C                                             | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $163349.28    | 0.08%             | 2034-09-06      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc              | GXO Logistics Inc                                                | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       276 | NS      | $11782.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                    | Gartner Inc                                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       159 | NS      | $53446.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                                       | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      6306 | NS      | $267248.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73154.09     | 0.04%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72370.08     | 0.04%             | 2026-02-12      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       112 | NS      | $62300.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co   | Graphic Packaging Holding Co                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4835 | NS      | $107578.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                                 | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $253063.06    | 0.13%             | 2039-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     98000 | PA      | $90160.00     | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       118 | NS      | $28315.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       178 | NS      | $7004.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1379 | NS      | $319335.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     10222 | NS      | $3228720.92   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                               | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    103000 | PA      | $87531.98     | 0.04%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                    | HubSpot Inc                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       441 | NS      | $127506.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       500 | NS      | $256095.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2582 | NS      | $589548.06    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3131 | NS      | $1277322.76   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       829 | NS      | $182628.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1168 | NS      | $236169.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1625 | NS      | $130520.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                       | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32202.79     | 0.02%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE       | Intercontinental Exchange Inc                                    | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87630.21     | 0.04%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5203 | NS      | $2025111.66   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      7140 | NS      | $1894599.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1056 | NS      | $216363.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-INV3                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82578 | PA      | $72342.38     | 0.04%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-2                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75452 | PA      | $64657.33     | 0.03%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       591 | NS      | $854260.95    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     65514 | NS      | $15711567.48  | 7.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                 | Microsoft Corp                                                   | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139854.30    | 0.07%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1543 | NS      | $108395.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      7604 | NS      | $380047.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                               | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $66421.05     | 0.03%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1074 | NS      | $354656.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc   | Monolithic Power Systems Inc                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1371 | NS      | $484799.31    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     21077 | NS      | $2139947.81   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       177 | NS      | $49315.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    223000 | PA      | $207126.41    | 0.10%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104246.88    | 0.05%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26772.17     | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99379.33     | 0.05%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93990.24     | 0.05%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105046.80    | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2020-2                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57692 | PA      | $46929.29     | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2939 | NS      | $757409.69    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                     | Natera Inc                                                       | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26693 | NS      | $1072257.81   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       645 | NS      | $40828.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69283 | PA      | $59870.01     | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2187 | NS      | $644902.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc     | Neurocrine Biosciences Inc                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2785 | NS      | $332640.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11078 | NS      | $926120.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Wilshire Mutual Funds Inc

**Signature:** /s/Bendukai Bouey

**Name of Signer:** Wilshire Mutual Funds Inc

**Title:** Chief Compliance Officer