# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0000894189-26-016486
**Filing Date:** 2026-5
**Character Count:** 205235
**Document Hash:** b2aa9ccd830d245956ea802e1a860f6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-016486.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000894189-26-016486

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 261037507

**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           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS - 82.4%** | **Shares**  | **Value**  |
| **Communication Services - 11.8%** | **Communication Services - 11.8%** | |
| Alphabet, Inc. - Class A | 8240 | $2369494 |
| Alphabet, Inc. - Class C | 41775 | 11983577 |
| Iridium Communications, Inc. | 4132 | 114622 |
| Meta Platforms, Inc. - Class A | 14652 | 8382849 |
| Netflix, Inc. <sup>(a)</sup> | 34657 | 3332271 |
| Reddit, Inc. - Class A <sup>(a)</sup> | 3300 | 444345 |
| Roku, Inc. <sup>(a)</sup> | 8862 | 838522 |
| Sea Ltd. - ADR <sup>(a)</sup> | 16077 | 1331336 |
| Spotify Technology SA <sup>(a)</sup> | 1364 | 661417 |
| TKO Group Holdings, Inc. | 1636 | 329899 |
|  |  | 29788332 |
| **Consumer Discretionary - 10.0%** | **Consumer Discretionary - 10.0%** |  |
| Amazon.com, Inc. <sup>(a)</sup> | 59108 | 12310423 |
| Booking Holdings, Inc. | 220 | 926270 |
| Carnival Corp. | 6290 | 162785 |
| Cava Group, Inc. <sup>(a)</sup> | 5065 | 409758 |
| Chipotle Mexican Grill, Inc. <sup>(a)</sup> | 12515 | 400605 |
| Deckers Outdoor Corp. <sup>(a)</sup> | 345 | 34531 |
| Domino's Pizza, Inc. | 1535 | 550743 |
| Expedia Group, Inc. | 641 | 148000 |
| Ferrari NV | 1264 | 427801 |
| Garmin Ltd. | 1361 | 315766 |
| H&R Block, Inc. | 7223 | 229258 |
| Home Depot, Inc. | 3231 | 1062644 |
| Lululemon Athletica, Inc. <sup>(a)</sup> | 309 | 47308 |
| MercadoLibre, Inc. <sup>(a)</sup> | 445 | 769414 |
| On Holding AG - Class A <sup>(a)</sup> | 2949 | 100325 |
| Ralph Lauren Corp. | 779 | 267968 |
| SharkNinja, Inc. <sup>(a)</sup> | 4384 | 464266 |
| Tapestry, Inc. | 1863 | 262888 |
| Tempur Sealy International, Inc. | 1293 | 95578 |
| Tesla, Inc. <sup>(a)</sup> | 11672 | 4339066 |
| Texas Roadhouse, Inc. | 2155 | 355877 |
| TJX Cos., Inc. | 6588 | 1052104 |
| Tractor Supply Co. | 5877 | 266228 |
| Travel + Leisure Co. | 1724 | 119284 |
| Viking Holdings Ltd. <sup>(a)</sup> | 1546 | 113600 |
| Wingstop, Inc. | 818 | 126765 |
|  |  | 25359255 |
| **Consumer Staples - 1.5%** | **Consumer Staples - 1.5%** |  |
| Celsius Holdings, Inc. <sup>(a)</sup> | 12437 | 441265 |
| Costco Wholesale Corp. | 1575 | 1569377 |
| Monster Beverage Corp. <sup>(a)</sup> | 17217 | 1247544 |
| Sysco Corp. | 7059 | 503518 |
|  |  | 3761704 |
| **Energy - 0.5%** | **Energy - 0.5%** |  |
| Cameco Corp. | 1739 | 188873 |
| Cheniere Energy, Inc. | 1476 | 418830 |
| Phillips 66 | 3761 | 685179 |
|  |  | 1292882 |
| **Financials - 4.2%** | **Financials - 4.2%** |  |
| Ameriprise Financial, Inc. | 1400 | 622160 |
| Bank of America Corp. | 4185 | 204019 |
| Cboe Global Markets, Inc. | 2089 | 587155 |
| FactSet Research Systems, Inc. | 821 | 178149 |
| Figure Technology Solutions, Inc. - Class A <sup>(a)</sup> | 20771 | 705175 |
| Hamilton Lane, Inc. - Class A | 6580 | 654052 |
| Lazard, Inc. | 4496 | 190990 |
| Mastercard, Inc. - Class A | 94 | 46968 |
| Moody's Corp. | 159 | 69364 |
| Morningstar, Inc. | 6486 | 1096458 |
| NU Holdings Ltd. - Class A <sup>(a)</sup> | 35443 | 509316 |
| Popular, Inc. | 4595 | 616511 |
| Progressive Corp. | 2230 | 442075 |
| Robinhood Markets, Inc. - Class A <sup>(a)</sup> | 4550 | 315315 |
| Rocket Cos., Inc. - Class A <sup>(a)</sup> | 50335 | 717274 |
| S&P Global, Inc. | 175 | 74435 |
| SLM Corp. | 4386 | 93904 |
| Toast, Inc. - Class A <sup>(a)</sup> | 13129 | 348050 |
| TPG, Inc. | 2548 | 103219 |
| Visa, Inc. - Class A | 9824 | 2969206 |
|  |  | 10543795 |
| **Health Care - 8.2%** | **Health Care - 8.2%** |  |
| Abbott Laboratories | 1610 | 165299 |
| AbbVie, Inc. | 6833 | 1486109 |
| Abivax SA - ADR <sup>(a)</sup> | 3589 | 399635 |
| Amgen, Inc. | 633 | 222721 |
| Argenx SE - ADR <sup>(a)</sup> | 260 | 189865 |
| Arrowhead Pharmaceuticals, Inc. <sup>(a)</sup> | 11286 | 707632 |
| AstraZeneca PLC | 3653 | 720445 |
| Biogen, Inc. <sup>(a)</sup> | 2760 | 505991 |
| Boston Scientific Corp. <sup>(a)</sup> | 9562 | 600015 |
| Bristol-Myers Squibb Co. | 13469 | 816895 |
| Cardinal Health, Inc. | 2827 | 597373 |
| Caris Life Sciences, Inc. <sup>(a)</sup> | 15022 | 268593 |
| Cogent Biosciences, Inc. <sup>(a)</sup> | 1798 | 69205 |
| Dexcom, Inc. <sup>(a)</sup> | 6304 | 395891 |
| Dianthus Therapeutics, Inc. <sup>(a)</sup> | 5200 | 436384 |
| Eli Lilly & Co. | 4426 | 4070902 |
| Exelixis, Inc. <sup>(a)</sup> | 22048 | 945639 |
| Genmab AS - ADR <sup>(a)</sup> | 7044 | 188991 |
| Halozyme Therapeutics, Inc. <sup>(a)</sup> | 1464 | 94618 |
| HCA Healthcare, Inc. | 785 | 371493 |
| IDEXX Laboratories, Inc. <sup>(a)</sup> | 162 | 91026 |
| Incyte Corp. <sup>(a)</sup> | 2324 | 218735 |
| Inspire Medical Systems, Inc. <sup>(a)</sup> | 1024 | 52818 |
| Insulet Corp. <sup>(a)</sup> | 159 | 33365 |
| Intuitive Surgical, Inc. <sup>(a)</sup> | 3570 | 1645734 |
| McKesson Corp. | 1021 | 883533 |
| Mettler-Toledo International, Inc. <sup>(a)</sup> | 424 | 534749 |
| Natera, Inc. <sup>(a)</sup> | 5692 | 1138343 |
| Stryker Corp. | 2050 | 673609 |
| UnitedHealth Group, Inc. | 1213 | 328226 |
| Veeva Systems, Inc. - Class A <sup>(a)</sup> | 4269 | 749893 |
| Vertex Pharmaceuticals, Inc. <sup>(a)</sup> | 2094 | 935055 |
| Waters Corp. <sup>(a)</sup> | 1016 | 302565 |
|  |  | 20841347 |
| **Industrials - 4.2%** | **Industrials - 4.2%** |  |
| Broadridge Financial Solutions, Inc. | 1977 | 321223 |
| Caterpillar, Inc. | 399 | 282675 |
| Cintas Corp. | 3080 | 520951 |
| Comfort Systems USA, Inc. | 38 | 52402 |
| ExlService Holdings, Inc. <sup>(a)</sup> | 10319 | 314213 |
| GE Vernova, Inc. | 2020 | 1763258 |
| General Electric Co. | 3806 | 1080029 |
| HEICO Corp. | 562 | 154100 |
| HEICO Corp. - Class A | 6373 | 1345277 |
| Howmet Aerospace, Inc. | 3126 | 720418 |
| ITT, Inc. | 1268 | 241592 |
| Lockheed Martin Corp. | 425 | 256866 |
| Lyft, Inc. - Class A <sup>(a)</sup> | 10539 | 140169 |
| Rockwell Automation, Inc. | 199 | 71417 |
| Saia, Inc. <sup>(a)</sup> | 1439 | 505492 |
| StandardAero, Inc. <sup>(a)</sup> | 6356 | 164175 |
| Trane Technologies PLC | 2413 | 1005594 |
| Trex Co., Inc. <sup>(a)</sup> | 3934 | 143276 |
| United Rentals, Inc. | 551 | 401437 |
| Verisk Analytics, Inc. | 4638 | 880060 |
| Vertiv Holdings Co. - Class A | 557 | 139573 |
|  |  | 10504197 |
| **Information Technology - 40.5% <sup>(b)</sup>** | **Information Technology - 40.5% <sup>(b)</sup>** |  |
| Adobe, Inc. <sup>(a)</sup> | 926 | 225092 |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | 1753 | 356613 |
| Amphenol Corp. - Class A | 6323 | 798911 |
| Apple, Inc. | 59438 | 15084770 |
| Applied Materials, Inc. | 2420 | 827132 |
| AppLovin Corp. - Class A <sup>(a)</sup> | 5327 | 2120146 |
| Arista Networks, Inc. <sup>(a)</sup> | 5147 | 631949 |
| ASML Holding NV | 519 | 685511 |
| Astera Labs, Inc. <sup>(a)</sup> | 10821 | 1185982 |
| Autodesk, Inc. <sup>(a)</sup> | 426 | 101984 |
| Broadcom, Inc. | 34516 | 10683047 |
| Cadence Design Systems, Inc. <sup>(a)</sup> | 4477 | 1244024 |
| Datadog, Inc. - Class A <sup>(a)</sup> | 319 | 37658 |
| Dell Technologies, Inc. - Class C | 654 | 107341 |
| Intuit, Inc. | 95 | 41076 |
| Itron, Inc. <sup>(a)</sup> | 2582 | 231425 |
| KLA Corp. | 291 | 428471 |
| Lam Research Corp. | 3460 | 739264 |
| Manhattan Associates, Inc. <sup>(a)</sup> | 2104 | 280085 |
| Marvell Technology, Inc. | 4987 | 493962 |
| Microsoft Corp. | 46257 | 17122954 |
| Mirion Technologies, Inc. <sup>(a)</sup> | 4971 | 92411 |
| MongoDB, Inc. <sup>(a)</sup> | 1503 | 367889 |
| Motorola Solutions, Inc. | 798 | 346308 |
| Nebius Group NV <sup>(a)</sup> | 38244 | 3968197 |
| NetApp, Inc. | 2837 | 290480 |
| NVIDIA Corp. | 155948 | 27197331 |
| Okta, Inc. <sup>(a)</sup> | 1067 | 83984 |
| Oracle Corp. | 3199 | 470605 |
| Palantir Technologies, Inc. - Class A <sup>(a)</sup> | 9378 | 1371814 |
| Pegasystems, Inc. | 3948 | 168027 |
| Procore Technologies, Inc. <sup>(a)</sup> | 6462 | 368334 |
| QUALCOMM, Inc. | 2753 | 354531 |
| QXO, Inc. <sup>(a)</sup> | 115245 | 2238058 |
| ServiceNow, Inc. <sup>(a)</sup> | 1226 | 128178 |
| Shopify, Inc. - Class A <sup>(a)</sup> | 5426 | 643632 |
| Super Micro Computer, Inc. <sup>(a)</sup> | 2953 | 67240 |
| Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 16879 | 5704258 |
| Teradata Corp. <sup>(a)</sup> | 5873 | 150525 |
| Texas Instruments, Inc. | 6474 | 1256862 |
| Twilio, Inc. - Class A <sup>(a)</sup> | 1559 | 196153 |
| Western Digital Corp. | 12169 | 3291593 |
|  |  | 102183807 |
| **Materials - 0.5%** | **Materials - 0.5%** |  |
| Anglogold Ashanti PLC | 3341 | 325280 |
| DuPont de Nemours, Inc. | 5951 | 272556 |
| Sherwin-Williams Co. | 2095 | 671552 |
| Southern Copper Corp. | 220 | 37828 |
|  |  | 1307216 |
| **Utilities - 1.0%** | **Utilities - 1.0%** |  |
| Constellation Energy Corp. | 511 | 142697 |
| NRG Energy, Inc. | 7145 | 1044170 |
| Talen Energy Corp. <sup>(a)</sup> | 3880 | 1238613 |
| Vistra Corp. | 683 | 102675 |
|  |  | 2528155 |
| **TOTAL COMMON STOCKS** (Cost $115,027,123) | **TOTAL COMMON STOCKS** (Cost $115,027,123) | 208110690 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 3.2%** | **Par**  | **Value**  |
|  Aspire Mortgage Trust, Series 2026-1, Class A1, 4.86%, 01/25/2066 (Callable 02/25/2029) <sup>(c)(d)</sup> | 99274 | 98361 |
|  BBCMS Trust, Series 2021-C10, Class XA, 1.19%, 07/15/2054 (Callable 05/15/2031) <sup>(d)(e)</sup> | 886192 | 40265 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2020-B19, Class XA, 1.66%, 09/15/2053 (Callable 10/15/2030) <sup>(d)(e)</sup> | 826219 | 34818 |
| &nbsp;&nbsp; Series 2021-B29, Class XA, 1.01%, 09/15/2054 (Callable 08/15/2031) <sup>(d)(e)</sup> | 954702 | 31024 |
| BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2021-RISE, Class B, 5.04% (1 mo. Term SOFR + 1.36%), 11/15/2036, (1.25% Floor) <sup>(c)</sup> | 84533 | 84480 |
| &nbsp;&nbsp; Series 2024-KING, Class C, 5.61% (1 mo. Term SOFR + 1.94%), 05/15/2034, (1.94% Floor) <sup>(c)</sup> | 177661 | 177661 |
| &nbsp;&nbsp; Series 2024-XL4, Class B, 5.46% (1 mo. Term SOFR + 1.79%), 02/15/2039, (1.79% Floor) <sup>(c)</sup> | 79918 | 79968 |
| &nbsp;&nbsp; Series 2025-GW, Class B, 5.52% (1 mo. Term SOFR + 1.85%), 07/15/2042, (1.85% Floor) <sup>(c)</sup> | 150000 | 149906 |
| &nbsp;&nbsp; Series 2025-ROIC, Class A, 4.82% (1 mo. Term SOFR + 1.14%), 03/15/2030, (1.14% Floor) <sup>(c)</sup> | 146402 | 145670 |
| &nbsp;&nbsp; Series 2025-VOLT, Class A, 5.37% (1 mo. Term SOFR + 1.70%), 12/15/2044, (1.70% Floor) <sup>(c)</sup> | 200000 | 199375 |
| &nbsp;&nbsp; Series 2026-RISE, Class A, 4.97% (1 mo. Term SOFR + 1.30%), 04/15/2041, (1.30% Floor) <sup>(c)</sup> | 150000 | 150000 |
| &nbsp;&nbsp; Series 2026-XL6, Class A, 4.87% (1 mo. Term SOFR + 1.20%), 03/15/2043, (1.20% Floor) <sup>(c)</sup> | 100000 | 99500 |
| &nbsp;&nbsp; Series 2024-AIRC, Class B, 5.81% (1 mo. Term SOFR + 2.14%), 08/15/2041, (2.14% Floor) <sup>(c)</sup> | 130088 | 130210 |
|  Chase Mortgage Finance Corp., Series 2025-9, Class A3, 5.50%, 06/25/2056 (Callable 02/25/2030) <sup>(c)(d)</sup> | 82234 | 81858 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2020-C9, Class XA, 1.58%, 09/15/2053 (Callable 08/15/2030) <sup>(d)(e)</sup> | 546597 | 22682 |
|  CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A, 4.76%, 11/10/2041 <sup>(c)(d)</sup> | 100000 | 99552 |
|  DK Trust, Series 2024-SPBX, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 03/15/2034, (1.50% Floor) <sup>(c)</sup> | 150000 | 149953 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series 5410, Class DF, 5.11% (30 day avg SOFR US + 1.45%), 05/25/2054, (1.45% Floor), (6.75% Cap) | 389514 | 393616 |
| &nbsp;&nbsp; Series 5460, Class FH, 4.76% (30 day avg SOFR US + 1.10%), 10/25/2054, (1.10% Floor), (6.50% Cap) | 201009 | 200809 |
| &nbsp;&nbsp; Series 5472, Class FE, 5.01% (30 day avg SOFR US + 1.35%), 11/25/2054, (1.35% Floor), (6.50% Cap) | 242552 | 244494 |
| &nbsp;&nbsp; Series 5481, Class FA, 5.06% (30 day avg SOFR US + 1.40%), 12/25/2054, (1.40% Floor), (6.50% Cap) | 118131 | 119008 |
| &nbsp;&nbsp; Series 5483, Class FD, 4.96% (30 day avg SOFR US + 1.30%), 12/25/2054, (1.30% Floor), (6.50% Cap) | 140681 | 141568 |
| &nbsp;&nbsp; Series 5583, Class FA, 4.91% (30 day avg SOFR US + 1.25%), 10/25/2055, (1.25% Floor), (6.50% Cap) | 175582 | 176760 |
| &nbsp;&nbsp; Series K110, Class X1, 1.64%, 04/25/2030 (Callable 04/25/2030) <sup>(d)(e)</sup> | 369042 | 19850 |
| &nbsp;&nbsp; Series K118, Class X1, 0.95%, 09/25/2030 (Callable 06/25/2030) <sup>(d)(e)</sup> | 975279 | 33770 |
| &nbsp;&nbsp; Series K123, Class X1, 0.76%, 12/25/2030 (Callable 10/25/2030) <sup>(d)(e)</sup> | 1370246 | 39730 |
| &nbsp;&nbsp; Series K151, Class X1, 0.34%, 04/25/2030 (Callable 02/25/2030) <sup>(d)(e)</sup> | 2318194 | 27822 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Series 2024-100, Class FD, 5.11% (30 day avg SOFR US + 1.45%), 06/25/2054, (1.45% Floor), (6.50% Cap) | 587100 | 592276 |
| &nbsp;&nbsp; Series 2024-103, Class FM, 5.16% (30 day avg SOFR US + 1.50%), 01/25/2055, (1.50% Floor), (6.50% Cap) | 120704 | 121896 |
| &nbsp;&nbsp; Series 2024-22, Class FC, 4.96% (30 day avg SOFR US + 1.30%), 05/25/2054, (1.30% Floor), (6.50% Cap) | 186167 | 187136 |
| &nbsp;&nbsp; Series 2024-86, Class FA, 5.11% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | 72103 | 72843 |
| &nbsp;&nbsp; Series 2024-93, Class FL, 5.11% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | 985864 | 994556 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; Series 2025-89, Class FB, 5.12% (30 day avg SOFR US + 1.45%), 05/20/2055, (1.45% Floor), (6.50% Cap) | 65543 | 66562 |
| &nbsp;&nbsp; Series 2025-89, Class FG, 5.07% (30 day avg SOFR US + 1.40%), 05/20/2055, (1.40% Floor), (6.50% Cap) | 131807 | 133649 |
|  Great Wolf Trust, Series 2024-WOLF, Class A, 5.21% (1 mo. Term SOFR + 1.54%), 03/15/2039, (1.54% Floor) <sup>(c)</sup> | 150000 | 149953 |
|  GS Mortgage Securities Corp. II, Series 2024-FAIR, Class A, 5.48%, 07/15/2029 <sup>(c)(d)</sup> | 225000 | 227120 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2015-3, Class A3, 3.50%, 05/25/2045 (Callable 04/25/2026) <sup>(c)(d)</sup> | 39678 | 36485 |
| &nbsp;&nbsp; Series 2017-2, Class A3, 3.50%, 05/25/2047 (Callable 10/25/2029) <sup>(c)(d)</sup> | 38777 | 35131 |
| &nbsp;&nbsp; Series 2018-5, Class A1, 3.50%, 10/25/2048 (Callable 11/25/2029) <sup>(c)(d)</sup> | 67357 | 60637 |
| &nbsp;&nbsp; Series 2019-1, Class A3, 4.00%, 05/25/2049 (Callable 04/25/2026) <sup>(c)(d)</sup> | 6882 | 6420 |
| &nbsp;&nbsp; Series 2019-INV3, Class A3, 3.50%, 05/25/2050 (Callable 12/25/2030) <sup>(c)(d)</sup> | 51473 | 46184 |
| &nbsp;&nbsp; Series 2020-2, Class A15, 3.50%, 07/25/2050 (Callable 01/25/2031) <sup>(c)(d)</sup> | 53894 | 48349 |
| &nbsp;&nbsp; Series 2021-INV7, Class A3A, 2.50%, 02/25/2052 (Callable 05/25/2047) <sup>(c)(d)</sup> | 256288 | 230991 |
| &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 (Callable 06/25/2043) <sup>(c)(d)</sup> | 154608 | 133603 |
| &nbsp;&nbsp; Series 2023-2, Class A3A, 5.00%, 07/25/2053 (Callable 11/25/2038) <sup>(c)(d)</sup> | 62473 | 61231 |
|  KSL Commercial Mortgage Trust, Series 2025-MH, Class A, 5.27% (1 mo. Term SOFR + 1.59%), 12/15/2042, (1.59% Floor) <sup>(c)</sup> | 275000 | 274227 |
|  Madison Avenue Trust, Series 2025-11MD, Class A, 4.44%, 10/15/2042 <sup>(c)(d)</sup> | 250000 | 247447 |
|  PCY Trust, Series 2026-FCMT, Class A, 5.15%, 04/05/2041 <sup>(c)(d)</sup> | 175000 | 175469 |
|  PMT Loan Trust, Series 2025-INV8, Class A2, 5.50%, 07/25/2056 (Callable 09/25/2032) <sup>(c)(d)</sup> | 86306 | 86236 |
|  PRM5 Trust, Series 2025-PRM5, Class B, 4.44%, 03/10/2033 <sup>(c)(d)</sup> | 125000 | 124068 |
|  Provident Funding Mortgage Trust, Series 2021-J1, Class A10, 2.00%, 10/25/2051 (Callable 01/25/2046) <sup>(c)(d)</sup> | 100000 | 62724 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2019-CH3, Class A1, 4.00%, 09/25/2049 (Callable 12/25/2031) <sup>(c)(d)</sup> | 3839 | 3601 |
| &nbsp;&nbsp; Series 2020-4, Class A8, 2.50%, 11/25/2050 (Callable 01/25/2041) <sup>(c)(d)</sup> | 200000 | 147256 |
| &nbsp;&nbsp; Series 2025-1, Class A1, 6.00%, 01/25/2055 (Callable 04/25/2031) <sup>(c)(d)</sup> | 68065 | 68520 |
|  SLG Office Trust, Series 2021-OVA, Class A, 2.59%, 07/15/2041 <sup>(c)</sup> | 190000 | 168641 |
|  Tharaldson Hotel Portfolio Trust, Series 2023-THL, Class A, 7.00%, 12/10/2034 <sup>(c)(d)</sup> | 187571 | 188190 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1, 3.00% (1 Month U.S. LIBOR + 0.00%), 05/25/2050 (Callable 01/25/2035) <sup>(c)(d)(f)</sup> | 74458 | 65088 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $8,233,255) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $8,233,255) | 7989199 |
| **AFFILIATED REGISTERED INVESTMENT COMPANIES - 3.0%** | **Shares**  | **Value**  |
| Voya VACS Series EMHCD Fund <sup>(g)</sup> | 188 | 1956 |
| Voya VACS Series HYB Fund <sup>(g)</sup> | 114538 | 1164854 |
| Voya VACS Series SC Fund - Class SC <sup>(g)</sup> | 625217 | 6502253 |
| **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $7,853,346) | **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $7,853,346) | 7669063 |
| **COLLATERALIZED LOAN OBLIGATIONS - 2.1%** | **Par**  | **Value**  |
|  Arbor Realty Trust, Inc., Series 2026-FL1, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 09/20/2043, (1.50% Floor) (Callable 09/20/2028) <sup>(c)</sup> | 250000 | 250132 |
|  ARES CLO, Series 2022-65A, Class A1R, 4.79% (3 mo. Term SOFR + 1.12%), 07/25/2034, (1.12% Floor) (Callable 07/25/2026) <sup>(c)</sup> | 250000 | 249757 |
|  Bain Capital Credit CLO, Series 2020-5A, Class ARR, 4.82% (3 mo. Term SOFR + 1.15%), 04/20/2034, (1.15% Floor) (Callable 04/20/2026) <sup>(c)</sup> | 250000 | 249993 |
|  BrightSpire Capital, Inc., Series 2026-FL3, Class AS, 5.38% (1 mo. Term SOFR + 1.70%), 08/19/2043, (1.70% Floor) (Callable 09/19/2028) <sup>(c)</sup> | 250000 | 249345 |
|  CBAM Ltd., Series 2017-1A, Class AR2, 5.06% (3 mo. Term SOFR + 1.39%), 01/20/2038, (1.39% Floor) (Callable 01/20/2027) <sup>(c)</sup> | 250000 | 250218 |
| CIFC Funding Ltd. | CIFC Funding Ltd. | CIFC Funding Ltd. |
| &nbsp;&nbsp; Series 2022-1A, Class A, 4.99% (3 mo. Term SOFR + 1.32%), 04/17/2035, (1.32% Floor) (Callable 04/17/2026) <sup>(c)</sup> | 250000 | 250068 |
| &nbsp;&nbsp; Series 2022-4A, Class AR, 4.76% (3 mo. Term SOFR + 1.09%), 07/16/2035, (1.09% Floor) (Callable 07/16/2026) <sup>(c)</sup> | 250000 | 249728 |
| &nbsp;&nbsp; Series 2023-2A, Class AR, 4.79% (3 mo. Term SOFR + 1.13%), 01/21/2037, (1.13% Floor) (Callable 04/21/2027) <sup>(c)</sup> | 250000 | 249402 |
|  Empower CLO Ltd., Series 2025-1A, Class A, 4.98% (3 mo. Term SOFR + 1.31%), 07/20/2038, (1.31% Floor) (Callable 07/20/2027) <sup>(c)</sup> | 250000 | 249380 |
|  Galaxy CLO Ltd., Series 2016-22A, Class AR4, 4.68% (3 mo. Term SOFR + 1.02%), 04/16/2034, (1.02% Floor) (Callable 07/16/2026) <sup>(c)</sup> | 300000 | 299657 |
|  GS REFT 2026-FL1 Issuer Ltd., Series 2026-FL1, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 04/19/2043, (1.50% Floor) (Callable 09/19/2028) <sup>(c)</sup> | 150000 | 150140 |
|  ICG US CLO Ltd., Series 2014-1A, Class A1A3, 4.67% (3 mo. Term SOFR + 1.00%), 10/20/2034, (1.00% Floor) (Callable 10/20/2026) <sup>(c)</sup> | 250000 | 249502 |
|  Invesco CLO Ltd., Series 2021-3A, Class A1R, 4.75% (3 mo. Term SOFR + 1.08%), 10/22/2034, (1.08% Floor) (Callable 07/22/2026) <sup>(c)</sup> | 270000 | 269460 |
|  LCM LP, Series 39A, Class A1R2, 4.70% (3 mo. Term SOFR + 1.04%), 10/15/2034, (1.04% Floor) (Callable 01/15/2027) <sup>(c)</sup> | 250000 | 248921 |
|  LoanCore, Series 2025-CRE9, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 08/18/2042, (1.45% Floor) (Callable 05/15/2028) <sup>(c)</sup> | 250000 | 249926 |
|  Magnetite CLO Ltd., Series 2021-31A, Class A1R, 4.67% (3 mo. Term SOFR + 1.00%), 07/15/2034, (1.00% Floor) (Callable 07/15/2026) <sup>(c)</sup> | 250000 | 249524 |
|  Neuberger Berman CLO Ltd., Series 2022-47A, Class AR, 4.76% (3 mo. Term SOFR + 1.09%), 04/16/2035, (1.09% Floor) (Callable 07/14/2026) <sup>(c)</sup> | 250000 | 249756 |
|  OHA Credit Funding, Series 2019-4A, Class AR2, 4.96% (3 mo. Term SOFR + 1.29%), 01/22/2038, (1.29% Floor) (Callable 01/22/2027) <sup>(c)</sup> | 500000 | 498613 |
|  OZLM Ltd., Series 2016-15A, Class A1R3, 4.72% (3 mo. Term SOFR + 1.05%), 04/20/2033, (1.05% Floor) (Callable 04/20/2026) <sup>(c)</sup> | 161586 | 161413 |
|  Starwood Property Trust, Inc., Series 2025-FL4, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 11/19/2042, (1.45% Floor) (Callable 05/19/2028) <sup>(c)</sup> | 250000 | 249860 |
|  TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2, 4.93% (3 mo. Term SOFR + 1.28%), 10/13/2032, (1.02% Floor) (Callable 04/13/2026) <sup>(c)</sup> | 97591 | 97595 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $5,229,177) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $5,229,177) | 5222390 |
| **CORPORATE BONDS - 2.0%** | **Par**  | **Value**  |
| **Communication Services - 0.2%** | **Communication Services - 0.2%** | **Communication Services - 0.2%** |
|  AT&T, Inc., 2.25%, 02/01/2032 (Callable 11/01/2031) | 130000 | 113205 |
|  Meta Platforms, Inc., 3.50%, 08/15/2027 (Callable 07/15/2027) | 17000 | 16873 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 2.05%, 02/15/2028 (Callable 12/15/2027) | 20000 | 19185 |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 04/11/2026) | 15000 | 14546 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 139000 | 121342 |
| &nbsp;&nbsp; 4.78%, 02/15/2035 (Callable 11/15/2034) | 60000 | 58037 |
|  Walt Disney Co., 2.00%, 09/01/2029 (Callable 06/01/2029) | 60000 | 55921 |
|  |  | 399109 |
| **Consumer Discretionary - 0.1%** | **Consumer Discretionary - 0.1%** | **Consumer Discretionary - 0.1%** |
|  Amazon.com, Inc., 1.50%, 06/03/2030 (Callable 03/03/2030) | 87000 | 77665 |
|  Home Depot, Inc., 1.50%, 09/15/2028 (Callable 07/15/2028) | 90000 | 84800 |
|  Lowe's Cos., Inc., 3.35%, 04/01/2027 (Callable 03/01/2027) | 60000 | 59537 |
|  O'Reilly Automotive, Inc., 3.60%, 09/01/2027 (Callable 06/01/2027) | 124000 | 122571 |
|  |  | 344573 |
| **Consumer Staples - 0.1%** | **Consumer Staples - 0.1%** | **Consumer Staples - 0.1%** |
|  PepsiCo, Inc., 2.63%, 07/29/2029 (Callable 04/29/2029) | 69000 | 65556 |
|  Walmart, Inc., 1.05%, 09/17/2026 (Callable 08/17/2026) | 90000 | 88825 |
|  |  | 154381 |
| **Energy - 0.1%** | **Energy - 0.1%** | **Energy - 0.1%** |
|  Enbridge, Inc., 1.60%, 10/04/2026 (Callable 09/04/2026) | 97000 | 95691 |
|  Enterprise Products Operating LLC, 2.80%, 01/31/2030 (Callable 10/31/2029) | 65000 | 61096 |
|  Kinder Morgan, Inc., 1.75%, 11/15/2026 (Callable 10/15/2026) | 65000 | 63956 |
|  MPLX LP, 2.65%, 08/15/2030 (Callable 05/15/2030) | 29000 | 26724 |
|  Sabine Pass Liquefaction LLC, 5.00%, 03/15/2027 (Callable 09/15/2026) | 50000 | 49862 |
|  |  | 297329 |
| **Financials - 0.8%** | **Financials - 0.8%** | **Financials - 0.8%** |
|  Aviation Capital Group LLC, 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(c)</sup> | 40000 | 40168 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 279000 | 276576 |
| &nbsp;&nbsp; 3.59% to 07/21/2027 then 3 mo. Term SOFR + 1.63%, 07/21/2028 (Callable 07/21/2027) | 42000 | 41509 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 15000 | 14721 |
| &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | 147000 | 135967 |
|  Bank of Nova Scotia, 2.70%, 08/03/2026 | 94000 | 93413 |
| Blackstone Holdings Finance Co. LLC | Blackstone Holdings Finance Co. LLC | Blackstone Holdings Finance Co. LLC |
| &nbsp;&nbsp; 1.63%, 08/05/2028 (Callable 06/05/2028) <sup>(c)</sup> | 94000 | 87928 |
| &nbsp;&nbsp; 2.50%, 01/10/2030 (Callable 10/10/2029) <sup>(c)</sup> | 37000 | 34252 |
|  Capital One Financial Corp., 1.88% to 11/02/2026 then SOFR + 0.86%, 11/02/2027 (Callable 11/02/2026) | 83000 | 81668 |
|  Fiserv, Inc., 5.45%, 03/02/2028 (Callable 02/02/2028) | 85000 | 86116 |
|  HSBC Holdings PLC, 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 200000 | 188988 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | 142000 | 140037 |
| &nbsp;&nbsp; 2.95% to 02/24/2027 then SOFR + 1.17%, 02/24/2028 (Callable 02/24/2027) | 44000 | 43441 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 26000 | 24739 |
| &nbsp;&nbsp; 4.45% to 12/05/2028 then 3 mo. Term SOFR + 1.59%, 12/05/2029 (Callable 12/05/2028) | 15000 | 14998 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 17000 | 14964 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 62000 | 56036 |
|  Kite Realty Group LP, 4.00%, 10/01/2026 (Callable 07/01/2026) | 65000 | 64901 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 1.59% to 05/04/2026 then SOFR + 0.88%, 05/04/2027 (Callable 05/04/2026) | 159000 | 158608 |
| &nbsp;&nbsp; 1.51% to 07/20/2026 then SOFR + 0.86%, 07/20/2027 (Callable 07/20/2026) | 67000 | 66410 |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 38000 | 38983 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 31000 | 27117 |
| &nbsp;&nbsp; 5.47% to 01/18/2034 then SOFR + 1.73%, 01/18/2035 (Callable 01/18/2034) | 85000 | 86047 |
| &nbsp;&nbsp; 5.30% to 04/20/2032 then SOFR + 2.62%, 04/20/2037 (Callable 04/20/2032) | 5000 | 4972 |
|  Royal Bank of Canada, 1.20%, 04/27/2026 | 70000 | 69842 |
|  Sumitomo Mitsui Trust Bank Ltd., 2.80%, 03/10/2027 <sup>(c)</sup> | 63000 | 62133 |
|  US Bancorp, 4.55% to 07/22/2027 then SOFR + 1.66%, 07/22/2028 (Callable 07/22/2027) | 35000 | 35005 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 21000 | 20811 |
| &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | 16000 | 15842 |
|  |  | 2026192 |
| **Health Care - 0.2%** | **Health Care - 0.2%** | **Health Care - 0.2%** |
|  Amgen, Inc., 5.15%, 03/02/2028 (Callable 02/02/2028) | 92000 | 93331 |
|  CVS Health Corp., 1.75% (SOFR Rate + 0.00%), 08/21/2030 (Callable 05/21/2030) | 130000 | 114488 |
|  HCA, Inc., 4.13%, 06/15/2029 (Callable 03/15/2029) | 86000 | 84805 |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| &nbsp;&nbsp; 1.75%, 09/02/2027 (Callable 07/02/2027) | 153000 | 147261 |
| &nbsp;&nbsp; 2.20%, 09/02/2030 (Callable 06/02/2030) | 45000 | 40424 |
|  |  | 480309 |
| **Industrials - 0.0% <sup>(h)</sup>** | **Industrials - 0.0% <sup>(h)</sup>** | **Industrials - 0.0% <sup>(h)</sup>** |
|  Carrier Global Corp., 2.72%, 02/15/2030 (Callable 11/15/2029) | 123000 | 114480 |
| **Information Technology - 0.2% <sup>(b)</sup>** | **Information Technology - 0.2% <sup>(b)</sup>** | **Information Technology - 0.2% <sup>(b)</sup>** |
|  Apple, Inc., 1.20%, 02/08/2028 (Callable 12/08/2027) | 76000 | 72370 |
|  Broadcom, Inc., 3.46%, 09/15/2026 (Callable 07/15/2026) | 61000 | 60740 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 3.25%, 11/15/2027 (Callable 08/15/2027) | 92000 | 89650 |
| &nbsp;&nbsp; 2.95%, 04/01/2030 (Callable 01/01/2030) | 176000 | 160241 |
|  VMware LLC, 2.20%, 08/15/2031 (Callable 05/15/2031) | 51000 | 44698 |
|  |  | 427699 |
| **Materials - 0.1%** | **Materials - 0.1%** | **Materials - 0.1%** |
|  Ecolab, Inc., 4.80%, 03/24/2030 (Callable 12/24/2029) | 54000 | 54840 |
|  Nucor Corp., 4.30%, 05/23/2027 (Callable 04/23/2027) | 59000 | 59026 |
|  Steel Dynamics, Inc., 1.65%, 10/15/2027 (Callable 08/15/2027) | 65000 | 62417 |
|  |  | 176283 |
| **Real Estate - 0.0% <sup>(h)</sup>** | **Real Estate - 0.0% <sup>(h)</sup>** | **Real Estate - 0.0% <sup>(h)</sup>** |
|  Equinix, Inc., 2.90%, 11/18/2026 (Callable 09/18/2026) | 49000 | 48519 |
|  Realty Income Corp., 3.25%, 01/15/2031 (Callable 10/15/2030) | 96000 | 90116 |
|  |  | 138635 |
| **Utilities - 0.2%** | **Utilities - 0.2%** | **Utilities - 0.2%** |
|  Ameren Illinois Co., 3.80%, 05/15/2028 (Callable 02/15/2028) | 62000 | 61446 |
|  Duke Energy Corp., 3.15%, 08/15/2027 (Callable 05/15/2027) | 132000 | 129926 |
|  NextEra Energy Capital Holdings, Inc., 4.63%, 07/15/2027 (Callable 06/15/2027) | 87000 | 87235 |
|  Sierra Pacific Power Co., 2.60%, 05/01/2026 | 106000 | 105865 |
|  WEC Energy Group, Inc., 5.15%, 10/01/2027 (Callable 09/01/2027) | 57000 | 57593 |
|  |  | 442065 |
| **TOTAL CORPORATE BONDS** (Cost $5,151,071) | **TOTAL CORPORATE BONDS** (Cost $5,151,071) | 5001055 |
| **ASSET-BACKED SECURITIES - 1.4%** | **Par**  | **Value**  |
| American Airlines Group, Inc. | American Airlines Group, Inc. | American Airlines Group, Inc. |
| &nbsp;&nbsp; Series 2015-2, 3.60%, 09/22/2027 | 50592 | 49846 |
| &nbsp;&nbsp; Series 2016-1, 3.58%, 01/15/2028 | 2193 | 2162 |
| &nbsp;&nbsp; Series 2016-2, 3.20%, 06/15/2028 | 24549 | 23876 |
|  Beacon Container Finance LLC, Series 2021-1A, Class A, 2.25%, 10/22/2046 <sup>(c)</sup> | 55833 | 51944 |
|  CarMax Auto Owner Trust, Series 2023-3, Class B, 5.47%, 02/15/2029 (Callable 09/15/2027) | 150000 | 152408 |
|  CNH Equipment Trust, Series 2023-A, Class A4, 4.77%, 10/15/2030 (Callable 10/15/2027) | 250000 | 251798 |
|  COLT Funding LLC, Series 2021-2, Class A1, 0.92%, 08/25/2066 (Callable 04/25/2026) <sup>(c)(d)</sup> | 162878 | 138492 |
|  Container Leasing International LLC, Series 2022-1A, Class A, 2.72%, 01/18/2047 <sup>(c)</sup> | 82267 | 76128 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2025-4A, Class A3, 4.39%, 09/17/2029 (Callable 09/17/2029) | 150000 | 150211 |
| &nbsp;&nbsp; Series 2025-5A, Class A2, 4.38%, 06/15/2028 (Callable 06/15/2028) | 142524 | 142652 |
|  FedEx Corp., Series 2020-1AA, 1.88%, 02/20/2034 | 156710 | 135184 |
|  GLS Auto Receivables Trust, Series 2025-3A, Class A3, 4.44%, 03/15/2029 (Callable 03/15/2029) <sup>(c)</sup> | 150000 | 150378 |
|  Harley-Davidson Customer Funding Corp., Series 2023-B, Class A4, 5.78%, 04/15/2031 (Callable 07/15/2027) | 150000 | 152615 |
|  Honda Auto Receivables Owner Trust, Series 2025-4, Class A2A, 4.04%, 06/15/2028 (Callable 06/15/2028) | 200000 | 199868 |
|  Laurel Road Prime Student Loan Trust, Series 2020-A, Class A2FX, 1.40%, 11/25/2050 (Callable 04/25/2027) <sup>(c)</sup> | 64706 | 57954 |
|  Loanpal Solar Loan Ltd., Series 2020-2GF, Class A, 2.75%, 07/20/2047 (Callable 11/20/2037) <sup>(c)</sup> | 124556 | 103577 |
| Mosaic Solar Loans LLC | Mosaic Solar Loans LLC | Mosaic Solar Loans LLC |
| &nbsp;&nbsp; Series 2017-2A, Class A, 3.82%, 06/22/2043 (Callable 08/20/2029) <sup>(c)</sup> | 172032 | 162563 |
| &nbsp;&nbsp; Series 2020-2A, Class A, 1.44%, 08/20/2046 (Callable 09/20/2032) <sup>(c)</sup> | 34336 | 29073 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2020-HA, Class A, 1.31%, 01/15/2069 (Callable 05/15/2028) <sup>(c)</sup> | 52020 | 49449 |
| &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 03/15/2029) <sup>(c)</sup> | 31937 | 29511 |
| &nbsp;&nbsp; Series 2021-DA, Class C, 3.48%, 04/15/2060 (Callable 05/15/2032) <sup>(c)</sup> | 89497 | 83491 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 09/15/2033) <sup>(c)</sup> | 121325 | 122977 |
|  OneMain Financial Issuance Trust, Series 2023-1A, Class A, 5.50%, 06/14/2038 (Callable 06/14/2028) <sup>(c)</sup> | 150000 | 153081 |
| Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. |
| &nbsp;&nbsp; Series 2023-6, Class A3, 5.93%, 07/17/2028 (Callable 11/15/2027) | 17623 | 17639 |
| &nbsp;&nbsp; Series 2024-4, Class B, 4.93%, 09/17/2029 (Callable 04/15/2028) | 100000 | 100447 |
|  SMB Private Education Loan Trust, Series 2024-D, Class A1A, 5.38%, 07/15/2053 <sup>(c)</sup> | 78222 | 79037 |
| SoFi Consumer Loan Program Trust | SoFi Consumer Loan Program Trust | SoFi Consumer Loan Program Trust |
| &nbsp;&nbsp; Series 2025-1, Class B, 5.12%, 02/27/2034 (Callable 01/25/2028) <sup>(c)</sup> | 100000 | 100601 |
| &nbsp;&nbsp; Series 2025-4, Class B, 4.60%, 08/25/2035 (Callable 12/25/2028) <sup>(c)</sup> | 200000 | 199498 |
|  Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A3, 4.11%, 04/20/2029 (Callable 09/20/2028) <sup>(c)</sup> | 150000 | 149373 |
|  Sunnova Energy International, Inc., Series 2020-AA, Class A, 2.98%, 06/20/2047 (Callable 06/20/2027) <sup>(c)</sup> | 147772 | 129539 |
|  Sunrun, Inc., Series 2020-1A, Class A, 2.21%, 07/31/2051 <sup>(c)</sup> | 148398 | 136647 |
|  Westlake Automobile Receivables Trust, Series 2026-1A, Class A3, 4.01%, 07/16/2029 (Callable 07/16/2029) <sup>(c)</sup> | 100000 | 99757 |
|  World Omni Auto Receivables Trust, Series 2024-C, Class B, 4.68%, 07/15/2030 (Callable 03/15/2028) | 100000 | 100346 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $3,670,345) | **TOTAL ASSET-BACKED SECURITIES** (Cost $3,670,345) | 3582122 |
| **U.S. TREASURY SECURITIES - 0.4%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.13%, 06/15/2026 | 2500 | 2502 |
| &nbsp;&nbsp; 0.88%, 09/30/2026 | 91000 | 89710 |
| &nbsp;&nbsp; 1.50%, 01/31/2027 | 44800 | 43974 |
| &nbsp;&nbsp; 2.75%, 04/30/2027 | 2000 | 1979 |
| &nbsp;&nbsp; 3.75%, 04/30/2027 | 47700 | 47689 |
| &nbsp;&nbsp; 3.88%, 05/31/2027 | 150300 | 150406 |
| &nbsp;&nbsp; 4.63%, 06/15/2027 | 3000 | 3028 |
| &nbsp;&nbsp; 3.25%, 06/30/2027 | 2400 | 2383 |
| &nbsp;&nbsp; 3.38%, 09/15/2027 | 43000 | 42718 |
| &nbsp;&nbsp; 3.75%, 05/15/2028 | 5500 | 5493 |
| &nbsp;&nbsp; 3.88%, 07/15/2028 | 12800 | 12816 |
| &nbsp;&nbsp; 4.13%, 10/31/2029 | 79000 | 79645 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | 2000 | 1991 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | 19000 | 17575 |
| &nbsp;&nbsp; 4.13%, 11/15/2032 | 84400 | 84423 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | 178900 | 172121 |
| &nbsp;&nbsp; 4.25%, 05/15/2035 | 71000 | 70814 |
| &nbsp;&nbsp; 4.63%, 02/15/2055 | 70000 | 66790 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $902,743) | **TOTAL U.S. TREASURY SECURITIES** (Cost $902,743) | 896057 |
| **REAL ESTATE INVESTMENT TRUSTS - 0.2%** | **Shares**  | **Value**  |
| **Real Estate - 0.2%** | **Real Estate - 0.2%** |  |
| Welltower, Inc. | 2883 | 569998 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $567,715) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $567,715) | 569998 |
| **RIGHTS - 0.0% <sup>(h)</sup>** | **Shares**  | **Value**  |
| ABIOMED, Inc. <sup>(a)(i)</sup> | 1153 | 0 |
| **TOTAL RIGHTS** (Cost $0) | **TOTAL RIGHTS** (Cost $0) | 0 |
| **TOTAL INVESTMENTS - 94.7% (**Cost $146,634,775**)** | **TOTAL INVESTMENTS - 94.7% (**Cost $146,634,775**)** | 239040574 |
| Money Market Deposit Account - 5.8% <sup>(j)</sup> | Money Market Deposit Account - 5.8% <sup>(j)</sup> | 14672932 |
| Liabilities in Excess of Other Assets - (0.5)% | Liabilities in Excess of Other Assets - (0.5)% | (1170871) |
| **TOTAL NET ASSETS - 100.0%** |  | $252542635 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| ADR - American Depositary Receipt |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| SOFR - Secured Overnight Financing Rate |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

(a) Non-income producing security.

(b) To the extent that the Fund invests more heavily in a particular industry or sector of the economy, its performance will be especially sensitive to developments that significantly affect those industries or sectors.

(c) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $11,844,006 or 4.7% of the Fund's net assets.

(d) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(e) Interest only security.

(f) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(g) Affiliated security as defined by the Investment Company Act of 1940.

(h) Represents less than 0.05% of net assets.

(i) Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities represented $0 or
 0.0% of net assets as of March 31, 2026.

(j) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on market conditions and
 is subject to change daily. The rate as of March 31, 2026 was 3.49%.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** |
| **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Description** | **Contracts**<br> **Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 5 | 06/18/2026 | $555234 | $(9229) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | 2 | 06/30/2026 | 216360 | 125 |
|  |  |  |  | $(9104) |
|  |  |  |  | – |
| **Description** | **Contracts**<br> **Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | (13) | 06/18/2026 | $1475703 | $16364 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (12) | 06/30/2026 | 2489344 | 7970 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (7) | 06/18/2026 | 797125 | 21771 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (1) | 06/18/2026 | 116563 | 3279 |
|  |  |  |  | $49384 |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $40280 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | |
| **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | |
| **Reference Obligation \*** | **Financing Rate** <br> **Received (Paid)** | **Payment**<br> **Frequency** | **Maturity Date** | **Notional** <br> **Amount (b)** | **Value (c)** | **Upfront**<br> **Payments(Receipts)** | **Unrealized**<br> **Appreciation<br> (Depreciation)** |
| **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | |
| CDX NA HY Series 46 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;06/20/2031 | $940000 | $46939 | $37079 | $9860 |
|  | 0.000% |  |  |  | $46939 | $37079 | $9860 |
| \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. |  |
| Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. |  |
| (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. |  |
| (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |  |
| (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |  |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** | **Large Company Growth Portfolio** |
| **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Entity** | **Counterparty** | **Pay/ Receive**<br> **Reference Entity** | **Financing Rate** | **Payment** <br> **Frequency** | **Maturity Date** | **Notional Amount** | **Notional Amount** | **Value/ Unrealized Appreciation** <br> (Depreciation) | **Value/ Unrealized Appreciation** <br> (Depreciation) |
| Russell 1000 Growth Total Return Index | Goldman Sachs | Receive | EFFR + 0.70% | Termination | 03/30/2027 | $| 42654904 | $| (2506532) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  |  | 0 |  | (2506532) |
| There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. |
| EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. |

---

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
Large Company Growth Portfolio (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $208110690 | $– | $– | $208110690 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 7989199 | – | 7989199 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Registered Investment Companies | 7669063 | – | – | 7669063 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | – | 5222390 | – | 5222390 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 5001055 | – | 5001055 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 3582122 | – | 3582122 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 896057 | – | 896057 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 569998 | – | – | 569998 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Rights | – | – | 0<br> <sup>(a)</sup>  | 0<br> <sup>(a)</sup>  |
| Total Investments | $216349751 | $22690823 | $0 | $239040574 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $49509 | $– | $– | $49509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps \* | – | 9860 | – | 9860 |
| Total Other Financial Instruments | $49509 | $9860 | $– | $59369 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps \* | $– | $(2506532) | $– | $(2506532) |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | (9229) | – | – | (9229) |
| Total Other Financial Instruments | $(9229) | $(2506532) | $– | $(2515761) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

(a) Amount is less than $0.50.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | **Large Company Growth Portfolio - Transactions with Affiliates** | |
|  | **Value as of**<br> **December 31, 2025** | **Additions** | **Reductions** | **Realized**<br> **Gain (Loss)** | **Net Change in Unrealized**<br> **Appreciation (Depreciation)** | **Value as of**<br> **March 31, 2026** | **Shares as of**<br> **March 31, 2026** | **Dividend / Interest Income** |<br>**Capital Gain Distributions**<br> **from**<br> **Underlying Funds** |
| Voya VACS Series EMHCD Fund | $1986 | $21 | $– | $– | $(51) | $1956 | 188 | $31 | $– |
| Voya VACS Series HYB Fund | 1174478 | 12121 | – | – | (21745) | 1164854 | 114538 | 18284 | – |
| Voya VACS Series SC Fund | 6504182 | 73262 | – | – | (75191) | 6502253 | 625217 | 111965 | – |
|  | $**7680646** | $**85404** | $**–** | $**–** | $**(96987)** | $**7669063** | **739943** | $**130280** | $**–** |

---

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $255643633.79

**Total Liabilities:** $3119720.00

**Net Assets:** $252523913.79

**Delayed Delivery Securities:** $325225.46

**Cash Not Reported:** $18642477.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 711.140000000000 | **1-Year:** 1622.750000000000 | **5-Year:** 1409.170000000000 | **10-Year:** 758.690000000000 | **30-Year:** 1042.870000000000

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

- **3-Month:** -2296.130000000000 | **1-Year:** 196.940000000000 | **5-Year:** 545.470000000000 | **10-Year:** 84.770000000000 | **30-Year:** 5.670000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002805 | -1.31%               | -3.14%               | -5.90%               |
| Class ID C000002806 | -1.31%               | -3.10%               | -5.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3002487.69              | $-5773041.29                               |
| Month 2  | $458279.20               | $-7399493.56                               |
| Month 3  | $51798.75                | $-13475132.79                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cboe Global Markets Inc        | Cboe Global Markets Inc                                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2089 | NS      | $587155.23    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management LLC        | CBAM 2017-1 Ltd                                               | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250218.40    | 0.10%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                    | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546597 | PA      | $22681.95     | 0.01%             | 2053-09-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                     | Dexcom Inc                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6173 | NS      | $387664.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc      | Dianthus Therapeutics Inc                                     | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |      5102 | NS      | $428159.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                                            | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1535 | NS      | $550742.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                    | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142524 | PA      | $142651.80    | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ExlService Holdings Inc        | ExlService Holdings Inc                                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     10319 | NS      | $314213.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group Inc                                             | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $148000.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc   | FactSet Research Systems Inc                                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       821 | NS      | $178148.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                | Morningstar Inc                                               | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      6486 | NS      | $1096458.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loans 2017-2 LLC                                 | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172032 | PA      | $162562.57    | 0.06%             | 2043-06-22      | Fixed         | 3.82%                 | 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        |     34336 | PA      | $29073.19     | 0.01%             | 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        |       798 | NS      | $346308.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                     | Natera Inc                                                    | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      5326 | NS      | $1065146.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-H              | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52020 | PA      | $49449.14     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | 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        |     31937 | PA      | $29510.54     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $125.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GS_TRS_RUSSELL 1000 GROWTH INDEX USD-03-30-27                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2506532.10  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                | Nebius Group NV                                               | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |     37337 | NS      | $3874087.12   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $7948.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $-9229.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $21771.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Jun26                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -13 | NC      | $16363.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Jun26                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $3279.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                            | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61445.91     | 0.02%             | 2028-05-15      | Fixed         | 3.80%                 | 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        |     50592 | PA      | $49845.96     | 0.02%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc       | Ameriprise Financial Inc                                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1400 | NS      | $622160.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       633 | NS      | $222721.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93331.15     | 0.04%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      6323 | NS      | $798911.05    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     59016 | NS      | $14977670.64  | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                      | Apple Inc                                                     | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72370.01     | 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        |      2420 | NS      | $827131.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                  | AppLovin Corp                                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      5254 | NS      | $2091092.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Commercial Real E | Arbor Realty Commercial Real Estate Notes 2026-FL1 LLC        | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250131.53    | 0.10%             | 2043-09-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Argenx SE                      | Argenx SE                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       260 | NS      | $189865.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXV CLO Ltd                                              | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249757.07    | 0.10%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                          | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886192 | PA      | $40264.68     | 0.02%             | 2054-07-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-KING                        | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177661 | PA      | $177661.02    | 0.07%             | 2034-05-15      | Floating      | 5.61%                 | 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        |     55833 | PA      | $51944.48     | 0.02%             | 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        |    826219 | PA      | $34817.60     | 0.01%             | 2053-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                             | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954702 | PA      | $31023.90     | 0.01%             | 2054-09-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2708 | NS      | $496457.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA       | Blackstone Holdings Finance Co LLC                            | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34252.49     | 0.01%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA       | Blackstone Holdings Finance Co LLC                            | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     94000 | PA      | $87927.60     | 0.03%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       220 | NS      | $926270.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      9382 | NS      | $588720.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13469 | NS      | $816894.85    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions Inc                            | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1977 | NS      | $321222.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     34516 | NS      | $10683047.16  | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                  | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60739.35     | 0.02%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | Brsp 2026-Fl3 Ltd                                             | CUSIP: 116686AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249345.16    | 0.10%             | 2043-08-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-AIRC                        | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130088 | PA      | $130209.59    | 0.05%             | 2041-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      6290 | NS      | $162785.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                           | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    123000 | PA      | $114480.16    | 0.05%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Cava Group Inc                 | Cava Group Inc                                                | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5053 | NS      | $408787.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       392 | NS      | $277716.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                              | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129925.62    | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      5838 | NS      | $267380.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                    | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54840.08     | 0.02%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.               | Empower CLO 2025-1 Ltd                                        | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249380.36    | 0.10%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                  | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $95691.18     | 0.04%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                             | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61095.78     | 0.02%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                   | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48518.82     | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     14553 | NS      | $8326207.89   | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                            | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16873.25     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                 | ICG US CLO 2014-1 Ltd                                         | CUSIP: 44928XBL7<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249502.04    | 0.10%             | 2034-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ITT Inc                        | ITT Inc                                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       980 | NS      | $186719.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                                        | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       162 | NS      | $91026.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2324 | NS      | $218734.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc    | Inspire Medical Systems Inc                                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      1024 | NS      | $52817.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                                  | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       159 | NS      | $33364.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        95 | NS      | $41076.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      3549 | NS      | $1636053.51   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco CLO LTD                | Invesco CLO 2021-3 Ltd                                        | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $269460.01    | 0.11%             | 2034-10-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Iridium Communications Inc     | Iridium Communications Inc                                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      4132 | NS      | $114621.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                      | Itron Inc                                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      2533 | NS      | $227032.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-INV7                          | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256288 | PA      | $230991.30    | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-6                             | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154608 | PA      | $133603.07    | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-2                             | CUSIP: 46656DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62473 | PA      | $61230.99     | 0.02%             | 2053-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4414 | NS      | $4059864.78   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                       | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26724.02     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc               | MercadoLibre Inc                                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       437 | NS      | $755581.74    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc                              | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       424 | NS      | $534748.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     45925 | NS      | $17000057.25  | 6.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc        | Mirion Technologies Inc                                       | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      4875 | NS      | $90626.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                    | MongoDB Inc                                                   | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1474 | NS      | $360790.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     17217 | NS      | $1247543.82   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       159 | NS      | $69363.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66410.47     | 0.03%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27117.13     | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2837 | NS      | $290480.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                       | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122570.90    | 0.05%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XV Ltd                                                   | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    161586 | PA      | $161412.69    | 0.06%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                   | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $160241.31    | 0.06%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc      | Palantir Technologies Inc                                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      8351 | NS      | $1221584.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                       | Roku Inc                                                      | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      8244 | NS      | $780047.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                          | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69842.36     | 0.03%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                            | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    153000 | PA      | $147260.97    | 0.06%             | 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        |     45000 | PA      | $40424.45     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SLM Corp                       | SLM Corp                                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4386 | NS      | $93904.26     | 0.04%             |  |  |  | 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      | $168640.75    | 0.07%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO        | Sierra Pacific Power Co                                       | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105865.06    | 0.04%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-D                       | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78222 | PA      | $79037.44     | 0.03%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       393 | NS      | $59272.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-4 Trust                       | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199497.85    | 0.08%             | 2035-08-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                       | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100601.02    | 0.04%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                                          | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       220 | NS      | $37827.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc               | StandardAero Inc                                              | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6356 | NS      | $164175.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                            | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62416.77     | 0.02%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2025-FL4 LLC                                             | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249860.33    | 0.10%             | 2042-11-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc   | Somnigroup International Inc                                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      1268 | NS      | $93730.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                    | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35005.08     | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $66789.84     | 0.03%             | 2055-02-15      | Fixed         | 4.62%                 | 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      | $43974.00     | 0.02%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     91000 | PA      | $89709.65     | 0.04%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43000 | PA      | $42717.81     | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79000 | PA      | $79644.96     | 0.03%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                      | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113205.30    | 0.04%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                                           | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5147 | NS      | $631948.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc                                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     11073 | NS      | $694277.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspire Mortgage Trust          | Aspire Mortgage Trust 2026-1                                  | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99274 | PA      | $98360.87     | 0.04%             | 2066-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Astera Labs Inc                | Astera Labs Inc                                               | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |     10821 | NS      | $1185981.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       426 | NS      | $101984.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40167.56     | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2026-RISE                                            | CUSIP: 05595AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150000.00    | 0.06%             | 2041-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL4                         | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79918 | PA      | $79968.20     | 0.03%             | 2039-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-5 Ltd                            | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249992.62    | 0.10%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      4185 | NS      | $204018.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41508.60     | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14721.27     | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47700 | PA      | $47688.82     | 0.02%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |      3341 | NS      | $325279.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA          | Spotify Technology SA                                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | SE        |      1358 | NS      | $658507.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CDX.NA.HY.46.V1 (SELL PROTECTION)                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $46938.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    147000 | PA      | $135966.77    | 0.05%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    279000 | PA      | $276576.33    | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                       | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $93413.44     | 0.04%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-XL6                         | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99500.13     | 0.04%             | 2043-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc           | Celsius Holdings Inc                                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12437 | NS      | $441264.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                            | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55920.66     | 0.02%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     22048 | NS      | $945638.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-4                    | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150210.86    | 0.06%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84804.51     | 0.03%             | 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        |       785 | NS      | $371493.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                  | H&R Block Inc                                                 | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      7223 | NS      | $229258.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                     | HEICO Corp                                                    | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       562 | NS      | $154100.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                     | HEICO Corp                                                    | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      6296 | NS      | $1329022.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranteed Funding (DK) Limite | DK Trust 2024-SPBX                                            | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149953.07    | 0.06%             | 2034-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136BRJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186167 | PA      | $187135.77    | 0.07%             | 2054-05-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3231 | NS      | $1062643.59   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                            | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84800.43     | 0.03%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2025-4 Owner Trust                     | CUSIP: 43814XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199867.85    | 0.08%             | 2028-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-INV3                            | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51473 | PA      | $46184.11     | 0.02%             | 2050-05-25      | Variable      | 3.50%                 | 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        |     38777 | PA      | $35131.21     | 0.01%             | 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        |     67357 | PA      | $60636.78     | 0.02%             | 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        |      6882 | PA      | $6420.54      | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                       | KLA Corp                                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       207 | NS      | $304788.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Resorts                    | KSL Commercial Mortgage Trust 2025-MH                         | CUSIP: 48268VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $274226.73    | 0.11%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                          | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64900.62     | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM 39 Ltd/Jersey                                             | CUSIP: 50204NBA5<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $248921.00    | 0.10%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3460 | NS      | $739263.60    | 0.29%             |  |  |  | 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        |     66163 | PA      | $59258.86     | 0.02%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Lazard Inc                     | Lazard Inc                                                    | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      4496 | NS      | $190990.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2025-CRE9 Issuer LLC                                 | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249925.94    | 0.10%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.        | Loanpal Solar Loan 2020-2 Ltd                                 | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124556 | PA      | $103577.28    | 0.04%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136BTA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72103 | PA      | $72843.26     | 0.03%             | 2054-12-25      | Floating      | 5.11%                 | 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        |    975279 | PA      | $33770.29     | 0.01%             | 2030-09-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                    | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    139000 | PA      | $121341.86    | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       425 | NS      | $256865.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59537.64     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                    | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58036.92     | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      4638 | NS      | $880060.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1370246 | PA      | $39730.56     | 0.02%             | 2030-12-25      | Variable      | 0.76%                 | 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        |    369042 | PA      | $19849.83     | 0.01%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       309 | NS      | $47307.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                       | Lyft Inc                                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     10539 | NS      | $140168.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2094 | NS      | $935054.76    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1464 | NS      | $94618.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc              | Hamilton Lane Inc                                             | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      6580 | NS      | $654052.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Avenue Trust           | MAD Commercial Mortgage Trust 2025-11MD                       | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247447.10    | 0.10%             | 2042-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXI Ltd                                            | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249523.61    | 0.10%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      2104 | NS      | $280084.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc         | Marvell Technology Inc                                        | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |      4987 | NS      | $493962.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        94 | NS      | $46968.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1021 | NS      | $883532.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4972.46      | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38983.44     | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86046.86     | 0.03%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158607.75    | 0.06%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                     | PRM5 Trust 2025-PRM5                                          | CUSIP: 693980AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124067.74    | 0.05%             | 2033-03-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| PCY Trust 2026-FCMT            | PCY Trust 2026-FCMT                                           | CUSIP: 704929AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $175469.49    | 0.07%             | 2041-04-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      3948 | NS      | $168026.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                    | PepsiCo Inc                                                   | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65555.52     | 0.03%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66                    | Phillips 66                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3761 | NS      | $685178.98    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2025-INV8                                      | CUSIP: 73015EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86306 | PA      | $86235.62     | 0.03%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru | Harley-Davidson Motorcycle Trust 2023-B                       | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152615.48    | 0.06%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Popular Inc                    | Popular Inc                                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      4595 | NS      | $616511.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc       | Procore Technologies Inc                                      | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |      6462 | NS      | $368334.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       172 | NS      | $73158.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49861.75     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saia Inc                       | Saia Inc                                                      | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1439 | NS      | $505491.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-6                 | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17623 | PA      | $17639.28     | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-4                 | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100447.44    | 0.04%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                        | Sea Ltd                                                       | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |     15774 | NS      | $1306244.94   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-1                                 | CUSIP: 81743EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68065 | PA      | $68519.64     | 0.03%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2019-CH3                               | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3839 | PA      | $3600.96      | 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      | $147256.18    | 0.06%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149373.51    | 0.06%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2050 | NS      | $673609.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT       | Sumitomo Mitsui Trust Bank Ltd                                | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     63000 | PA      | $62132.68     | 0.02%             | 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        |    147772 | PA      | $129538.86    | 0.05%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      2953 | NS      | $67239.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1978.52      | 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      | $2383.13      | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | 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      | $17575.00     | 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        |     84400 | PA      | $84423.08     | 0.03%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    178900 | PA      | $172121.37    | 0.07%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2500 | PA      | $2502.05      | 0.00%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co             | Vertiv Holdings Co                                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       557 | NS      | $139573.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9824 | NS      | $2969205.76   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       683 | NS      | $102675.39    | 0.04%             |  |  |  | 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        |    148398 | PA      | $136646.78    | 0.05%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44698.08     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series HYB Fund      | Voya VACS Series HYB Fund                                     | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |    114538 | NS      | $1164853.41   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMHCD Fund    | Voya VACS Series EMHCD Fund                                   | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |       188 | NS      | $1955.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series SC Fund       | Voya VACS Series SC Fund                                      | CUSIP: 92919X203<br>LEI: 549300WMAVLRYOGXL523 | Long             | EC               | RF                | US        |    625217 | NS      | $6502253.26   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                          | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57592.63     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                   | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88825.23     | 0.04%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Waters Corp                    | Waters Corp                                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1016 | NS      | $302564.80    | 0.12%             |  |  |  | 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        |     74458 | PA      | $65087.61     | 0.03%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                              | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15841.81     | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                              | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20810.85     | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1547 | NS      | $305857.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     11018 | NS      | $2980258.82   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2026-1                  | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99756.60     | 0.04%             | 2029-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Wingstop Inc                   | Wingstop Inc                                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       818 | NS      | $126765.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2024-C                      | CUSIP: 98164NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100345.53    | 0.04%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                | AstraZeneca PLC                                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      3584 | NS      | $706836.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd            | Viking Holdings Ltd                                           | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |      1546 | NS      | $113600.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       563 | NS      | $743627.29    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Abivax SA                      | Abivax SA                                                     | CUSIP: 00370M103<br>LEI: 969500D8TMNB184OJU95 | Long             | EC               | CORP              | FR        |      3521 | NS      | $392063.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       926 | NS      | $225092.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1753 | NS      | $356612.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     40857 | NS      | $11720239.02  | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8240 | NS      | $2369494.40   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     58068 | NS      | $12093822.36  | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77664.64     | 0.03%             | 2030-06-03      | Fixed         | 1.50%                 | 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        |     24549 | PA      | $23876.26     | 0.01%             | 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        |      2193 | PA      | $2161.54      | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                            | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146402 | PA      | $145670.19    | 0.06%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VOLT                                            | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199375.16    | 0.08%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-GW                                              | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149906.33    | 0.06%             | 2042-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                            | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84533 | PA      | $84480.08     | 0.03%             | 2036-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4477 | NS      | $1244023.99   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                    | Cameco Corp                                                   | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1706 | NS      | $185288.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                    | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81667.52     | 0.03%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc            | Cardinal Health Inc                                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2773 | NS      | $585962.63    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Caris Life Sciences Inc        | Caris Life Sciences Inc                                       | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |     15022 | NS      | $268593.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2023-3                                | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152408.13    | 0.06%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188987.80    | 0.07%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3126 | NS      | $720417.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-2                               | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53894 | PA      | $48348.91     | 0.02%             | 2050-07-25      | Variable      | 3.50%                 | 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        |     39678 | PA      | $36485.45     | 0.01%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14997.98     | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14963.93     | 0.01%             | 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        |     62000 | PA      | $56035.66     | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24738.61     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140037.42    | 0.06%             | 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        |     44000 | PA      | $43441.42     | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                             | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63955.91     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      7087 | NS      | $1035694.18   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A              | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121325 | PA      | $122977.00    | 0.05%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-D              | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89497 | PA      | $83491.14     | 0.03%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     34544 | NS      | $3321405.60   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 47 Ltd                     | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249755.64    | 0.10%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                           | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87235.51     | 0.03%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                     | Nucor Corp                                                    | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59026.31     | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    155948 | NS      | $27197331.20  | 10.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners       | OHA Credit Funding 4 Ltd                                      | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498612.64    | 0.20%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Okta Inc                       | Okta Inc                                                      | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1046 | NS      | $82330.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru | OneMain Financial Issuance Trust 2023-1                       | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153080.92    | 0.06%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3199 | NS      | $470604.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                   | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89649.95     | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2230 | NS      | $442075.20    | 0.18%             |  |  |  | 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      | $62723.97     | 0.02%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2997 | NS      | $385953.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp              | Ralph Lauren Corp                                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       779 | NS      | $267968.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90116.45     | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                     | Reddit Inc                                                    | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      3300 | NS      | $444345.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc          | Robinhood Markets Inc                                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      4464 | NS      | $309355.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                 | Rocket Cos Inc                                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49385 | NS      | $703736.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       199 | NS      | $71417.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1226 | NS      | $128178.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2095 | NS      | $671552.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                    | Shopify Inc                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      5426 | NS      | $643632.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                        | QXO Inc                                                       | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113077 | NS      | $2195955.34   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7059 | NS      | $503518.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TCI-Symphony CLO               | TCI-Symphony CLO 2016-1 Ltd                                   | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |     97591 | PA      | $97595.26     | 0.04%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru | THPT 2023-THL Mortgage Trust                                  | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187571 | PA      | $188190.18    | 0.07%             | 2034-12-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6588 | NS      | $1052103.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc         | TKO Group Holdings Inc                                        | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1605 | NS      | $323648.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14546.24     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                              | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19184.94     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TPG Inc                        | TPG Inc                                                       | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      2548 | NS      | $103219.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                           | Taiwan Semiconductor Manufacturing Co Ltd                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     17069 | NS      | $5768468.55   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp              | Talen Energy Corp                                             | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3807 | NS      | $1215308.61   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1863 | NS      | $262887.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                  | Teradata Corp                                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5873 | NS      | $150524.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     11538 | NS      | $4289251.50   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6474 | NS      | $1256862.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc            | Texas Roadhouse Inc                                           | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2155 | NS      | $355876.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                      | Toast Inc                                                     | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     13129 | NS      | $348049.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      5877 | NS      | $266228.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1724 | NS      | $119283.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                    | Trex Co Inc                                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3934 | NS      | $143276.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                     | Twilio Inc                                                    | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1529 | NS      | $192378.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       551 | NS      | $401436.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71000 | PA      | $70814.18     | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5500 | PA      | $5493.34      | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150300 | PA      | $150405.68    | 0.06%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1991.02      | 0.00%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12800 | PA      | $12816.50     | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1213 | NS      | $328225.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                            | CUSIP: 3137HCTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389514 | PA      | $393615.89    | 0.16%             | 2054-05-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                            | CUSIP: 3137HH4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201009 | PA      | $200808.81    | 0.08%             | 2054-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                            | CUSIP: 3137HHEP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242552 | PA      | $244494.16    | 0.10%             | 2054-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                            | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140681 | PA      | $141568.17    | 0.06%             | 2054-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                            | CUSIP: 3137HHQ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118131 | PA      | $119007.86    | 0.05%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                            | CUSIP: 3137HNG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175582 | PA      | $176759.68    | 0.07%             | 2055-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                    | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86116.05     | 0.03%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Figure Technology Solutions In | Figure Technology Solutions Inc                               | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17987 | NS      | $610658.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust   | GSMS Trust 2024-Fair                                          | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $227120.24    | 0.09%             | 2029-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd    | GS REFT 2026-FL1 Issuer Ltd                                   | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150140.16    | 0.06%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                 | Galaxy XXII CLO Ltd                                           | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299657.00    | 0.12%             | 2034-04-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1994 | NS      | $1740562.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3584 | NS      | $1017031.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                                    | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      7044 | NS      | $188990.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-3                      | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150378.34    | 0.06%             | 2029-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                      | CUSIP: 38385GKB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131807 | PA      | $133648.82    | 0.05%             | 2055-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                      | CUSIP: 38385GKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65543 | PA      | $66561.63     | 0.03%             | 2055-05-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc              | Veeva Systems Inc                                             | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      4269 | NS      | $749892.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands | NU Holdings Ltd/Cayman Islands                                | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | BR        |     35443 | NS      | $509315.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                    | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149953.08    | 0.06%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                                    | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      1361 | NS      | $315765.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                 | SharkNinja Inc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3603 | NS      | $381557.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      2413 | NS      | $1005593.62   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                  | On Holding AG                                                 | CUSIP: N/A<br>LEI: 506700FB3467B9W95526       | Long             | EC               | CORP              | CH        |      3895 | NS      | $132507.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1913 | NS      | $196407.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6833 | NS      | $1486109.17   | 0.59%             |  |  |  | No            |                  1 | 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      |
| CIFC Funding Ltd               | CIFC Funding 2023-II Ltd                                      | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249401.93    | 0.10%             | 2037-01-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                | CLI Funding VIII LLC                                          | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |     82267 | PA      | $76128.52     | 0.03%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2022-IV Ltd                                      | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249728.01    | 0.10%             | 2035-07-16      | Floating      | 4.76%                 | 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      | $250068.50    | 0.10%             | 2035-04-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2023-A                                    | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251797.60    | 0.10%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                               | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114487.88    | 0.05%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2025-9               | CUSIP: 16160UAB1<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |     82234 | PA      | $81857.76     | 0.03%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1476 | NS      | $418829.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                                    | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     12515 | NS      | $400605.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3080 | NS      | $520951.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc         | Cogent Biosciences Inc                                        | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $67857.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-2 Mortgage Loan Trust                               | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162878 | PA      | $138491.78    | 0.05%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        38 | NS      | $52401.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       501 | NS      | $139904.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1575 | NS      | $1569377.25   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CSTL Commercial Mortgage Trust | CSTL Commercial Mortgage Trust 2024-GATE                      | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99552.30     | 0.04%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                    | Datadog Inc                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       319 | NS      | $37657.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       345 | NS      | $34531.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       654 | NS      | $107341.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $3028.01      | 0.00%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985864 | PA      | $994555.95    | 0.39%             | 2054-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136BUGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587100 | PA      | $592275.99    | 0.23%             | 2054-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136BUQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120704 | PA      | $121896.08    | 0.05%             | 2055-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2318194 | PA      | $27821.80     | 0.01%             | 2030-04-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST          | Federal Express Corp 2020-1 Pass Through Trusts               | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156710 | PA      | $135183.64    | 0.05%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                     | Ferrari NV                                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |      1357 | NS      | $459276.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

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

**Signature:** /s/ Gaurav Chopra

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

**Title:** Assistant Treasurer