# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0001145549-25-055816
**Filing Date:** 2025-8
**Character Count:** 190689
**Document Hash:** 7ff993a12fa4a75f2d4e3393c9fb293b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-055816.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001145549-25-055816

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**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:** 251271358

**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 VALUE PORTFOLIO (Series ID: S000001046)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000002807 | INVESTMENT CLASS    | DTLVX           |
| C000002808 | INSTITUTIONAL CLASS | WLCVX           |

## 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 Value Portfolio

- **b. EDGAR series identifier (if any):** S000001046

- **c. LEI of Series:** 549300R5VB4N123U8M16

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $166051789.99

**Total Liabilities:** $200454.28

**Net Assets:** $165851335.71

**Cash Not Reported:** $9414719.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 485.760000000000 | **1-Year:** 1034.420000000000 | **5-Year:** 1052.990000000000 | **10-Year:** 497.240000000000 | **30-Year:** 653.160000000000

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

- **3-Month:** -2228.290000000000 | **1-Year:** 50.150000000000 | **5-Year:** 67.960000000000 | **10-Year:** 5.130000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002807 | -2.53%               | 4.23%                | 3.50%                |
| Class ID C000002808 | -2.52%               | 4.28%                | 3.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $341014.85               | $-3679737.75                               |
| Month 2  | $607742.64               | $4915030.35                                |
| Month 3  | $1317270.77              | $3359661.13                                |

**Designated Index Information**

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

- **Index Identifier:** RU10VATR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Diageo PLC                     | Diageo PLC                                                       | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      5542 | NS      | $139059.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2545 | NS      | $989903.20    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     13011 | NS      | $897498.78    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46646.93     | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1938 | NS      | $230894.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                      | CubeSmart                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $57375.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc       | Cullen/Frost Bankers Inc                                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       290 | NS      | $37276.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2746 | NS      | $899315.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                       | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417636 | PA      | $17958.14     | 0.01%             | 2053-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| DK Trust                       | DK Trust 2024-SPBX                                               | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125039.09    | 0.08%             | 2034-03-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1298 | NS      | $256406.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1090 | NS      | $237587.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       510 | NS      | $259329.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      4000 | NS      | $196720.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1050 | NS      | $120099.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       950 | NS      | $94088.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     22770 | NS      | $1286960.40   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       220 | NS      | $54232.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-2                              | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99602.37     | 0.06%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Doximity Inc                   | Doximity Inc                                                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2720 | NS      | $166844.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       400 | NS      | $47844.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                       | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39962.29     | 0.02%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Edison International           | Edison International                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2480 | NS      | $127968.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1200 | NS      | $93852.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       502 | NS      | $268514.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2722 | NS      | $362924.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Empower CLO Ltd.               | Empower CLO 2025-1 Ltd                                           | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250106.28    | 0.15%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $66670.15     | 0.04%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       420 | NS      | $34910.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60546.34     | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43023.66     | 0.03%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp          | Envista Holdings Corp                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      8123 | NS      | $158723.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                    | Equifax Inc                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       309 | NS      | $80145.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       100 | NS      | $79547.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39184.48     | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equity Residential             | Equity Residential                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      5684 | NS      | $383613.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                       | Telefonaktiebolaget LM Ericsson                                  | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    170182 | NS      | $1443143.36   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3540 | NS      | $225214.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                       | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23975.90     | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2450 | NS      | $449501.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6710 | NS      | $1024952.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       368 | NS      | $329632.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43458.53     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29718.15     | 0.02%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     28900 | NS      | $746198.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1215 | NS      | $160428.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                    | PepsiCo Inc                                                      | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23607.05     | 0.01%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp         | Permian Resources Corp                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3220 | NS      | $43856.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                  | AIB Group PLC                                                    | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     44433 | NS      | $365594.93    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                        | CRH PLC                                                          | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | US        |      5548 | NS      | $509306.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC      | Janus Henderson Group PLC                                        | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | GB        |      4760 | NS      | $184878.40    | 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        |    100000 | PA      | $101816.18    | 0.06%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71433.59     | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Centene Corp                   | Centene Corp                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7012 | NS      | $380611.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc       | Ferguson Enterprises Inc                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1862 | NS      | $405450.50    | 0.24%             |  |  |  | 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        |    142003 | PA      | $145065.43    | 0.09%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 34 Ltd                        | CUSIP: 64132YAQ5<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |    246207 | PA      | $246452.63    | 0.15%             | 2035-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      3440 | NS      | $200414.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc        | Nexstar Media Group Inc                                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       710 | NS      | $122794.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137HCTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386911 | PA      | $388345.91    | 0.23%             | 2054-05-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1750 | NS      | $281015.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                     | Nucor Corp                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41130.63     | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59307.33     | 0.04%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      5720 | NS      | $253853.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd           | OHA Loan Funding 2015-1 Ltd                                      | CUSIP: 67109BDC5<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270166.32    | 0.16%             | 2037-01-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 48 | Octagon Investment Partners 48 Ltd                               | CUSIP: 67577UAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250125.77    | 0.15%             | 2038-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp             | Franco-Nevada Corp                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      4075 | NS      | $669027.17    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     13440 | NS      | $388953.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74747.18     | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ATI Inc                        | ATI Inc                                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       840 | NS      | $72525.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7710 | NS      | $1358733.30   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      6770 | NS      | $396925.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      9114 | NS      | $1999520.46   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                   | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56542.72     | 0.03%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46653.56     | 0.03%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT       | American Airlines 2016-2 Class AA Pass Through Trust             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10926 | PA      | $10437.11     | 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        |      1191 | PA      | $1152.60      | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT         | American Airlines 2015-2 Class AA Pass Through Trust             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33270 | PA      | $32382.90     | 0.02%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1410 | NS      | $146301.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2740 | NS      | $874005.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                                      | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43968.67     | 0.03%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| American International Group I | American International Group Inc                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     15859 | NS      | $1357371.81   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       420 | NS      | $117268.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64279.97     | 0.04%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7011 | NS      | $1668758.22   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV     | Anheuser-Busch InBev SA/NV                                       | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      3410 | NS      | $234335.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp          | Antero Midstream Corp                                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6813 | NS      | $129106.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     65264 | NS      | $1193678.56   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                      | Apple Inc                                                        | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50386.16     | 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        |      1251 | NS      | $229020.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd           | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225000 | PA      | $223865.39    | 0.13%             | 2034-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc | Armstrong World Industries Inc                                   | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1220 | NS      | $198176.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                 | Atlassian Corp                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |       317 | NS      | $64379.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1458 | NS      | $451353.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       580 | NS      | $178872.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25186.70     | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17225 | NS      | $660406.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     44135 | NS      | $2088468.20   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25590.11     | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1190 | NS      | $277519.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2854 | NS      | $399902.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       980 | NS      | $380445.80    | 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      | $251470.06    | 0.15%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       590 | NS      | $241197.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemed Corp                    | Chemed Corp                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       152 | NS      | $74013.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2740 | NS      | $667244.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1744 | NS      | $249723.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Hill INGOTS Ltd         | CSTL Commercial Mortgage Trust 2024-GATE                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99736.04     | 0.06%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1110 | NS      | $355333.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     22305 | NS      | $2035108.20   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                                          | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | GB        |      1742 | NS      | $621475.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd      | Axis Capital Holdings Ltd                                        | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      2292 | NS      | $237955.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      9000 | NS      | $613980.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      8780 | NS      | $1088807.80   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                               | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38562.64     | 0.02%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1100 | NS      | $129800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89995.69     | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc       | EastGroup Properties Inc                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       810 | NS      | $135367.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       190 | NS      | $51193.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-INV3                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43915 | PA      | $39002.82     | 0.02%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-2                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34909 | PA      | $30731.12     | 0.02%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6207 | NS      | $1799471.37   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Trust 2015-3                                           | CUSIP: 46644MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29403 | PA      | $27089.41     | 0.02%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6920.57      | 0.00%             | 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        |     43000 | PA      | $38317.39     | 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        |     31000 | PA      | $29045.02     | 0.02%             | 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        |     99000 | PA      | $95404.12     | 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        |     48000 | PA      | $46882.99     | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-2                                  | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27843 | PA      | $24878.62     | 0.02%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP MORGAN MORTGAGE TRUST 2018-5                                  | CUSIP: 46649KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46940 | PA      | $41948.31     | 0.03%             | 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        |      7128 | PA      | $6591.53      | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46969 | PA      | $46659.89     | 0.03%             | 2034-01-05      | Fixed         | 3.88%                 | 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        |    163425 | PA      | $138930.03    | 0.08%             | 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        |     68571 | PA      | $66701.09     | 0.04%             | 2053-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON              | Johnson & Johnson                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52222.92     | 0.03%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                     | Kenvue Inc                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     29061 | NS      | $608246.73    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3220 | NS      | $527629.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5150 | NS      | $151410.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        50 | NS      | $11742.00     | 0.01%             |  |  |  | No            |                  1 | 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      | $100659.75    | 0.06%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                | Schlumberger NV                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     22370 | NS      | $756106.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The      | Scotts Miracle-Gro Co/The                                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      3040 | NS      | $200518.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       422 | NS      | $121873.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18229 | NS      | $788768.83    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     96000 | PA      | $82728.67     | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40802.54     | 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        |       854 | NS      | $266021.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-3                                | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124917 | PA      | $106415.16    | 0.06%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1310 | NS      | $42706.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc            | Virtu Financial Inc                                              | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      6546 | NS      | $293195.34    | 0.18%             |  |  |  | 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        |    119027 | PA      | $106974.70    | 0.06%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32069.86     | 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        |     91232 | NS      | $946076.10    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1166 | NS      | $304116.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMHCD Fund    | Voya VACS Series EMHCD Fund                                      | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |       129 | NS      | $1323.34      | 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        |    343718 | NS      | $3653725.09   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10474 | NS      | $1024147.72   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                      | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61790.27     | 0.04%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc   | Walgreens Boots Alliance Inc                                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     11110 | NS      | $127542.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44145.99     | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7471 | NS      | $1016130.71   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1410 | NS      | $261724.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                     | Acuity Inc                                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $56684.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc         | Advance Auto Parts Inc                                           | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       810 | NS      | $37656.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5390 | NS      | $608315.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       430 | NS      | $61017.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      5146 | NS      | $607279.46    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC | Sunnova Helios IV Issuer LLC                                     | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94472 | PA      | $81809.52     | 0.05%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                                    | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1555 | NS      | $464773.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149062.23    | 0.09%             | 2030-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-PSB                                                | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78173 | PA      | $78148.67     | 0.05%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-VOLT                           | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121104 | PA      | $120535.75    | 0.07%             | 2036-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2022-CSMO                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100750.02    | 0.06%             | 2027-06-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL4                            | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94697 | PA      | $94904.07     | 0.06%             | 2039-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2360 | NS      | $494490.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        20 | NS      | $115784.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      7270 | NS      | $243399.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The         | Boston Beer Co Inc/The                                           | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        92 | NS      | $17554.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      4210 | NS      | $452196.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                     | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42585.05     | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc              | Brown & Brown Inc                                                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       300 | NS      | $33261.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                    | Bruker Corp                                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2291 | NS      | $94389.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Trust 2022-LBA6                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199875.14    | 0.12%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1741 | NS      | $536489.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust          | Camden Property Trust                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       330 | NS      | $37187.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      6636 | NS      | $1411875.36   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56065.53     | 0.03%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                   | Capgemini SE                                                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      1858 | NS      | $317461.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor | Old Republic International Corp                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6160 | NS      | $236790.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                      | Olin Corp                                                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     17190 | NS      | $345347.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     10137 | NS      | $729255.78    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT       | Sumitomo Mitsui Trust Bank Ltd                                   | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     52000 | PA      | $50770.56     | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       491 | NS      | $251725.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7480 | NS      | $499215.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru | THPT 2023-THL Mortgage Trust                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132549 | PA      | $134804.93    | 0.08%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1470 | NS      | $181530.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72911.98     | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10588.52     | 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        |     13000 | PA      | $12265.94     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       600 | NS      | $52686.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1580 | NS      | $155867.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       588 | NS      | $102359.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       530 | NS      | $93280.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                 | Tetra Tech Inc                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      8220 | NS      | $295591.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       430 | NS      | $34524.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3200 | NS      | $232160.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                  | TopBuild Corp                                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       390 | NS      | $126258.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                                 | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      5473 | NS      | $335885.53    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1521223 | PA      | $21681.38     | 0.01%             | 2030-04-25      | Variable      | 0.49%                 | 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        |    590698 | PA      | $23939.93     | 0.01%             | 2030-09-25      | Variable      | 1.04%                 | 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        |    280578 | PA      | $17693.04     | 0.01%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      7480 | NS      | $608946.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1930 | NS      | $79380.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/ | First Citizens BancShares Inc/NC                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       264 | NS      | $516508.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc             | First Hawaiian Inc                                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     14180 | NS      | $353932.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust  | First Industrial Realty Trust Inc                                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1430 | NS      | $68825.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61637.52     | 0.04%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                     | Fluor Corp                                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      4126 | NS      | $211540.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                 | Flowserve Corp                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2590 | NS      | $135586.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1900 | NS      | $200868.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                   | Fortive Corp                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      3300 | NS      | $172029.00    | 0.10%             |  |  |  | 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        |    100000 | PA      | $102973.55    | 0.06%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust | ONNI Commerical Mortgage Trust 2024-APT                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $203887.08    | 0.12%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp          | Stifel Financial Corp                                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       658 | NS      | $68287.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       700 | NS      | $276941.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                       | Flex Ltd                                                         | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | US        |      7010 | NS      | $349939.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                                              | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      4469 | NS      | $753786.23    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                 | TechnipFMC PLC                                                   | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     10900 | NS      | $375396.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916918 | PA      | $47890.65     | 0.03%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9759.95      | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    103000 | PA      | $94023.24     | 0.06%             | 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        |    194000 | PA      | $188615.92    | 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        |     66000 | PA      | $64916.21     | 0.04%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank OZK                       | Bank OZK                                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1390 | NS      | $65413.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc          | Bath & Body Works Inc                                            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3811 | NS      | $114177.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      3914 | NS      | $674186.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXI Ltd                              | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250437.24    | 0.15%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2538 | NS      | $1232884.26   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                                         | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1255 | NS      | $302856.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      7717 | NS      | $397039.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1973 | NS      | $755856.30    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14444.29     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MSA Safety Inc                 | MSA Safety Inc                                                   | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1711 | NS      | $286643.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       520 | NS      | $299904.80    | 0.18%             |  |  |  | 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        |    156135 | PA      | $146296.99    | 0.09%             | 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        |     39439 | PA      | $33820.91     | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       410 | NS      | $172388.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc         | Mueller Industries Inc                                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3610 | NS      | $286886.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      5550 | NS      | $124875.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                        | NOV Inc                                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     60195 | NS      | $748223.85    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4140 | NS      | $350699.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-G                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33837 | PA      | $31489.16     | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | 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        |     26197 | PA      | $23861.46     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      6580 | NS      | $456783.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70430.57     | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1168 | NS      | $250384.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1600 | NS      | $409552.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2963 | NS      | $375678.77    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                           | Taiwan Semiconductor Manufacturing Co Ltd                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3190 | NS      | $722503.10    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                        | UDR Inc                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2960 | NS      | $120856.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     19325 | NS      | $874456.25    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                   | Unilever PLC                                                     | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5915 | NS      | $361820.55    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2244 | NS      | $178689.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23034.62     | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp          | US Foods Holding Corp                                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1540 | NS      | $118595.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9900 | PA      | $9549.25      | 0.01%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       700 | PA      | $647.55       | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60200 | PA      | $57984.83     | 0.03%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90100 | PA      | $86879.63     | 0.05%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300 | PA      | $294.66       | 0.00%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp       | United Therapeutics Corp                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       130 | NS      | $37355.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1540 | NS      | $480433.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp         | Universal Display Corp                                           | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $115845.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1350 | NS      | $244552.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Sep25                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -12 | NC      | $-14460.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GS_TRS_RUSSELL 1000 VALUE INDEX-02-26-27                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-217397.16   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding Plc        | Birkenstock Holding Plc                                          | CUSIP: N/A<br>LEI: 529900CQ8LQKQ7LIT631       | Long             | EC               | CORP              | GB        |      1961 | NS      | $96441.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Sep25                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $-14676.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Sep25                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-2009.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Sep25                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-12447.53    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Sep25                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $5062.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Sep25                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $-20258.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLI Funding LLC                | CLI Funding VIII LLC                                             | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |     71813 | PA      | $65530.30     | 0.04%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3265 | NS      | $899899.30    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2023-A                                       | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201990.77    | 0.12%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     17115 | NS      | $765896.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc            | Clearway Energy Inc                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      7630 | NS      | $244160.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6630 | NS      | $287874.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1630 | NS      | $71842.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3407 | NS      | $367274.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043118 | PA      | $1044290.39   | 0.63%             | 2054-12-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136BUGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605507 | PA      | $606187.97    | 0.37%             | 2054-06-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4180 | NS      | $950155.80    | 0.57%             |  |  |  | No            |                  1 | 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        |     80494 | PA      | $69147.85     | 0.04%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| F5 Inc                         | F5 Inc                                                           | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      9394 | NS      | $2764842.08   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                        | HCA Inc                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58954.68     | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185865.80    | 0.11%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                               | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55480.98     | 0.03%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1540 | NS      | $286640.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       882 | NS      | $360217.62    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2530 | NS      | $618534.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       240 | NS      | $27708.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       901 | NS      | $158188.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2640 | NS      | $251882.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                     | Insmed Inc                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       440 | NS      | $44281.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA               | Pernod Ricard SA                                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       927 | NS      | $92380.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc           | Labcorp Holdings Inc                                             | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $257259.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5152 | NS      | $501495.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       490 | NS      | $25406.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                       | Lyft Inc                                                         | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      9830 | NS      | $154920.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2360 | NS      | $457816.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXI Ltd                                     | CUSIP: 55820JBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250165.00    | 0.15%             | 2032-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Magna International Inc        | Magna International Inc                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     24072 | NS      | $929419.92    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1090 | NS      | $203197.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      6500 | NS      | $739375.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC             | PPG Industries Inc                                               | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66425.19     | 0.04%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PPL Corp                       | PPL Corp                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     19293 | NS      | $653839.77    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PSMC Trust                     | PSMC 2020-3 Trust                                                | CUSIP: 693675AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27505 | PA      | $23614.58     | 0.01%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PTC Inc                        | PTC Inc                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1325 | NS      | $228350.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM5 Trust                     | PRM5 Trust 2025-PRM5                                             | CUSIP: 693980AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122894.73    | 0.07%             | 2033-03-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      8190 | NS      | $198525.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7250 | NS      | $1320442.50   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In | Pinnacle Financial Partners Inc                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       246 | NS      | $27160.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp               | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60006.12     | 0.04%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                  | Primerica Inc                                                    | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       676 | NS      | $185000.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3249 | NS      | $517630.68    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       702 | NS      | $187335.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc      | Prosperity Bancshares Inc                                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $66728.00     | 0.04%             |  |  |  | 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      | $60768.01     | 0.04%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                 | Public Storage                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        95 | NS      | $27874.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1740 | NS      | $277112.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                  | Ralliant Corp                                                    | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $53339.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64571.03     | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       485 | NS      | $119605.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                        | QXO Inc                                                          | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1120 | NS      | $24124.80     | 0.01%             |  |  |  | No            |                  1 | 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      | $101025.97    | 0.06%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                 | Solventum Corp                                                   | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      7691 | NS      | $583285.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2061 | NS      | $189261.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44066.25     | 0.03%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STAG Industrial Inc            | STAG Industrial Inc                                              | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      1260 | NS      | $45712.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4590 | NS      | $310972.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      9546 | NS      | $1015121.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44119.32     | 0.03%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       500 | PA      | $495.47       | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14988.87     | 0.01%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5100 | PA      | $4704.75      | 0.00%             | 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        |      4300 | PA      | $4329.56      | 0.00%             | 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        |     24600 | PA      | $23717.86     | 0.01%             | 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        |     33600 | PA      | $33638.06     | 0.02%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $6086.72      | 0.00%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20600 | PA      | $20598.39     | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14000 | PA      | $14021.88     | 0.01%             | 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        |     17800 | PA      | $17828.51     | 0.01%             | 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        |     64800 | PA      | $64954.41     | 0.04%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICON PLC                       | ICON PLC                                                         | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      1527 | NS      | $222102.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39694.20     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     21261 | NS      | $1703431.32   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10825.16     | 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        |     15000 | PA      | $14796.84     | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings I | BJ's Wholesale Club Holdings Inc                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      7035 | NS      | $758584.05    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA       | Blackstone Holdings Finance Co LLC                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21085.23     | 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        |     62000 | PA      | $57121.47     | 0.03%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                  | Blackrock Inc                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        50 | NS      | $52462.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Trust                       | FS Trust 2024-HULA                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100125.05    | 0.06%             | 2039-08-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     20400 | NS      | $884340.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     16158 | NS      | $1196823.06   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust   | GSMS Trust 2024-Fair                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $179180.79    | 0.11%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-GR2                     | CUSIP: 36270WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81731 | PA      | $79605.08     | 0.05%             | 2055-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-1                         | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151796.74    | 0.09%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The                    | Gap Inc/The                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     14070 | NS      | $306866.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4237 | NS      | $1235763.42   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1110 | NS      | $285702.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1740 | NS      | $90149.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     23084 | NS      | $1135963.64   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5291 | NS      | $586613.17    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      5861 | NS      | $225062.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22442.99     | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       395 | NS      | $279561.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc                                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2318 | NS      | $438102.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                                 | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225000 | PA      | $222288.37    | 0.13%             | 2039-07-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3560 | NS      | $104664.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                     | Haleon PLC                                                       | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     61721 | NS      | $317195.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt | LVMH Moet Hennessy Louis Vuitton SE                              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       234 | NS      | $122550.03    | 0.07%             |  |  |  | No            |                  1 | 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      | $153076.25    | 0.09%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T | Hartford Insurance Group Inc/The                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      3767 | NS      | $477919.29    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       810 | NS      | $59794.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc           | Hayward Holdings Inc                                             | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33760 | NS      | $465888.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp     | Lattice Semiconductor Corp                                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      6580 | NS      | $322354.20    | 0.19%             |  |  |  | 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        |     55409 | PA      | $49126.51     | 0.03%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                                      | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1440 | NS      | $151560.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp          | Lincoln National Corp                                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3800 | NS      | $131480.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       780 | NS      | $263499.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                 | Littelfuse Inc                                                   | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       130 | NS      | $29474.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings Inc                                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1441 | NS      | $47610.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1156 | NS      | $535389.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1530 | NS      | $339461.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41367.02     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Maplebear Inc                  | Maplebear Inc                                                    | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3930 | NS      | $177793.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc            | Resona Holdings Inc                                              | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     30700 | NS      | $283965.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2980 | NS      | $215215.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc          | RPM International Inc                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1475 | NS      | $162014.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                       | RTX Corp                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5800 | NS      | $846916.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1740 | NS      | $448920.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1080 | NS      | $358743.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1120 | NS      | $142889.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                             | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48783.95     | 0.03%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Shell PLC                      | Shell PLC                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     12147 | NS      | $855270.27    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                 | Royal Gold Inc                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3168 | NS      | $563397.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     38000 | PA      | $37716.56     | 0.02%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $101273.79    | 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        |     31000 | PA      | $27401.61     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                     | Rubrik Inc                                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |       310 | NS      | $27772.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1116 | NS      | $588455.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co             | SEI Investments Co                                               | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      3133 | NS      | $281531.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2020-PTB                        | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66983 | PA      | $62978.42     | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $122521.24    | 0.07%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34207.30     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3124 | NS      | $851883.56    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                                        | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      4255 | NS      | $205559.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Consumer Auto Receiv | Santander Consumer Auto Receivables Trust 2021-A                 | CUSIP: 80282YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8499 | PA      | $8486.12      | 0.01%             | 2026-11-16      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2013-3                                    | CUSIP: 81745RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38781 | PA      | $33540.71     | 0.02%             | 2043-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2019-CH2                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |       316 | PA      | $313.47       | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2020-4                                    | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $71752.14     | 0.04%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO        | Sierra Pacific Power Co                                          | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72779.07     | 0.04%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3200 | NS      | $514432.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc   | Simpson Manufacturing Co Inc                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       847 | NS      | $131547.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-B Trust                      | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4446 | PA      | $4424.10      | 0.00%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc           | Tradeweb Markets Inc                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $27816.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                     | TransUnion                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3754 | NS      | $330352.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      9300 | NS      | $399807.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1008.55      | 0.00%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43000 | PA      | $43228.44     | 0.03%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc              | Veeva Systems Inc                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1021 | NS      | $294027.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      6037 | NS      | $381236.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                        | WPP PLC                                                          | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     19790 | NS      | $692847.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C21                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     87809 | PA      | $85527.46     | 0.05%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1169 | NS      | $244730.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     34664 | NS      | $397249.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1368 | NS      | $477486.72    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                     | Watsco Inc                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       420 | NS      | $185480.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc                                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2049 | NS      | $503828.61    | 0.30%             |  |  |  | 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        |     48096 | PA      | $41586.57     | 0.03%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24002.09     | 0.01%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1198 | NS      | $184168.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                                                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        87 | NS      | $21322.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     10558 | NS      | $2533920.00   | 1.53%             |  |  |  | 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      | $100351.47    | 0.06%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| YETI Holdings Inc              | YETI Holdings Inc                                                | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       630 | NS      | $19857.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3540 | NS      | $524557.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2884 | NS      | $263049.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp   | Wheaton Precious Metals Corp                                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      8244 | NS      | $741369.74    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P | Sensata Technologies Holding PLC                                 | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | US        |      1339 | NS      | $40317.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       570 | NS      | $249323.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                                         | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |      2062 | NS      | $632003.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                         | XP Inc                                                           | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | BR        |     28910 | NS      | $583982.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                                      | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       250 | NS      | $78285.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       650 | NS      | $479758.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10888.22     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      7046 | NS      | $196160.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings  | Maravai LifeSciences Holdings Inc                                | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5276 | NS      | $12715.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       800 | NS      | $178672.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2194 | NS      | $479696.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       521 | NS      | $286008.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       410 | NS      | $69876.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1190 | NS      | $668708.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       103 | NS      | $75476.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5060 | NS      | $400549.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5864 | NS      | $2916812.24   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc              | MicroStrategy Inc                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       116 | NS      | $46890.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2457 | NS      | $302825.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc        | Millrose Properties Inc                                          | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $26941.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       190 | NS      | $56601.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       964 | NS      | $483532.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15743.54     | 0.01%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44593.92     | 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        |     15000 | PA      | $12957.12     | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27063.06     | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64884.86     | 0.04%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                | Morningstar Inc                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       774 | NS      | $242981.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108337.44    | 0.07%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                      | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60066.00     | 0.04%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       750 | NS      | $67597.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84848.80     | 0.05%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64468.27     | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112854.16    | 0.07%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust         | Oscar US Funding XII LLC                                         | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     22100 | PA      | $21898.54     | 0.01%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2462 | NS      | $243787.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                    | Ovintiv Inc                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     15900 | NS      | $604995.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      6651 | NS      | $632244.06    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd          | Palmer Square CLO 2019-1 Ltd                                     | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250176.00    | 0.15%             | 2034-11-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       340 | NS      | $237479.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                                                  | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      8996 | NS      | $486953.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global               | Paramount Global                                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     23200 | NS      | $299280.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                                    | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     11183 | NS      | $974822.11    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                     | Alcoa Corp                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       264 | NS      | $7790.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       757 | NS      | $152391.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2240 | NS      | $397353.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                | Cigna Group/The                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2477 | NS      | $818846.66    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     11248 | NS      | $780386.24    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1220 | NS      | $271901.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     21266 | NS      | $1810161.92   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2958 | NS      | $230812.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       330 | NS      | $115661.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10500 | NS      | $954450.00    | 0.58%             |  |  |  | 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        |    119471 | PA      | $98824.36     | 0.06%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     46648 | NS      | $1664867.12   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO     | Commerce Bancshares Inc/MO                                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6405 | NS      | $398198.85    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     11700 | NS      | $239499.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     10622 | NS      | $953218.28    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3000 | NS      | $488040.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc       | Corebridge Financial Inc                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     15990 | NS      | $567645.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6950 | NS      | $365500.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5638 | NS      | $420200.14    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        40 | NS      | $39597.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                       | Crane Co                                                         | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       400 | NS      | $75956.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                                     | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      2273 | NS      | $327584.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                                | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | GB        |     42040 | NS      | $544838.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

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

**Signature:** /s/ Gaurav Chopra

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

**Title:** Assistant Treasurer