# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0000894189-26-016488
**Filing Date:** 2026-5
**Character Count:** 255224
**Document Hash:** 2058bef4016e665b1725dce2dce804ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-016488.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000894189-26-016488

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 261037508

**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           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS - 81.1%** | **Shares**  | **Value**  |
| **Communication Services - 4.9%** | **Communication Services - 4.9%** | |
| Alphabet, Inc. - Class A | 5840 | $1679350 |
| Alphabet, Inc. - Class C | 3130 | 897872 |
| AT&T, Inc. | 16020 | 464420 |
| Comcast Corp. - Class A | 49007 | 1406991 |
| DoubleVerify Holdings, Inc. <sup>(a)</sup> | 3200 | 30400 |
| Liberty Global Ltd. - Class A <sup>(a)</sup> | 4940 | 59725 |
| Liberty Global Ltd. - Class C <sup>(a)</sup> | 18050 | 211726 |
| Meta Platforms, Inc. - Class A | 682 | 390193 |
| Millicom International Cellular SA | 2566 | 192296 |
| Omnicom Group, Inc. | 10137 | 763417 |
| T-Mobile US, Inc. | 540 | 113416 |
| Verizon Communications, Inc. | 17139 | 860378 |
| Versant Media Group, Inc. | 4176 | 154596 |
| Walt Disney Co. | 6580 | 634180 |
| WPP PLC - ADR | 22990 | 357495 |
|  |  | 8216455 |
| **Consumer Discretionary - 5.3%** | **Consumer Discretionary - 5.3%** |  |
| Amazon.com, Inc. <sup>(a)</sup> | 8002 | 1666577 |
| Amer Sports, Inc. <sup>(a)</sup> | 5300 | 174476 |
| Aptiv PLC <sup>(a)</sup> | 7100 | 493024 |
| Best Buy Co., Inc. | 3590 | 230478 |
| Booking Holdings, Inc. | 70 | 294722 |
| BorgWarner, Inc. | 13019 | 706411 |
| Bright Horizons Family Solutions, Inc. <sup>(a)</sup> | 1270 | 104305 |
| Carnival Corp. | 6090 | 157609 |
| Crocs, Inc. <sup>(a)</sup> | 1170 | 97133 |
| Domino's Pizza, Inc. | 530 | 190159 |
| DR Horton, Inc. | 900 | 123498 |
| Etsy, Inc. <sup>(a)</sup> | 1610 | 80468 |
| Five Below, Inc. <sup>(a)</sup> | 150 | 34272 |
| Flutter Entertainment PLC <sup>(a)</sup> | 1227 | 125093 |
| Garmin Ltd. | 250 | 58002 |
| General Motors Co. | 19764 | 1472418 |
| Gentex Corp. | 2504 | 54712 |
| Genuine Parts Co. | 3500 | 370125 |
| Grand Canyon Education, Inc. <sup>(a)</sup> | 1398 | 237702 |
| Harley-Davidson, Inc. | 1570 | 31745 |
| Hasbro, Inc. | 810 | 75816 |
| Lear Corp. | 350 | 42378 |
| Lithia Motors, Inc. | 830 | 207268 |
| Lowe's Cos., Inc. | 770 | 181936 |
| Lululemon Athletica, Inc. <sup>(a)</sup> | 830 | 127073 |
| Macy's, Inc. | 2750 | 49748 |
| Magna International, Inc. | 18572 | 1036503 |
| McDonald's Corp. | 1040 | 323222 |
| NIKE, Inc. - Class B | 2950 | 155819 |
| Royal Caribbean Cruises Ltd. | 90 | 24766 |
|  |  | 8927458 |
| **Consumer Staples - 4.7%** | **Consumer Staples - 4.7%** |  |
| Altria Group, Inc. | 7400 | 488326 |
| BJ's Wholesale Club Holdings, Inc. <sup>(a)</sup> | 5261 | 517788 |
| Brown-Forman Corp. - Class B | 1540 | 40718 |
| Brown-Forman Corp. - Class A | 10740 | 287725 |
| Colgate-Palmolive Co. | 9693 | 826134 |
| Conagra Brands, Inc. | 12400 | 194928 |
| Constellation Brands, Inc. - Class A | 3800 | 570000 |
| Diageo PLC | 5011 | 92590 |
| Dollar General Corp. | 1050 | 124667 |
| Dollar Tree, Inc. <sup>(a)</sup> | 2930 | 320864 |
| J M Smucker Co. | 3900 | 376116 |
| Kimberly-Clark Corp. | 350 | 33764 |
| Kraft Heinz Co. | 29600 | 665704 |
| Maplebear, Inc. <sup>(a)</sup> | 4650 | 174189 |
| Mondelez International, Inc. - Class A | 9500 | 547580 |
| PepsiCo, Inc. | 2715 | 421612 |
| Pernod Ricard SA | 839 | 62278 |
| Philip Morris International, Inc. | 3740 | 618372 |
| Procter & Gamble Co. | 2039 | 294513 |
| Sysco Corp. | 6640 | 473631 |
| Unilever PLC - ADR | 5557 | 316582 |
| Walmart, Inc. | 3354 | 416835 |
|  |  | 7864916 |
| **Energy - 7.6%** | **Energy - 7.6%** |  |
| Antero Midstream Corp. | 11533 | 262952 |
| Antero Resources Corp. <sup>(a)</sup> | 850 | 36074 |
| APA Corp. | 55764 | 2366624 |
| Baker Hughes Co. | 1360 | 83028 |
| Cheniere Energy, Inc. | 1290 | 366050 |
| Chesapeake Energy Corp. | 820 | 90020 |
| Chevron Corp. | 1470 | 304143 |
| ConocoPhillips | 7320 | 966240 |
| EQT Corp. | 780 | 49639 |
| Exxon Mobil Corp. | 7847 | 1331322 |
| Halliburton Co. | 10000 | 389900 |
| HF Sinclair Corp. | 3833 | 239141 |
| Kinder Morgan, Inc. | 950 | 31854 |
| Marathon Petroleum Corp. | 1170 | 285691 |
| NOV, Inc. | 31105 | 585085 |
| Ovintiv, Inc. | 15200 | 902272 |
| Phillips 66 | 3226 | 587713 |
| Shell PLC - ADR | 11647 | 1083171 |
| SLB Ltd. | 20870 | 1072509 |
| TechnipFMC PLC | 10900 | 753517 |
| TotalEnergies SE | 4606 | 430754 |
| Valero Energy Corp. | 2390 | 590521 |
|  |  | 12808220 |
| **Financials - 16.2%** | **Financials - 16.2%** |  |
| Affirm Holdings, Inc. <sup>(a)</sup> | 640 | 29325 |
| AIB Group PLC | 30407 | 316842 |
| Allstate Corp. | 1017 | 210865 |
| American Express Co. | 1726 | 522080 |
| American International Group, Inc. | 23079 | 1736695 |
| Aon PLC - Class A | 1822 | 588105 |
| Assurant, Inc. | 700 | 152467 |
| Axis Capital Holdings Ltd. | 1072 | 108712 |
| Bank of America Corp. | 35429 | 1727164 |
| Berkshire Hathaway, Inc. - Class B <sup>(a)</sup> | 1908 | 914314 |
| Blackrock, Inc. | 50 | 48086 |
| Capital One Financial Corp. | 3286 | 599465 |
| Charles Schwab Corp. | 15207 | 1429154 |
| Chubb Ltd. | 340 | 110816 |
| Cincinnati Financial Corp. | 920 | 144762 |
| Citigroup, Inc. | 16866 | 1912773 |
| Citizens Financial Group, Inc. | 4015 | 240780 |
| CME Group, Inc. | 2645 | 781201 |
| Commerce Bancshares, Inc. | 192 | 9446 |
| Corebridge Financial, Inc. | 18290 | 436399 |
| Cullen/Frost Bankers, Inc. | 290 | 39753 |
| FactSet Research Systems, Inc. | 280 | 60757 |
| Fidelity National Financial, Inc. | 7300 | 338574 |
| Fidelity National Information Services, Inc. | 6180 | 289904 |
| Fifth Third Bancorp | 1930 | 89668 |
| First American Financial Corp. | 10810 | 651735 |
| First Citizens BancShares, Inc. - Class A | 344 | 648323 |
| First Hawaiian, Inc. | 2470 | 60861 |
| Fiserv, Inc. <sup>(a)</sup> | 11100 | 619380 |
| Globe Life, Inc. | 200 | 27834 |
| Hamilton Lane, Inc. - Class A | 1690 | 167986 |
| Hartford Insurance Group, Inc. | 4527 | 612186 |
| Janus Henderson Group PLC | 4760 | 244521 |
| JPMorgan Chase & Co. | 6207 | 1825851 |
| M&T Bank Corp. | 2360 | 487859 |
| Marsh & McLennan Cos., Inc. | 2544 | 441257 |
| MGIC Investment Corp. | 5616 | 147420 |
| Moody's Corp. | 871 | 379974 |
| Morningstar, Inc. | 1487 | 251377 |
| Northern Trust Corp. | 2178 | 303983 |
| PNC Financial Services Group, Inc. | 1090 | 226818 |
| Progressive Corp. | 702 | 139164 |
| Raymond James Financial, Inc. | 1290 | 186779 |
| RenaissanceRe Holdings Ltd. | 1450 | 430984 |
| Resona Holdings, Inc. | 27800 | 301726 |
| Robinhood Markets, Inc. - Class A <sup>(a)</sup> | 550 | 38115 |
| S&P Global, Inc. | 797 | 338996 |
| State Street Corp. | 8046 | 1018302 |
| Stifel Financial Corp. | 987 | 72959 |
| Synchrony Financial | 5670 | 385673 |
| Travelers Cos., Inc. | 260 | 75837 |
| Truist Financial Corp. | 13000 | 597610 |
| US Bancorp | 20825 | 1083108 |
| Virtu Financial, Inc. - Class A | 1106 | 48642 |
| Voya Financial, Inc. | 2190 | 149621 |
| Wells Fargo & Co. | 24284 | 1933249 |
| Willis Towers Watson PLC | 1965 | 571226 |
|  |  | 27307463 |
| **Health Care - 11.4%** | **Health Care - 11.4%** |  |
| Abbott Laboratories | 5294 | 543535 |
| AbbVie, Inc. | 1100 | 239239 |
| Agilent Technologies, Inc. | 4654 | 530463 |
| Amgen, Inc. | 366 | 128777 |
| Becton Dickinson & Co. | 4141 | 651089 |
| BioMarin Pharmaceutical, Inc. <sup>(a)</sup> | 1000 | 56490 |
| Bio-Rad Laboratories, Inc. - Class A <sup>(a)</sup> | 1135 | 316381 |
| Bio-Techne Corp. | 8165 | 426703 |
| Bristol-Myers Squibb Co. | 11019 | 668302 |
| Caris Life Sciences, Inc. <sup>(a)</sup> | 9326 | 166749 |
| Centene Corp. <sup>(a)</sup> | 7012 | 229573 |
| Cigna Group | 2097 | 559375 |
| CVS Health Corp. | 7341 | 527231 |
| Danaher Corp. | 1173 | 222401 |
| Elevance Health, Inc. | 4185 | 1225159 |
| Encompass Health Corp. | 3030 | 293092 |
| Exelixis, Inc. <sup>(a)</sup> | 4300 | 184427 |
| GE HealthCare Technologies, Inc. | 17238 | 1227001 |
| Gilead Sciences, Inc. | 1931 | 269123 |
| Globus Medical, Inc. - Class A <sup>(a)</sup> | 2380 | 205061 |
| GSK PLC - ADR | 5161 | 284836 |
| Haleon PLC | 95843 | 474191 |
| HCA Healthcare, Inc. | 549 | 259809 |
| Humana, Inc. | 3030 | 525372 |
| ICON PLC <sup>(a)</sup> | 1381 | 152821 |
| Incyte Corp. <sup>(a)</sup> | 1550 | 145886 |
| IQVIA Holdings, Inc. <sup>(a)</sup> | 1190 | 202943 |
| Jazz Pharmaceuticals PLC <sup>(a)</sup> | 270 | 51044 |
| Johnson & Johnson | 6470 | 1581527 |
| Labcorp Holdings, Inc. | 1980 | 528284 |
| McKesson Corp. | 33 | 28557 |
| Medtronic PLC | 8813 | 763646 |
| Merck & Co., Inc. | 4900 | 589421 |
| Pfizer, Inc. | 17150 | 481572 |
| Regeneron Pharmaceuticals, Inc. | 184 | 142166 |
| Royalty Pharma PLC - Class A | 6750 | 323797 |
| Solventum Corp. <sup>(a)</sup> | 4800 | 313440 |
| STERIS PLC | 2021 | 446904 |
| Tenet Healthcare Corp. <sup>(a)</sup> | 530 | 100016 |
| UnitedHealth Group, Inc. | 4160 | 1125654 |
| Universal Health Services, Inc. - Class B | 1810 | 323936 |
| Viatris, Inc. | 3500 | 47285 |
| Waters Corp. <sup>(a)</sup> | 1905 | 567309 |
| West Pharmaceutical Services, Inc. | 960 | 240614 |
| Zimmer Biomet Holdings, Inc. | 6184 | 559157 |
| Zoetis, Inc. | 2164 | 255806 |
|  |  | 19186164 |
| **Industrials - 10.8%** | **Industrials - 10.8%** |  |
| Advanced Drainage Systems, Inc. | 250 | 34283 |
| Allegion PLC | 2797 | 406376 |
| American Airlines Group, Inc. <sup>(a)</sup> | 3250 | 34905 |
| ATI, Inc. <sup>(a)</sup> | 840 | 122186 |
| Boeing Co. <sup>(a)</sup> | 2460 | 489614 |
| Canadian Pacific Kansas City Ltd. | 2949 | 231968 |
| Caterpillar, Inc. | 420 | 297553 |
| CH Robinson Worldwide, Inc. | 1350 | 224194 |
| Cintas Corp. | 915 | 154763 |
| CNH Industrial NV | 80040 | 880440 |
| Crane Co. | 400 | 68400 |
| Cummins, Inc. | 1146 | 616571 |
| Deere & Co. | 710 | 399943 |
| EMCOR Group, Inc. | 212 | 156522 |
| Emerson Electric Co. | 2695 | 353099 |
| FedEx Corp. | 3080 | 1097034 |
| Ferguson Enterprises, Inc. | 1684 | 392810 |
| Flowserve Corp. | 2590 | 190391 |
| Fluor Corp. <sup>(a)</sup> | 5126 | 239128 |
| Fortive Corp. | 10400 | 574912 |
| General Dynamics Corp. | 4037 | 1385579 |
| Genpact Ltd. | 7380 | 274905 |
| Graco, Inc. | 1387 | 117410 |
| Hayward Holdings, Inc. <sup>(a)</sup> | 19760 | 264389 |
| Howmet Aerospace, Inc. | 1110 | 255811 |
| Hubbell, Inc. | 869 | 426453 |
| IDEX Corp. | 815 | 154483 |
| Ingersoll Rand, Inc. | 1337 | 107120 |
| JB Hunt Transport Services, Inc. | 1030 | 218257 |
| Leonardo DRS, Inc. | 700 | 31164 |
| Lockheed Martin Corp. | 1156 | 698675 |
| Lyft, Inc. - Class A <sup>(a)</sup> | 13580 | 180614 |
| MSA Safety, Inc. | 1728 | 283306 |
| Mueller Industries, Inc. | 1170 | 129636 |
| Nordson Corp. | 1418 | 377273 |
| Norfolk Southern Corp. | 1400 | 401800 |
| Northrop Grumman Corp. | 420 | 286541 |
| Otis Worldwide Corp. | 362 | 27903 |
| PACCAR, Inc. | 6851 | 791291 |
| Parker-Hannifin Corp. | 340 | 304382 |
| Robert Half, Inc. | 4840 | 122936 |
| Rockwell Automation, Inc. | 1080 | 387590 |
| RTX Corp. | 3440 | 663576 |
| Simpson Manufacturing Co., Inc. | 1833 | 314579 |
| Stanley Black & Decker, Inc. | 3900 | 277134 |
| Tetra Tech, Inc. | 5820 | 175298 |
| Timken Co. | 3200 | 321824 |
| Trane Technologies PLC | 570 | 237542 |
| TransUnion | 5278 | 365185 |
| Union Pacific Corp. | 957 | 232187 |
| United Airlines Holdings, Inc. <sup>(a)</sup> | 2774 | 255402 |
| Verisk Analytics, Inc. | 1597 | 303031 |
| Watsco, Inc. | 379 | 137876 |
| Watts Water Technologies, Inc. - Class A | 1731 | 502492 |
| Westinghouse Air Brake Technologies Corp. | 1058 | 264405 |
| Woodward, Inc. | 87 | 31139 |
|  |  | 18274280 |
| **Information Technology - 12.1%** | **Information Technology - 12.1%** |  |
| Accenture PLC - Class A | 2662 | 527848 |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | 1460 | 297008 |
| Amkor Technology, Inc. | 870 | 39176 |
| Analog Devices, Inc. | 3559 | 1132260 |
| Applied Materials, Inc. | 1438 | 491494 |
| Autodesk, Inc. <sup>(a)</sup> | 1767 | 423020 |
| Avnet, Inc. | 5700 | 351234 |
| BILL Holdings, Inc. <sup>(a)</sup> | 2070 | 79281 |
| Cadence Design Systems, Inc. <sup>(a)</sup> | 1077 | 299266 |
| CDW Corp./DE | 3300 | 399366 |
| Cirrus Logic, Inc. <sup>(a)</sup> | 220 | 31816 |
| Cisco Systems, Inc. | 8108 | 629100 |
| Cognex Corp. | 3370 | 165096 |
| Cognizant Technology Solutions Corp. - Class A | 7888 | 483929 |
| Dell Technologies, Inc. - Class C | 750 | 123098 |
| F5, Inc. <sup>(a)</sup> | 7863 | 2275002 |
| First Solar, Inc. <sup>(a)</sup> | 920 | 181479 |
| HP, Inc. | 7250 | 139273 |
| Intel Corp. <sup>(a)</sup> | 3330 | 146953 |
| Keysight Technologies, Inc. <sup>(a)</sup> | 2050 | 578858 |
| KLA Corp. | 172 | 253255 |
| Lam Research Corp. | 1184 | 252973 |
| Littelfuse, Inc. | 130 | 44115 |
| Marvell Technology, Inc. | 2720 | 269416 |
| Microchip Technology, Inc. | 1090 | 70425 |
| Micron Technology, Inc. | 1980 | 668923 |
| Microsoft Corp. | 4852 | 1796065 |
| NetApp, Inc. | 540 | 55291 |
| Pegasystems, Inc. | 5049 | 214885 |
| PTC, Inc. <sup>(a)</sup> | 1198 | 170703 |
| Qnity Electronics, Inc. | 1260 | 145379 |
| QUALCOMM, Inc. | 927 | 119379 |
| Salesforce, Inc. | 7370 | 1375758 |
| Sandisk Corp./DE <sup>(a)</sup> | 140 | 88948 |
| Skyworks Solutions, Inc. | 810 | 43376 |
| Super Micro Computer, Inc. <sup>(a)</sup> | 4450 | 101326 |
| Synopsys, Inc. <sup>(a)</sup> | 371 | 147094 |
| Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 2573 | 869545 |
| TD SYNNEX Corp. | 800 | 134968 |
| TE Connectivity PLC | 1699 | 355125 |
| Telefonaktiebolaget LM Ericsson - ADR | 138682 | 1562946 |
| Teradata Corp. <sup>(a)</sup> | 1700 | 43571 |
| Texas Instruments, Inc. | 1400 | 271796 |
| Western Digital Corp. | 220 | 59508 |
| Workday, Inc. - Class A <sup>(a)</sup> | 18460 | 2398323 |
| Zebra Technologies Corp. - Class A <sup>(a)</sup> | 620 | 129630 |
|  |  | 20437280 |
| **Materials - 5.5%** | **Materials - 5.5%** |  |
| Agnico Eagle Mines Ltd. | 1752 | 355627 |
| Anglogold Ashanti PLC | 1570 | 152855 |
| Corteva, Inc. | 5099 | 426837 |
| CRH PLC | 5017 | 527387 |
| Franco-Nevada Corp. | 3685 | 912442 |
| Freeport-McMoRan, Inc. | 10892 | 640232 |
| International Flavors & Fragrances, Inc. | 7386 | 535854 |
| Martin Marietta Materials, Inc. | 522 | 307291 |
| NewMarket Corp. | 190 | 121781 |
| Newmont Corp. | 6070 | 657078 |
| Nucor Corp. | 326 | 55127 |
| Olin Corp. | 16590 | 493221 |
| PPG Industries, Inc. | 11300 | 1207744 |
| Royal Gold, Inc. | 2395 | 609504 |
| RPM International, Inc. | 1335 | 132699 |
| Scotts Miracle-Gro Co. | 3040 | 184862 |
| Southern Copper Corp. | 1678 | 288741 |
| Teck Resources Ltd. - Class B | 6648 | 344562 |
| Vulcan Materials Co. | 1378 | 375229 |
| Wheaton Precious Metals Corp. | 7456 | 978697 |
|  |  | 9307770 |
| **Real Estate - 0.2%** | **Real Estate - 0.2%** |  |
| CBRE Group, Inc. - Class A <sup>(a)</sup> | 2614 | 354092 |
| Zillow Group, Inc. - Class A <sup>(a)</sup> | 2110 | 87333 |
|  |  | 441425 |
| **Utilities - 2.4%** | **Utilities - 2.4%** |  |
| American Electric Power Co., Inc. | 1410 | 184823 |
| Constellation Energy Corp. | 110 | 30717 |
| Dominion Energy, Inc. | 23070 | 1426187 |
| Duke Energy Corp. | 1100 | 144034 |
| Edison International | 6510 | 476402 |
| Entergy Corp. | 420 | 47191 |
| Eversource Energy | 8580 | 594422 |
| Exelon Corp. | 6630 | 325003 |
| NRG Energy, Inc. | 940 | 137372 |
| OGE Energy Corp. | 660 | 31654 |
| PG&E Corp. | 6050 | 106298 |
| PPL Corp. | 10093 | 385553 |
| Southern Co. | 2061 | 198928 |
|  |  | 4088584 |
| **TOTAL COMMON STOCKS** (Cost $109,770,996) | **TOTAL COMMON STOCKS** (Cost $109,770,996) | 136860015 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 2.9%** | **Par**  | **Value**  |
|  Aspire Mortgage Trust, Series 2026-1, Class A1, 4.86%, 01/25/2066 (Callable 02/25/2029) <sup>(b)(c)</sup> | 99274 | 98361 |
|  BBCMS Trust, Series 2021-C10, Class XA, 1.19%, 07/15/2054 (Callable 05/15/2031) <sup>(c)(d)</sup> | 886192 | 40265 |
| BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2024-XL4, Class B, 5.46% (1 mo. Term SOFR + 1.79%), 02/15/2039, (1.79% Floor) <sup>(b)</sup> | 79918 | 79968 |
| &nbsp;&nbsp; Series 2025-ROIC, Class A, 4.82% (1 mo. Term SOFR + 1.14%), 03/15/2030, (1.14% Floor) <sup>(b)</sup> | 146402 | 145670 |
| &nbsp;&nbsp; Series 2025-VOLT, Class A, 5.37% (1 mo. Term SOFR + 1.70%), 12/15/2044, (1.70% Floor) <sup>(b)</sup> | 150000 | 149531 |
| &nbsp;&nbsp; Series 2026-ALOHA, Class A, 5.05% (1 mo. Term SOFR + 1.35%), 04/15/2043, (1.35% Floor) <sup>(b)</sup> | 125000 | 125000 |
| &nbsp;&nbsp; Series 2026-CSMO, Class B, 5.37% (1 mo. Term SOFR + 1.70%), 02/15/2043, (1.70% Floor) <sup>(b)</sup> | 100000 | 100000 |
| &nbsp;&nbsp; Series 2026-RISE, Class A, 4.97% (1 mo. Term SOFR + 1.30%), 04/15/2041, (1.30% Floor) <sup>(b)</sup> | 150000 | 150000 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2020-C9, Class XA, 1.58%, 09/15/2053 (Callable 08/15/2030) <sup>(c)(d)</sup> | 354133 | 14695 |
|  COLT Funding LLC, Series 2021-2, Class A1, 0.92%, 08/25/2066 (Callable 04/25/2026) <sup>(b)(c)</sup> | 108586 | 92328 |
|  CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A, 4.76%, 11/10/2041 <sup>(b)(c)</sup> | 100000 | 99552 |
|  DK Trust, Series 2024-SPBX, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 03/15/2034, (1.50% Floor) <sup>(b)</sup> | 125000 | 124961 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series 5410, Class DF, 5.11% (30 day avg SOFR US + 1.45%), 05/25/2054, (1.45% Floor), (6.75% Cap) | 293353 | 296442 |
| &nbsp;&nbsp; Series 5460, Class FH, 4.76% (30 day avg SOFR US + 1.10%), 10/25/2054, (1.10% Floor), (6.50% Cap) | 131258 | 131128 |
| &nbsp;&nbsp; Series 5483, Class FD, 4.96% (30 day avg SOFR US + 1.30%), 12/25/2054, (1.30% Floor), (6.50% Cap) | 107621 | 108300 |
| &nbsp;&nbsp; Series 5583, Class FA, 4.91% (30 day avg SOFR US + 1.25%), 10/25/2055, (1.25% Floor), (6.50% Cap) | 87791 | 88380 |
| &nbsp;&nbsp; Series K110, Class X1, 1.64%, 04/25/2030 (Callable 04/25/2030) <sup>(c)(d)</sup> | 276781 | 14887 |
| &nbsp;&nbsp; Series K118, Class X1, 0.95%, 09/25/2030 (Callable 06/25/2030) <sup>(c)(d)</sup> | 585167 | 20262 |
| &nbsp;&nbsp; Series K151, Class X1, 0.34%, 04/25/2030 (Callable 02/25/2030) <sup>(c)(d)</sup> | 1490267 | 17885 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Series 2024-100, Class FD, 5.11% (30 day avg SOFR US + 1.45%), 06/25/2054, (1.45% Floor), (6.50% Cap) | 413492 | 417137 |
| &nbsp;&nbsp; Series 2024-22, Class FC, 4.96% (30 day avg SOFR US + 1.30%), 05/25/2054, (1.30% Floor), (6.50% Cap) | 117518 | 118129 |
| &nbsp;&nbsp; Series 2024-86, Class FA, 5.11% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | 208640 | 210781 |
| &nbsp;&nbsp; Series 2024-93, Class FL, 5.11% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | 712330 | 718610 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; Series 2025-89, Class FB, 5.12% (30 day avg SOFR US + 1.45%), 05/20/2055, (1.45% Floor), (6.50% Cap) | 28090 | 28526 |
| &nbsp;&nbsp; Series 2025-89, Class FG, 5.07% (30 day avg SOFR US + 1.40%), 05/20/2055, (1.40% Floor), (6.50% Cap) | 56180 | 56965 |
|  GS Mortgage Securities Corp. II, Series 2024-FAIR, Class A, 5.48%, 07/15/2029 <sup>(b)(c)</sup> | 175000 | 176649 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2015-3, Class A3, 3.50%, 05/25/2045 (Callable 04/25/2026) <sup>(b)(c)</sup> | 28342 | 26061 |
| &nbsp;&nbsp; Series 2017-2, Class A3, 3.50%, 05/25/2047 (Callable 10/25/2029) <sup>(b)(c)</sup> | 25511 | 23113 |
| &nbsp;&nbsp; Series 2018-5, Class A1, 3.50%, 10/25/2048 (Callable 11/25/2029) <sup>(b)(c)</sup> | 43139 | 38835 |
| &nbsp;&nbsp; Series 2019-1, Class A3, 4.00%, 05/25/2049 (Callable 04/25/2026) <sup>(b)(c)</sup> | 6224 | 5807 |
| &nbsp;&nbsp; Series 2019-INV3, Class A3, 3.50%, 05/25/2050 (Callable 12/25/2030) <sup>(b)(c)</sup> | 38605 | 34638 |
| &nbsp;&nbsp; Series 2020-2, Class A15, 3.50%, 07/25/2050 (Callable 01/25/2031) <sup>(b)(c)</sup> | 32336 | 29009 |
| &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 (Callable 06/25/2043) <sup>(b)(c)</sup> | 154608 | 133603 |
| &nbsp;&nbsp; Series 2023-2, Class A3A, 5.00%, 07/25/2053 (Callable 11/25/2038) <sup>(b)(c)</sup> | 62473 | 61231 |
|  ONNI Commerical Mortgage Trust, Series 2024-APT, Class A, 5.20%, 07/15/2039 <sup>(b)(c)</sup> | 200000 | 201483 |
|  PCY Trust 2026-FCMT, Series 2026-FCMT, Class A, 5.15%, 04/05/2041 <sup>(b)(c)</sup> | 175000 | 175469 |
|  PRM5 Trust, Series 2025-PRM5, Class B, 4.44%, 03/10/2033 <sup>(b)(c)</sup> | 125000 | 124068 |
|  Provident Funding Mortgage Trust, Series 2021-J1, Class A10, 2.00%, 10/25/2051 (Callable 01/25/2046) <sup>(b)(c)</sup> | 100000 | 62724 |
|  PSMC Trust, Series 2020-3, Class A1, 3.00%, 11/25/2050 (Callable 08/25/2034) <sup>(b)(c)</sup> | 24292 | 21174 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2013-3, Class A2, 2.50%, 03/25/2043 (Callable 08/25/2026) <sup>(c)</sup> | 36554 | 31939 |
| &nbsp;&nbsp; Series 2020-4, Class A8, 2.50%, 11/25/2050 (Callable 01/25/2041) <sup>(b)(c)</sup> | 100000 | 73628 |
|  SLG Office Trust, Series 2021-OVA, Class A, 2.59%, 07/15/2041 <sup>(b)</sup> | 140000 | 124262 |
|  Tharaldson Hotel Portfolio Trust, Series 2023-THL, Class A, 7.00%, 12/10/2034 <sup>(b)(c)</sup> | 125047 | 125460 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1, 3.00% (1 Month U.S. LIBOR + 0.00%), 05/25/2050 (Callable 01/25/2035) <sup>(b)(c)(e)</sup> | 44675 | 39053 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $5,085,943) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $5,085,943) | 4955969 |
| **AFFILIATED REGISTERED INVESTMENT COMPANIES - 2.8%** | **Shares**  | **Value**  |
| Voya VACS Series EMHCD Fund <sup>(f)</sup> | 136 | 1422 |
| Voya VACS Series HYB Fund <sup>(f)</sup> | 96476 | 981156 |
| Voya VACS Series SC Fund - Class SC <sup>(f)</sup> | 365774 | 3804049 |
| **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $4,925,806) | **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $4,925,806) | 4786627 |
| **CORPORATE BONDS - 2.2%** | **Par**  | **Value**  |
| **Communication Services - 0.1%** | **Communication Services - 0.1%** | **Communication Services - 0.1%** |
|  AT&T, Inc., 2.25%, 02/01/2032 (Callable 11/01/2031) | 87000 | 75761 |
|  Meta Platforms, Inc., 3.50%, 08/15/2027 (Callable 07/15/2027) | 11000 | 10918 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 96000 | 83804 |
| &nbsp;&nbsp; 4.78%, 02/15/2035 (Callable 11/15/2034) | 42000 | 40626 |
|  Walt Disney Co., 2.00%, 09/01/2029 (Callable 06/01/2029) | 42000 | 39144 |
|  |  | 250253 |
| **Communications - 0.0% <sup>(g)</sup>** | **Communications - 0.0% <sup>(g)</sup>** | **Communications - 0.0% <sup>(g)</sup>** |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 2.05%, 02/15/2028 (Callable 12/15/2027) | 13000 | 12470 |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 04/11/2026) | 11000 | 10668 |
|  |  | 23138 |
| **Consumer Discretionary - 0.2%** | **Consumer Discretionary - 0.2%** | **Consumer Discretionary - 0.2%** |
|  Amazon.com, Inc., 1.50%, 06/03/2030 (Callable 03/03/2030) | 64000 | 57132 |
|  American Airlines 2015-2 Class AA Pass Through Trust, Series 2015-2, 3.60%, 09/22/2027 | 30520 | 30070 |
|  American Airlines 2016-1 Class AA Pass Through Trust, Series 2016-1, 3.58%, 01/15/2028 | 1096 | 1081 |
|  American Airlines 2016-2 Class AA Pass Through Trust, Series 2016-2, 3.20%, 06/15/2028 | 10521 | 10233 |
|  Home Depot, Inc., 1.50%, 09/15/2028 (Callable 07/15/2028) | 60000 | 56534 |
|  Lowe's Cos., Inc., 3.35%, 04/01/2027 (Callable 03/01/2027) | 42000 | 41676 |
|  O'Reilly Automotive, Inc., 3.60%, 09/01/2027 (Callable 06/01/2027) | 86000 | 85009 |
|  |  | 281735 |
| **Consumer Staples - 0.1%** | **Consumer Staples - 0.1%** | **Consumer Staples - 0.1%** |
|  PepsiCo, Inc., 2.63%, 07/29/2029 (Callable 04/29/2029) | 25000 | 23752 |
|  Walmart, Inc., 1.05%, 09/17/2026 (Callable 08/17/2026) | 64000 | 63165 |
|  |  | 86917 |
| **Energy - 0.1%** | **Energy - 0.1%** | **Energy - 0.1%** |
|  Enbridge, Inc., 1.60%, 10/04/2026 (Callable 09/04/2026) | 69000 | 68069 |
|  Enterprise Products Operating LLC, 2.80%, 01/31/2030 (Callable 10/31/2029) | 46000 | 43237 |
|  Kinder Morgan, Inc., 1.75%, 11/15/2026 (Callable 10/15/2026) | 45000 | 44277 |
|  MPLX LP, 2.65%, 08/15/2030 (Callable 05/15/2030) | 16000 | 14744 |
|  Sabine Pass Liquefaction LLC, 5.00%, 03/15/2027 (Callable 09/15/2026) | 34000 | 33906 |
|  |  | 204233 |
| **Financial - 0.0% <sup>(g)</sup>** | **Financial - 0.0% <sup>(g)</sup>** | **Financial - 0.0% <sup>(g)</sup>** |
|  Aviation Capital Group LLC, 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(b)</sup> | 25000 | 25105 |
| **Financials - 0.8%** | **Financials - 0.8%** | **Financials - 0.8%** |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 194000 | 192315 |
| &nbsp;&nbsp; 3.59% to 07/21/2027 then 3 mo. Term SOFR + 1.63%, 07/21/2028 (Callable 07/21/2027) | 26000 | 25696 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 10000 | 9814 |
| &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | 103000 | 95269 |
|  Bank of Nova Scotia, 2.70%, 08/03/2026 | 66000 | 65588 |
| Blackstone Holdings Finance Co. LLC | Blackstone Holdings Finance Co. LLC | Blackstone Holdings Finance Co. LLC |
| &nbsp;&nbsp; 1.63%, 08/05/2028 (Callable 06/05/2028) <sup>(b)</sup> | 62000 | 57995 |
| &nbsp;&nbsp; 2.50%, 01/10/2030 (Callable 10/10/2029) <sup>(b)</sup> | 23000 | 21292 |
|  Capital One Financial Corp., 1.88% to 11/02/2026 then SOFR + 0.86%, 11/02/2027 (Callable 11/02/2026) | 58000 | 57069 |
|  Fiserv, Inc., 5.45%, 03/02/2028 (Callable 02/02/2028) | 60000 | 60788 |
|  HSBC Holdings PLC, 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 200000 | 188988 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | 99000 | 97632 |
| &nbsp;&nbsp; 2.95% to 02/24/2027 then SOFR + 1.17%, 02/24/2028 (Callable 02/24/2027) | 38000 | 37518 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 31000 | 29496 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 8000 | 7042 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 43000 | 38863 |
|  Kite Realty Group LP, 4.00%, 10/01/2026 (Callable 07/01/2026) | 30000 | 29954 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 1.59% to 05/04/2026 then SOFR + 0.88%, 05/04/2027 (Callable 05/04/2026) | 111000 | 110726 |
| &nbsp;&nbsp; 1.51% to 07/20/2026 then SOFR + 0.86%, 07/20/2027 (Callable 07/20/2026) | 46000 | 45595 |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 26000 | 26673 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 15000 | 13121 |
| &nbsp;&nbsp; 5.47% to 01/18/2034 then SOFR + 1.73%, 01/18/2035 (Callable 01/18/2034) | 59000 | 59727 |
|  Royal Bank of Canada, 1.20%, 04/27/2026 | 50000 | 49887 |
|  Sumitomo Mitsui Trust Bank Ltd., 2.80%, 03/10/2027 <sup>(b)</sup> | 52000 | 51284 |
|  US Bancorp, 4.55% to 07/22/2027 then SOFR + 1.66%, 07/22/2028 (Callable 07/22/2027) | 23000 | 23003 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 15000 | 14865 |
| &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | 11000 | 10891 |
|  |  | 1421091 |
| **Health Care - 0.2%** | **Health Care - 0.2%** | **Health Care - 0.2%** |
|  Amgen, Inc., 5.15%, 03/02/2028 (Callable 02/02/2028) | 63000 | 63912 |
|  CVS Health Corp., 1.75% (SOFR Rate + 0.00%), 08/21/2030 (Callable 05/21/2030) | 54000 | 47556 |
|  HCA, Inc., 4.13%, 06/15/2029 (Callable 03/15/2029) | 60000 | 59166 |
|  Johnson & Johnson, 1.30%, 09/01/2030 (Callable 06/01/2030) | 60000 | 52853 |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| &nbsp;&nbsp; 1.75%, 09/02/2027 (Callable 07/02/2027) | 107000 | 102986 |
| &nbsp;&nbsp; 2.20%, 09/02/2030 (Callable 06/02/2030) | 31000 | 27848 |
|  |  | 354321 |
| **Industrials - 0.1%** | **Industrials - 0.1%** | **Industrials - 0.1%** |
|  Carrier Global Corp., 2.72%, 02/15/2030 (Callable 11/15/2029) | 77000 | 71667 |
|  Federal Express Corp. 2020-1 Pass Through Trusts, Series 2020-1AA, 1.88%, 02/20/2034 | 74825 | 64547 |
|  |  | 136214 |
| **Information Technology - 0.2%** | **Information Technology - 0.2%** | **Information Technology - 0.2%** |
|  Apple, Inc., 1.20%, 02/08/2028 (Callable 12/08/2027) | 54000 | 51421 |
|  Broadcom, Inc., 3.46%, 09/15/2026 (Callable 07/15/2026) | 43000 | 42816 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 3.25%, 11/15/2027 (Callable 08/15/2027) | 66000 | 64314 |
| &nbsp;&nbsp; 2.95%, 04/01/2030 (Callable 01/01/2030) | 121000 | 110166 |
|  VMware LLC, 2.20%, 08/15/2031 (Callable 05/15/2031) | 37000 | 32428 |
|  |  | 301145 |
| **Materials - 0.1%** | **Materials - 0.1%** | **Materials - 0.1%** |
|  Ecolab, Inc., 4.80%, 03/24/2030 (Callable 12/24/2029) | 39000 | 39607 |
|  Nucor Corp., 4.30%, 05/23/2027 (Callable 04/23/2027) | 41000 | 41018 |
|  Steel Dynamics, Inc., 1.65%, 10/15/2027 (Callable 08/15/2027) | 47000 | 45132 |
|  |  | 125757 |
| **Real Estate - 0.1%** | **Real Estate - 0.1%** | **Real Estate - 0.1%** |
|  Equinix, Inc., 2.90%, 11/18/2026 (Callable 09/18/2026) | 40000 | 39607 |
|  Realty Income Corp., 3.25%, 01/15/2031 (Callable 10/15/2030) | 69000 | 64771 |
|  |  | 104378 |
| **Utilities - 0.2%** | **Utilities - 0.2%** | **Utilities - 0.2%** |
|  Ameren Illinois Co., 3.80%, 05/15/2028 (Callable 02/15/2028) | 47000 | 46580 |
|  Duke Energy Corp., 3.15%, 08/15/2027 (Callable 05/15/2027) | 92000 | 90554 |
|  NextEra Energy Capital Holdings, Inc., 4.63%, 07/15/2027 (Callable 06/15/2027) | 70000 | 70190 |
|  Sierra Pacific Power Co., 2.60%, 05/01/2026 | 74000 | 73906 |
|  WEC Energy Group, Inc., 5.15%, 10/01/2027 (Callable 09/01/2027) | 39000 | 39405 |
|  |  | 320635 |
| **TOTAL CORPORATE BONDS** (Cost $3,701,807) | **TOTAL CORPORATE BONDS** (Cost $3,701,807) | 3634922 |
| **COLLATERALIZED LOAN OBLIGATIONS - 1.9%** | **Par**  | **Value**  |
|  Arbor Realty Trust, Inc., Series 2026-FL1, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 09/20/2043, (1.50% Floor) (Callable 09/20/2028) <sup>(b)</sup> | 175000 | 175092 |
|  Bain Capital Credit CLO, Series 2020-5A, Class ARR, 4.82% (3 mo. Term SOFR + 1.15%), 04/20/2034, (1.15% Floor) (Callable 04/20/2026) <sup>(b)</sup> | 250000 | 249993 |
|  Benefit Street Partners CLO Ltd., Series 2020-21A, Class A1R2, 4.91% (3 mo. Term SOFR + 1.24%), 01/15/2039, (1.24% Floor) (Callable 01/15/2028) <sup>(b)</sup> | 250000 | 249625 |
|  CBAM Ltd., Series 2017-1A, Class AR2, 5.06% (3 mo. Term SOFR + 1.39%), 01/20/2038, (1.39% Floor) (Callable 01/20/2027) <sup>(b)</sup> | 250000 | 250218 |
|  CIFC Funding Ltd., Series 2022-4A, Class AR, 4.76% (3 mo. Term SOFR + 1.09%), 07/16/2035, (1.09% Floor) (Callable 07/16/2026) <sup>(b)</sup> | 250000 | 249728 |
|  Empower CLO Ltd., Series 2025-1A, Class A, 4.98% (3 mo. Term SOFR + 1.31%), 07/20/2038, (1.31% Floor) (Callable 07/20/2027) <sup>(b)</sup> | 250000 | 249380 |
|  GS REFT 2026-FL1 Issuer Ltd., Series 2026-FL1, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 04/19/2043, (1.50% Floor) (Callable 09/19/2028) <sup>(b)</sup> | 175000 | 175163 |
|  Invesco CLO Ltd., Series 2021-3A, Class A1R, 4.75% (3 mo. Term SOFR + 1.08%), 10/22/2034, (1.08% Floor) (Callable 07/22/2026) <sup>(b)</sup> | 260000 | 259480 |
|  LoanCore, Series 2025-CRE9, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 08/18/2042, (1.45% Floor) (Callable 05/15/2028) <sup>(b)</sup> | 150000 | 149956 |
|  Magnetite CLO Ltd., Series 2021-31A, Class A1R, 4.67% (3 mo. Term SOFR + 1.00%), 07/15/2034, (1.00% Floor) (Callable 07/15/2026) <sup>(b)</sup> | 250000 | 249524 |
|  Neuberger Berman CLO Ltd., Series 2022-47A, Class AR, 4.76% (3 mo. Term SOFR + 1.09%), 04/16/2035, (1.09% Floor) (Callable 07/14/2026) <sup>(b)</sup> | 250000 | 249756 |
|  Octagon Investment Partners Ltd., Series 2020-3A, Class A1R2, 5.03% (3 mo. Term SOFR + 1.36%), 01/15/2038, (1.36% Floor) (Callable 10/15/2026) <sup>(b)</sup> | 250000 | 249688 |
|  OZLM Ltd., Series 2016-15A, Class A1R3, 4.72% (3 mo. Term SOFR + 1.05%), 04/20/2033, (1.05% Floor) (Callable 04/20/2026) <sup>(b)</sup> | 161586 | 161413 |
|  Starwood Property Trust, Inc., Series 2025-FL4, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 11/19/2042, (1.45% Floor) (Callable 05/19/2028) <sup>(b)</sup> | 250000 | 249860 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $3,171,586) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $3,171,586) | 3168876 |
| **ASSET-BACKED SECURITIES - 1.3%** | **Par**  | **Value**  |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| &nbsp;&nbsp; Series 2023-3, Class B, 5.47%, 02/15/2029 (Callable 09/15/2027) | 100000 | 101605 |
| &nbsp;&nbsp; Series 2026-1, Class A3, 4.04%, 03/17/2031 (Callable 11/15/2028) | 100000 | 99541 |
|  CNH Equipment Trust, Series 2023-A, Class A4, 4.77%, 10/15/2030 (Callable 10/15/2027) | 200000 | 201438 |
|  Container Leasing International LLC, Series 2022-1A, Class A, 2.72%, 01/18/2047 <sup>(b)</sup> | 65813 | 60903 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2025-4A, Class A3, 4.39%, 09/17/2029 (Callable 09/17/2029) | 100000 | 100141 |
| &nbsp;&nbsp; Series 2026-1A, Class A3, 4.03%, 03/15/2030 (Callable 03/15/2030) | 100000 | 99283 |
|  GLS Auto Receivables Trust, Series 2025-1A, Class C, 5.07%, 11/15/2030 (Callable 05/15/2029) <sup>(b)</sup> | 150000 | 150605 |
|  Harley-Davidson Customer Funding Corp., Series 2023-B, Class A4, 5.78%, 04/15/2031 (Callable 07/15/2027) | 150000 | 152616 |
|  Honda Auto Receivables Owner Trust, Series 2025-4, Class A2A, 4.04%, 06/15/2028 (Callable 06/15/2028) | 100000 | 99934 |
|  Laurel Road Prime Student Loan Trust, Series 2020-A, Class A2FX, 1.40%, 11/25/2050 (Callable 04/25/2027) <sup>(b)</sup> | 43137 | 38636 |
| Mosaic Solar Loans LLC | Mosaic Solar Loans LLC | Mosaic Solar Loans LLC |
| &nbsp;&nbsp; Series 2017-2A, Class A, 3.82%, 06/22/2043 (Callable 08/20/2029) <sup>(b)</sup> | 135815 | 128339 |
| &nbsp;&nbsp; Series 2020-2A, Class A, 1.44%, 08/20/2046 (Callable 09/20/2032) <sup>(b)</sup> | 34336 | 29073 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2020-GA, Class A, 1.17%, 09/16/2069 (Callable 06/15/2028) <sup>(b)</sup> | 26822 | 25257 |
| &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 03/15/2029) <sup>(b)</sup> | 21291 | 19674 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 09/15/2033) <sup>(b)</sup> | 121325 | 122977 |
|  OneMain Financial Issuance Trust, Series 2023-1A, Class A, 5.50%, 06/14/2038 (Callable 06/14/2028) <sup>(b)</sup> | 100000 | 102054 |
|  Santander Consumer USA Holdings, Inc., Series 2024-4, Class B, 4.93%, 09/17/2029 (Callable 04/15/2028) | 100000 | 100447 |
|  Santander Consumer USA, Inc., Series 2024-2, Class B, 4.52%, 07/16/2029 (Callable 04/15/2028) | 100000 | 100198 |
|  SMB Private Education Loan Trust, Series 2020-PTB, Class A2A, 1.60%, 09/15/2054 <sup>(b)</sup> | 53221 | 50391 |
|  SoFi Consumer Loan Program Trust, Series 2025-1, Class B, 5.12%, 02/27/2034 (Callable 01/25/2028) <sup>(b)</sup> | 100000 | 100601 |
|  Sunnova Energy International, Inc., Series 2020-AA, Class A, 2.98%, 06/20/2047 (Callable 06/20/2027) <sup>(b)</sup> | 88663 | 77723 |
|  Sunrun, Inc., Series 2020-1A, Class A, 2.21%, 07/31/2051 <sup>(b)</sup> | 111299 | 102485 |
|  World Omni Auto Receivables Trust, Series 2024-C, Class B, 4.68%, 07/15/2030 (Callable 03/15/2028) | 100000 | 100346 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $2,196,282) | **TOTAL ASSET-BACKED SECURITIES** (Cost $2,196,282) | 2164267 |
| **REAL ESTATE INVESTMENT TRUSTS - 0.8%** | **Shares**  | **Value**  |
| **Real Estate - 0.8%** | **Real Estate - 0.8%** |  |
| Gaming and Leisure Properties, Inc. | 4560 | 202327 |
| Healthcare Realty Trust, Inc. | 4620 | 78494 |
| Millrose Properties, Inc. | 5165 | 144620 |
| Omega Healthcare Investors, Inc. | 1530 | 67045 |
| SBA Communications Corp. | 310 | 53354 |
| STAG Industrial, Inc. | 1260 | 45436 |
| VICI Properties, Inc. | 19160 | 523451 |
| Welltower, Inc. | 1198 | 236856 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,266,927) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,266,927) | 1351583 |
| **U.S. TREASURY SECURITIES - 0.3%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.13%, 06/15/2026 | 33600 | 33628 |
| &nbsp;&nbsp; 0.88%, 09/30/2026 | 60200 | 59346 |
| &nbsp;&nbsp; 1.25%, 11/30/2026 | 90100 | 88615 |
| &nbsp;&nbsp; 1.50%, 01/31/2027 | 9900 | 9717 |
| &nbsp;&nbsp; 2.75%, 04/30/2027 | 300 | 297 |
| &nbsp;&nbsp; 3.75%, 04/30/2027 | 20600 | 20595 |
| &nbsp;&nbsp; 3.88%, 05/31/2027 | 64800 | 64846 |
| &nbsp;&nbsp; 3.25%, 06/30/2027 | 500 | 496 |
| &nbsp;&nbsp; 3.50%, 01/31/2028 | 5000 | 4972 |
| &nbsp;&nbsp; 3.75%, 05/15/2028 | 17800 | 17778 |
| &nbsp;&nbsp; 3.88%, 07/15/2028 | 41900 | 41954 |
| &nbsp;&nbsp; 1.25%, 09/30/2028 | 700 | 657 |
| &nbsp;&nbsp; 4.13%, 10/31/2029 | 6000 | 6049 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | 1000 | 996 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | 5100 | 4718 |
| &nbsp;&nbsp; 4.13%, 11/15/2032 | 4300 | 4301 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | 24600 | 23668 |
| &nbsp;&nbsp; 4.25%, 05/15/2035 | 14000 | 13963 |
| &nbsp;&nbsp; 4.63%, 02/15/2055 | 41000 | 39120 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $437,877) | **TOTAL U.S. TREASURY SECURITIES** (Cost $437,877) | 435716 |
| **TOTAL INVESTMENTS - 93.3% (**Cost $130,557,224**)** | **TOTAL INVESTMENTS - 93.3% (**Cost $130,557,224**)** | 157357975 |
| Money Market Deposit Account - 6.7% <sup>(h)</sup> | Money Market Deposit Account - 6.7% <sup>(h)</sup> | 11270541 |
| Other Assets in Excess of Liabilities - 0.0% <sup>(g)</sup> | Other Assets in Excess of Liabilities - 0.0% <sup>(g)</sup> | 75149 |
| **TOTAL NET ASSETS - 100.0%** |  | $168703665 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

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

---

(a) Non-income producing security.

(b) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $6,974,908 or 4.1% of the Fund's net assets.

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

(d) Interest only security.

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

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

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

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** |
| **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | 3 | 06/18/2026 | $340547 | $(6124) |
|  |  |  |  | $(6124) |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (2) | 06/18/2026 | $222094 | $1818 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (8) | 06/30/2026 | 1659562 | (1764) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | (5) | 06/30/2026 | 540898 | 4110 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (4) | 06/18/2026 | 455500 | 12440 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (3) | 06/18/2026 | 349688 | 9838 |
|  |  |  |  | $26442 |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $20318 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** |
| **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate**<br> **Received (Paid)** | **Payment Frequency** | **Maturity Date** | **Notional Amount (b)** | **Value (c)** | **Upfront<br> Payments(Receipts)** | **Unrealized** <br> **Appreciation**<br> (Depreciation) |
| **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** |
| CDX NA HY Series 46 | 5.00% | Quarterly | 06/20/2031 | $585000 | $29212 | $23070 | $6142 |
|  | 0.000% |  |  |  | $29212 | $23070 | $6142 |
| \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. |
| Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. |
| (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. |
| (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** | **Large Company Value Portfolio** |
| **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Entity** | **Counterparty** | **Pay/ Receive**<br> **Reference Entity** | **Financing Rate** | **Payment**<br> **Frequency** | **Maturity**<br> **Date** | **Notional Amount** | **Notional Amount** | **Value/ Unrealized Appreciation**<br> (Depreciation) | **Value/ Unrealized Appreciation**<br> (Depreciation) |
| Russell 1000 Value Total Return Index | Goldman Sachs | Receive | EFFR + 0.70% | Termination | 03/30/2027 | $| 27600412 | $| (1503874) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  |  | 0 |  | (1503874) |
| There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. |
| EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. | EFFR - Effective Federal Funds Rate was 3.64% as of March 31, 2026. |

---

------

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $136860015 | $– | $– | $136860015 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 4955969 | – | 4955969 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Registered Investment Companies | 4786627 | – | – | 4786627 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 3634922 | – | 3634922 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | – | 3168876 | – | 3168876 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 2164267 | – | 2164267 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 1351583 | – | – | 1351583 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 435716 | – | 435716 |
| Total Investments | $142998225 | $14359750 | $– | $157357975 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps \* | $– | $6142 | $– | $6142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | 28206 | – | – | 28206 |
| Total Other Financial Instruments | $28206 | $6142 | $– | $34348 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps \* | $– | $(1503874) | $– | $(1503874) |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | (7888) | – | – | (7888) |
| Total Other Financial Instruments | $(7888) | $(1503874) | $– | $(1511762) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | **Large Company Value Portfolio - Transactions with Affiliates** | |
|  | **Value as of**<br> **December 31, 2025** | **Additions** | **Reductions** | **Realized**<br> **Gain (Loss)** | **Net Change in Unrealized<br> Appreciation (Depreciation)** | **Value as of**<br> **March 31, 2026** | **Shares as of**<br> **March 31, 2026** | **Dividend / Interest Income** |<br>**Capital Gain Distributions**<br> **from** <br> **Underlying Funds** |
| Voya VACS Series EMHCD Fund | $1443 | $15 | $– | $– | $(36) | $1422 | 136 | $23 | $– |
| Voya VACS Series HYB Fund | 989263 | 10209 | – | – | (18316) | 981156 | 96476 | 15403 | – |
| Voya VACS Series SC Fund | 3805178 | 42861 | – | – | (43990) | 3804049 | 365774 | 65512 | – |
|  | $**4795884** | $**53085** | $**–** | $**–** | $**(62342)** | $**4786627** | **462386** | $**80938** | $**–** |

---

## 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:** 2026-12-31

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $170790288.17

**Total Liabilities:** $2083034.59

**Net Assets:** $168707253.58

**Delayed Delivery Securities:** $450225.46

**Cash Not Reported:** $13128666.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 475.200000000000 | **1-Year:** 1130.330000000000 | **5-Year:** 863.960000000000 | **10-Year:** 392.010000000000 | **30-Year:** 670.430000000000

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

- **3-Month:** -1437.520000000000 | **1-Year:** 137.350000000000 | **5-Year:** 3136.630000000000 | **10-Year:** 144.270000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002807 | 3.11%                | 2.32%                | -5.08%               |
| Class ID C000002808 | 3.17%                | 2.31%                | -5.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2322522.84              | $1663734.98                                |
| Month 2  | $2017893.11              | $1199911.58                                |
| Month 3  | $1057961.92              | $-8874600.33                               |

**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        |      5011 | NS      | $92589.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7341 | NS      | $527230.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                              | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47556.50     | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                      | Crocs Inc                                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1170 | NS      | $97133.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSTL Commercial Mortgage Trust | CSTL Commercial Mortgage Trust 2024-GATE                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99552.30     | 0.06%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc       | Cullen/Frost Bankers Inc                                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       290 | NS      | $39753.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1146 | NS      | $616570.92    | 0.37%             |  |  |  | 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        |    354133 | PA      | $14695.35     | 0.01%             | 2053-09-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1173 | NS      | $222400.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       710 | NS      | $399943.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       750 | NS      | $123097.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1050 | NS      | $124666.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2930 | NS      | $320864.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     23070 | NS      | $1426187.40   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      7847 | NS      | $1331322.02   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                         | F5 Inc                                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      7863 | NS      | $2275001.79   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                           | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46579.96     | 0.03%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc    | American Airlines Group Inc                                  | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |      3250 | NS      | $34905.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1410 | NS      | $184822.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1726 | NS      | $522080.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     23079 | NS      | $1736694.75   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranteed Funding (DK) Limite | DK Trust 2024-SPBX                                           | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124960.89    | 0.07%             | 2034-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     16020 | NS      | $464419.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75760.47     | 0.04%             | 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      | $122186.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp          | Antero Resources Corp                                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       850 | NS      | $36074.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp          | Antero Midstream Corp                                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11533 | NS      | $262952.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     55764 | NS      | $2366624.16   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                      | Apple Inc                                                    | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51420.80     | 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        |      1438 | NS      | $491494.02    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Commercial Real E | Arbor Realty Commercial Real Estate Notes 2026-FL1 LLC       | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $175092.07    | 0.10%             | 2043-09-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust          | Aspire Mortgage Trust 2026-1                                 | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99274 | PA      | $98360.87     | 0.06%             | 2066-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       700 | NS      | $152467.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1767 | NS      | $423019.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                   | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25104.73     | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                      | Avnet Inc                                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      5700 | NS      | $351234.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712330 | PA      | $718609.79    | 0.43%             | 2054-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BUGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413492 | PA      | $417137.44    | 0.25%             | 2054-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137HCTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293353 | PA      | $296441.97    | 0.18%             | 2054-05-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137HH4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131258 | PA      | $131127.52    | 0.08%             | 2054-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107621 | PA      | $108299.65    | 0.06%             | 2054-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137HNG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87791 | PA      | $88379.84     | 0.05%             | 2055-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3080 | NS      | $1097034.40   | 0.65%             |  |  |  | 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        |     74825 | PA      | $64547.15     | 0.04%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     10892 | NS      | $640231.76    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc                               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     17238 | NS      | $1227000.84   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties  | Gaming and Leisure Properties Inc                            | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4560 | NS      | $202327.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4037 | NS      | $1385579.14   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     19764 | NS      | $1472418.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                    | Gentex Corp                                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      2504 | NS      | $54712.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co               | Genuine Parts Co                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      3500 | NS      | $370125.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1931 | NS      | $269123.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc             | Globus Medical Inc                                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      2380 | NS      | $205060.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       200 | NS      | $27834.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     10000 | NS      | $389900.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc              | Hamilton Lane Inc                                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1690 | NS      | $167986.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA               | Pernod Ricard SA                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       839 | NS      | $62278.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc        | Magna International Inc                                      | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     18572 | NS      | $1036503.32   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I | BJ's Wholesale Club Holdings Inc                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      5261 | NS      | $517787.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                         | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886192 | PA      | $40264.68     | 0.02%             | 2054-07-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXI Ltd                                           | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249523.61    | 0.15%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Maplebear Inc                  | Maplebear Inc                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4650 | NS      | $174189.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59726.64     | 0.04%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                | Morningstar Inc                                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1487 | NS      | $251377.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110726.16    | 0.07%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                      | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85008.85     | 0.05%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XV Ltd                                                  | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    161586 | PA      | $161412.69    | 0.10%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       362 | NS      | $27902.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                    | Ovintiv Inc                                                  | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     15200 | NS      | $902272.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      6050 | NS      | $106298.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      6851 | NS      | $791290.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       340 | NS      | $304381.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PCY Trust 2026-FCMT            | PCY Trust 2026-FCMT                                          | CUSIP: 704929AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $175469.49    | 0.10%             | 2041-04-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      5049 | NS      | $214885.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2715 | NS      | $421612.35    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                    | PepsiCo Inc                                                  | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23752.00     | 0.01%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     17150 | NS      | $481572.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3740 | NS      | $618371.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       540 | NS      | $113416.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10667.24     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                             | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12470.21     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US Bancorp                     | US Bancorp                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     20825 | NS      | $1083108.25   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23003.34     | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $39119.77     | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9900 | PA      | $9717.47      | 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      | $657.43       | 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      | $59346.38     | 0.04%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41900 | PA      | $41954.01     | 0.02%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4160 | NS      | $1125654.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1810 | NS      | $323935.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2390 | NS      | $590521.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     17139 | NS      | $860377.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     96000 | PA      | $83804.45     | 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      | $40625.84     | 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        |      1597 | NS      | $303030.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc        | Versant Media Group Inc                                      | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |      4176 | NS      | $154595.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      3500 | NS      | $47285.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     19160 | NS      | $523451.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc            | Virtu Financial Inc                                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1106 | NS      | $48641.88     | 0.03%             |  |  |  | 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        |    111299 | PA      | $102485.09    | 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      | $32428.02     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc             | Voya Financial Inc                                           | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2190 | NS      | $149620.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      4606 | NS      | $430754.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                     | Haleon PLC                                                   | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     95843 | NS      | $474191.46    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                | Amer Sports Inc                                              | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | FI        |      5300 | NS      | $174476.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                    | Genpact Ltd                                                  | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | US        |      7380 | NS      | $274905.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       250 | NS      | $58002.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                      | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $65588.16     | 0.04%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4141 | NS      | $651089.43    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXI Ltd                          | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249625.03    | 0.15%             | 2039-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1908 | NS      | $914313.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3590 | NS      | $230478.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc              | BILL Holdings Inc                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      2070 | NS      | $79281.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1135 | NS      | $316381.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc    | BioMarin Pharmaceutical Inc                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1000 | NS      | $56490.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      8165 | NS      | $426702.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA       | Blackstone Holdings Finance Co LLC                           | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21292.09     | 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      | $57994.80     | 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      | $48085.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2460 | NS      | $489613.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        70 | NS      | $294722.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     13019 | NS      | $706410.94    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2614 | NS      | $354092.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      3300 | NS      | $399366.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1350 | NS      | $224194.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management LLC        | CBAM 2017-1 Ltd                                              | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250218.40    | 0.15%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Centene Corp                   | Centene Corp                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7012 | NS      | $229572.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1290 | NS      | $366050.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $304143.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc       | Corebridge Financial Inc                                     | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     18290 | NS      | $436399.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5099 | NS      | $426837.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                       | Crane Co                                                     | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       400 | NS      | $68400.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       682 | NS      | $390192.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                           | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10917.98     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc   | FactSet Research Systems Inc                                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       280 | NS      | $60757.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BRJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117518 | PA      | $118129.46    | 0.07%             | 2054-05-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BTA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208640 | PA      | $210780.50    | 0.12%             | 2054-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GSMS Trust 2024-Fair                                         | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $176649.08    | 0.10%             | 2029-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd    | GS REFT 2026-FL1 Issuer Ltd                                  | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    175000 | PA      | $175163.52    | 0.10%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GSK PLC                        | GSK PLC                                                      | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      5161 | NS      | $284835.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc                                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1398 | NS      | $237701.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc | JB Hunt Transport Services Inc                               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1030 | NS      | $218257.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1550 | NS      | $145886.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc             | Ingersoll Rand Inc                                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1337 | NS      | $107120.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3330 | NS      | $146952.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc                       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      7386 | NS      | $535854.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco CLO LTD                | Invesco CLO 2021-3 Ltd                                       | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $259480.01    | 0.15%             | 2034-10-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1190 | NS      | $202942.60    | 0.12%             |  |  |  | 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        |     38605 | PA      | $34638.08     | 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        |     32336 | PA      | $29009.35     | 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      | $1825851.12   | 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        |     28342 | PA      | $26061.03     | 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      | $7041.85      | 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      | $38863.44     | 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      | $29496.04     | 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      | $97631.72     | 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        |     38000 | PA      | $37517.59     | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-2                              | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25511 | PA      | $23112.64     | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP MORGAN MORTGAGE TRUST 2018-5                              | CUSIP: 46649KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43139 | PA      | $38834.79     | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-1                              | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6224 | PA      | $5806.81      | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-6                            | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154608 | PA      | $133603.07    | 0.08%             | 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        |     62473 | PA      | $61230.99     | 0.04%             | 2053-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6470 | NS      | $1581526.80   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON              | Johnson & Johnson                                            | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52852.80     | 0.03%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       830 | NS      | $127073.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                       | Lyft Inc                                                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     13580 | NS      | $180614.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2360 | NS      | $487859.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      5616 | NS      | $147420.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      2750 | NS      | $49747.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4852 | NS      | $1796064.84   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1090 | NS      | $70424.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1980 | NS      | $668923.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc        | Millrose Properties Inc                                      | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5165 | NS      | $144620.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      9500 | NS      | $547580.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       871 | NS      | $379973.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45595.25     | 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      | $13121.19     | 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      | $26672.88     | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A             | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121325 | PA      | $122977.00    | 0.07%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | 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        |     26822 | PA      | $25257.42     | 0.01%             | 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        |     21291 | PA      | $19673.70     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       540 | NS      | $55290.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru | OneMain Financial Issuance Trust 2023-1                      | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102053.95    | 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      | $201482.60    | 0.12%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64314.10     | 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      | $110165.90    | 0.07%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RPM International Inc          | RPM International Inc                                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1335 | NS      | $132699.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                       | RTX Corp                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3440 | NS      | $663576.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                      | Shell PLC                                                    | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     11647 | NS      | $1083171.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $102986.43    | 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      | $27847.95     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       797 | NS      | $338995.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       310 | NS      | $53354.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                 | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33905.99     | 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        |      7370 | NS      | $1375757.90   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                | Sandisk Corp/DE                                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       140 | NS      | $88947.60     | 0.05%             |  |  |  | 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      | $100447.44    | 0.06%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     15207 | NS      | $1429153.86   | 0.85%             |  |  |  | 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      | $184862.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2013-3                                | CUSIP: 81745RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36554 | PA      | $31939.06     | 0.02%             | 2043-03-25      | Variable      | 2.50%                 | 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      | $73628.09     | 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      | $73905.80     | 0.04%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc   | Simpson Manufacturing Co Inc                                 | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1833 | NS      | $314579.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The             | J M Smucker Co/The                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      3900 | NS      | $376116.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $6048.98      | 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      | $20595.17     | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series EMHCD Fund    | Voya VACS Series EMHCD Fund                                  | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |       136 | NS      | $1421.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      6184 | NS      | $559157.28    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2164 | NS      | $255806.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                                        | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |      1570 | NS      | $152855.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | GB        |      1822 | NS      | $588105.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd      | Axis Capital Holdings Ltd                                    | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      1072 | NS      | $108711.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                        | CRH PLC                                                      | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      5017 | NS      | $527387.04    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      7100 | NS      | $493024.00    | 0.29%             |  |  |  | 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      | $244521.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC       | Jazz Pharmaceuticals PLC                                     | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       270 | NS      | $51043.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC             | Royalty Pharma PLC                                           | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |      6750 | NS      | $323797.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula | Millicom International Cellular SA                           | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |      2566 | NS      | $192296.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Jun26                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $9837.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4185 | NS      | $1225158.75   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       900 | NS      | $123498.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       530 | NS      | $190158.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc      | DoubleVerify Holdings Inc                                    | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $30400.00     | 0.02%             |  |  |  | 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      | $100198.28    | 0.06%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1100 | NS      | $144034.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90554.22     | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQT Corp                       | EQT Corp                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       780 | NS      | $49639.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                   | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39606.72     | 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        |      6510 | NS      | $476401.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       212 | NS      | $156521.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2695 | NS      | $353098.90    | 0.21%             |  |  |  | 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      | $249380.36    | 0.15%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                 | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $68068.98     | 0.04%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp          | Encompass Health Corp                                        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3030 | NS      | $293091.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       420 | NS      | $47191.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                            | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43237.01     | 0.03%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                  | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39607.20     | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ericsson                       | Telefonaktiebolaget LM Ericsson                              | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    138682 | NS      | $1562946.14   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                       | Etsy Inc                                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1610 | NS      | $80467.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      8580 | NS      | $594422.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      4300 | NS      | $184427.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5294 | NS      | $543534.98    | 0.32%             |  |  |  | No            |                  1 | 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        |     10521 | PA      | $10232.68     | 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        |      1096 | PA      | $1080.78      | 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        |     30520 | PA      | $30070.14     | 0.02%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions Inc                         | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      1270 | NS      | $104305.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11019 | NS      | $668302.35    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                 | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42816.26     | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                            | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     10740 | NS      | $287724.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                | Cigna Group/The                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2097 | NS      | $559374.75    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI Funding LLC                | CLI Funding VIII LLC                                         | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |     65813 | PA      | $60902.81     | 0.04%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2022-IV Ltd                                     | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249728.01    | 0.15%             | 2035-07-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2645 | NS      | $781200.75    | 0.46%             |  |  |  | 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      | $201438.08    | 0.12%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       920 | NS      | $144762.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       220 | NS      | $31816.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8108 | NS      | $629099.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $154763.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16866 | NS      | $1912773.06   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      4015 | NS      | $240779.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corp                                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      3370 | NS      | $165096.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      7888 | NS      | $483928.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      9693 | NS      | $826134.39    | 0.49%             |  |  |  | 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        |    108586 | PA      | $92327.86     | 0.05%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     49007 | NS      | $1406990.97   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO     | Commerce Bancshares Inc/MO                                   | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $9446.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                     | Fluor Corp                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      5126 | NS      | $239127.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                   | Fortive Corp                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     10400 | NS      | $574912.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp               | HF Sinclair Corp                                             | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      3833 | NS      | $239140.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                        | HCA Inc                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59165.94     | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       549 | NS      | $259808.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                            | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188987.80    | 0.11%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HP Inc                         | HP Inc                                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      7250 | NS      | $139272.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc           | Hayward Holdings Inc                                         | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19760 | NS      | $264388.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc    | Healthcare Realty Trust Inc                                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      4620 | NS      | $78493.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                           | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56533.62     | 0.03%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2025-4 Owner Trust                    | CUSIP: 43814XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99933.93     | 0.06%             | 2028-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1110 | NS      | $255810.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2050 | NS      | $578858.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       350 | NS      | $33764.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       950 | NS      | $31853.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                            | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44277.17     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1040 | NS      | $323221.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        33 | NS      | $28556.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4900 | NS      | $589421.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc            | Resona Holdings Inc                                          | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     27800 | NS      | $301726.47    | 0.18%             |  |  |  | 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      | $226818.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     11300 | NS      | $1207744.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     10093 | NS      | $385552.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PSMC Trust                     | PSMC 2020-3 Trust                                            | CUSIP: 693675AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24292 | PA      | $21173.90     | 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        |      1198 | NS      | $170703.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM5 Trust                     | PRM5 Trust 2025-PRM5                                         | CUSIP: 693980AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124067.74    | 0.07%             | 2033-03-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Phillips 66                    | Phillips 66                                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3226 | NS      | $587712.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2039 | NS      | $294513.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       702 | NS      | $139164.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Tru | Provident Funding Mortgage Trust 2021-J1                     | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $62723.97     | 0.04%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc          | Qnity Electronics Inc                                        | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      1260 | NS      | $145378.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       927 | NS      | $119379.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1290 | NS      | $186779.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                           | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64771.20     | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       184 | NS      | $142165.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                | Robert Half Inc                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      4840 | NS      | $122936.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc          | Robinhood Markets Inc                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       550 | NS      | $38115.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1678 | NS      | $288741.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc            | STAG Industrial Inc                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      1260 | NS      | $45435.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      3900 | NS      | $277134.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2025-FL4 LLC                                            | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249860.33    | 0.15%             | 2042-11-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC             | Sunnova Helios IV Issuer LLC                                 | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88663 | PA      | $77723.32     | 0.05%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                   | Unilever PLC                                                 | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5557 | NS      | $316582.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       957 | NS      | $232187.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1100 | NS      | $239239.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc  | Advanced Drainage Systems Inc                                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       250 | NS      | $34282.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       366 | NS      | $128777.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63911.55     | 0.04%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc           | Amkor Technology Inc                                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       870 | NS      | $39176.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3559 | NS      | $1132260.26   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146402 | PA      | $145670.19    | 0.09%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2026-RISE                                           | CUSIP: 05595AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150000.00    | 0.09%             | 2041-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL4                        | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79918 | PA      | $79968.20     | 0.05%             | 2039-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VOLT                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149531.37    | 0.09%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1540 | NS      | $40717.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-CSMO                       | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.91     | 0.06%             | 2043-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2774 | NS      | $255402.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series HYB Fund      | Voya VACS Series HYB Fund                                    | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |     96476 | NS      | $981156.05    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-ALOHA                      | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125000.00    | 0.07%             | 2043-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1077 | NS      | $299265.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1378 | NS      | $375229.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series SC Fund       | Voya VACS Series SC Fund                                     | CUSIP: 92919X203<br>LEI: 549300WMAVLRYOGXL523 | Long             | EC               | RF                | US        |    365774 | NS      | $3804049.44   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3354 | NS      | $416835.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp             | Franco-Nevada Corp                                           | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      3685 | NS      | $912442.13    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC      | Flutter Entertainment PLC                                    | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | US        |      1227 | NS      | $125092.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      8813 | NS      | $763646.45    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd     | RenaissanceRe Holdings Ltd                                   | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      1450 | NS      | $430983.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd                                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       340 | NS      | $110816.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City L | Canadian Pacific Kansas City Ltd                             | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2949 | NS      | $231968.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3286 | NS      | $599464.98    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57068.87     | 0.03%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Caris Life Sciences Inc        | Caris Life Sciences Inc                                      | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |      9326 | NS      | $166748.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                            | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | GB        |     80040 | NS      | $880440.00    | 0.52%             |  |  |  | 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      | $101605.42    | 0.06%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2026-1                               | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99541.34     | 0.06%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      6090 | NS      | $157609.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                          | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71666.44     | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       420 | NS      | $297553.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     12400 | NS      | $194928.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7320 | NS      | $966240.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3800 | NS      | $570000.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       110 | NS      | $30717.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6580 | NS      | $634180.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                           | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39144.46     | 0.02%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1490267 | PA      | $17885.44     | 0.01%             | 2030-04-25      | Variable      | 0.34%                 | 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        |    585167 | PA      | $20262.17     | 0.01%             | 2030-09-25      | Variable      | 0.95%                 | 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        |    276781 | PA      | $14887.37     | 0.01%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc       | Ferguson Enterprises Inc                                     | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1684 | NS      | $392809.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      6180 | NS      | $289903.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In | Fidelity National Financial Inc                              | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      7300 | NS      | $338574.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1930 | NS      | $89667.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp  | First American Financial Corp                                | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     10810 | NS      | $651734.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/ | First Citizens BancShares Inc/NC                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       344 | NS      | $648323.04    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc             | First Hawaiian Inc                                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2470 | NS      | $60860.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       920 | NS      | $181479.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     11100 | NS      | $619380.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                   | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60787.80     | 0.04%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                 | Five Below Inc                                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       150 | NS      | $34272.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                 | Flowserve Corp                                               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2590 | NS      | $190390.90    | 0.11%             |  |  |  | No            |                  1 | 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      | $150604.69    | 0.09%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                     | CUSIP: 38385GKB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56180 | PA      | $56965.07     | 0.03%             | 2055-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                     | CUSIP: 38385GKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28090 | PA      | $28526.42     | 0.02%             | 2055-05-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Graco Inc                      | Graco Inc                                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1387 | NS      | $117409.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       869 | NS      | $426453.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3030 | NS      | $525371.70    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       815 | NS      | $154483.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       172 | NS      | $253254.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                         | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29954.13     | 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        |     29600 | NS      | $665704.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc           | Labcorp Holdings Inc                                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1980 | NS      | $528283.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1184 | NS      | $252973.44    | 0.15%             |  |  |  | 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        |     44109 | PA      | $39505.91     | 0.02%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                      | Lear Corp                                                    | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       350 | NS      | $42378.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |       700 | NS      | $31164.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       830 | NS      | $207267.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                 | Littelfuse Inc                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       130 | NS      | $44115.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2025-CRE9 Issuer LLC                                | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $149955.56    | 0.09%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1156 | NS      | $698674.84    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       770 | NS      | $181935.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                               | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41676.35     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                      | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14744.29     | 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        |      1728 | NS      | $283305.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1170 | NS      | $285690.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2544 | NS      | $441256.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       522 | NS      | $307290.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc         | Marvell Technology Inc                                       | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |      2720 | NS      | $269416.00    | 0.16%             |  |  |  | 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        |    135815 | PA      | $128338.86    | 0.08%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2020-2                               | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34336 | PA      | $29073.19     | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Mueller Industries Inc         | Mueller Industries Inc                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1170 | NS      | $129636.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       940 | NS      | $137371.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                        | NOV Inc                                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     31105 | NS      | $585085.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 47 Ltd                    | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249755.64    | 0.15%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                 | NewMarket Corp                                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       190 | NS      | $121780.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6070 | NS      | $657077.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70189.49     | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2950 | NS      | $155819.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1418 | NS      | $377273.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1400 | NS      | $401800.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2178 | NS      | $303983.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       420 | NS      | $286540.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       326 | NS      | $55126.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                     | Nucor Corp                                                   | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41018.29     | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                                              | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       660 | NS      | $31653.60     | 0.02%             |  |  |  | No            |                  1 | 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      | $249688.17    | 0.15%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Olin Corp                      | Olin Corp                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     16590 | NS      | $493220.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     10137 | NS      | $763417.47    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc | Omega Healthcare Investors Inc                               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      1530 | NS      | $67044.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1080 | NS      | $387590.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                         | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49887.40     | 0.03%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                 | Royal Gold Inc                                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2395 | NS      | $609503.55    | 0.36%             |  |  |  | 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        |     53221 | PA      | $50390.91     | 0.03%             | 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      | $124261.61    | 0.07%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                        | SLB Ltd                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     20870 | NS      | $1072509.30   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc         | Skyworks Solutions Inc                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       810 | NS      | $43375.50     | 0.03%             |  |  |  | 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      | $100601.02    | 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        |      4800 | NS      | $313440.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2061 | NS      | $198927.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                           | Taiwan Semiconductor Manufacturing Co Ltd                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      2573 | NS      | $869545.35    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                     | TransUnion                                                   | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      5278 | NS      | $365184.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       260 | NS      | $75836.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     13000 | NS      | $597610.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90100 | PA      | $88614.76     | 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      | $296.78       | 0.00%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       500 | PA      | $496.48       | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5100 | PA      | $4717.50      | 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      | $4301.18      | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4971.88      | 0.00%             | 2028-01-31      | Fixed         | 3.50%                 | 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      | $23667.89     | 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      | $33627.56     | 0.02%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WPP PLC                        | WPP PLC                                                      | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     22790 | NS      | $354384.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                         | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39405.48     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1058 | NS      | $264404.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                  | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63164.61     | 0.04%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Waters Corp                    | Waters Corp                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1905 | NS      | $567309.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                     | Watsco Inc                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       379 | NS      | $137876.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc                                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1731 | NS      | $502491.99    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     24284 | NS      | $1933249.24   | 1.15%             |  |  |  | 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        |     44675 | PA      | $39052.57     | 0.02%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                             | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10891.24     | 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      | $14864.90     | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                                | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1198 | NS      | $236856.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc                             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       960 | NS      | $240614.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       220 | NS      | $59507.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                                                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        87 | NS      | $31139.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     18460 | NS      | $2398323.20   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2024-C                     | CUSIP: 98164NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100345.53    | 0.06%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp        | Zebra Technologies Corp                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       620 | NS      | $129629.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc               | Zillow Group Inc                                             | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      2110 | NS      | $87332.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp   | Wheaton Precious Metals Corp                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      7456 | NS      | $978697.15    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $4097.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      2662 | NS      | $527847.98    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                       | ICON PLC                                                     | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      1381 | NS      | $152821.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd             | Liberty Global Ltd                                           | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | GB        |      4940 | NS      | $59724.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd             | Liberty Global Ltd                                           | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | GB        |     18050 | NS      | $211726.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       570 | NS      | $237541.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |      1965 | NS      | $571225.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GS_TRS_RUSSELL 1000 VALUE INDEX-03-30-27                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1503874.26  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $2664.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $1835.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $12440.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Jun26                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $-6123.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |        90 | NS      | $24766.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CDX.NA.HY.46.V1 (SELL PROTECTION)                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $29211.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc            | Harley-Davidson Inc                                          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1570 | NS      | $31745.40     | 0.02%             |  |  |  | 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      | $152615.48    | 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        |      4527 | NS      | $612186.21    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       810 | NS      | $75816.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1460 | NS      | $297007.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc            | Affirm Holdings Inc                                          | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $29324.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4654 | NS      | $530462.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1017 | NS      | $210864.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3130 | NS      | $897871.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5840 | NS      | $1679350.40   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7400 | NS      | $488326.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8002 | NS      | $1666576.54   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                               | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57132.61     | 0.03%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-5 Ltd                           | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249992.62    | 0.15%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1360 | NS      | $83028.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     35429 | NS      | $1727163.75   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25695.80     | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9814.18      | 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      | $95269.23     | 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      | $192314.72    | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1752 | NS      | $355626.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                  | AIB Group PLC                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     30407 | NS      | $316842.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      2797 | NS      | $406376.13    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd             | Teck Resources Ltd                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      6648 | NS      | $344562.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8046 | NS      | $1018301.76   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                           | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45132.13     | 0.03%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp          | Stifel Financial Corp                                        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       987 | NS      | $72959.04     | 0.04%             |  |  |  | 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      | $51284.12     | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      4450 | NS      | $101326.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       371 | NS      | $147094.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                 | TD SYNNEX Corp                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       800 | NS      | $134968.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      5670 | NS      | $385673.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      6640 | NS      | $473631.20    | 0.28%             |  |  |  | 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        |    125047 | PA      | $125460.12    | 0.07%             | 2034-12-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       530 | NS      | $100016.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                  | Teradata Corp                                                | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1700 | NS      | $43571.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                 | Tetra Tech Inc                                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      5820 | NS      | $175298.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1400 | NS      | $271796.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3200 | NS      | $321824.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14000 | PA      | $13963.36     | 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      | $17778.45     | 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      | $64845.56     | 0.04%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $995.51       | 0.00%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2021 | NS      | $446903.73    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      1699 | NS      | $355124.98    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                 | TechnipFMC PLC                                               | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     10900 | NS      | $753517.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp             | Expand Energy Corp                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       820 | NS      | $90019.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6630 | NS      | $325002.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-4                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100140.58    | 0.06%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2026-1                   | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99282.76     | 0.06%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Gaurav Chopra

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

**Title:** Assistant Treasurer