# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0000894189-25-014739
**Filing Date:** 2025-11
**Character Count:** 263128
**Document Hash:** ba62ffd2eae559879ada0bb03292141c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-014739.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000894189-25-014739

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 251516906

**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** | **Large Company Value Portfolio** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **COMMON STOCKS - 80.7%** | **COMMON STOCKS - 80.7%** | **Shares** | **Value**  |
| **Communication Services - 5.3%** | **Communication Services - 5.3%** | **Communication Services - 5.3%** | |
| Alphabet, Inc. - Class A | Alphabet, Inc. - Class A | 7540 | $1832974 |
| Alphabet, Inc. - Class C | Alphabet, Inc. - Class C | 3130 | 762311 |
| AT&T, Inc. | AT&T, Inc. | 13440 | 379546 |
| Charter Communications, Inc. - Class A <sup>(a)</sup> | Charter Communications, Inc. - Class A <sup>(a)</sup> | 590 | 162312 |
| Comcast Corp. - Class A | Comcast Corp. - Class A | 45148 | 1418550 |
| Meta Platforms, Inc. - Class A | Meta Platforms, Inc. - Class A | 790 | 580160 |
| Millicom International Cellular SA | Millicom International Cellular SA | 2280 | 110671 |
| Omnicom Group, Inc. | Omnicom Group, Inc. | 9737 | 793858 |
| Pinterest, Inc. - Class A <sup>(a)</sup> | Pinterest, Inc. - Class A <sup>(a)</sup> | 2230 | 71739 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | 18229 | 801165 |
| Walt Disney Co. | Walt Disney Co. | 8780 | 1005310 |
| Warner Bros Discovery, Inc. <sup>(a)</sup> | Warner Bros Discovery, Inc. <sup>(a)</sup> | 34664 | 676988 |
| WPP PLC - ADR | WPP PLC - ADR | 19090 | 478204 |
|  |  |  | 9073788 |
| **Consumer Discretionary - 5.7%** | **Consumer Discretionary - 5.7%** | **Consumer Discretionary - 5.7%** |  |
| Advance Auto Parts, Inc. | Advance Auto Parts, Inc. | 810 | 49734 |
| Amazon.com, Inc. <sup>(a)</sup> | Amazon.com, Inc. <sup>(a)</sup> | 8821 | 1936827 |
| Amer Sports, Inc. <sup>(a)</sup> | Amer Sports, Inc. <sup>(a)</sup> | 3910 | 135873 |
| Aptiv PLC <sup>(a)</sup> | Aptiv PLC <sup>(a)</sup> | 7100 | 612162 |
| Birkenstock Holding PLC <sup>(a)</sup> | Birkenstock Holding PLC <sup>(a)</sup> | 1961 | 88735 |
| Booking Holdings, Inc. | Booking Holdings, Inc. | 20 | 107985 |
| BorgWarner, Inc. | BorgWarner, Inc. | 13019 | 572315 |
| Carnival Corp. <sup>(a)</sup> | Carnival Corp. <sup>(a)</sup> | 2730 | 78924 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. | 1090 | 207492 |
| DoorDash, Inc. - Class A <sup>(a)</sup> | DoorDash, Inc. - Class A <sup>(a)</sup> | 220 | 59838 |
| DR Horton, Inc. | DR Horton, Inc. | 1620 | 274541 |
| eBay, Inc. | eBay, Inc. | 4910 | 446565 |
| Five Below, Inc. <sup>(a)</sup> | Five Below, Inc. <sup>(a)</sup> | 200 | 30940 |
| Flutter Entertainment PLC <sup>(a)</sup> | Flutter Entertainment PLC <sup>(a)</sup> | 987 | 250698 |
| Gap, Inc. | Gap, Inc. | 3120 | 66737 |
| General Motors Co. | General Motors Co. | 19184 | 1169648 |
| Gentex Corp. | Gentex Corp. | 20156 | 570415 |
| Grand Canyon Education, Inc. <sup>(a)</sup> | Grand Canyon Education, Inc. <sup>(a)</sup> | 1838 | 403478 |
| Harley-Davidson, Inc. | Harley-Davidson, Inc. | 2970 | 82863 |
| Hasbro, Inc. | Hasbro, Inc. | 810 | 61439 |
| Lennar Corp. - Class B | Lennar Corp. - Class B | 1440 | 172786 |
| Lithia Motors, Inc. | Lithia Motors, Inc. | 630 | 199080 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. | 1430 | 359373 |
| LVMH Moet Hennessy Louis Vuitton SE | LVMH Moet Hennessy Louis Vuitton SE | 224 | 136885 |
| Magna International, Inc. | Magna International, Inc. | 19772 | 936797 |
| NIKE, Inc. - Class B | NIKE, Inc. - Class B | 2950 | 205704 |
| O'Reilly Automotive, Inc. <sup>(a)</sup> | O'Reilly Automotive, Inc. <sup>(a)</sup> | 750 | 80858 |
| PulteGroup, Inc. | PulteGroup, Inc. | 360 | 47567 |
| Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. | 140 | 45301 |
| TJX Cos., Inc. | TJX Cos., Inc. | 500 | 72270 |
| TopBuild Corp. <sup>(a)(b)</sup> | TopBuild Corp. <sup>(a)(b)</sup> | 390 | 152435 |
|  |  |  | 9616265 |
| **Consumer Staples - 3.9%** | **Consumer Staples - 3.9%** | **Consumer Staples - 3.9%** |  |
| Altria Group, Inc. | Altria Group, Inc. | 7400 | 488844 |
| Anheuser-Busch InBev SA/NV - ADR | Anheuser-Busch InBev SA/NV - ADR | 3910 | 233075 |
| BJ's Wholesale Club Holdings, Inc. <sup>(a)</sup> | BJ's Wholesale Club Holdings, Inc. <sup>(a)</sup> | 4468 | 416641 |
| Boston Beer Co., Inc. - Class A <sup>(a)</sup> | Boston Beer Co., Inc. - Class A <sup>(a)</sup> | 92 | 19451 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. | 9192 | 734808 |
| Conagra Brands, Inc. | Conagra Brands, Inc. | 10500 | 192255 |
| Constellation Brands, Inc. - Class A | Constellation Brands, Inc. - Class A | 3400 | 457878 |
| Diageo PLC | Diageo PLC | 5312 | 126844 |
| Dollar General Corp. | Dollar General Corp. | 1050 | 108517 |
| elf Beauty, Inc. <sup>(a)</sup> | elf Beauty, Inc. <sup>(a)</sup> | 210 | 27821 |
| J M Smucker Co. | J M Smucker Co. | 500 | 54300 |
| Kenvue, Inc. | Kenvue, Inc. | 27860 | 452168 |
| Kraft Heinz Co. | Kraft Heinz Co. | 28900 | 752556 |
| Lamb Weston Holdings, Inc. | Lamb Weston Holdings, Inc. | 490 | 28459 |
| Maplebear, Inc. <sup>(a)</sup> | Maplebear, Inc. <sup>(a)</sup> | 3930 | 144467 |
| PepsiCo, Inc. | PepsiCo, Inc. | 1215 | 170635 |
| Pernod Ricard SA | Pernod Ricard SA | 888 | 87095 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | 4740 | 768828 |
| Procter & Gamble Co. | Procter & Gamble Co. | 1449 | 222639 |
| Target Corp. | Target Corp. | 1580 | 141726 |
| Unilever PLC - ADR | Unilever PLC - ADR | 5915 | 350641 |
| US Foods Holding Corp. <sup>(a)</sup> | US Foods Holding Corp. <sup>(a)</sup> | 880 | 67426 |
| Walmart, Inc. | Walmart, Inc. | 5574 | 574456 |
|  |  |  | 6621530 |
| **Energy - 4.9%** | **Energy - 4.9%** | **Energy - 4.9%** |  |
| Antero Midstream Corp. | Antero Midstream Corp. | 6813 | 132445 |
| APA Corp. | APA Corp. | 62264 | 1511770 |
| Baker Hughes Co. | Baker Hughes Co. | 15125 | 736890 |
| Cheniere Energy, Inc. | Cheniere Energy, Inc. | 1130 | 265527 |
| Chesapeake Energy Corp. | Chesapeake Energy Corp. | 880 | 93491 |
| Chevron Corp. | Chevron Corp. | 1744 | 270826 |
| ConocoPhillips | ConocoPhillips | 8482 | 802312 |
| Exxon Mobil Corp. | Exxon Mobil Corp. | 4307 | 485614 |
| HF Sinclair Corp. | HF Sinclair Corp. | 1580 | 82697 |
| Murphy Oil Corp. | Murphy Oil Corp. | 5050 | 143471 |
| NOV, Inc. | NOV, Inc. | 55895 | 740609 |
| Ovintiv, Inc. | Ovintiv, Inc. | 15200 | 613776 |
| Schlumberger NV | Schlumberger NV | 22870 | 786042 |
| Shell PLC - ADR | Shell PLC - ADR | 11647 | 833110 |
| Targa Resources Corp. | Targa Resources Corp. | 588 | 98514 |
| TechnipFMC PLC | TechnipFMC PLC | 10900 | 430005 |
| TotalEnergies SE | TotalEnergies SE | 5247 | 318670 |
|  |  |  | 8345769 |
| **Financials - 17.9%** | **Financials - 17.9%** | **Financials - 17.9%** |  |
| AIB Group PLC | AIB Group PLC | 42597 | 385836 |
| Allstate Corp. | Allstate Corp. | 757 | 162490 |
| Ally Financial, Inc. | Ally Financial, Inc. | 6460 | 253232 |
| American Express Co. | American Express Co. | 2740 | 910118 |
| American International Group, Inc. | American International Group, Inc. | 18559 | 1457624 |
| Aon PLC - Class A | Aon PLC - Class A | 1670 | 595489 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | 1064 | 329563 |
| Assurant, Inc. | Assurant, Inc. | 700 | 151620 |
| Axis Capital Holdings Ltd. | Axis Capital Holdings Ltd. | 1072 | 102698 |
| Bank of America Corp. | Bank of America Corp. | 41378 | 2134691 |
| Bank OZK | Bank OZK | 1390 | 70862 |
| Berkshire Hathaway, Inc. - Class B <sup>(a)</sup> | Berkshire Hathaway, Inc. - Class B <sup>(a)</sup> | 2078 | 1044694 |
| Blackrock, Inc. | Blackrock, Inc. | 50 | 58293 |
| Capital One Financial Corp. | Capital One Financial Corp. | 4296 | 913244 |
| Cboe Global Markets, Inc. | Cboe Global Markets, Inc. | 1190 | 291848 |
| Charles Schwab Corp. | Charles Schwab Corp. | 21874 | 2088311 |
| Cincinnati Financial Corp. | Cincinnati Financial Corp. | 270 | 42687 |
| Citigroup, Inc. | Citigroup, Inc. | 19206 | 1949409 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | 13715 | 729089 |
| CME Group, Inc. | CME Group, Inc. | 2804 | 757613 |
| Commerce Bancshares, Inc. | Commerce Bancshares, Inc. | 6405 | 382763 |
| Corebridge Financial, Inc. | Corebridge Financial, Inc. | 14090 | 451584 |
| Cullen/Frost Bankers, Inc. | Cullen/Frost Bankers, Inc. | 290 | 36763 |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | 6180 | 407509 |
| Fifth Third Bancorp | Fifth Third Bancorp | 1930 | 85981 |
| First Citizens BancShares, Inc. - Class A | First Citizens BancShares, Inc. - Class A | 254 | 454447 |
| First Hawaiian, Inc. | First Hawaiian, Inc. | 11420 | 283559 |
| Fiserv, Inc. <sup>(a)</sup> | Fiserv, Inc. <sup>(a)</sup> | 3900 | 502827 |
| Globe Life, Inc. | Globe Life, Inc. | 200 | 28594 |
| Hartford Insurance Group, Inc. | Hartford Insurance Group, Inc. | 2767 | 369090 |
| Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | 490 | 82555 |
| Janus Henderson Group PLC | Janus Henderson Group PLC | 4760 | 211868 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | 6207 | 1957874 |
| M&T Bank Corp. | M&T Bank Corp. | 2360 | 466383 |
| MarketAxess Holdings, Inc. | MarketAxess Holdings, Inc. | 800 | 139400 |
| Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | 2112 | 425631 |
| Mastercard, Inc. - Class A | Mastercard, Inc. - Class A | 991 | 563691 |
| MGIC Investment Corp. | MGIC Investment Corp. | 7046 | 199895 |
| Moody's Corp. | Moody's Corp. | 924 | 440268 |
| Morningstar, Inc. | Morningstar, Inc. | 743 | 172383 |
| Northern Trust Corp. | Northern Trust Corp. | 2309 | 310791 |
| Old Republic International Corp. | Old Republic International Corp. | 6160 | 261615 |
| Pinnacle Financial Partners, Inc. | Pinnacle Financial Partners, Inc. | 246 | 23072 |
| PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. | 1090 | 219014 |
| Primerica, Inc. | Primerica, Inc. | 676 | 187651 |
| Progressive Corp. | Progressive Corp. | 702 | 173359 |
| Prosperity Bancshares, Inc. | Prosperity Bancshares, Inc. | 450 | 29858 |
| RenaissanceRe Holdings Ltd. | RenaissanceRe Holdings Ltd. | 730 | 185369 |
| Resona Holdings, Inc. | Resona Holdings, Inc. | 29400 | 300292 |
| RLI Corp. | RLI Corp. | 2980 | 194356 |
| S&P Global, Inc. | S&P Global, Inc. | 705 | 343131 |
| SEI Investments Co. | SEI Investments Co. | 3133 | 265835 |
| State Street Corp. | State Street Corp. | 8346 | 968219 |
| Stifel Financial Corp. | Stifel Financial Corp. | 658 | 74663 |
| Synchrony Financial | Synchrony Financial | 7480 | 531454 |
| Tradeweb Markets, Inc. - Class A | Tradeweb Markets, Inc. - Class A | 190 | 21086 |
| Travelers Cos., Inc. | Travelers Cos., Inc. | 260 | 72597 |
| Truist Financial Corp. | Truist Financial Corp. | 8100 | 370332 |
| US Bancorp | US Bancorp | 20825 | 1006472 |
| Virtu Financial, Inc. - Class A | Virtu Financial, Inc. - Class A | 6546 | 232383 |
| Wells Fargo & Co. | Wells Fargo & Co. | 18405 | 1542707 |
| Willis Towers Watson PLC | Willis Towers Watson PLC | 1977 | 682955 |
| XP, Inc. - Class A | XP, Inc. - Class A | 20310 | 381625 |
|  |  |  | 30471312 |
| **Health Care - 11.7%** | **Health Care - 11.7%** | **Health Care - 11.7%** |  |
| Abbott Laboratories | Abbott Laboratories | 7265 | 973074 |
| AbbVie, Inc. | AbbVie, Inc. | 1220 | 282479 |
| Agilent Technologies, Inc. | Agilent Technologies, Inc. | 4934 | 633279 |
| Amgen, Inc. | Amgen, Inc. | 246 | 69421 |
| Becton Dickinson & Co. | Becton Dickinson & Co. | 3942 | 737824 |
| BioMarin Pharmaceutical, Inc. <sup>(a)</sup> | BioMarin Pharmaceutical, Inc. <sup>(a)</sup> | 1050 | 56868 |
| Bio-Rad Laboratories, Inc. - Class A <sup>(a)</sup> | Bio-Rad Laboratories, Inc. - Class A <sup>(a)</sup> | 1203 | 337309 |
| Bio-Techne Corp. | Bio-Techne Corp. | 8655 | 481478 |
| Boston Scientific Corp. <sup>(a)</sup> | Boston Scientific Corp. <sup>(a)</sup> | 3850 | 375876 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | 6700 | 302170 |
| Centene Corp. <sup>(a)</sup> | Centene Corp. <sup>(a)</sup> | 7012 | 250188 |
| Cigna Group | Cigna Group | 2077 | 598695 |
| CVS Health Corp. | CVS Health Corp. | 8111 | 611488 |
| Danaher Corp. | Danaher Corp. | 1244 | 246635 |
| Elevance Health, Inc. | Elevance Health, Inc. | 3665 | 1184235 |
| Envista Holdings Corp. <sup>(a)</sup> | Envista Holdings Corp. <sup>(a)</sup> | 7788 | 158642 |
| Exelixis, Inc. <sup>(a)</sup> | Exelixis, Inc. <sup>(a)</sup> | 1630 | 67319 |
| GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. | 16198 | 1216470 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | 5291 | 587301 |
| GSK PLC - ADR | GSK PLC - ADR | 6361 | 274541 |
| Haleon PLC | Haleon PLC | 72887 | 325837 |
| HCA Healthcare, Inc. | HCA Healthcare, Inc. | 1803 | 768439 |
| Humana, Inc. | Humana, Inc. | 2430 | 632213 |
| ICON PLC <sup>(a)</sup> | ICON PLC <sup>(a)</sup> | 1464 | 256200 |
| Illumina, Inc. <sup>(a)</sup> | Illumina, Inc. <sup>(a)</sup> | 660 | 62680 |
| Incyte Corp. <sup>(a)</sup> | Incyte Corp. <sup>(a)</sup> | 550 | 46646 |
| Insmed, Inc. <sup>(a)</sup> | Insmed, Inc. <sup>(a)</sup> | 230 | 33122 |
| IQVIA Holdings, Inc. <sup>(a)</sup> | IQVIA Holdings, Inc. <sup>(a)</sup> | 2080 | 395075 |
| Jazz Pharmaceuticals PLC <sup>(a)</sup> | Jazz Pharmaceuticals PLC <sup>(a)</sup> | 270 | 35586 |
| Johnson & Johnson | Johnson & Johnson | 6710 | 1244168 |
| Labcorp Holdings, Inc. | Labcorp Holdings, Inc. | 980 | 281319 |
| Maravai LifeSciences Holdings, Inc. - Class A <sup>(a)</sup> | Maravai LifeSciences Holdings, Inc. - Class A <sup>(a)</sup> | 5058 | 14517 |
| McKesson Corp. | McKesson Corp. | 103 | 79572 |
| Medtronic PLC | Medtronic PLC | 10513 | 1001258 |
| Merck & Co., Inc. | Merck & Co., Inc. | 9120 | 765442 |
| Molina Healthcare, Inc. <sup>(a)</sup> | Molina Healthcare, Inc. <sup>(a)</sup> | 190 | 36358 |
| Pfizer, Inc. | Pfizer, Inc. | 11330 | 288688 |
| ResMed, Inc. | ResMed, Inc. | 1740 | 476290 |
| Sanofi SA - ADR | Sanofi SA - ADR | 4255 | 200836 |
| Solventum Corp. <sup>(a)</sup> | Solventum Corp. <sup>(a)</sup> | 7710 | 562830 |
| Stryker Corp. | Stryker Corp. | 540 | 199622 |
| Tenet Healthcare Corp. <sup>(a)</sup> | Tenet Healthcare Corp. <sup>(a)</sup> | 530 | 107611 |
| United Therapeutics Corp. <sup>(a)</sup> | United Therapeutics Corp. <sup>(a)</sup> | 20 | 8384 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | 3420 | 1180926 |
| Universal Health Services, Inc. - Class B | Universal Health Services, Inc. - Class B | 1350 | 275994 |
| Veeva Systems, Inc. - Class A <sup>(a)</sup> | Veeva Systems, Inc. - Class A <sup>(a)</sup> | 979 | 291654 |
| Viatris, Inc. | Viatris, Inc. | 10790 | 106821 |
| Waters Corp. <sup>(a)</sup> | Waters Corp. <sup>(a)</sup> | 1426 | 427529 |
| West Pharmaceutical Services, Inc. | West Pharmaceutical Services, Inc. | 210 | 55089 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | 2884 | 284074 |
|  |  |  | 19890072 |
| **Industrials - 10.6%** | **Industrials - 10.6%** | **Industrials - 10.6%** |  |
| Acuity, Inc. | Acuity, Inc. | 190 | 65434 |
| AECOM | AECOM | 5390 | 703233 |
| Allegion PLC | Allegion PLC | 2179 | 386446 |
| Armstrong World Industries, Inc. | Armstrong World Industries, Inc. | 1220 | 239132 |
| ATI, Inc. <sup>(a)</sup> | ATI, Inc. <sup>(a)</sup> | 840 | 68326 |
| Boeing Co. <sup>(a)</sup> | Boeing Co. <sup>(a)</sup> | 2160 | 466193 |
| BWX Technologies, Inc. | BWX Technologies, Inc. | 150 | 27655 |
| Caterpillar, Inc. | Caterpillar, Inc. | 980 | 467607 |
| Cintas Corp. | Cintas Corp. | 1220 | 250417 |
| CNH Industrial NV | CNH Industrial NV | 46340 | 502789 |
| Crane Co. | Crane Co. | 400 | 73656 |
| Cummins, Inc. | Cummins, Inc. | 2246 | 948643 |
| Deere & Co. | Deere & Co. | 510 | 233203 |
| Delta Air Lines, Inc. | Delta Air Lines, Inc. | 7290 | 413707 |
| EMCOR Group, Inc. | EMCOR Group, Inc. | 502 | 326069 |
| Emerson Electric Co. | Emerson Electric Co. | 2609 | 342249 |
| FedEx Corp. | FedEx Corp. | 4280 | 1009267 |
| Ferguson Enterprises, Inc. | Ferguson Enterprises, Inc. | 1785 | 400875 |
| Flowserve Corp. | Flowserve Corp. | 2590 | 137633 |
| Fluor Corp. <sup>(a)</sup> | Fluor Corp. <sup>(a)</sup> | 4126 | 173581 |
| Fortive Corp. | Fortive Corp. | 10400 | 509496 |
| Generac Holdings, Inc. <sup>(a)</sup> | Generac Holdings, Inc. <sup>(a)</sup> | 400 | 66960 |
| General Dynamics Corp. | General Dynamics Corp. | 4037 | 1376617 |
| General Electric Co. | General Electric Co. | 900 | 270738 |
| Hayward Holdings, Inc. <sup>(a)</sup> | Hayward Holdings, Inc. <sup>(a)</sup> | 19760 | 298771 |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | 1390 | 272760 |
| Hubbell, Inc. | Hubbell, Inc. | 846 | 364042 |
| IDEX Corp. | IDEX Corp. | 864 | 140625 |
| Lockheed Martin Corp. | Lockheed Martin Corp. | 1156 | 577087 |
| Lyft, Inc. - Class A <sup>(a)</sup> | Lyft, Inc. - Class A <sup>(a)</sup> | 13580 | 298896 |
| MSA Safety, Inc. | MSA Safety, Inc. | 1832 | 315232 |
| Mueller Industries, Inc. | Mueller Industries, Inc. | 3610 | 365007 |
| Nordson Corp. | Nordson Corp. | 1503 | 341106 |
| Norfolk Southern Corp. | Norfolk Southern Corp. | 1400 | 420574 |
| Otis Worldwide Corp. | Otis Worldwide Corp. | 362 | 33098 |
| PACCAR, Inc. | PACCAR, Inc. | 6251 | 614598 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. | 340 | 257771 |
| QXO, Inc. <sup>(a)</sup> | QXO, Inc. <sup>(a)</sup> | 6040 | 115122 |
| Rockwell Automation, Inc. | Rockwell Automation, Inc. | 1080 | 377492 |
| RTX Corp. | RTX Corp. | 5070 | 848363 |
| Sensata Technologies Holding PLC | Sensata Technologies Holding PLC | 1339 | 40906 |
| Simpson Manufacturing Co., Inc. | Simpson Manufacturing Co., Inc. | 812 | 135977 |
| Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. | 4290 | 318876 |
| Tetra Tech, Inc. | Tetra Tech, Inc. | 8220 | 274384 |
| Textron, Inc. | Textron, Inc. | 430 | 36331 |
| Timken Co. | Timken Co. | 3200 | 240576 |
| Trane Technologies PLC | Trane Technologies PLC | 570 | 240517 |
| TransUnion | TransUnion | 3954 | 331266 |
| United Airlines Holdings, Inc. <sup>(a)</sup> | United Airlines Holdings, Inc. <sup>(a)</sup> | 2244 | 216546 |
| Verisk Analytics, Inc. | Verisk Analytics, Inc. | 819 | 205987 |
| Watsco, Inc. | Watsco, Inc. | 402 | 162528 |
| Watts Water Technologies, Inc. - Class A | Watts Water Technologies, Inc. - Class A | 1835 | 512479 |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | 1121 | 224727 |
| Woodward, Inc. | Woodward, Inc. | 87 | 21986 |
|  |  |  | 18063556 |
| **Information Technology - 13.0%** | **Information Technology - 13.0%** | **Information Technology - 13.0%** |  |
| Accenture PLC - Class A | Accenture PLC - Class A | 1490 | 367434 |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | Advanced Micro Devices, Inc. <sup>(a)</sup> | 700 | 113253 |
| Analog Devices, Inc. | Analog Devices, Inc. | 6794 | 1669286 |
| Applied Materials, Inc. | Applied Materials, Inc. | 1200 | 245688 |
| Autodesk, Inc. <sup>(a)</sup> | Autodesk, Inc. <sup>(a)</sup> | 1873 | 594996 |
| Cadence Design Systems, Inc. <sup>(a)</sup> | Cadence Design Systems, Inc. <sup>(a)</sup> | 1670 | 586604 |
| Cisco Systems, Inc. | Cisco Systems, Inc. | 8108 | 554749 |
| Cognex Corp. | Cognex Corp. | 2170 | 98301 |
| Cognizant Technology Solutions Corp. - Class A | Cognizant Technology Solutions Corp. - Class A | 6958 | 466673 |
| Corning, Inc. | Corning, Inc. | 6950 | 570109 |
| DoubleVerify Holdings, Inc. <sup>(a)</sup> | DoubleVerify Holdings, Inc. <sup>(a)</sup> | 3200 | 38336 |
| F5, Inc. <sup>(a)</sup> | F5, Inc. <sup>(a)</sup> | 8864 | 2864756 |
| First Solar, Inc. <sup>(a)</sup> | First Solar, Inc. <sup>(a)</sup> | 290 | 63954 |
| Flex Ltd. <sup>(a)</sup> | Flex Ltd. <sup>(a)</sup> | 1830 | 106085 |
| Gen Digital, Inc. | Gen Digital, Inc. | 3560 | 101068 |
| Keysight Technologies, Inc. <sup>(a)</sup> | Keysight Technologies, Inc. <sup>(a)</sup> | 3220 | 563242 |
| KLA Corp. | KLA Corp. | 353 | 380746 |
| Lam Research Corp. | Lam Research Corp. | 4319 | 578314 |
| Lattice Semiconductor Corp. <sup>(a)</sup> | Lattice Semiconductor Corp. <sup>(a)</sup> | 3110 | 228025 |
| Littelfuse, Inc. | Littelfuse, Inc. | 130 | 33671 |
| LiveRamp Holdings, Inc. <sup>(a)</sup> | LiveRamp Holdings, Inc. <sup>(a)</sup> | 1381 | 37480 |
| Microchip Technology, Inc. | Microchip Technology, Inc. | 720 | 46239 |
| Micron Technology, Inc. | Micron Technology, Inc. | 2138 | 357730 |
| Microsoft Corp. | Microsoft Corp. | 5142 | 2663299 |
| MongoDB, Inc. <sup>(a)</sup> | MongoDB, Inc. <sup>(a)</sup> | 100 | 31038 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | 330 | 150906 |
| Pegasystems, Inc. | Pegasystems, Inc. | 8624 | 495880 |
| PTC, Inc. <sup>(a)</sup> | PTC, Inc. <sup>(a)</sup> | 1270 | 257835 |
| QUALCOMM, Inc. | QUALCOMM, Inc. | 1740 | 289467 |
| Salesforce, Inc. | Salesforce, Inc. | 6711 | 1590507 |
| Synopsys, Inc. <sup>(a)</sup> | Synopsys, Inc. <sup>(a)</sup> | 470 | 231893 |
| Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 3059 | 854348 |
| TE Connectivity PLC | TE Connectivity PLC | 3625 | 795796 |
| Telefonaktiebolaget LM Ericsson - ADR | Telefonaktiebolaget LM Ericsson - ADR | 163782 | 1354477 |
| Universal Display Corp. | Universal Display Corp. | 750 | 107723 |
| Workday, Inc. - Class A <sup>(a)</sup> | Workday, Inc. - Class A <sup>(a)</sup> | 10960 | 2638401 |
|  |  |  | 22128309 |
| **Materials - 4.7%** | **Materials - 4.7%** | **Materials - 4.7%** |  |
| Agnico Eagle Mines Ltd. | Agnico Eagle Mines Ltd. | 1857 | 312769 |
| Alcoa Corp. | Alcoa Corp. | 264 | 8683 |
| Anglogold Ashanti PLC | Anglogold Ashanti PLC | 10600 | 745498 |
| Corteva, Inc. | Corteva, Inc. | 5405 | 365540 |
| CRH PLC | CRH PLC | 5318 | 637628 |
| Ecolab, Inc. | Ecolab, Inc. | 190 | 52034 |
| Franco-Nevada Corp. | Franco-Nevada Corp. | 3907 | 869635 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | 20400 | 800088 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | 500 | 315140 |
| Newmont Corp. | Newmont Corp. | 3890 | 327966 |
| Olin Corp. | Olin Corp. | 13290 | 332117 |
| PPG Industries, Inc. | PPG Industries, Inc. | 7000 | 735770 |
| Royal Gold, Inc. | Royal Gold, Inc. | 4279 | 858282 |
| RPM International, Inc. | RPM International, Inc. | 1415 | 166800 |
| Scotts Miracle-Gro Co. | Scotts Miracle-Gro Co. | 3040 | 173128 |
| Vulcan Materials Co. | Vulcan Materials Co. | 1118 | 343919 |
| Wheaton Precious Metals Corp. | Wheaton Precious Metals Corp. | 7904 | 884508 |
|  |  |  | 7929505 |
| **Real Estate - 0.4%** | **Real Estate - 0.4%** | **Real Estate - 0.4%** |  |
| CBRE Group, Inc. - Class A <sup>(a)</sup> | CBRE Group, Inc. - Class A <sup>(a)</sup> | 2736 | 431084 |
| Zillow Group, Inc. - Class A <sup>(a)</sup> | Zillow Group, Inc. - Class A <sup>(a)</sup> | 2370 | 176423 |
|  |  |  | 607507 |
| **Utilities - 2.6%** | **Utilities - 2.6%** | **Utilities - 2.6%** |  |
| American Electric Power Co., Inc. | American Electric Power Co., Inc. | 1410 | 158625 |
| Clearway Energy, Inc. - Class C | Clearway Energy, Inc. - Class C | 7630 | 215547 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | 20170 | 1233799 |
| Duke Energy Corp. | Duke Energy Corp. | 1100 | 136125 |
| Edison International | Edison International | 6510 | 359873 |
| Entergy Corp. | Entergy Corp. | 420 | 39140 |
| Eversource Energy | Eversource Energy | 3540 | 251836 |
| Exelon Corp. | Exelon Corp. | 6630 | 298416 |
| National Fuel Gas Co. | National Fuel Gas Co. | 4140 | 382412 |
| NextEra Energy, Inc. | NextEra Energy, Inc. | 4420 | 333666 |
| NRG Energy, Inc. | NRG Energy, Inc. | 940 | 152233 |
| OGE Energy Corp. | OGE Energy Corp. | 660 | 30538 |
| PG&E Corp. | PG&E Corp. | 6050 | 91234 |
| PPL Corp. | PPL Corp. | 15093 | 560856 |
| Southern Co. | Southern Co. | 2061 | 195321 |
|  |  |  | 4439621 |
| **TOTAL COMMON STOCKS** (Cost $105,814,909) | **TOTAL COMMON STOCKS** (Cost $105,814,909) | **TOTAL COMMON STOCKS** (Cost $105,814,909) | 137187234 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 3.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS - 3.3%** | **Par** | **Value**  |
|  Arbor Realty Trust, Inc., Series 2021-FL3, Class C, 6.11% (1 mo. Term SOFR + 1.96%), 08/15/2034, (1.96% Floor) (Callable 10/15/2025) <sup>(c)</sup> | Arbor Realty Trust, Inc., Series 2021-FL3, Class C, 6.11% (1 mo. Term SOFR + 1.96%), 08/15/2034, (1.96% Floor) (Callable 10/15/2025) <sup>(c)</sup> | 225000 | 224984 |
|  BBCMS Trust, Series 2021-C10, Class XA, 1.33%, 07/15/2054 (Callable 05/15/2031) <sup>(d)(e)</sup> | BBCMS Trust, Series 2021-C10, Class XA, 1.33%, 07/15/2054 (Callable 05/15/2031) <sup>(d)(e)</sup> | 913973 | 45624 |
|  Benchmark Mortgage Trust, Series 2025-V17, Class A3, 5.07%, 09/15/2058 (Callable 09/15/2030) | Benchmark Mortgage Trust, Series 2025-V17, Class A3, 5.07%, 09/15/2058 (Callable 09/15/2030) | 250000 | 255485 |
| BX Trust | BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2021-VOLT, Class C, 5.36% (1 mo. Term SOFR + 1.21%), 09/15/2036, (1.10% Floor) <sup>(c)</sup> | &nbsp;&nbsp; Series 2021-VOLT, Class C, 5.36% (1 mo. Term SOFR + 1.21%), 09/15/2036, (1.10% Floor) <sup>(c)</sup> | 121104 | 120656 |
| &nbsp;&nbsp; Series 2022-CSMO, Class B, 7.29% (1 mo. Term SOFR + 3.14%), 06/15/2027, (3.14% Floor) <sup>(c)</sup> | &nbsp;&nbsp; Series 2022-CSMO, Class B, 7.29% (1 mo. Term SOFR + 3.14%), 06/15/2027, (3.14% Floor) <sup>(c)</sup> | 100000 | 101000 |
| &nbsp;&nbsp; Series 2022-LBA6, Class A, 5.15% (1 mo. Term SOFR + 1.00%), 01/15/2039, (1.00% Floor) <sup>(c)</sup> | &nbsp;&nbsp; Series 2022-LBA6, Class A, 5.15% (1 mo. Term SOFR + 1.00%), 01/15/2039, (1.00% Floor) <sup>(c)</sup> | 200000 | 199875 |
| &nbsp;&nbsp; Series 2024-XL4, Class B, 5.94% (1 mo. Term SOFR + 1.79%), 02/15/2039, (1.79% Floor) <sup>(c)</sup> | &nbsp;&nbsp; Series 2024-XL4, Class B, 5.94% (1 mo. Term SOFR + 1.79%), 02/15/2039, (1.79% Floor) <sup>(c)</sup> | 92804 | 93035 |
| &nbsp;&nbsp; Series 2025-ROIC, Class A, 5.29% (1 mo. Term SOFR + 1.14%), 03/15/2030, (1.14% Floor) <sup>(c)</sup> | &nbsp;&nbsp; Series 2025-ROIC, Class A, 5.29% (1 mo. Term SOFR + 1.14%), 03/15/2030, (1.14% Floor) <sup>(c)</sup> | 149417 | 149090 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2020-C9, Class XA, 1.70%, 09/15/2053 (Callable 06/15/2030) <sup>(d)(e)</sup> | Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2020-C9, Class XA, 1.70%, 09/15/2053 (Callable 06/15/2030) <sup>(d)(e)</sup> | 363064 | 16687 |
|  CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A, 4.92%, 11/10/2041 <sup>(c)(e)</sup> | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A, 4.92%, 11/10/2041 <sup>(c)(e)</sup> | 100000 | 100319 |
|  DK Trust, Series 2024-SPBX, Class A, 5.65% (1 mo. Term SOFR + 1.50%), 03/15/2034, (1.50% Floor) <sup>(c)</sup> | DK Trust, Series 2024-SPBX, Class A, 5.65% (1 mo. Term SOFR + 1.50%), 03/15/2034, (1.50% Floor) <sup>(c)</sup> | 125000 | 125312 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series 5410, Class DF, 5.81% (30 day avg SOFR US + 1.45%), 05/25/2054, (1.45% Floor), (6.75% Cap) | &nbsp;&nbsp; Series 5410, Class DF, 5.81% (30 day avg SOFR US + 1.45%), 05/25/2054, (1.45% Floor), (6.75% Cap) | 366232 | 368849 |
| &nbsp;&nbsp; Series 5483, Class FD, 5.66% (30 day avg SOFR US + 1.30%), 12/25/2054, (1.30% Floor), (6.50% Cap) | &nbsp;&nbsp; Series 5483, Class FD, 5.66% (30 day avg SOFR US + 1.30%), 12/25/2054, (1.30% Floor), (6.50% Cap) | 130861 | 131295 |
| &nbsp;&nbsp; Series 5583, Class FA, 5.60% (30 day avg SOFR US + 1.25%), 10/25/2055, (1.25% Floor), (6.50% Cap) | &nbsp;&nbsp; Series 5583, Class FA, 5.60% (30 day avg SOFR US + 1.25%), 10/25/2055, (1.25% Floor), (6.50% Cap) | 100000 | 100254 |
| &nbsp;&nbsp; Series K110, Class X1, 1.76%, 04/25/2030 (Callable 04/25/2030) <sup>(d)(e)</sup> | &nbsp;&nbsp; Series K110, Class X1, 1.76%, 04/25/2030 (Callable 04/25/2030) <sup>(d)(e)</sup> | 279351 | 16699 |
| &nbsp;&nbsp; Series K118, Class X1, 1.04%, 09/25/2030 (Callable 06/25/2030) <sup>(d)(e)</sup> | &nbsp;&nbsp; Series K118, Class X1, 1.04%, 09/25/2030 (Callable 06/25/2030) <sup>(d)(e)</sup> | 589659 | 22754 |
| &nbsp;&nbsp; Series K151, Class X1, 0.49%, 04/25/2030 (Callable 02/25/2030) <sup>(d)(e)</sup> | &nbsp;&nbsp; Series K151, Class X1, 0.49%, 04/25/2030 (Callable 02/25/2030) <sup>(d)(e)</sup> | 1511219 | 20354 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Series 2024-100, Class FD, 5.81% (30 day avg SOFR US + 1.45%), 06/25/2054, (1.45% Floor), (6.50% Cap) | &nbsp;&nbsp; Series 2024-100, Class FD, 5.81% (30 day avg SOFR US + 1.45%), 06/25/2054, (1.45% Floor), (6.50% Cap) | 568810 | 571702 |
| &nbsp;&nbsp; Series 2024-86, Class FA, 5.81% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | &nbsp;&nbsp; Series 2024-86, Class FA, 5.81% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | 21151 | 21239 |
| &nbsp;&nbsp; Series 2024-93, Class FL, 5.81% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | &nbsp;&nbsp; Series 2024-93, Class FL, 5.81% (30 day avg SOFR US + 1.45%), 12/25/2054, (1.45% Floor), (6.50% Cap) | 979899 | 984881 |
|  FS Commercial Mortgage Trust, Series 2024-HULA, Class A, 5.96% (1 mo. Term SOFR + 1.81%), 08/15/2039, (1.81% Floor) <sup>(c)</sup> | FS Commercial Mortgage Trust, Series 2024-HULA, Class A, 5.96% (1 mo. Term SOFR + 1.81%), 08/15/2039, (1.81% Floor) <sup>(c)</sup> | 100000 | 100156 |
|  Greystone Commercial Real Estate Notes, Series 2021-FL3, Class C, 6.26% (1 mo. Term SOFR + 2.11%), 07/15/2039, (2.00% Floor) (Callable 10/15/2025) <sup>(c)</sup> | Greystone Commercial Real Estate Notes, Series 2021-FL3, Class C, 6.26% (1 mo. Term SOFR + 2.11%), 07/15/2039, (2.00% Floor) (Callable 10/15/2025) <sup>(c)</sup> | 225000 | 223147 |
|  GS Mortgage Securities Corp. II, Series 2024-FAIR, Class A, 6.07%, 07/15/2029 <sup>(c)(e)</sup> | GS Mortgage Securities Corp. II, Series 2024-FAIR, Class A, 6.07%, 07/15/2029 <sup>(c)(e)</sup> | 175000 | 180175 |
|  GS Mortgage-Backed Securities Trust, Series 2024-PJ9, Class A3, 5.00%, 02/25/2055 (Callable 12/25/2034) <sup>(c)(e)</sup> | GS Mortgage-Backed Securities Trust, Series 2024-PJ9, Class A3, 5.00%, 02/25/2055 (Callable 12/25/2034) <sup>(c)(e)</sup> | 74747 | 73699 |
| JP Morgan Mortgage Trust | 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 10/25/2025) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2015-3, Class A3, 3.50%, 05/25/2045 (Callable 10/25/2025) <sup>(c)(e)</sup> | 29049 | 26862 |
| &nbsp;&nbsp; Series 2017-2, Class A3, 3.50%, 05/25/2047 (Callable 11/25/2028) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2017-2, Class A3, 3.50%, 05/25/2047 (Callable 11/25/2028) <sup>(c)(e)</sup> | 27014 | 24378 |
| &nbsp;&nbsp; Series 2018-5, Class A1, 3.50%, 10/25/2048 (Callable 04/25/2027) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2018-5, Class A1, 3.50%, 10/25/2048 (Callable 04/25/2027) <sup>(c)(e)</sup> | 45661 | 40975 |
| &nbsp;&nbsp; Series 2019-1, Class A3, 4.00%, 05/25/2049 (Callable 10/25/2025) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2019-1, Class A3, 4.00%, 05/25/2049 (Callable 10/25/2025) <sup>(c)(e)</sup> | 6904 | 6434 |
| &nbsp;&nbsp; Series 2019-INV3, Class A3, 3.50%, 05/25/2050 (Callable 12/25/2040) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2019-INV3, Class A3, 3.50%, 05/25/2050 (Callable 12/25/2040) <sup>(c)(e)</sup> | 42538 | 38137 |
| &nbsp;&nbsp; Series 2020-2, Class A15, 3.50%, 07/25/2050 (Callable 11/25/2036) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2020-2, Class A15, 3.50%, 07/25/2050 (Callable 11/25/2036) <sup>(c)(e)</sup> | 34417 | 30417 |
| &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 (Callable 06/25/2048) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 (Callable 06/25/2048) <sup>(c)(e)</sup> | 160752 | 139032 |
| &nbsp;&nbsp; Series 2023-2, Class A3A, 5.00%, 07/25/2053 (Callable 02/25/2040) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2023-2, Class A3A, 5.00%, 07/25/2053 (Callable 02/25/2040) <sup>(c)(e)</sup> | 66168 | 65240 |
|  ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.75%, 07/15/2039 <sup>(c)(e)</sup> | ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.75%, 07/15/2039 <sup>(c)(e)</sup> | 200000 | 204413 |
|  PRM5 Trust, Series 2025-PRM5, Class B, 4.92%, 03/10/2033 <sup>(c)(e)</sup> | PRM5 Trust, Series 2025-PRM5, Class B, 4.92%, 03/10/2033 <sup>(c)(e)</sup> | 125000 | 124488 |
|  Provident Funding Mortgage Trust, Series 2021-J1, Class A10, 2.00%, 10/25/2051 (Callable 08/25/2044) <sup>(c)(e)</sup> | Provident Funding Mortgage Trust, Series 2021-J1, Class A10, 2.00%, 10/25/2051 (Callable 08/25/2044) <sup>(c)(e)</sup> | 100000 | 62496 |
|  PSMC Trust, Series 2020-3, Class A1, 3.00%, 11/25/2050 (Callable 01/25/2031) <sup>(c)(e)</sup> | PSMC Trust, Series 2020-3, Class A1, 3.00%, 11/25/2050 (Callable 01/25/2031) <sup>(c)(e)</sup> | 25942 | 22413 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2013-3, Class A2, 2.50%, 03/25/2043 (Callable 11/25/2026) <sup>(e)</sup> | &nbsp;&nbsp; Series 2013-3, Class A2, 2.50%, 03/25/2043 (Callable 11/25/2026) <sup>(e)</sup> | 37872 | 32904 |
| &nbsp;&nbsp; Series 2019-CH2, Class A1, 4.50%, 08/25/2049 (Callable 10/25/2025) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2019-CH2, Class A1, 4.50%, 08/25/2049 (Callable 10/25/2025) <sup>(c)(e)</sup> | 18 | 18 |
| &nbsp;&nbsp; Series 2020-4, Class A8, 2.50%, 11/25/2050 (Callable 05/25/2046) <sup>(c)(e)</sup> | &nbsp;&nbsp; Series 2020-4, Class A8, 2.50%, 11/25/2050 (Callable 05/25/2046) <sup>(c)(e)</sup> | 100000 | 73289 |
|  SLG Office Trust, Series 2021-OVA, Class A, 2.59%, 07/15/2041 <sup>(c)</sup> | SLG Office Trust, Series 2021-OVA, Class A, 2.59%, 07/15/2041 <sup>(c)</sup> | 140000 | 124268 |
|  Tharaldson Hotel Portfolio Trust, Series 2023-THL, Class A, 7.23%, 12/10/2034 <sup>(c)(e)</sup> | Tharaldson Hotel Portfolio Trust, Series 2023-THL, Class A, 7.23%, 12/10/2034 <sup>(c)(e)</sup> | 132549 | 134570 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1, 3.00% (1 Month U.S. LIBOR + 0.00%), 05/25/2050 (Callable 04/25/2034) <sup>(c)(e)(f)</sup> | Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1, 3.00% (1 Month U.S. LIBOR + 0.00%), 05/25/2050 (Callable 04/25/2034) <sup>(c)(e)(f)</sup> | 46820 | 40853 |
|  WF-RBS Commercial Mortgage Trust, Series 2014-C21, Class B, 4.21%, 08/15/2047 (Callable 07/15/2026) <sup>(e)</sup> | WF-RBS Commercial Mortgage Trust, Series 2014-C21, Class B, 4.21%, 08/15/2047 (Callable 07/15/2026) <sup>(e)</sup> | 87165 | 84852 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $5,647,921) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $5,647,921) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $5,647,921) | 5523310 |
| **AFFILIATED REGISTERED INVESTMENT COMPANIES - 2.8%** | **AFFILIATED REGISTERED INVESTMENT COMPANIES - 2.8%** | **Shares** | **Value**  |
| Voya VACS Series EMHCD Fund | Voya VACS Series EMHCD Fund | 131 | 1401 |
| Voya VACS Series HYB Fund | Voya VACS Series HYB Fund | 93472 | 972106 |
| Voya VACS Series SC Fund - Class SC | Voya VACS Series SC Fund - Class SC | 351235 | 3740653 |
| **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $4,741,011) | **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $4,741,011) | **TOTAL AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $4,741,011) | 4714160 |
| **CORPORATE BONDS - 2.3%** | **CORPORATE BONDS - 2.3%** | **Par** | **Value**  |
| **Communication Services - 0.2%** | **Communication Services - 0.2%** | **Communication Services - 0.2%** | **Communication Services - 0.2%** |
|  AT&T, Inc., 2.25%, 02/01/2032 (Callable 11/01/2031) | AT&T, Inc., 2.25%, 02/01/2032 (Callable 11/01/2031) | 87000 | 75978 |
|  Meta Platforms, Inc., 3.50%, 08/15/2027 (Callable 07/15/2027) | Meta Platforms, Inc., 3.50%, 08/15/2027 (Callable 07/15/2027) | 11000 | 10956 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 2.25%, 02/15/2026 (Callable 10/11/2025) | &nbsp;&nbsp; 2.25%, 02/15/2026 (Callable 10/11/2025) | 74000 | 73416 |
| &nbsp;&nbsp; 2.05%, 02/15/2028 (Callable 12/15/2027) | &nbsp;&nbsp; 2.05%, 02/15/2028 (Callable 12/15/2027) | 13000 | 12394 |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | 11000 | 10647 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 96000 | 84189 |
| &nbsp;&nbsp; 4.78%, 02/15/2035 (Callable 11/15/2034) | &nbsp;&nbsp; 4.78%, 02/15/2035 (Callable 11/15/2034) | 42000 | 41344 |
|  Walt Disney Co., 2.00%, 09/01/2029 (Callable 06/01/2029) | Walt Disney Co., 2.00%, 09/01/2029 (Callable 06/01/2029) | 42000 | 38916 |
|  |  |  | 347840 |
| **Consumer Discretionary - 0.1%** | **Consumer Discretionary - 0.1%** | **Consumer Discretionary - 0.1%** | **Consumer Discretionary - 0.1%** |
|  Amazon.com, Inc., 1.50%, 06/03/2030 (Callable 03/03/2030) | Amazon.com, Inc., 1.50%, 06/03/2030 (Callable 03/03/2030) | 64000 | 57280 |
|  Home Depot, Inc., 1.50%, 09/15/2028 (Callable 07/15/2028) | Home Depot, Inc., 1.50%, 09/15/2028 (Callable 07/15/2028) | 60000 | 56121 |
|  Lowe's Cos., Inc., 3.35%, 04/01/2027 (Callable 03/01/2027) | Lowe's Cos., Inc., 3.35%, 04/01/2027 (Callable 03/01/2027) | 42000 | 41591 |
|  O'Reilly Automotive, Inc., 3.60%, 09/01/2027 (Callable 06/01/2027) | O'Reilly Automotive, Inc., 3.60%, 09/01/2027 (Callable 06/01/2027) | 86000 | 85229 |
|  |  |  | 240221 |
| **Consumer Staples - 0.1%** | **Consumer Staples - 0.1%** | **Consumer Staples - 0.1%** | **Consumer Staples - 0.1%** |
|  PepsiCo, Inc., 2.63%, 07/29/2029 (Callable 04/29/2029) | PepsiCo, Inc., 2.63%, 07/29/2029 (Callable 04/29/2029) | 25000 | 23773 |
|  Walmart, Inc., 1.05%, 09/17/2026 (Callable 08/17/2026) | Walmart, Inc., 1.05%, 09/17/2026 (Callable 08/17/2026) | 64000 | 62426 |
|  |  |  | 86199 |
| **Energy - 0.2%** | **Energy - 0.2%** | **Energy - 0.2%** | **Energy - 0.2%** |
|  Enbridge, Inc., 1.60%, 10/04/2026 (Callable 09/04/2026) | Enbridge, Inc., 1.60%, 10/04/2026 (Callable 09/04/2026) | 69000 | 67236 |
|  Enterprise Products Operating LLC, 2.80%, 01/31/2030 (Callable 10/31/2029) | Enterprise Products Operating LLC, 2.80%, 01/31/2030 (Callable 10/31/2029) | 46000 | 43417 |
|  Kinder Morgan, Inc., 1.75%, 11/15/2026 (Callable 10/15/2026) | Kinder Morgan, Inc., 1.75%, 11/15/2026 (Callable 10/15/2026) | 45000 | 43823 |
|  MPLX LP, 2.65%, 08/15/2030 (Callable 05/15/2030) | MPLX LP, 2.65%, 08/15/2030 (Callable 05/15/2030) | 16000 | 14687 |
|  Ovintiv, Inc., 5.38%, 01/01/2026 (Callable 10/31/2025) | Ovintiv, Inc., 5.38%, 01/01/2026 (Callable 10/31/2025) | 60000 | 60024 |
|  Plains All American Pipeline LP / PAA Finance Corp., 4.65%, 10/15/2025 (Callable 10/03/2025) | Plains All American Pipeline LP / PAA Finance Corp., 4.65%, 10/15/2025 (Callable 10/03/2025) | 60000 | 60001 |
|  Sabine Pass Liquefaction LLC, 5.00%, 03/15/2027 (Callable 09/15/2026) | Sabine Pass Liquefaction LLC, 5.00%, 03/15/2027 (Callable 09/15/2026) | 34000 | 34228 |
|  |  |  | 323416 |
| **Financials - 0.9%** | **Financials - 0.9%** | **Financials - 0.9%** | **Financials - 0.9%** |
|  Aviation Capital Group LLC, 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(c)</sup> | Aviation Capital Group LLC, 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(c)</sup> | 25000 | 25398 |
| Bank of America Corp. | 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) | &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 194000 | 190142 |
| &nbsp;&nbsp; 3.59% to 07/21/2027 then 3 mo. Term SOFR + 1.63%, 07/21/2028 (Callable 07/21/2027) | &nbsp;&nbsp; 3.59% to 07/21/2027 then 3 mo. Term SOFR + 1.63%, 07/21/2028 (Callable 07/21/2027) | 26000 | 25765 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 10000 | 9852 |
| &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | 103000 | 95539 |
|  Bank of Nova Scotia, 2.70%, 08/03/2026 | Bank of Nova Scotia, 2.70%, 08/03/2026 | 66000 | 65253 |
| Blackstone Holdings Finance Co. LLC | Blackstone Holdings Finance Co. LLC | Blackstone Holdings Finance Co. LLC | Blackstone Holdings Finance Co. LLC |
| &nbsp;&nbsp; 1.63%, 08/05/2028 (Callable 06/05/2028) <sup>(c)</sup> | &nbsp;&nbsp; 1.63%, 08/05/2028 (Callable 06/05/2028) <sup>(c)</sup> | 62000 | 57843 |
| &nbsp;&nbsp; 2.50%, 01/10/2030 (Callable 10/10/2029) <sup>(c)</sup> | &nbsp;&nbsp; 2.50%, 01/10/2030 (Callable 10/10/2029) <sup>(c)</sup> | 23000 | 21401 |
|  Capital One Financial Corp., 1.88% to 11/02/2026 then SOFR + 0.86%, 11/02/2027 (Callable 11/02/2026) | Capital One Financial Corp., 1.88% to 11/02/2026 then SOFR + 0.86%, 11/02/2027 (Callable 11/02/2026) | 58000 | 56465 |
|  Fiserv, Inc., 5.45%, 03/02/2028 (Callable 02/02/2028) | Fiserv, Inc., 5.45%, 03/02/2028 (Callable 02/02/2028) | 60000 | 61646 |
|  Global Payments, Inc., 1.20% (SOFR Rate + 0.00%), 03/01/2026 (Callable 02/01/2026) | Global Payments, Inc., 1.20% (SOFR Rate + 0.00%), 03/01/2026 (Callable 02/01/2026) | 23000 | 22694 |
|  HSBC Holdings PLC, 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | HSBC Holdings PLC, 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 200000 | 188743 |
| JPMorgan Chase & Co. | 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) | &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | 99000 | 96533 |
| &nbsp;&nbsp; 2.95% to 02/24/2027 then SOFR + 1.17%, 02/24/2028 (Callable 02/24/2027) | &nbsp;&nbsp; 2.95% to 02/24/2027 then SOFR + 1.17%, 02/24/2028 (Callable 02/24/2027) | 48000 | 47154 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 31000 | 29405 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 8000 | 7061 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 43000 | 39138 |
|  Kite Realty Group LP, 4.00%, 10/01/2026 (Callable 07/01/2026) | Kite Realty Group LP, 4.00%, 10/01/2026 (Callable 07/01/2026) | 30000 | 29882 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 0.99% to 12/10/2025 then SOFR + 0.72%, 12/10/2026 (Callable 12/10/2025) | &nbsp;&nbsp; 0.99% to 12/10/2025 then SOFR + 0.72%, 12/10/2026 (Callable 12/10/2025) | 16000 | 15879 |
| &nbsp;&nbsp; 1.59% to 05/04/2026 then SOFR + 0.88%, 05/04/2027 (Callable 05/04/2026) | &nbsp;&nbsp; 1.59% to 05/04/2026 then SOFR + 0.88%, 05/04/2027 (Callable 05/04/2026) | 111000 | 109191 |
| &nbsp;&nbsp; 1.51% to 07/20/2026 then SOFR + 0.86%, 07/20/2027 (Callable 07/20/2026) | &nbsp;&nbsp; 1.51% to 07/20/2026 then SOFR + 0.86%, 07/20/2027 (Callable 07/20/2026) | 46000 | 45024 |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 26000 | 27102 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 15000 | 13256 |
| &nbsp;&nbsp; 5.25% to 04/21/2033 then SOFR + 1.87%, 04/21/2034 (Callable 04/21/2033) | &nbsp;&nbsp; 5.25% to 04/21/2033 then SOFR + 1.87%, 04/21/2034 (Callable 04/21/2033) | 64000 | 65992 |
|  Royal Bank of Canada, 1.20%, 04/27/2026 | Royal Bank of Canada, 1.20%, 04/27/2026 | 50000 | 49248 |
|  Sumitomo Mitsui Trust Bank Ltd., 2.80%, 03/10/2027 <sup>(c)</sup> | Sumitomo Mitsui Trust Bank Ltd., 2.80%, 03/10/2027 <sup>(c)</sup> | 52000 | 51049 |
|  US Bancorp, 4.55% to 07/22/2027 then SOFR + 1.66%, 07/22/2028 (Callable 07/22/2027) | US Bancorp, 4.55% to 07/22/2027 then SOFR + 1.66%, 07/22/2028 (Callable 07/22/2027) | 23000 | 23144 |
| Wells Fargo & Co. | 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) | &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 15000 | 14867 |
| &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | 11000 | 10904 |
|  |  |  | 1495570 |
| **Health Care - 0.2%** | **Health Care - 0.2%** | **Health Care - 0.2%** | **Health Care - 0.2%** |
|  Amgen, Inc., 5.15%, 03/02/2028 (Callable 02/02/2028) | Amgen, Inc., 5.15%, 03/02/2028 (Callable 02/02/2028) | 63000 | 64429 |
|  CVS Health Corp., 1.75% (SOFR Rate + 0.00%), 08/21/2030 (Callable 05/21/2030) | CVS Health Corp., 1.75% (SOFR Rate + 0.00%), 08/21/2030 (Callable 05/21/2030) | 54000 | 47406 |
|  HCA, Inc., 4.13%, 06/15/2029 (Callable 03/15/2029) | HCA, Inc., 4.13%, 06/15/2029 (Callable 03/15/2029) | 60000 | 59426 |
|  Johnson & Johnson, 1.30%, 09/01/2030 (Callable 06/01/2030) | Johnson & Johnson, 1.30%, 09/01/2030 (Callable 06/01/2030) | 60000 | 52861 |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| &nbsp;&nbsp; 1.75%, 09/02/2027 (Callable 07/02/2027) | &nbsp;&nbsp; 1.75%, 09/02/2027 (Callable 07/02/2027) | 107000 | 102259 |
| &nbsp;&nbsp; 2.20%, 09/02/2030 (Callable 06/02/2030) | &nbsp;&nbsp; 2.20%, 09/02/2030 (Callable 06/02/2030) | 31000 | 27764 |
|  |  |  | 354145 |
| **Industrials - 0.0%<sup>(g)</sup>** | **Industrials - 0.0%<sup>(g)</sup>** | **Industrials - 0.0%<sup>(g)</sup>** | **Industrials - 0.0%<sup>(g)</sup>** |
|  Carrier Global Corp., 2.72%, 02/15/2030 (Callable 11/15/2029) | Carrier Global Corp., 2.72%, 02/15/2030 (Callable 11/15/2029) | 77000 | 71987 |
| **Information Technology - 0.2%** | **Information Technology - 0.2%** | **Information Technology - 0.2%** | **Information Technology - 0.2%** |
|  Apple, Inc., 1.20%, 02/08/2028 (Callable 12/08/2027) | Apple, Inc., 1.20%, 02/08/2028 (Callable 12/08/2027) | 54000 | 50873 |
|  Broadcom, Inc., 3.46%, 09/15/2026 (Callable 07/15/2026) | Broadcom, Inc., 3.46%, 09/15/2026 (Callable 07/15/2026) | 43000 | 42777 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 3.25%, 11/15/2027 (Callable 08/15/2027) | &nbsp;&nbsp; 3.25%, 11/15/2027 (Callable 08/15/2027) | 66000 | 64793 |
| &nbsp;&nbsp; 2.95%, 04/01/2030 (Callable 01/01/2030) | &nbsp;&nbsp; 2.95%, 04/01/2030 (Callable 01/01/2030) | 121000 | 113795 |
|  VMware LLC, 2.20%, 08/15/2031 (Callable 05/15/2031) | VMware LLC, 2.20%, 08/15/2031 (Callable 05/15/2031) | 37000 | 32419 |
|  |  |  | 304657 |
| **Materials - 0.1%** | **Materials - 0.1%** | **Materials - 0.1%** | **Materials - 0.1%** |
|  Ecolab, Inc., 4.80%, 03/24/2030 (Callable 12/24/2029) | Ecolab, Inc., 4.80%, 03/24/2030 (Callable 12/24/2029) | 39000 | 39932 |
|  Nucor Corp., 4.30%, 05/23/2027 (Callable 04/23/2027) | Nucor Corp., 4.30%, 05/23/2027 (Callable 04/23/2027) | 41000 | 41168 |
|  Nutrien Ltd., 5.95%, 11/07/2025 | Nutrien Ltd., 5.95%, 11/07/2025 | 59000 | 58979 |
|  PPG Industries, Inc., 1.20%, 03/15/2026 (Callable 02/15/2026) | PPG Industries, Inc., 1.20%, 03/15/2026 (Callable 02/15/2026) | 68000 | 67051 |
|  Steel Dynamics, Inc., 1.65%, 10/15/2027 (Callable 08/15/2027) | Steel Dynamics, Inc., 1.65%, 10/15/2027 (Callable 08/15/2027) | 47000 | 44665 |
|  |  |  | 251795 |
| **Real Estate - 0.1%** | **Real Estate - 0.1%** | **Real Estate - 0.1%** | **Real Estate - 0.1%** |
|  Equinix, Inc., 2.90%, 11/18/2026 (Callable 09/18/2026) | Equinix, Inc., 2.90%, 11/18/2026 (Callable 09/18/2026) | 40000 | 39416 |
|  Realty Income Corp., 3.25%, 01/15/2031 (Callable 10/15/2030) | Realty Income Corp., 3.25%, 01/15/2031 (Callable 10/15/2030) | 69000 | 65127 |
|  |  |  | 104543 |
| **Utilities - 0.2%** | **Utilities - 0.2%** | **Utilities - 0.2%** | **Utilities - 0.2%** |
|  AES Corp., 1.38%, 01/15/2026 (Callable 12/15/2025) | AES Corp., 1.38%, 01/15/2026 (Callable 12/15/2025) | 45000 | 44599 |
|  Ameren Illinois Co., 3.80%, 05/15/2028 (Callable 02/15/2028) | Ameren Illinois Co., 3.80%, 05/15/2028 (Callable 02/15/2028) | 47000 | 46779 |
|  Duke Energy Corp., 3.15%, 08/15/2027 (Callable 05/15/2027) | Duke Energy Corp., 3.15%, 08/15/2027 (Callable 05/15/2027) | 92000 | 90485 |
|  NextEra Energy Capital Holdings, Inc., 4.63%, 07/15/2027 (Callable 06/15/2027) | NextEra Energy Capital Holdings, Inc., 4.63%, 07/15/2027 (Callable 06/15/2027) | 70000 | 70694 |
|  Sierra Pacific Power Co., 2.60%, 05/01/2026 (Callable 02/01/2026) | Sierra Pacific Power Co., 2.60%, 05/01/2026 (Callable 02/01/2026) | 74000 | 73387 |
|  Southwestern Electric Power Co., 1.65%, 03/15/2026 (Callable 02/15/2026) | Southwestern Electric Power Co., 1.65%, 03/15/2026 (Callable 02/15/2026) | 45000 | 44451 |
|  WEC Energy Group, Inc., 5.15%, 10/01/2027 (Callable 09/01/2027) | WEC Energy Group, Inc., 5.15%, 10/01/2027 (Callable 09/01/2027) | 39000 | 39712 |
|  |  |  | 410107 |
| **TOTAL CORPORATE BONDS** (Cost $4,027,104) | **TOTAL CORPORATE BONDS** (Cost $4,027,104) | **TOTAL CORPORATE BONDS** (Cost $4,027,104) | 3990480 |
| **COLLATERALIZED LOAN OBLIGATIONS - 1.5%** | **COLLATERALIZED LOAN OBLIGATIONS - 1.5%** | **Par** | **Value**  |
|  Bain Capital Credit CLO, Series 2020-5A, Class ARR, 5.34% (3 mo. Term SOFR + 1.15%), 04/20/2034, (1.15% Floor) (Callable 04/20/2026) <sup>(c)</sup> | Bain Capital Credit CLO, Series 2020-5A, Class ARR, 5.34% (3 mo. Term SOFR + 1.15%), 04/20/2034, (1.15% Floor) (Callable 04/20/2026) <sup>(c)</sup> | 250000 | 250154 |
|  Benefit Street Partners CLO Ltd., Series 2020-21A, Class A1R, 5.75% (3 mo. Term SOFR + 1.43%), 10/15/2034, (1.17% Floor) (Callable 10/15/2025) <sup>(c)</sup> | Benefit Street Partners CLO Ltd., Series 2020-21A, Class A1R, 5.75% (3 mo. Term SOFR + 1.43%), 10/15/2034, (1.17% Floor) (Callable 10/15/2025) <sup>(c)</sup> | 250000 | 250394 |
|  CBAM Ltd., Series 2017-1A, Class AR2, 5.72% (3 mo. Term SOFR + 1.39%), 01/20/2038, (1.39% Floor) (Callable 01/20/2027) <sup>(c)</sup> | CBAM Ltd., Series 2017-1A, Class AR2, 5.72% (3 mo. Term SOFR + 1.39%), 01/20/2038, (1.39% Floor) (Callable 01/20/2027) <sup>(c)</sup> | 250000 | 250982 |
|  CIFC Funding Ltd., Series 2022-4A, Class AR, 5.37% (3 mo. Term SOFR + 1.09%), 07/16/2035, (1.09% Floor) (Callable 07/16/2026) <sup>(c)</sup> | CIFC Funding Ltd., Series 2022-4A, Class AR, 5.37% (3 mo. Term SOFR + 1.09%), 07/16/2035, (1.09% Floor) (Callable 07/16/2026) <sup>(c)</sup> | 250000 | 250900 |
|  Empower CLO Ltd., Series 2025-1A, Class A, 5.64% (3 mo. Term SOFR + 1.31%), 07/20/2038, (1.31% Floor) (Callable 07/20/2027) <sup>(c)</sup> | Empower CLO Ltd., Series 2025-1A, Class A, 5.64% (3 mo. Term SOFR + 1.31%), 07/20/2038, (1.31% Floor) (Callable 07/20/2027) <sup>(c)</sup> | 250000 | 251164 |
|  Invesco CLO Ltd., Series 2021-3A, Class A1R, 5.23% (3 mo. Term SOFR + 1.08%), 10/22/2034, (1.08% Floor) <sup>(c)</sup> | Invesco CLO Ltd., Series 2021-3A, Class A1R, 5.23% (3 mo. Term SOFR + 1.08%), 10/22/2034, (1.08% Floor) <sup>(c)</sup> | 260000 | 260560 |
|  Neuberger Berman CLO Ltd., Series 2022-47A, Class AR, 0.00% (3 mo. Term SOFR + 1.09%), 04/16/2035, (1.09% Floor) <sup>(c)(h)</sup> | Neuberger Berman CLO Ltd., Series 2022-47A, Class AR, 0.00% (3 mo. Term SOFR + 1.09%), 04/16/2035, (1.09% Floor) <sup>(c)(h)</sup> | 250000 | 249658 |
|  Octagon Investment Partners Ltd., Series 2020-3A, Class A1R2, 5.68% (3 mo. Term SOFR + 1.36%), 01/15/2038, (1.36% Floor) (Callable 10/15/2026) <sup>(c)</sup> | Octagon Investment Partners Ltd., Series 2020-3A, Class A1R2, 5.68% (3 mo. Term SOFR + 1.36%), 01/15/2038, (1.36% Floor) (Callable 10/15/2026) <sup>(c)</sup> | 250000 | 251106 |
|  OZLM Ltd., Series 2016-15A, Class A1R3, 5.33% (3 mo. Term SOFR + 1.05%), 04/20/2033, (1.05% Floor) (Callable 04/20/2026) <sup>(c)</sup> | OZLM Ltd., Series 2016-15A, Class A1R3, 5.33% (3 mo. Term SOFR + 1.05%), 04/20/2033, (1.05% Floor) (Callable 04/20/2026) <sup>(c)</sup> | 250000 | 250063 |
|  Park Avenue Institutional Advisers CLO Ltd., Series 2021-1A, Class A1AR, 5.34% (3 mo. Term SOFR + 1.11%), 01/20/2034, (1.11% Floor) (Callable 04/20/2026) <sup>(c)</sup> | Park Avenue Institutional Advisers CLO Ltd., Series 2021-1A, Class A1AR, 5.34% (3 mo. Term SOFR + 1.11%), 01/20/2034, (1.11% Floor) (Callable 04/20/2026) <sup>(c)</sup> | 250000 | 250012 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $2,509,200) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $2,509,200) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $2,509,200) | 2514993 |
| **ASSET-BACKED SECURITIES - 1.3%** | **ASSET-BACKED SECURITIES - 1.3%** | **Par** | **Value**  |
| American Airlines Group, Inc. | American Airlines Group, Inc. | American Airlines Group, Inc. | American Airlines Group, Inc. |
| &nbsp;&nbsp; Series 2015-2, 3.60%, 09/22/2027 | &nbsp;&nbsp; Series 2015-2, 3.60%, 09/22/2027 | 31895 | 31210 |
| &nbsp;&nbsp; Series 2016-1, 3.58%, 01/15/2028 | &nbsp;&nbsp; Series 2016-1, 3.58%, 01/15/2028 | 1144 | 1118 |
| &nbsp;&nbsp; Series 2016-2, 3.20%, 06/15/2028 | &nbsp;&nbsp; Series 2016-2, 3.20%, 06/15/2028 | 10926 | 10557 |
|  CarMax Auto Owner Trust, Series 2023-3, Class B, 5.47%, 02/15/2029 (Callable 06/15/2027) | CarMax Auto Owner Trust, Series 2023-3, Class B, 5.47%, 02/15/2029 (Callable 06/15/2027) | 100000 | 102278 |
|  CNH Equipment Trust, Series 2023-A, Class A4, 4.77%, 10/15/2030 (Callable 12/15/2027) | CNH Equipment Trust, Series 2023-A, Class A4, 4.77%, 10/15/2030 (Callable 12/15/2027) | 200000 | 202216 |
|  COLT Funding LLC, Series 2021-2, Class A1, 0.92%, 08/25/2066 (Callable 10/25/2025) <sup>(c)(e)</sup> | COLT Funding LLC, Series 2021-2, Class A1, 0.92%, 08/25/2066 (Callable 10/25/2025) <sup>(c)(e)</sup> | 115413 | 98733 |
|  Container Leasing International LLC, Series 2022-1A, Class A, 2.72%, 01/18/2047 <sup>(c)</sup> | Container Leasing International LLC, Series 2022-1A, Class A, 2.72%, 01/18/2047 <sup>(c)</sup> | 69813 | 64537 |
|  Exeter Automobile Receivables Trust, Series 2025-4A, Class A3, 4.39%, 09/17/2029 (Callable 09/17/2029) | Exeter Automobile Receivables Trust, Series 2025-4A, Class A3, 4.39%, 09/17/2029 (Callable 09/17/2029) | 100000 | 100421 |
|  FedEx Corp., Series 2020-1AA, 1.88%, 02/20/2034 | FedEx Corp., Series 2020-1AA, 1.88%, 02/20/2034 | 77660 | 67471 |
|  GLS Auto Receivables Trust, Series 2025-1A, Class C, 5.07%, 11/15/2030 (Callable 09/15/2029) <sup>(c)</sup> | GLS Auto Receivables Trust, Series 2025-1A, Class C, 5.07%, 11/15/2030 (Callable 09/15/2029) <sup>(c)</sup> | 150000 | 151683 |
|  Harley-Davidson Customer Funding Corp., Series 2023-B, Class A4, 5.78%, 04/15/2031 (Callable 04/15/2027) | Harley-Davidson Customer Funding Corp., Series 2023-B, Class A4, 5.78%, 04/15/2031 (Callable 04/15/2027) | 150000 | 153813 |
|  Laurel Road Prime Student Loan Trust, Series 2020-A, Class A2FX, 1.40%, 11/25/2050 (Callable 10/25/2028) <sup>(c)</sup> | Laurel Road Prime Student Loan Trust, Series 2020-A, Class A2FX, 1.40%, 11/25/2050 (Callable 10/25/2028) <sup>(c)</sup> | 50132 | 44747 |
| Mosaic Solar Loans LLC | 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 07/20/2029) <sup>(c)</sup> | &nbsp;&nbsp; Series 2017-2A, Class A, 3.82%, 06/22/2043 (Callable 07/20/2029) <sup>(c)</sup> | 148868 | 140438 |
| &nbsp;&nbsp; Series 2020-2A, Class A, 1.44%, 08/20/2046 (Callable 09/20/2032) <sup>(c)</sup> | &nbsp;&nbsp; Series 2020-2A, Class A, 1.44%, 08/20/2046 (Callable 09/20/2032) <sup>(c)</sup> | 37782 | 31359 |
| Navient Student Loan Trust | 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 04/15/2028) <sup>(c)</sup> | &nbsp;&nbsp; Series 2020-GA, Class A, 1.17%, 09/16/2069 (Callable 04/15/2028) <sup>(c)</sup> | 31369 | 29282 |
| &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 01/15/2029) <sup>(c)</sup> | &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 01/15/2029) <sup>(c)</sup> | 24531 | 22517 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 08/15/2033) <sup>(c)</sup> | &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 08/15/2033) <sup>(c)</sup> | 135254 | 138599 |
|  OneMain Financial Issuance Trust, Series 2023-1A, Class A, 5.50%, 06/14/2038 (Callable 06/14/2028) <sup>(c)</sup> | OneMain Financial Issuance Trust, Series 2023-1A, Class A, 5.50%, 06/14/2038 (Callable 06/14/2028) <sup>(c)</sup> | 100000 | 102893 |
|  Oscar Finance Holdings 2 General, Inc. Association, Series 2021-1A, Class A4, 1.00%, 04/10/2028 (Callable 10/10/2025) <sup>(c)</sup> | Oscar Finance Holdings 2 General, Inc. Association, Series 2021-1A, Class A4, 1.00%, 04/10/2028 (Callable 10/10/2025) <sup>(c)</sup> | 11650 | 11305 |
|  Santander Consumer USA Holdings, Inc., Series 2024-4, Class B, 4.93%, 09/17/2029 (Callable 10/15/2027) | Santander Consumer USA Holdings, Inc., Series 2024-4, Class B, 4.93%, 09/17/2029 (Callable 10/15/2027) | 100000 | 100936 |
|  Santander Consumer USA, Inc., Series 2024-2, Class B, 4.52%, 07/16/2029 (Callable 11/15/2027) | Santander Consumer USA, Inc., Series 2024-2, Class B, 4.52%, 07/16/2029 (Callable 11/15/2027) | 100000 | 100338 |
|  SMB Private Education Loan Trust, Series 2020-PTB, Class A2A, 1.60%, 09/15/2054 <sup>(c)</sup> | SMB Private Education Loan Trust, Series 2020-PTB, Class A2A, 1.60%, 09/15/2054 <sup>(c)</sup> | 62335 | 59014 |
|  SoFi Consumer Loan Program Trust, Series 2025-1, Class B, 5.12%, 02/27/2034 (Callable 03/25/2028) <sup>(c)</sup> | SoFi Consumer Loan Program Trust, Series 2025-1, Class B, 5.12%, 02/27/2034 (Callable 03/25/2028) <sup>(c)</sup> | 100000 | 101142 |
|  SoFi Professional Loan Program LLC, Series 2018-B, Class A2FX, 3.34%, 08/25/2047 (Callable 01/25/2026) <sup>(c)</sup> | SoFi Professional Loan Program LLC, Series 2018-B, Class A2FX, 3.34%, 08/25/2047 (Callable 01/25/2026) <sup>(c)</sup> | 1965 | 1961 |
|  Sunnova Energy International, Inc., Series 2020-AA, Class A, 2.98%, 06/20/2047 (Callable 06/20/2027) <sup>(c)</sup> | Sunnova Energy International, Inc., Series 2020-AA, Class A, 2.98%, 06/20/2047 (Callable 06/20/2027) <sup>(c)</sup> | 92668 | 81756 |
|  Sunrun, Inc., Series 2020-1A, Class A, 2.21%, 07/31/2051 <sup>(c)</sup> | Sunrun, Inc., Series 2020-1A, Class A, 2.21%, 07/31/2051 <sup>(c)</sup> | 115803 | 107114 |
|  Verus Securitization Trust, Series 2021-3, Class A1, 1.05%, 06/25/2066 (Callable 10/25/2025) <sup>(c)(e)</sup> | Verus Securitization Trust, Series 2021-3, Class A1, 1.05%, 06/25/2066 (Callable 10/25/2025) <sup>(c)(e)</sup> | 121528 | 106422 |
|  World Omni Auto Receivables Trust, Series 2024-C, Class B, 4.68%, 07/15/2030 (Callable 11/15/2027) | World Omni Auto Receivables Trust, Series 2024-C, Class B, 4.68%, 07/15/2030 (Callable 11/15/2027) | 100000 | 100982 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $2,306,716) | **TOTAL ASSET-BACKED SECURITIES** (Cost $2,306,716) | **TOTAL ASSET-BACKED SECURITIES** (Cost $2,306,716) | 2264842 |
| **REAL ESTATE INVESTMENT TRUSTS - 1.0%** | **REAL ESTATE INVESTMENT TRUSTS - 1.0%** | **Shares** | **Value**  |
| **Real Estate - 1.0%** | **Real Estate - 1.0%** | **Real Estate - 1.0%** |  |
| CubeSmart | CubeSmart | 1350 | 54891 |
| EastGroup Properties, Inc. | EastGroup Properties, Inc. | 430 | 72782 |
| Equity Residential | Equity Residential | 2884 | 186681 |
| First Industrial Realty Trust, Inc. | First Industrial Realty Trust, Inc. | 1430 | 73602 |
| Millrose Properties, Inc. | Millrose Properties, Inc. | 945 | 31761 |
| Public Storage | Public Storage | 95 | 27441 |
| Simon Property Group, Inc. | Simon Property Group, Inc. | 3200 | 600544 |
| STAG Industrial, Inc. | STAG Industrial, Inc. | 1260 | 44465 |
| UDR, Inc. | UDR, Inc. | 2960 | 110290 |
| Ventas, Inc. | Ventas, Inc. | 3427 | 239856 |
| VICI Properties, Inc. | VICI Properties, Inc. | 1310 | 42719 |
| Welltower, Inc. | Welltower, Inc. | 1198 | 213412 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,544,110) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,544,110) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,544,110) | 1698444 |
| **U.S. TREASURY SECURITIES - 0.3%** | **U.S. TREASURY SECURITIES - 0.3%** | **Par** | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.13%, 06/15/2026 | &nbsp;&nbsp; 4.13%, 06/15/2026 | 33600 | 33675 |
| &nbsp;&nbsp; 0.88%, 09/30/2026 | &nbsp;&nbsp; 0.88%, 09/30/2026 | 60200 | 58535 |
| &nbsp;&nbsp; 1.25%, 11/30/2026 | &nbsp;&nbsp; 1.25%, 11/30/2026 | 90100 | 87576 |
| &nbsp;&nbsp; 1.50%, 01/31/2027 | &nbsp;&nbsp; 1.50%, 01/31/2027 | 9900 | 9620 |
| &nbsp;&nbsp; 2.75%, 04/30/2027 | &nbsp;&nbsp; 2.75%, 04/30/2027 | 300 | 296 |
| &nbsp;&nbsp; 3.75%, 04/30/2027 | &nbsp;&nbsp; 3.75%, 04/30/2027 | 20600 | 20630 |
| &nbsp;&nbsp; 3.88%, 05/31/2027 | &nbsp;&nbsp; 3.88%, 05/31/2027 | 64800 | 65025 |
| &nbsp;&nbsp; 3.25%, 06/30/2027 | &nbsp;&nbsp; 3.25%, 06/30/2027 | 500 | 497 |
| &nbsp;&nbsp; 3.75%, 05/15/2028 | &nbsp;&nbsp; 3.75%, 05/15/2028 | 17800 | 17858 |
| &nbsp;&nbsp; 3.88%, 07/15/2028 | &nbsp;&nbsp; 3.88%, 07/15/2028 | 41900 | 42173 |
| &nbsp;&nbsp; 1.25%, 09/30/2028 | &nbsp;&nbsp; 1.25%, 09/30/2028 | 700 | 653 |
| &nbsp;&nbsp; 4.13%, 10/31/2029 | &nbsp;&nbsp; 4.13%, 10/31/2029 | 6000 | 6096 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | &nbsp;&nbsp; 4.00%, 06/30/2032 | 1000 | 1005 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | &nbsp;&nbsp; 2.75%, 08/15/2032 | 5100 | 4741 |
| &nbsp;&nbsp; 4.13%, 11/15/2032 | &nbsp;&nbsp; 4.13%, 11/15/2032 | 4300 | 4350 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | &nbsp;&nbsp; 3.50%, 02/15/2033 | 24600 | 23883 |
| &nbsp;&nbsp; 4.25%, 05/15/2035 | &nbsp;&nbsp; 4.25%, 05/15/2035 | 14000 | 14132 |
| &nbsp;&nbsp; 4.63%, 02/15/2055 | &nbsp;&nbsp; 4.63%, 02/15/2055 | 41000 | 40298 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $432,701) | **TOTAL U.S. TREASURY SECURITIES** (Cost $432,701) | **TOTAL U.S. TREASURY SECURITIES** (Cost $432,701) | 431043 |
| **TOTAL INVESTMENTS - 93.2% (**Cost $127,023,672**)** | **TOTAL INVESTMENTS - 93.2% (**Cost $127,023,672**)** | **TOTAL INVESTMENTS - 93.2% (**Cost $127,023,672**)** | $158324506 |
| Money Market Deposit Account - 5.0% <sup>(i)(j)</sup> | Money Market Deposit Account - 5.0% <sup>(i)(j)</sup> | Money Market Deposit Account - 5.0% <sup>(i)(j)</sup> | 8484373 |
| Other Assets in Excess of Liabilities - 1.8% | Other Assets in Excess of Liabilities - 1.8% | Other Assets in Excess of Liabilities - 1.8% | 3081001 |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% | $169889880 |

---

---

| | |
|:---|:---|
| Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | –% |
| 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. | 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. |

---

---

| |
|:---|
| ADR - American Depositary Receipt |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership<br> NV - Naamloze Vennootschap |
| PLC - Public Limited Company<br> SA - Sociedad Anónima<br> SV/NV - Societe Anonime/Naamloze Vennootschap<br> SE - Societas Europeae |
| SOFR - Secured Overnight Financing Rate |

---

(a) Non-income producing security.

(b) All or a portion of this security is on loan as of September 30, 2025. The fair value of these securities was $150,872.

(c) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of September 30, 2025, the value of these securities total $6,813,917 or 4.0% of the Fund's net assets.

(d) Interest only security.

(e) 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 September 30, 2025.

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

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

(h) Zero coupon bonds make no periodic interest payments.

(i) 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 September 30, 2025 was 3.99%.

(j) All or a portion of this deposit account was purchased using proceeds from securities lending. The fair value of this deposit held from securities lending as of September 30, 2025 is $154,690
 which represented 0.1% of net assets.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (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 | 2 | 12/19/2025 | $230156 | $1919 |
|  |  |  |  | $1919 |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (1) | 12/19/2025 | $112500 | $(330) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (17) | 12/31/2025 | 3542773 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | (5) | 12/31/2025 | 545977 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (4) | 12/19/2025 | 466375 | (6471) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (3) | 12/19/2025 | 360187 | (8491) |
|  |  |  |  | $(14791) |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $(12872) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Reference Entity** | **Counterparty** | **Pay/ Receive Reference Entity** | **Financing Rate** | **Payment Frequency** | **Maturity Date** | **Notional Amount** | **Value/ Unrealized Appreciation**<br> (Depreciation) |
| Russell 1000 Value Total Return Index | Morgan Stanley | Receive | EFFR + 0.82% | Termination | 02/27/2026 | $28897721 | $889912 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  | 0 | $889912 |

---

---

| |
|:---|
| There are no upfront payments or receipts associated with total return swaps in the Fund as of September 30, 2025. |
| EFFR - Effective Federal Funds Rate was 4.09% as of September 30, 2025. |

---

------

#### Summary of Fair Value Disclosure as of September 30, 2025 (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 September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<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 | $137187234 | $– | $– | $137187234 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 5523310 | – | 5523310 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Registered Investment Companies | 4714160 | – | – | 4714160 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 3990480 | – | 3990480 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | – | 2514993 | – | 2514993 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 2264842 | – | 2264842 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 1698444 | – | – | 1698444 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 431043 | – | 431043 |
| Total Investments | $143599838 | $14724668 | $– | $158324506 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* | $– | $889912 | $– | $889912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | 2420 | – | – | 2420 |
| Total Other Financial Instruments | $2420 | $889912 | $– | $892332 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $(15292) | $– | $– | $(15292) |
| Total Other Financial Instruments | $(15292) | $– | $– | $(15292) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| 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. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $170568940.01

**Total Liabilities:** $678505.06

**Net Assets:** $169890434.95

**Delayed Delivery Securities:** $250000.00

**Cash Not Reported:** $10803076.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 306.440000000000 | **1-Year:** 1150.570000000000 | **5-Year:** 1054.200000000000 | **10-Year:** 466.480000000000 | **30-Year:** 713.110000000000

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

- **3-Month:** -1974.700000000000 | **1-Year:** 57.450000000000 | **5-Year:** 64.260000000000 | **10-Year:** 65.820000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002807 | 0.18%                | 3.91%                | 1.24%                |
| Class ID C000002808 | 0.23%                | 3.96%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1409928.47              | $-1255977.87                               |
| Month 2  | $1001092.19              | $4545177.75                                |
| Month 3  | $254050.08               | $1293740.79                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                   | AES Corp/The                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44598.87     | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7265 | NS      | $973074.10    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1220 | NS      | $282478.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                     | Acuity Inc                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $65434.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc         | Advance Auto Parts Inc                                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       810 | NS      | $49734.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5390 | NS      | $703233.30    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       700 | NS      | $113253.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4934 | NS      | $633278.90    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                     | Alcoa Corp                                                   | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       264 | NS      | $8682.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8240 | NS      | $2003144.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7400 | NS      | $488844.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8821 | NS      | $1936826.97   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                               | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57279.81     | 0.03%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT       | American Airlines 2016-2 Class AA Pass Through Trust         | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10926 | PA      | $10556.76     | 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        |      1144 | PA      | $1118.02      | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| American International Group I | American International Group Inc                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     18559 | NS      | $1457623.86   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1857 | NS      | $312769.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC | Sunnova Helios IV Issuer LLC                                 | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92668 | PA      | $81756.13     | 0.05%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru | THPT 2023-THL Mortgage Trust                                 | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132549 | PA      | $134570.09    | 0.08%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       500 | NS      | $72270.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                             | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73415.77     | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10646.83     | 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      | $12393.93     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TSMC                           | Taiwan Semiconductor Manufacturing Co Ltd                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3059 | NS      | $854348.11    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3200 | NS      | $240576.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                  | TopBuild Corp                                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       390 | NS      | $152435.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Tradeweb Markets Inc           | Tradeweb Markets Inc                                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $21086.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                     | TransUnion                                                   | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3954 | NS      | $331266.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       260 | NS      | $72597.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      8100 | NS      | $370332.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                        | UDR Inc                                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2960 | NS      | $110289.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     20825 | NS      | $1006472.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                   | Unilever PLC                                                 | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5915 | NS      | $350641.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23143.91     | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp          | US Foods Holding Corp                                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       880 | NS      | $67425.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $40298.52     | 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      | $9620.02      | 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      | $652.91       | 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      | $58535.09     | 0.03%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90100 | PA      | $87576.50     | 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      | $295.84       | 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      | $496.74       | 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      | $4741.01      | 0.00%             | 2032-08-15      | Fixed         | 2.75%                 | 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      | $20629.77     | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14000 | PA      | $14131.80     | 0.01%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      5247 | NS      | $318670.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                  | AIB Group PLC                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     42597 | NS      | $385836.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1490 | NS      | $367434.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       570 | NS      | $240517.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                     | Diageo PLC                                                   | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      5312 | NS      | $126843.60    | 0.07%             |  |  |  | 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        |      4468 | NS      | $416641.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1203 | NS      | $337309.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      8655 | NS      | $481477.65    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1190 | NS      | $291847.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2736 | NS      | $431084.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8311 | NS      | $626566.29    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                              | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47405.95     | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4296 | NS      | $913243.68    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56464.97     | 0.03%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | 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      | $102277.60    | 0.06%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      2730 | NS      | $78924.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                          | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71987.15     | 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        |       980 | NS      | $467607.00    | 0.28%             |  |  |  | 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      | $250982.07    | 0.15%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Centene Corp                   | Centene Corp                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7012 | NS      | $250188.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3400 | NS      | $457878.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc       | Corebridge Financial Inc                                     | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     14090 | NS      | $451584.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6950 | NS      | $570108.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5405 | NS      | $365540.15    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                       | Crane Co                                                     | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       400 | NS      | $73656.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Hill INGOTS Ltd         | CSTL Commercial Mortgage Trust 2024-GATE                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100318.90    | 0.06%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CubeSmart                      | CubeSmart                                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $54891.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc       | Cullen/Frost Bankers Inc                                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       290 | NS      | $36763.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2246 | NS      | $948643.02    | 0.56%             |  |  |  | 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        |    363064 | PA      | $16686.62     | 0.01%             | 2053-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| DK Trust                       | DK Trust 2024-SPBX                                           | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125312.50    | 0.07%             | 2034-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1244 | NS      | $246635.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1090 | NS      | $207492.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       510 | NS      | $233202.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      7290 | NS      | $413707.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1050 | NS      | $108517.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential             | Equity Residential                                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2884 | NS      | $186681.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                       | Telefonaktiebolaget LM Ericsson                              | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    163782 | NS      | $1354477.14   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3540 | NS      | $251835.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1630 | NS      | $67319.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       790 | NS      | $580160.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                           | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10956.18     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       864 | NS      | $140624.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       660 | NS      | $62680.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       550 | NS      | $46645.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                     | Insmed Inc                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       230 | NS      | $33122.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       490 | NS      | $82555.20     | 0.05%             |  |  |  | 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      | $260560.30    | 0.15%             | 2034-10-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2080 | NS      | $395075.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                     | Kenvue Inc                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     27860 | NS      | $452167.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3220 | NS      | $563242.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                            | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43822.89     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                         | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29881.98     | 0.02%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      7046 | NS      | $199895.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       991 | NS      | $563690.71    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       103 | NS      | $79571.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      9120 | NS      | $765441.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5142 | NS      | $2663298.90   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       720 | NS      | $46238.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2138 | NS      | $357730.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc        | Millrose Properties Inc                                      | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $31761.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4140 | NS      | $382411.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-G             | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31369 | PA      | $29282.38     | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A             | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24531 | PA      | $22516.63     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                  | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60024.54     | 0.04%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XV Ltd                                                  | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250062.50    | 0.15%             | 2033-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       362 | NS      | $33097.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                    | Ovintiv Inc                                                  | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     15200 | NS      | $613776.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      6251 | NS      | $614598.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       705 | NS      | $343130.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                 | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34228.48     | 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        |      6211 | NS      | $1472007.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                                    | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      4255 | NS      | $200836.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     21874 | NS      | $2088310.78   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       470 | NS      | $231893.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1580 | NS      | $141726.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       588 | NS      | $98513.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       530 | NS      | $107611.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                 | Tetra Tech Inc                                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      8220 | NS      | $274383.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       430 | NS      | $36330.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17800 | PA      | $17857.71     | 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      | $65025.28     | 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      | $1005.31      | 0.00%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41900 | PA      | $42173.33     | 0.02%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc              | Veeva Systems Inc                                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       979 | NS      | $291653.89    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      3427 | NS      | $239855.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18229 | NS      | $801164.55    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84189.22     | 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      | $41344.38     | 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        |       819 | NS      | $205986.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                        | CRH PLC                                                      | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | US        |      5318 | NS      | $637628.20    | 0.38%             |  |  |  | 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      | $211867.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                       | ICON PLC                                                     | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      1464 | NS      | $256200.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     10513 | NS      | $1001258.12   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      3625 | NS      | $795796.25    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                 | TechnipFMC PLC                                               | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     10900 | NS      | $430005.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula | Millicom International Cellular SA                           | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |      2280 | NS      | $110671.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding Plc        | Birkenstock Holding Plc                                      | CUSIP: N/A<br>LEI: 529900CQ8LQKQ7LIT631       | Long             | EC               | CORP              | GB        |      1961 | NS      | $88735.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Dec25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-8491.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                       | Flex Ltd                                                     | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | US        |      1830 | NS      | $106085.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp             | Expand Energy Corp                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       880 | NS      | $93491.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      8780 | NS      | $1005310.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                           | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38915.48     | 0.02%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6630 | NS      | $298416.30    | 0.18%             |  |  |  | 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      | $100420.48    | 0.06%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4307 | NS      | $485614.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BTA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21151 | PA      | $21238.88     | 0.01%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979899 | PA      | $984880.56    | 0.58%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BUGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568810 | PA      | $571701.84    | 0.34%             | 2054-06-25      | Floating      | 5.81%                 | 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        |   1511219 | PA      | $20353.86     | 0.01%             | 2030-04-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    589659 | PA      | $22754.48     | 0.01%             | 2030-09-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279351 | PA      | $16699.32     | 0.01%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4280 | NS      | $1009266.80   | 0.59%             |  |  |  | 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        |     77660 | PA      | $67471.38     | 0.04%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc       | Ferguson Enterprises Inc                                     | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1785 | NS      | $400875.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                         | F5 Inc                                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      8864 | NS      | $2864756.16   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      6180 | NS      | $407509.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1930 | NS      | $85981.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/ | First Citizens BancShares Inc/NC                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       254 | NS      | $454446.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc             | First Hawaiian Inc                                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     11420 | NS      | $283558.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust  | First Industrial Realty Trust Inc                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1430 | NS      | $73602.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       290 | NS      | $63953.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3700 | NS      | $477041.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                   | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61646.28     | 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        |       200 | NS      | $30940.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       190 | NS      | $36358.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                    | MongoDB Inc                                                  | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       100 | NS      | $31038.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       924 | NS      | $440267.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                      | Shell PLC                                                    | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     11647 | NS      | $833109.91    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co             | SEI Investments Co                                           | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      3133 | NS      | $265835.05    | 0.16%             |  |  |  | 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        |     62335 | PA      | $59013.56     | 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      | $124268.44    | 0.07%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-4                | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100935.62    | 0.06%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                | Schlumberger NV                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     22870 | NS      | $786041.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The      | Scotts Miracle-Gro Co/The                                    | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      3040 | NS      | $173128.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2013-3                                | CUSIP: 81745RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37872 | PA      | $32903.82     | 0.02%             | 2043-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2019-CH2                              | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |        18 | PA      | $18.32        | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2020-4                                | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $73288.97     | 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      | $73386.91     | 0.04%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3200 | NS      | $600544.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc   | Simpson Manufacturing Co Inc                                 | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       812 | NS      | $135977.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-B Trust                  | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1965 | PA      | $1961.06      | 0.00%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                      | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101141.92    | 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        |      7710 | NS      | $562830.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2061 | NS      | $195320.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                               | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44451.41     | 0.03%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STAG Industrial Inc            | STAG Industrial Inc                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      1260 | NS      | $44465.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4290 | NS      | $318875.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8346 | NS      | $968219.46    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                           | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44664.48     | 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        |       658 | NS      | $74663.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       540 | NS      | $199621.80    | 0.12%             |  |  |  | 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      | $51049.13     | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7480 | NS      | $531454.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                        | WPP PLC                                                      | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     19090 | NS      | $478204.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C21                     | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     87165 | PA      | $84851.54     | 0.05%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                         | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39712.41     | 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        |      1121 | NS      | $224726.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                  | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62426.18     | 0.04%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     34664 | NS      | $676987.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1426 | NS      | $427529.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                     | Watsco Inc                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       402 | NS      | $162528.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc                                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1835 | NS      | $512478.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     18705 | NS      | $1567853.10   | 0.92%             |  |  |  | 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        |     46820 | PA      | $40853.42     | 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      | $10903.70     | 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      | $14866.67     | 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      | $213411.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc                             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       210 | NS      | $55089.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                                                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        87 | NS      | $21985.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     10960 | NS      | $2638400.80   | 1.55%             |  |  |  | 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      | $100982.08    | 0.06%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp   | Wheaton Precious Metals Corp                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      7904 | NS      | $884507.41    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P | Sensata Technologies Holding PLC                             | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | US        |      1339 | NS      | $40906.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |      1977 | NS      | $682954.65    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                         | XP Inc                                                       | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | BR        |     20310 | NS      | $381624.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                      | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14686.56     | 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        |      1832 | NS      | $315232.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                               | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15879.52     | 0.01%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45023.70     | 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      | $13255.53     | 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      | $27101.54     | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65991.94     | 0.04%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                | Morningstar Inc                                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       743 | NS      | $172383.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109191.03    | 0.06%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loans 2017-2 LLC                                | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148868 | PA      | $140438.45    | 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        |     37782 | PA      | $31359.23     | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       330 | NS      | $150905.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc         | Mueller Industries Inc                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3610 | NS      | $365007.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      5050 | NS      | $143470.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       940 | NS      | $152233.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                        | NOV Inc                                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     55895 | NS      | $740608.75    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A             | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135254 | PA      | $138598.83    | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | 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      | $249658.03    | 0.15%             | 2035-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      3890 | NS      | $327965.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      4420 | NS      | $333665.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70693.42     | 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      | $205703.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1503 | NS      | $341105.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1400 | NS      | $420574.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2309 | NS      | $310791.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                     | Nucor Corp                                                   | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41168.31     | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                  | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $58979.00     | 0.03%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                                              | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       660 | NS      | $30538.20     | 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      | $251105.69    | 0.15%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Old Republic International Cor | Old Republic International Corp                              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6160 | NS      | $261615.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                      | Olin Corp                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     13290 | NS      | $332117.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      9737 | NS      | $793857.61    | 0.47%             |  |  |  | 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      | $102893.26    | 0.06%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Dec25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $150.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GS_TRS_RUSSELL 1000 VALUE INDEX-02-26-27                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $889912.22    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Dec25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -16 | NC      | $469.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Dec25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-330.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Dec25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-6428.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Dec25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $1918.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     13440 | NS      | $379545.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75978.41     | 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      | $68325.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       700 | NS      | $151620.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Trust                       | FS Trust 2024-HULA                                           | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100156.35    | 0.06%             | 2039-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137HCTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366232 | PA      | $368849.13    | 0.22%             | 2054-05-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130861 | PA      | $131294.74    | 0.08%             | 2054-12-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137HNG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100253.71    | 0.06%             | 2055-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     20400 | NS      | $800088.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc                               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     16198 | NS      | $1216469.80   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                    | Gap Inc/The                                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3120 | NS      | $66736.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc           | Generac Holdings Inc                                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       400 | NS      | $66960.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4037 | NS      | $1376617.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       900 | NS      | $270738.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     19184 | NS      | $1169648.48   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                    | Gentex Corp                                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     20156 | NS      | $570414.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5291 | NS      | $587301.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                          | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22694.31     | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       200 | NS      | $28594.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc            | Resona Holdings Inc                                          | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     29400 | NS      | $300292.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3560 | NS      | $101068.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      6050 | NS      | $91234.00     | 0.05%             |  |  |  | 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      | $219013.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      6700 | NS      | $704237.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC             | PPG Industries Inc                                           | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67050.52     | 0.04%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PPL Corp                       | PPL Corp                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     16593 | NS      | $616595.88    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PSMC Trust                     | PSMC 2020-3 Trust                                            | CUSIP: 693675AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25942 | PA      | $22412.99     | 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        |      1270 | NS      | $257835.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM5 Trust                     | PRM5 Trust 2025-PRM5                                         | CUSIP: 693980AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124488.41    | 0.07%             | 2033-03-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4740 | NS      | $768828.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In | Pinnacle Financial Partners Inc                              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       246 | NS      | $23072.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                  | Pinterest Inc                                                | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2230 | NS      | $71739.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp           | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60000.66     | 0.04%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                  | Primerica Inc                                                | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       676 | NS      | $187650.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1449 | NS      | $222638.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       702 | NS      | $173358.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc      | Prosperity Bancshares Inc                                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $29857.50     | 0.02%             |  |  |  | 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      | $62495.70     | 0.04%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                 | Public Storage                                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        95 | NS      | $27440.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $47566.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1740 | NS      | $289466.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                                                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2980 | NS      | $194355.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc          | RPM International Inc                                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1415 | NS      | $166800.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                       | RTX Corp                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5070 | NS      | $848363.10    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                           | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65127.44     | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1740 | NS      | $476290.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1080 | NS      | $377492.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                         | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49248.25     | 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        |      4279 | NS      | $858281.82    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $102258.51    | 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      | $27763.88     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| QXO Inc                        | QXO Inc                                                      | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6040 | NS      | $115122.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp             | Franco-Nevada Corp                                           | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      3907 | NS      | $869635.26    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd     | RenaissanceRe Holdings Ltd                                   | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       730 | NS      | $185368.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       140 | NS      | $45301.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149417 | PA      | $149090.21    | 0.09%             | 2030-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc           | BWX Technologies Inc                                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       150 | NS      | $27655.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-VOLT                       | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121104 | PA      | $120655.53    | 0.07%             | 2036-09-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2022-CSMO                       | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101000.07    | 0.06%             | 2027-06-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL4                        | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92804 | PA      | $93035.52     | 0.05%             | 2039-02-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA       | Blackstone Holdings Finance Co LLC                           | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21401.04     | 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      | $57842.53     | 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      | $58293.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2160 | NS      | $466192.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        20 | NS      | $107985.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     13019 | NS      | $572315.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The         | Boston Beer Co Inc/The                                       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        92 | NS      | $19450.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3850 | NS      | $375875.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6700 | NS      | $302170.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                 | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42777.35     | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-LBA6                                           | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199874.94    | 0.12%             | 2039-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                | Cigna Group/The                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2077 | NS      | $598695.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI Funding LLC                | CLI Funding VIII LLC                                         | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |     69813 | PA      | $64536.93     | 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      | $250899.78    | 0.15%             | 2035-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2804 | NS      | $757612.76    | 0.45%             |  |  |  | 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      | $202216.06    | 0.12%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1670 | NS      | $586604.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       590 | NS      | $162311.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1130 | NS      | $265527.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1744 | NS      | $270825.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       270 | NS      | $42687.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8108 | NS      | $554749.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1220 | NS      | $250417.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     19506 | NS      | $1979859.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     13715 | NS      | $729089.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc            | Clearway Energy Inc                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      7630 | NS      | $215547.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corp                                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      2170 | NS      | $98301.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      6958 | NS      | $466673.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      9192 | NS      | $734808.48    | 0.43%             |  |  |  | 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        |    115413 | PA      | $98733.05     | 0.06%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     45148 | NS      | $1418550.16   | 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        |      6405 | NS      | $382762.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     10500 | NS      | $192255.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8482 | NS      | $802312.38    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     20170 | NS      | $1233798.90   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       220 | NS      | $59837.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc      | DoubleVerify Holdings Inc                                    | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $38336.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt | LVMH Moet Hennessy Louis Vuitton SE                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       224 | NS      | $136885.24    | 0.08%             |  |  |  | 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        |     42538 | PA      | $38137.05     | 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        |     34417 | PA      | $30416.82     | 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      | $1957874.01   | 1.15%             |  |  |  | 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        |     29049 | PA      | $26862.46     | 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      | $7061.42      | 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      | $39137.87     | 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      | $29404.68     | 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      | $96532.72     | 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        |     48000 | PA      | $47153.86     | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-2                              | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27014 | PA      | $24377.81     | 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        |     45661 | PA      | $40975.00     | 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        |      6904 | PA      | $6434.26      | 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        |    160752 | PA      | $139031.71    | 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        |     66168 | PA      | $65239.79     | 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        |      6710 | NS      | $1244168.20   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON              | Johnson & Johnson                                            | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52861.44     | 0.03%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KLA Corp                       | KLA Corp                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       353 | NS      | $380745.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     28900 | NS      | $752556.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc           | Labcorp Holdings Inc                                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $281318.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4319 | NS      | $578314.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       490 | NS      | $28459.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp     | Lattice Semiconductor Corp                                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      3110 | NS      | $228025.20    | 0.13%             |  |  |  | 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        |     50132 | PA      | $44747.29     | 0.03%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                                  | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1440 | NS      | $172785.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       630 | NS      | $199080.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                 | Littelfuse Inc                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       130 | NS      | $33671.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings Inc                                        | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1381 | NS      | $37480.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1156 | NS      | $577086.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1430 | NS      | $359373.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                               | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41591.09     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                       | Lyft Inc                                                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     13580 | NS      | $298895.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2360 | NS      | $466383.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc        | Magna International Inc                                      | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     19772 | NS      | $936797.36    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                  | Maplebear Inc                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3930 | NS      | $144466.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings  | Maravai LifeSciences Holdings Inc                            | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5058 | NS      | $14516.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       800 | NS      | $139400.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2112 | NS      | $425631.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       500 | NS      | $315140.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       750 | NS      | $80857.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                      | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85228.84     | 0.05%             | 2027-09-01      | Fixed         | 3.60%                 | 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      | $204412.90    | 0.12%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64792.93     | 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      | $113795.06    | 0.07%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust         | Oscar US Funding XII LLC                                     | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     11650 | PA      | $11304.77     | 0.01%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC       | Jazz Pharmaceuticals PLC                                     | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       270 | NS      | $35586.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                            | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | GB        |     46340 | NS      | $502789.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                           | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46779.15     | 0.03%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT         | American Airlines 2015-2 Class AA Pass Through Trust         | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31895 | PA      | $31210.41     | 0.02%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1410 | NS      | $158625.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2740 | NS      | $910118.40    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       246 | NS      | $69421.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64429.41     | 0.04%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6794 | NS      | $1669285.80   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV     | Anheuser-Busch InBev SA/NV                                   | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      3910 | NS      | $233075.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp          | Antero Midstream Corp                                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6813 | NS      | $132444.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     62264 | NS      | $1511769.92   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                      | Apple Inc                                                    | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50873.24     | 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        |      1200 | NS      | $245688.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd       | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225000 | PA      | $224983.62    | 0.13%             | 2034-08-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc | Armstrong World Industries Inc                               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1220 | NS      | $239132.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1873 | NS      | $594995.91    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                   | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25398.33     | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                         | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913973 | PA      | $45624.17     | 0.03%             | 2054-07-15      | Variable      | 1.33%                 | 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      | $250154.13    | 0.15%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16625 | NS      | $809970.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     41778 | NS      | $2155327.02   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25765.51     | 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      | $9851.87      | 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      | $95539.20     | 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      | $190141.53    | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                      | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $65253.34     | 0.04%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank OZK                       | Bank OZK                                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1390 | NS      | $70862.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      3942 | NS      | $737824.14    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXI Ltd                          | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250394.47    | 0.15%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                            | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $255484.83    | 0.15%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2078 | NS      | $1044693.72   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc    | BioMarin Pharmaceutical Inc                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1050 | NS      | $56868.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust   | GSMS Trust 2024-Fair                                         | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $180175.15    | 0.11%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-GR2                 | CUSIP: 36270WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74747 | PA      | $73698.94     | 0.04%             | 2055-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-1                     | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151683.27    | 0.09%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1064 | NS      | $329563.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                                      | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      6361 | NS      | $274540.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc                                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1838 | NS      | $403477.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                             | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225000 | PA      | $223146.92    | 0.13%             | 2039-07-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp               | HF Sinclair Corp                                             | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1580 | NS      | $82697.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                        | HCA Inc                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59425.74     | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1803 | NS      | $768438.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                            | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188743.40    | 0.11%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc            | Harley-Davidson Inc                                          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2970 | NS      | $82863.00     | 0.05%             |  |  |  | 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      | $153812.57    | 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        |      2767 | NS      | $369090.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       810 | NS      | $61438.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc           | Hayward Holdings Inc                                         | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19760 | NS      | $298771.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                           | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56121.42     | 0.03%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1390 | NS      | $272759.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       846 | NS      | $364042.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2430 | NS      | $632213.10    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA               | Pernod Ricard SA                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       888 | NS      | $87095.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Avenue Institutional Advi | Park Avenue Institutional Advisers CLO Ltd 2021-1            | CUSIP: 70015QAL2<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250012.05    | 0.15%             | 2034-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       340 | NS      | $257771.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      8624 | NS      | $495880.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1215 | NS      | $170634.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                    | PepsiCo Inc                                                  | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23772.90     | 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        |     11330 | NS      | $288688.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                     | Haleon PLC                                                   | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     72887 | NS      | $325837.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                | Amer Sports Inc                                              | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | FI        |      3910 | NS      | $135872.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                                        | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     10600 | NS      | $745498.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | GB        |      1670 | NS      | $595488.60    | 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      | $102697.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      7100 | NS      | $612162.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                     | Fluor Corp                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      4126 | NS      | $173580.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                 | Flowserve Corp                                               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2590 | NS      | $137632.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                   | Fortive Corp                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     10400 | NS      | $509496.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-3                            | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121528 | PA      | $106422.04    | 0.06%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     10790 | NS      | $106821.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1310 | NS      | $42719.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc            | Virtu Financial Inc                                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      6546 | NS      | $232383.00    | 0.14%             |  |  |  | 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        |    115803 | PA      | $107114.21    | 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      | $32418.40     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series EMHCD Fund    | Voya VACS Series EMHCD Fund                                  | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |       131 | NS      | $1392.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC      | Flutter Entertainment PLC                                    | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | US        |       987 | NS      | $250698.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       757 | NS      | $162490.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc             | Ally Financial Inc                                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      6460 | NS      | $253232.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3130 | NS      | $762311.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2244 | NS      | $216546.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4300 | PA      | $4349.55      | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24600 | PA      | $23883.14     | 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      | $33674.81     | 0.02%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $6095.63      | 0.00%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp       | United Therapeutics Corp                                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        20 | NS      | $8384.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3420 | NS      | $1180926.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp         | Universal Display Corp                                       | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $107722.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1350 | NS      | $275994.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      2179 | NS      | $386445.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1620 | NS      | $274541.40    | 0.16%             |  |  |  | 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      | $100338.40    | 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      | $136125.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90485.31     | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc       | EastGroup Properties Inc                                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       430 | NS      | $72781.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      4910 | NS      | $446564.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       190 | NS      | $52033.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                   | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39932.18     | 0.02%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series HYB Fund      | Voya VACS Series HYB Fund                                    | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |     92943 | NS      | $966604.11    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1118 | NS      | $343919.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series SC Fund       | Voya VACS Series SC Fund                                     | CUSIP: 92919X203<br>LEI: 549300WMAVLRYOGXL523 | Long             | EC               | RF                | US        |    349231 | NS      | $3719314.47   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5574 | NS      | $574456.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc               | Zillow Group Inc                                             | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      2370 | NS      | $176422.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2884 | NS      | $284074.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3665 | NS      | $1184234.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                 | elf Beauty Inc                                               | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       210 | NS      | $27820.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International           | Edison International                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6510 | NS      | $359872.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       502 | NS      | $326069.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2609 | NS      | $342248.62    | 0.20%             |  |  |  | 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      | $251163.71    | 0.15%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                 | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $67235.95     | 0.04%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       420 | NS      | $39139.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                            | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43416.87     | 0.03%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp          | Envista Holdings Corp                                        | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      7788 | NS      | $158641.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                  | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39415.76     | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

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

**Signature:** /s/ Gaurav Chopra

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

**Title:** Assistant Treasurer