# EDGAR Filing Document

**Accession Number:** 0001537395
**File Stem:** 0001752724-23-035273
**Filing Date:** 2023-2
**Character Count:** 97758
**Document Hash:** 1b8b089b67193f27bfbcc432b73e2257
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035273.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035273

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0001537395
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22652
- **FILM NUMBER:** 23657236

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Multi Income Allocation Portfolio (Series ID: S000044584)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000138651 | Class I      |  |
| C000142070 | Class II     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Variable Insurance Trust

- **b. Investment Company Act file number:** 811-22652

- **c. CIK number of Registrant:** 0001537395

- **d. LEI of Registrant:** 549300JPONC55SJXNC46

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

  - **Street Address 1:** 120 EAST LIBERTY DRIVE

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Multi Income Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000044584

- **c. LEI of Series:** 5493009Z4T7LWFJGWO57

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $37371887.99

**Total Liabilities:** $102828.52

**Net Assets:** $37269059.47

**Cash Not Reported:** $677177.86

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142070 | 4.12%                | 3.68%                | -2.33%               |
| Class ID C000138651 | 4.21%                | 3.59%                | -2.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31666.14               | $1422421.28                                |
| Month 2  | $-179175.77              | $1429189.78                                |
| Month 3  | $95495.73                | $-1129752.60                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TC Energy Corp                                                          | TC Energy Corp                                                          | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      2035 | NS      | $81115.10     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                                        | Life Storage Inc                                                        | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      1821 | NS      | $179368.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18034 | PA      | $18226.12     | 0.05%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                          | Government National Mortgage Association                                | CUSIP: 38373YLN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15435 | PA      | $15393.97     | 0.04%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                         | Xcel Energy Inc                                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       627 | NS      | $43958.97     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                               | ONEOK Inc                                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1346 | NS      | $88432.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                          | Ginnie Mae I Pool                                                       | CUSIP: 36295DPF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10171 | PA      | $10394.42     | 0.03%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                            | Prologis Inc                                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      1696 | NS      | $191190.08    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 3136ADFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8638 | PA      | $8063.28      | 0.02%             | 2043-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67764 | PA      | $64416.29     | 0.17%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3138X3XT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15255 | PA      | $14638.28     | 0.04%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     77876 | PA      | $69777.34     | 0.19%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                             | Keyera Corp                                                             | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5274 | NS      | $115256.77    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80947 | PA      | $76154.37     | 0.20%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13432 | PA      | $15385.70     | 0.04%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418MWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.04         | 0.00%             | 2023-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Trust Long Duration Opportunities ETF                             | First Trust Long Duration Opportunities ETF                             | CUSIP: 33738D606<br>LEI: 54930081NDDOB374EM36 | Long             | EC               | RF                | US        |       500 | NS      | $10942.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45777 | PA      | $42556.40     | 0.11%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47297 | PA      | $47251.15     | 0.13%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29555 | PA      | $30157.40     | 0.08%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                     | Alliant Energy Corp                                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       758 | NS      | $41849.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31359D6L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       146 | PA      | $146.59       | 0.00%             | 2023-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31712 | PA      | $33595.82     | 0.09%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       949 | NS      | $153367.89    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                                     | TE Connectivity Ltd                                                     | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |       728 | NS      | $83574.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47216 | PA      | $39560.78     | 0.11%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                                                             | IDACORP Inc                                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       405 | NS      | $43679.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                | Enel SpA                                                                | CUSIP: 29265W207<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      2663 | NS      | $14220.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                     | Abbott Laboratories                                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1315 | NS      | $144373.85    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                            | Enbridge Inc                                                            | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      2209 | NS      | $86371.90     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31417YTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2331 | PA      | $2240.59      | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                       | Kimco Realty Corp                                                       | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      8880 | NS      | $188078.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                | Simon Property Group Inc                                                | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1681 | NS      | $197483.88    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3133TCW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4190 | PA      | $338.48       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3137A4WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8074 | PA      | $7686.13      | 0.02%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1833 | NS      | $149829.42    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31358R6V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.16         | 0.00%             | 2023-01-25      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95791 | PA      | $93765.21     | 0.25%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| iShares MBS ETF                                                         | iShares MBS ETF                                                         | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |     10500 | NS      | $973875.00    | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                          | Public Storage                                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       674 | NS      | $188848.06    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                     | American Tower Corp                                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       915 | NS      | $193851.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                                           | Sempra Energy                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1076 | NS      | $166285.04    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loans Trust                                           | MASTR Alternative Loan Trust 2005-1                                     | CUSIP: 576434E34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        27 | PA      | $22.87        | 0.00%             | 2020-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                          | Government National Mortgage Association                                | CUSIP: 38374UPV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       110 | PA      | $109.28       | 0.00%             | 2039-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                          | Microsoft Corp                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       797 | NS      | $191136.54    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418AEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11363 | PA      | $10923.14     | 0.03%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80057 | PA      | $70794.82     | 0.19%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                               | Constellation Energy Corp                                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       160 | NS      | $13793.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50079 | PA      | $53095.65     | 0.14%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                                    | Invitation Homes Inc                                                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6220 | NS      | $184360.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 31394GDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21319 | PA      | $19219.07     | 0.05%             | 2033-07-15      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35802 | PA      | $29385.33     | 0.08%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71798 | PA      | $65821.70     | 0.18%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF      | iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF      | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             | EC               | RF                | US        |     15812 | NS      | $787753.84    | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                               | Hess Corp                                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1173 | NS      | $166354.86    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Institutional Preferred Securities and Income ETF           | First Trust Institutional Preferred Securities and Income ETF           | CUSIP: 33739P855<br>LEI: N/A                  | Long             | EC               | RF                | US        |    124159 | NS      | $2211271.79   | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                                    | National Fuel Gas Co                                                    | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1836 | NS      | $116218.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                                       | Atmos Energy Corp                                                       | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       247 | NS      | $27681.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31359BZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.40        | 0.00%             | 2023-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                           | Intercontinental Exchange Inc                                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1393 | NS      | $142907.87    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WI INFL IDX N/B                                                         | United States Treasury Inflation Indexed Bonds - When Issued            | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74131 | PA      | $66632.54     | 0.18%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3133TQU47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2269 | PA      | $2449.68      | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                     | Cheniere Energy Inc                                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1257 | NS      | $188499.72    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                          | ConocoPhillips                                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2288 | NS      | $269984.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                                          | Omega Healthcare Investors Inc                                          | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      6328 | NS      | $176867.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                               | New Jersey Resources Corp                                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       578 | NS      | $28680.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87379 | PA      | $80042.17     | 0.21%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33199 | PA      | $33174.93     | 0.09%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                  | UnitedHealth Group Inc                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       405 | NS      | $214722.90    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                                       | Hess Midstream LP                                                       | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5426 | NS      | $162345.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                                             | AltaGas Ltd                                                             | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |      8040 | NS      | $138829.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                                                         | Atco Ltd/Canada                                                         | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |      1823 | NS      | $57059.63     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                          | Ginnie Mae I Pool                                                       | CUSIP: 3620AQJB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8660 | PA      | $8692.80      | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79015 | PA      | $75867.22     | 0.20%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                    | Targa Resources Corp                                                    | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2092 | NS      | $153762.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32116 | PA      | $20831.69     | 0.06%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31359XFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       547 | PA      | $561.69       | 0.00%             | 2029-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31410LFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6916 | PA      | $6647.86      | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46145 | PA      | $37270.76     | 0.10%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3133T6N31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        14 | PA      | $14.16        | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                              | US Bancorp                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      3874 | NS      | $168945.14    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                          | Government National Mortgage Association                                | CUSIP: 38375KSM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35980 | PA      | $36966.10     | 0.10%             | 2037-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                     | JPMorgan Chase & Co                                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1962 | NS      | $263104.20    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Low Duration Opportunities ETF                              | First Trust Low Duration Opportunities ETF                              | CUSIP: 33739Q200<br>LEI: 549300ZVBPE1RKOPM784 | Long             | EC               | RF                | US        |     24750 | NS      | $1173397.50   | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                          | Government National Mortgage Association                                | CUSIP: 38377YTM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2645 | PA      | $2624.16      | 0.01%             | 2040-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                 | Extra Space Storage Inc                                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1216 | NS      | $178970.88    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3133TJNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1265 | PA      | $1291.29      | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP                                                | Holly Energy Partners LP                                                | CUSIP: 435763107<br>LEI: 529900NVV7ODCT0QCG29 | Long             | EC               | CORP              | US        |      7272 | NS      | $131768.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                       | Johnson & Johnson                                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       772 | NS      | $136373.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                                  | AmerisourceBergen Corp                                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       873 | NS      | $144664.83    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                           | Ingredion Inc                                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1471 | NS      | $144055.03    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                            | Iberdrola SA                                                            | CUSIP: 450737101<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       313 | NS      | $14635.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                                        | DT Midstream Inc                                                        | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4357 | NS      | $240767.82    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                           | Accenture PLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       482 | NS      | $128616.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     72109 | PA      | $67970.23     | 0.18%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31392JGM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       904 | PA      | $873.87       | 0.00%             | 2033-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62724 | PA      | $60413.49     | 0.16%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                | Visa Inc                                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       731 | NS      | $151872.56    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31393XCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18885 | PA      | $19286.19     | 0.05%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF                     | iShares iBoxx $ Investment Grade Corporate Bond ETF                     | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |     21895 | NS      | $2308389.85   | 6.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                           | Medtronic PLC                                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1628 | NS      | $126528.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                              | Intuit Inc                                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       392 | NS      | $152574.24    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                 | SBA Communications Corp                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       667 | NS      | $186966.77    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                | NIKE Inc                                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       828 | NS      | $96884.28     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86710 | PA      | $83295.45     | 0.22%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                          | Merck & Co Inc                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1410 | NS      | $156439.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43408 | PA      | $35145.29     | 0.09%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF | First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF | CUSIP: 33738D408<br>LEI: 549300N8JZKZ2R50QR81 | Long             | EC               | RF                | US        |     64981 | NS      | $2530360.14   | 6.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                            | Newmont Corp                                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2252 | NS      | $106294.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                              | Sabra Health Care REIT Inc                                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     15249 | NS      | $189545.07    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                                     | VICI Properties Inc                                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      6079 | NS      | $196959.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                              | Ventas Inc                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      4550 | NS      | $204977.50    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties                                           | Gaming and Leisure Properties Inc                                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      3887 | NS      | $202473.83    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                                          | Mid-America Apartment Communities Inc                                   | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1219 | NS      | $191370.81    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15367 | PA      | $15185.16     | 0.04%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                                          | Public Service Enterprise Group Inc                                     | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      4351 | NS      | $266585.77    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81436 | PA      | $77625.51     | 0.21%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                          | Ginnie Mae II Pool                                                      | CUSIP: 36297ARW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5788 | PA      | $5896.83      | 0.02%             | 2039-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                               | Apple Inc                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       776 | NS      | $100825.68    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35046 | PA      | $29533.02     | 0.08%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38990 | PA      | $33151.54     | 0.09%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                             | Honeywell International Inc                                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       353 | NS      | $75647.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                                | PPL Corp                                                                | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      3993 | NS      | $116675.46    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    119530 | PA      | $114678.26    | 0.31%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                    | WEC Energy Group Inc                                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       449 | NS      | $42098.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                             | Exelon Corp                                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1040 | NS      | $44959.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64384 | PA      | $60025.17     | 0.16%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                   | CUSIP: 3128M8MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11954 | PA      | $11505.68     | 0.03%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Trust Limited Duration Investment Grade Corporate ETF             | First Trust Limited Duration Investment Grade Corporate ETF             | CUSIP: 33738D804<br>LEI: N/A                  | Long             | EC               | RF                | US        |     10645 | NS      | $198742.15    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                    | Williams Cos Inc/The                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3504 | NS      | $115281.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31358UVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $18.59        | 0.00%             | 2023-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41253 | PA      | $41244.31     | 0.11%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13264 | PA      | $13601.60     | 0.04%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71532 | PA      | $68184.81     | 0.18%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3138EG2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10203 | PA      | $9809.40      | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 31397A3U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18302 | PA      | $1439.66      | 0.00%             | 2036-08-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31392E6F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       589 | PA      | $597.15       | 0.00%             | 2032-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Chemical Partners LP                                           | Westlake Chemical Partners LP                                           | CUSIP: 960417103<br>LEI: 5493001UJXZP4TJUQM76 | Long             | EC               | CORP              | US        |      3942 | NS      | $92637.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                  | CenterPoint Energy Inc                                                  | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       949 | NS      | $28460.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                   | CUSIP: 31283H4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18768 | PA      | $19282.07     | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 3136AC4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       230 | PA      | $195.42       | 0.00%             | 2043-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| iShares 7-10 Year Treasury Bond ETF                                     | iShares 7-10 Year Treasury Bond ETF                                     | CUSIP: 464287440<br>LEI: 549300XS1PPZG92M8L16 | Long             | EC               | RF                | US        |     16150 | NS      | $1546847.00   | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                                                   | Plains GP Holdings LP                                                   | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |     21535 | NS      | $267895.40    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                            | Broadcom Inc                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       246 | NS      | $137545.98    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                      | NextEra Energy Inc                                                      | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       680 | NS      | $56848.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                             | Walmart Inc                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       998 | NS      | $141506.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Asset Securitization Tru                                          | MASTR Asset Securitization Trust 2004-1                                 | CUSIP: 55265K6E4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4132 | PA      | $3903.99      | 0.01%             | 2034-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25796 | PA      | $28125.91     | 0.08%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT Inc                                                      | CareTrust REIT Inc                                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     10356 | NS      | $192414.48    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loans Trust                                           | MASTR Alternative Loan Trust 2004-10                                    | CUSIP: 576434VV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       601 | PA      | $541.61       | 0.00%             | 2019-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69441 | PA      | $65472.58     | 0.18%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                          | Halliburton Co                                                          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      4279 | NS      | $168378.65    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                              | Evergy Inc                                                              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       462 | NS      | $29073.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75982 | PA      | $72415.01     | 0.19%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                           | Welltower Inc                                                           | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      3007 | NS      | $197108.85    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC-GNMA                                                              | FHLMC-GNMA                                                              | CUSIP: 312914SF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.04         | 0.00%             | 2023-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31392GEK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2507 | PA      | $2602.27      | 0.01%             | 2042-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                      | Energy Transfer LP                                                      | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     32444 | NS      | $385110.28    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27820 | PA      | $18786.98     | 0.05%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29005 | PA      | $32607.28     | 0.09%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                      | Realty Income Corp                                                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2927 | NS      | $185659.61    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                    | Parker-Hannifin Corp                                                    | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       360 | NS      | $104760.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                               | Host Hotels & Resorts Inc                                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     10762 | NS      | $172730.10    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26373 | PA      | $27511.38     | 0.07%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31393BWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1130 | PA      | $1106.23      | 0.00%             | 2033-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                      | Union Pacific Corp                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       568 | NS      | $117615.76    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                         | Weyerhaeuser Co                                                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      5969 | NS      | $185039.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                                             | Cheniere Energy Partners LP                                             | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |      4004 | NS      | $227707.48    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3133T4CY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       294 | PA      | $292.58       | 0.00%             | 2024-02-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                          | American Electric Power Co Inc                                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1047 | NS      | $99412.65     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 3136A5LA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       620 | PA      | $562.99       | 0.00%             | 2041-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32050 | PA      | $20672.66     | 0.06%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71591 | PA      | $67325.18     | 0.18%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                   | Camden Property Trust                                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1685 | NS      | $188517.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28423 | PA      | $23786.63     | 0.06%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7905 | PA      | $7912.86      | 0.02%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65435 | PA      | $61356.29     | 0.16%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13810 | PA      | $1449.05      | 0.00%             | 2032-03-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                              | STERIS PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       334 | NS      | $61686.46     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC-GNMA                                                              | FHLMC-GNMA                                                              | CUSIP: 3133T4GB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        55 | PA      | $54.77        | 0.00%             | 2024-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Partners LP                                              | NextEra Energy Partners LP                                              | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      3070 | NS      | $215176.30    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54354 | PA      | $52862.36     | 0.14%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81831 | PA      | $79202.26     | 0.21%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                          | Credit Suisse First Boston Mortgage Securities Corp                     | CUSIP: 2254W0HC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       299 | PA      | $0.05         | 0.00%             | 2019-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2141 | NS      | $199519.79    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     77847 | PA      | $69187.75     | 0.19%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                         | TJX Cos Inc/The                                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2530 | NS      | $201388.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Mortgage Inve                                          | Structured Asset Mortgage Investments Trust 1999-1                      | CUSIP: 86358HGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3307 | PA      | $3374.01      | 0.01%             | 2029-06-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                             | ONE Gas Inc                                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       745 | NS      | $56411.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                       | EOG Resources Inc                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1875 | NS      | $242850.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                                     | Quanta Services Inc                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1158 | NS      | $165015.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                               | Packaging Corp of America                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       609 | NS      | $77897.19     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                         | CMS Energy Corp                                                         | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       229 | NS      | $14502.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                              | Apple Hospitality REIT Inc                                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     12025 | NS      | $189754.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                   | Northrop Grumman Corp                                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       275 | NS      | $150042.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                             | PepsiCo Inc                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       762 | NS      | $137662.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 31394TAG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14157 | PA      | $13642.46     | 0.04%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 31394WT81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2000 | PA      | $2008.87      | 0.01%             | 2034-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                         | OGE Energy Corp                                                         | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      4285 | NS      | $169471.75    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3137B06P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23902 | PA      | $19392.12     | 0.05%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                          | Eaton Corp PLC                                                          | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       762 | NS      | $119595.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3063 | NS      | $107113.11    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31394FHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6869 | PA      | $6759.00      | 0.02%             | 2035-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners L                                          | Enterprise Products Partners LP                                         | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     19318 | NS      | $465950.16    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Midstream Partners LP                                          | Magellan Midstream Partners LP                                          | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |      9401 | NS      | $472024.21    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                       | Kinder Morgan Inc                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6532 | NS      | $118098.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                                          | Alexandria Real Estate Equities Inc                                     | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1312 | NS      | $191119.04    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                                     | Clearway Energy Inc                                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      4764 | NS      | $142538.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                          | Ginnie Mae I Pool                                                       | CUSIP: 36230UHZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10179 | PA      | $9839.85      | 0.03%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                           | M&T Bank Corp                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1295 | NS      | $187852.70    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87081 | PA      | $76339.58     | 0.20%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                  | Motorola Solutions Inc                                                  | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       747 | NS      | $192509.37    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                                          | Starbucks Corp                                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1311 | NS      | $130051.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                                            | AES Corp/The                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       508 | NS      | $14610.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                            | Archrock Inc                                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      6898 | NS      | $61944.04     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                         | United States Treasury Inflation Indexed Bonds                          | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80190 | PA      | $75647.25     | 0.20%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| First Trust Senior Loan ETF                                             | First Trust Senior Loan ETF                                             | CUSIP: 33738D309<br>LEI: N/A                  | Long             | EC               | RF                | US        |    104587 | NS      | $4663534.33   | 12.51%            |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                 | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |      4572 | NS      | $150144.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Preferred Securities and Income ETF                         | First Trust Preferred Securities and Income ETF                         | CUSIP: 33739E108<br>LEI: 54930020K2F7W4E0C531 | Long             | EC               | RF                | US        |     42212 | NS      | $709161.60    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                                 | Kite Realty Group Trust                                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8754 | NS      | $184271.70    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                      | CUSIP: 3129144H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       235 | PA      | $1.19         | 0.00%             | 2023-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                   | CUSIP: 31292HL93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3026 | PA      | $3128.51      | 0.01%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                          | Government National Mortgage Association                                | CUSIP: 38376FAG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49000 | PA      | $49900.51     | 0.13%             | 2039-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                  | Darden Restaurants Inc                                                  | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1036 | NS      | $143309.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                                     | STAG Industrial Inc                                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      5971 | NS      | $192923.01    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                       | CUSIP: 31359LF26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        16 | PA      | $16.46        | 0.00%             | 2023-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                         | Southern Co/The                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       849 | NS      | $60627.09     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** First Trust Variable Insurance Trust

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer