# EDGAR Filing Document

**Accession Number:** 0001423227
**File Stem:** 0000940400-26-022777
**Filing Date:** 2026-6
**Character Count:** 141700
**Document Hash:** 48f563dc2ccd3540439249f92d45e13f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022777.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022777

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Strategy Trust
- **CENTRAL INDEX KEY:** 0001423227

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22167
- **FILM NUMBER:** 261048430

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STEET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Allianz Funds Multi-Strategy Trust
- **DATE OF NAME CHANGE:** 20080109

## Series and Classes Contracts Data

### Virtus Global Allocation Fund (Series ID: S000025374)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000075797 | Institutional Class | PALLX           |
| C000075799 | Class A             | PALAX           |
| C000160541 | Class R6            | AGASX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Strategy Trust

- **b. Investment Company Act file number:** 811-22167

- **c. CIK number of Registrant:** 0001423227

- **d. LEI of Registrant:** 549300PO6JSVIR6RII57

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

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

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

- **a. Name of Series:** Virtus Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000025374

- **c. LEI of Series:** 549300TOJ076HUKPD274

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $149262322.50

**Total Liabilities:** $2616856.11

**Net Assets:** $146645466.39

**Cash Not Reported:** $7258850.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -1.24000000 | **5-Year:** -42.10000000 | **10-Year:** -6.59000000 | **30-Year:** -81.88000000

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

- **3-Month:** -0.96000000 | **1-Year:** -1.69000000 | **5-Year:** -1649.51000000 | **10-Year:** -125.31000000 | **30-Year:** -42.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075799 | 2.85%                | 2.11%                | -4.69%               |
| Class ID C000160541 | 2.92%                | 2.14%                | -4.61%               |
| Class ID C000075797 | 2.82%                | 2.24%                | -4.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $448917.13               | $3185510.25                                |
| Month 2  | $1336891.19              | $41925.28                                  |
| Month 3  | $455660.34               | $-6920633.14                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Varonis Systems Inc                                              | VRNS 1 09/15/29                                                                                                                         | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40942.68     | 0.03%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp. COM                                                                                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        17 | NS      | $15219.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC ORD USD0.50                                                                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      1180 | NS      | $19378.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | Telus Corp. COM NPV                                                                                                                     | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |      7800 | NS      | $100254.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                                      | Southern Copper Corporation COM                                                                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       202 | NS      | $34756.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc. COM                                                                                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      3375 | NS      | $274421.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                                    | Regions Financial Corporation COM                                                                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     15824 | NS      | $413322.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce COM NPV                                                                                              | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       300 | NS      | $28432.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                         | Willis Towers Watson Public Limited Company COM USD0.000304635                                                                          | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        25 | NS      | $7267.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marfrig Global Foods SA                                          | Marfrig Global Foods SA COM NPV                                                                                                         | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |     24463 | NS      | $102058.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                            | WDC 3 11/15/28                                                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     16000 | PA      | $114531.20    | 0.08%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | Bloomberg HY Duration-Hedged Credit Futures, Jun-2026,ETH                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -138 | NC      | $-73376.76    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                     | Costco Wholesale Corporation COM                                                                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         7 | NS      | $6975.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp.                                                  | JBTM 0.375 09/15/30                                                                                                                     | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32946.00     | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                                       | Sanlam Ltd ZAR0.01                                                                                                                      | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |     16854 | NS      | $88712.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       800 | NS      | $23737.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd.                                               | PetroChina Co Ltd. 'H'CNY1                                                                                                              | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    134000 | NS      | $183829.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                           | Banca Monte dei Paschi di Siena S.p.A. NPV (POST SPLT)                                                                                  | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     48444 | NS      | $422699.58    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MONETA Money Bank AS                                             | MONETA Money Bank AS CZK20.00                                                                                                           | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |      1150 | NS      | $10024.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | LYV 2.875 01/15/30                                                                                                                      | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47410.00     | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                         | ABB Ltd. CHF0.12 (REGD)                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       100 | NS      | $8130.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                             | NCLH 0.875 04/15/30                                                                                                                     | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $46812.46     | 0.03%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Polycab India Limited                                            | Polycab India Limited INR10                                                                                                             | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |       230 | NS      | $16829.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS Inc.                                                         | MKSI 1.25 06/01/30                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     59000 | PA      | $97468.00     | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                         | Lam Research Corporation COM NEW                                                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       184 | NS      | $39313.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                           | Ten-Year Government of Canada Bond Futures                                                                                              | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         1 | NC      | $378.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | Mini(FDXM) DAX Futures                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        -2 | NC      | $6701.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                                   | NET 0 06/15/30                                                                                                                          | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     27000 | PA      | $30611.35     | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                             | Amphenol Corporation CL A                                                                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        85 | NS      | $10739.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA - Empresa Nacional Electricidad                        | Endesa SA - Empresa Nacional Electricidad EUR1.2                                                                                        | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      7525 | NS      | $314498.51    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                 | ASX SPI 200 Index Futures                                                                                                               | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DE               | CORP              | AU        |         2 | NC      | $-2835.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                               | CNMD 2.25 06/15/27                                                                                                                      | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48400.00     | 0.03%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                      | EZPW 3.75 12/15/29                                                                                                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $122758.03    | 0.08%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc                                               | Eneos Holdings Inc NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      1000 | NS      | $9010.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                     | CF Industries Holdings, Inc. COM                                                                                                        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       160 | NS      | $20774.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                              | ASND 2.25 04/01/28                                                                                                                      | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |     60000 | PA      | $88020.00     | 0.06%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                               | Long Gilt Future - ICEU                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         5 | NC      | $-23824.41    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | Taiwan Semiconductor Manufacturing Co., Ltd. TWD10                                                                                      | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      7000 | NS      | $404841.67    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                     | Bristol-Myers Squibb Company COM                                                                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     10126 | NS      | $614141.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                               | TOPIX TRADE FUTURE, JUN 2026                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |         7 | NC      | $-51722.53    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                      | Pfizer Inc. COM                                                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     17778 | NS      | $499206.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                           | OMV AG NPV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      5980 | NS      | $437497.12    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International COM                                                                                                                | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      7483 | NS      | $547605.94    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                   | Kingfisher PLC ORD GBP0.157142857                                                                                                       | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      2650 | NS      | $10076.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale S.A.                                                        | Vale S.A. SPONSORED ADS                                                                                                                 | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      2730 | NS      | $43434.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus ETF Trust II                                              | Virtus U.S. Dividend ETF                                                                                                                | CUSIP: 92790A827<br>LEI: 2549005YOQ4OYD46QA94 | Long             | EC               | RF                | US        |    607690 | NS      | $15650448.26  | 10.67%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF SOCIEDAD RECTORA DEL MERCADO DE PRODUCTOS DERIVADOS, S.A.U. | IBEX 35 INDX FUTR APR26                                                                                                                 | CUSIP: 000000000<br>LEI: 959800T2W59YXMVKRU25 | N/A              | DE               | CORP              | ES        |         1 | NC      | $-2055.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DnB Bank ASA                                                     | DnB Bank ASA NOK12.50                                                                                                                   | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      6342 | NS      | $198432.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                      | Ares Management Corporation 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                                                        | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       850 | NS      | $30753.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB SER'A'NPV                                                                                                      | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     28000 | NS      | $369144.28    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Company                                               | Ford Motor Company COM                                                                                                                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     35270 | NS      | $407015.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | Long(FBTP) Term Euro                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $3362.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp. 7.25% NON-CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK SERIES L                                               | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        22 | NS      | $26214.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                          | Idemitsu Kosan Co.,Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      2600 | NS      | $25525.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                         | Hana Financial Group Inc. KRW5000                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1234 | NS      | $89954.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc. COM                                                                                                         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        85 | NS      | $24001.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp. COM                                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       567 | NS      | $209886.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                       | MIRM 4 05/01/29                                                                                                                         | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |     18000 | PA      | $53676.00     | 0.04%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                 | ASX 10 Year Treasury Bond Futures                                                                                                       | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |       -43 | NC      | $-2080.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                             | BBIO 2.25 02/01/29                                                                                                                      | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42488.75     | 0.03%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                              | Newmont Corporation COM                                                                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       100 | NS      | $10825.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                                                  | Lojas Renner SA COM NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 52990032N7OAAM138D78 | Long             | EC               | CORP              | BR        |     21000 | NS      | $60285.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO GRANDNESS FOOD INDUSTRY GROUP LTD                           | Sino Grandness Food Industry Group Ltd. NPV                                                                                             | CUSIP: 000000000<br>LEI: 529900L4CX3OJ8CAOL39 | Long             | EC               | CORP              | SG        |     77400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Halma PLC                                                        | Halma PLC ORD GBP0.10                                                                                                                   | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       500 | NS      | $25515.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                | PNC Financial Services Group Inc. COM                                                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       620 | NS      | $129015.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC Financial Holding Co Ltd.                                   | CTBC Financial Holding Co Ltd. TWD10                                                                                                    | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |      5000 | NS      | $8125.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                     | Fortinet Inc COM                                                                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        68 | NS      | $5556.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                                                  | Grupo Cibest SA PREF                                                                                                                    | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EP               | CORP              | CO        |     21925 | NS      | $402852.07    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.                                | The Bank of New York Mellon Corp. COM                                                                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1323 | NS      | $156947.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                                         | SPHR 3.5 12/01/28                                                                                                                       | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $67220.00     | 0.05%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                                    | BOC Hong Kong (Holdings) Ltd. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     24000 | NS      | $132408.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                     | WH Group Ltd. USD0.0001                                                                                                                 | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    348000 | NS      | $457424.06    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CINTAS CORP                                                      | Cintas Corporation COM                                                                                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $24863.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace COM NEW                                                                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       139 | NS      | $39444.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                                     | NVST 1.75 08/15/28                                                                                                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42650.63     | 0.03%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Strategy Inc.                                                    | Strategy Inc. 8.00% SERIES A PERPETUAL STRIKE PREFERRED STOCK                                                                           | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       400 | NS      | $28280.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | Canadian Dollar Futures, Jun-2026,ETH                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -6 | NC      | $3038.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                   | Albemarle Corp DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      1050 | NS      | $75442.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                       | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                                        | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1150 | NS      | $74612.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       130 | NC      | $-338569.40   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co. COM                                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        20 | NS      | $18395.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                   | EPR Properties 5.75% SERIES C CUMULATIVE CONVERTIBLE PREFERRED SHARES                                                                   | CUSIP: 26884U208<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |      1857 | NS      | $41986.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                             | Banca Mediolanum SpA NPV                                                                                                                | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     21600 | NS      | $437642.17    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                | ASML Holding N.V. EUR0.09                                                                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        10 | NS      | $13297.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosco Shipping Holdings Co Ltd.                                  | Cosco Shipping Holdings Co Ltd. 'H'CNY1                                                                                                 | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |    270000 | NS      | $514153.38    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                 | Mettler-Toledo International Inc COM                                                                                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        22 | NS      | $27746.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                         | GVA 3.25 06/15/30                                                                                                                       | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     69000 | PA      | $113505.00    | 0.08%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Innoviva Inc                                                     | INVA 2.125 03/15/28                                                                                                                     | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43150.00     | 0.03%             | 2028-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                       | Apple Inc. COM                                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1572 | NS      | $398957.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Display Co Ltd.                                               | LG Display Co Ltd. KRW5000                                                                                                              | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |      2544 | NS      | $18679.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | STWD 6.75 07/15/27                                                                                                                      | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32528.00     | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Enovis Corporation                                               | ENOV 3.875 10/15/28                                                                                                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48175.00     | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp. COM NEW                                                                                                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        26 | NS      | $38282.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole S.A.                                             | Credit Agricole S.A. EUR3                                                                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     23800 | NS      | $444211.51    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | E-mini S&P 500 Options                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-13475.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | Euro(FGBL) Bund Futures                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         6 | NC      | $2180.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus ETF Trust II                                              | Virtus Emerging Markets Dividend ETF                                                                                                    | CUSIP: 92790A793<br>LEI: 549300KNJ4HBWHIYD309 | Long             | EC               | RF                | US        |    215850 | NS      | $5172240.87   | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                              | Erste Group Bank AG NPV                                                                                                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       275 | NS      | $29706.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                   | Fortescue Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     15581 | NS      | $222646.28    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                                   | BB Seguridade Participacoes SA COM NPV                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     63000 | NS      | $423742.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                          | Bank Leumi Le-Israel BM ILS1                                                                                                            | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |       450 | NS      | $10063.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | New Zealand Dollar Futures, Jun-2026,ETH                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -4 | NC      | $3065.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                                           | CNP 2.875 05/15/29                                                                                                                      | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85093.50     | 0.06%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                     | Citizens Financial Group Inc COM                                                                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       400 | NS      | $23988.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                                         | Comfort Systems USA Inc. COM                                                                                                            | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        11 | NS      | $15168.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                                   | GBX 2.875 04/15/28                                                                                                                      | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     46000 | PA      | $53056.40     | 0.04%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                              | AFRM 0.75 12/15/29                                                                                                                      | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $33688.34     | 0.02%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -22 | NC      | $-7030.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                              | TE Connectivity PLC ORD SHS                                                                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       133 | NS      | $27799.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                          | PRGS 3.5 03/01/30                                                                                                                       | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41754.80     | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Incyte Corporation.                                              | Incyte Corporation. COM                                                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        90 | NS      | $8470.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                                    | SNOW 0 10/01/27                                                                                                                         | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     81000 | PA      | $95661.00     | 0.07%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.                          | TERNA - Rete Elettrica Nazionale S.p.A. ORD EUR0.22                                                                                     | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      2486 | NS      | $28433.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc. COM                                                                                                                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      6960 | NS      | $459290.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                             | LEU 0 08/15/32                                                                                                                          | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10590.00     | 0.01%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | Japanese Yen Futures, Jun-2026,ETH                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -32 | NC      | $-315.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                                                 | Best Buy Co Inc. COM                                                                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      5386 | NS      | $345781.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                        | HALO 0.875 11/15/32                                                                                                                     | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117393.50    | 0.08%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                        | Repsol SA EUR1                                                                                                                          | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     22500 | NS      | $633340.61    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                         | Industrivarden AB (publ) SER'A'NPV                                                                                                      | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       250 | NS      | $12451.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                      | Telenor ASA ORD NOK6                                                                                                                    | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     19065 | NS      | $336375.33    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtus ETF Trust II                                              | Virtus International Dividend ETF                                                                                                       | CUSIP: 92790A819<br>LEI: 2549004QV9CPY7680089 | Long             | EC               | RF                | US        |    409920 | NS      | $13447343.62  | 9.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                        | Aviva PLC ORD GBP0.328947368                                                                                                            | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     26212 | NS      | $210361.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLWYN AG (LU)                                                   | Allwyn AG EUR0.30 (CR)                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      5844 | NS      | $88398.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                   | Servicenow Inc COM                                                                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       145 | NS      | $15159.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The) COM                                                                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       150 | NS      | $31183.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 S.A. - BRASIL, BOLSA, BALCAO                                  | Mini Ibovespa Futures Contract, Apr-2026                                                                                                | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | N/A              | DE               | CORP              | BR        |        37 | NC      | $5241.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                        | HALO 1 08/15/28                                                                                                                         | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     35000 | PA      | $44782.50     | 0.03%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co. 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L                                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        66 | NS      | $76230.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                                        | AKAM 0.375 09/01/27                                                                                                                     | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $27804.00     | 0.02%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc.                                             | Williams-Sonoma Inc. COM                                                                                                                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        99 | NS      | $18050.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. P. Carey Inc                                                  | W. P. Carey Inc COM                                                                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      6080 | NS      | $413196.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                 | WT 4.5 10/01/31                                                                                                                         | CUSIP: 97717PAL8<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85680.90     | 0.06%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | E-mini S&P 500 Options                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         7 | NC      | $51450.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc.                                                      | RBRK 0 06/15/30                                                                                                                         | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41304.00     | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc.                                        | WGO 3.25 01/15/30                                                                                                                       | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22550.00     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sofi Technologies Inc                                            | SOFI 1.25 03/15/29                                                                                                                      | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |     51000 | PA      | $92687.40     | 0.06%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tempus AI Inc.                                                   | TEM 0.75 07/15/30                                                                                                                       | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27608.00     | 0.02%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Alignment Healthcare Inc                                         | ALHC 4.25 11/15/29                                                                                                                      | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $44980.00     | 0.03%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | E-mini S&P 500 Options                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        10 | NC      | $88750.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia                                              | Bank of Nova Scotia COM NPV                                                                                                             | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       480 | NS      | $33287.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                              | Fortive Corporation COM                                                                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       490 | NS      | $27087.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co. COM                                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       164 | NS      | $48242.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     14300 | NS      | $230392.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp. COM                                                                                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       125 | NS      | $23090.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                           | Micron Technology Inc. COM                                                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        20 | NS      | $6756.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                   | ZD 3.625 03/01/28                                                                                                                       | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39200.00     | 0.03%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Price T Rowe Group Inc.                                          | Price T Rowe Group Inc. COM                                                                                                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1812 | NS      | $163333.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                              | Dominion Energy Inc COM                                                                                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      3195 | NS      | $197514.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                          | ALRM 2.25 06/01/29                                                                                                                      | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42348.75     | 0.03%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                | Admiral Group PLC ORD GBP0.001                                                                                                          | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      3300 | NS      | $138025.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                     | Moodys Corp. COM                                                                                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        18 | NS      | $7852.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc. COM                                                                                                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4099 | NS      | $400431.31    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                      | Inpex Corp. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      1500 | NS      | $44369.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jd Logistics Inc                                                 | Jd Logistics Inc USD0.000025                                                                                                            | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | KY        |     11000 | NS      | $19418.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp                                                | MPUS 3 03/01/30                                                                                                                         | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $19040.00     | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                 | AEIS 2.5 09/15/28                                                                                                                       | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     47000 | PA      | $112978.60    | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                              | NEE 3 03/01/27                                                                                                                          | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     44000 | PA      | $61050.00     | 0.04%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIENT OVERSEAS (INTERNATIONAL) LTD                              | Orient Overseas (International) Ltd. USD0.1                                                                                             | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |     19500 | NS      | $347770.95    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                               | Meta Platforms Inc CL A                                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        31 | NS      | $17736.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                    | Alphabet Inc. CAP STK CL A                                                                                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       226 | NS      | $64988.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS                                                | Komercni Banka AS ORD CZK100                                                                                                            | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |      6375 | NS      | $325254.65    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| E. Sun Financial Holding Co Ltd.                                 | E. Sun Financial Holding Co Ltd. TWD10                                                                                                  | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |     27332 | NS      | $27315.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service Public Co Ltd.                             | Advanced Info Service Public Co Ltd. THB1(NVDR)                                                                                         | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |     18700 | NS      | $213445.55    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | WELL 3.125 07/15/29                                                                                                                     | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $47483.94     | 0.03%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                                          | Dubai Islamic Bank PJSC AED1                                                                                                            | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |     44359 | NS      | $89979.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp. COM SHS                                                                                                                   | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       241 | NS      | $21309.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                                 | Osaka Gas Co Ltd NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      4200 | NS      | $170119.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo PLC                                                        | Sampo PLC NPV A                                                                                                                         | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      7568 | NS      | $80904.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                               | FTSE 100 - Stnd Index Future - ICEU, Jun26                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |         6 | NC      | $-6058.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hero Motocorp Ltd.                                               | Hero Motocorp Ltd. INR2                                                                                                                 | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |       140 | NS      | $7567.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gamestop Corp                                                    | GME 0 06/15/32                                                                                                                          | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38165.50     | 0.03%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie SA EUR1                                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      4221 | NS      | $136032.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                        | Adobe Inc COM                                                                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        55 | NS      | $13369.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                              | GH 1.25 02/15/31                                                                                                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     31000 | PA      | $52012.87     | 0.04%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                        | ECPG 4 03/15/29                                                                                                                         | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     42000 | PA      | $52815.00     | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                            | RIVN 4.625 03/15/29                                                                                                                     | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55640.00     | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LCI Industries                                                   | LCII 3 03/01/30                                                                                                                         | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     69000 | PA      | $82903.50     | 0.06%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                             | Nomura Holdings Inc. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     19200 | NS      | $151181.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Emcor Group Inc                                                  | Emcor Group Inc COM                                                                                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        51 | NS      | $37653.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co. 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       800 | NS      | $51608.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                           | GWRE 1.25 11/01/29                                                                                                                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30864.38     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Virtus Opportunities Trust                                       | Virtus Newfleet Bond Fund                                                                                                               | CUSIP: 92828W270<br>LEI: 549300O4C4QVD88M4N75 | Long             | EC               | RF                | US        |   2478874 | NS      | $25284512.49  | 17.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Enel S.p.A.                                                      | Enel S.p.A. EUR1                                                                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      2712 | NS      | $29649.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                            | BWXT 0 11/01/30                                                                                                                         | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96348.00     | 0.07%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                       | EVRG 4.5 12/15/27                                                                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     37000 | PA      | $49913.00     | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                    | SK Hynix Inc. KRW5000                                                                                                                   | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        65 | NS      | $36878.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                | SEI 0.25 10/01/31                                                                                                                       | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     46000 | PA      | $57442.50     | 0.04%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                                 | BTSG 6.75 02/01/27                                                                                                                      | CUSIP: 10950A205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200 | PA      | $28408.00     | 0.02%             | 2027-02-01      | Fixed         | 6.75%                 | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                         | Simon Property Group Inc COM                                                                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1117 | NS      | $208354.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                                    | BL 1 06/01/29                                                                                                                           | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65695.00     | 0.04%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                               | Vertiv Holdings Co COM CL A                                                                                                             | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        71 | NS      | $17791.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd.                                          | Singapore Exchange Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      1600 | NS      | $24408.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                           | Intesa Sanpaolo S.p.A. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     29597 | NS      | $178999.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc. COM                                                                                               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      6196 | NS      | $287618.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co Ltd.                                       | Zijin Mining Group Co Ltd. 'A'CNY0.1                                                                                                    | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |      4300 | NS      | $20882.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                           | BURL 1.25 12/15/27                                                                                                                      | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $26400.00     | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Okta Inc.                                                        | OKTA 0.375 06/15/26                                                                                                                     | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46530.00     | 0.03%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States                                                                                     | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |        80 | PA      | $1968849.60   | 1.34%             | 2026-04-21      | Fixed         | 42.88%                | No            |                  3 | On Loan: No      |
| Ross Stores Inc                                                  | Ross Stores Inc COM                                                                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       180 | NS      | $38993.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                                       | Heico Corp COM                                                                                                                          | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        65 | NS      | $17823.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                       | LRN 1.125 09/01/27                                                                                                                      | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |     27000 | PA      | $46413.00     | 0.03%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ResMed Inc.                                                      | ResMed Inc. COM                                                                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        31 | NS      | $6958.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                           | LITE 1.5 12/15/29                                                                                                                       | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $273081.46    | 0.19%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corporation                              | Wheaton Precious Metals Corporation COM NPV                                                                                             | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        99 | NS      | $12995.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                          | KB Financial Group Inc. KRW5000                                                                                                         | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       100 | NS      | $9817.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova PLC                                                     | LIVN 2.5 03/15/29                                                                                                                       | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $43031.00     | 0.03%             | 2029-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                  | Ulta Beauty Inc COM                                                                                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        55 | NS      | $28749.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                     | INDV 0.625 03/15/31                                                                                                                     | CUSIP: 45579UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50875.00     | 0.03%             | 2031-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                     | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                       | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       600 | NS      | $35076.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                             | Labcorp Holdings Inc COM SHS                                                                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $22145.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                                    | KKR & Co Inc. 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       850 | NS      | $34187.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixa Seguridade Participacoes SA                                | Caixa Seguridade Participacoes SA COM NPV                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    141500 | NS      | $497722.91    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM S.p.A.                                                 | Banco BPM S.p.A. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     32431 | NS      | $451131.05    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | Euro(FOAT) OAT Futures                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $1072.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                      | Novartis AG CHF0.49 (REGD)                                                                                                              | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      1892 | NS      | $290411.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                      | Verizon Communications Inc. COM                                                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     10915 | NS      | $547933.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                                                  | OSIS 2.25 08/01/29                                                                                                                      | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     54000 | PA      | $82701.00     | 0.06%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp. COM                                                                                                               | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       129 | NS      | $32344.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | BABA 0 09/15/32                                                                                                                         | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     22000 | PA      | $21175.00     | 0.01%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                   | CRWV 1.75 12/01/31                                                                                                                      | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22024.20     | 0.02%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                     | Nordson Corp COM                                                                                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        30 | NS      | $7981.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd.                                         | QBE Insurance Group Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     11819 | NS      | $174410.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| QFIN HOLDINGS INC                                                | Qfin Holdings Inc. AMERICAN DEP                                                                                                         | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |      1154 | NS      | $14898.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | E-mini S&P 500 Options                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -10 | NC      | $-31250.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                           | The TJX Companies Inc. COM                                                                                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       230 | NS      | $36731.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                 | PCG 4.25 12/01/27                                                                                                                       | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32099.75     | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| B2Gold Corp.                                                     | BTOCN 2.75 02/01/30                                                                                                                     | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $88742.50     | 0.06%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | AKAM 0.25 05/15/33                                                                                                                      | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $76175.00     | 0.05%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                               | STX 3.5 06/01/28                                                                                                                        | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     24000 | PA      | $113932.80    | 0.08%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                    | NN Group N.V. EUR0.12                                                                                                                   | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       420 | NS      | $32800.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                | Veeva Systems Inc CL A COM                                                                                                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        47 | NS      | $8256.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | British Pound Futures, Jun-2026,ETH                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -4 | NC      | $3860.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                                 | Tokyo Gas Co Ltd NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       500 | NS      | $23548.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp. COM                                                                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1947 | NS      | $246412.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                | NatWest Group PLC ORD GBP1.0769                                                                                                         | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     17642 | NS      | $130691.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp.                                    | United Microelectronics Corp. TWD10                                                                                                     | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    214000 | NS      | $383616.45    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                              | Arista Networks Inc COM SHS                                                                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       150 | NS      | $18417.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                        | The Toronto-Dominion Bank COM NPV                                                                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       425 | NS      | $39692.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                               | HCA Healthcare Inc COM                                                                                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        47 | NS      | $22242.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                           | PCRX 2.125 05/15/29                                                                                                                     | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42380.80     | 0.03%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | E-mini Russell 2000 Index Futures, Jun-2026,ETH                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -2 | NC      | $-2146.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                                  | Annaly Capital Management, Inc. COM NEW                                                                                                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     20637 | NS      | $436472.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                                           | ATEC 0.75 03/15/30                                                                                                                      | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15355.50     | 0.01%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                            | Deckers Outdoor Corp. COM                                                                                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       281 | NS      | $28125.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                                    | SNOW 0 10/01/29                                                                                                                         | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     81000 | PA      | $99111.60     | 0.07%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                              | VIAV 0.625 03/01/31                                                                                                                     | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     43000 | PA      | $107070.00    | 0.07%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale SA                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |        80 | PA      | $1957992.80   | 1.34%             | 2026-05-05      | Fixed         | 38.89%                | No            |                  3 | On Loan: No      |
| American International Group Inc.                                | American International Group Inc. COM NEW                                                                                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       175 | NS      | $13168.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                       | Bank Polska Kasa Opieki SA PLN1.00                                                                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      7000 | NS      | $414778.31    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC LTD                                                        | CITIC Ltd. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |     98000 | NS      | $149238.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                               | Kinross Gold Corp. COM NPV                                                                                                              | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       466 | NS      | $14246.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                     | Broadcom Inc COM                                                                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       182 | NS      | $56330.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                               | 10-YEAR JGB TRADE FUTURE, JUN 2026                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        -7 | NC      | $52172.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                     | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'                                                                                      | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      8103 | NS      | $652777.68    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                       | SGX FTSE Taiwan Index Futures, April 2026                                                                                               | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         1 | NC      | $-4434.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                     | ALNY 1 09/15/27                                                                                                                         | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     36000 | PA      | $46134.00     | 0.03%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc.                                                  | CBRE Group Inc. CL A                                                                                                                    | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        65 | NS      | $8804.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller-Maersk                                                 | AP Moller-Maersk SER'A'DKK1000                                                                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       104 | NS      | $254647.25    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                    | NiSource Inc. COM                                                                                                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       135 | NS      | $6299.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                          | SITC International Holdings Co Ltd. HKD0.10                                                                                             | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     98000 | NS      | $429095.25    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale S.A.                                                        | Vale S.A. COM NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     33000 | NS      | $525403.25    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley COM NEW                                                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1027 | NS      | $169013.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                                                   | HLF 4.25 06/15/28                                                                                                                       | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |     47000 | PA      | $56400.00     | 0.04%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri (Persero) Tbk PT                                    | Bank Mandiri (Persero) Tbk PT IDR125                                                                                                    | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |     33000 | NS      | $9263.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Strategy Inc.                                                    | MSTR 0.625 03/15/30                                                                                                                     | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     23000 | PA      | $26395.98     | 0.02%             | 2030-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Virtus Investment Trust                                          | Virtus Silvant Focused Growth Fund                                                                                                      | CUSIP: 92837N782<br>LEI: 549300JFX7YJRKFQYL29 | Long             | EC               | RF                | US        |    295897 | NS      | $23180539.96  | 15.81%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                           | S&P/TSX 60 Index Standard Futures                                                                                                       | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-908.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                    | Alphabet Inc. CAP STK CL C                                                                                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       491 | NS      | $140848.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                          | MTSI 0 12/15/29                                                                                                                         | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $69912.00     | 0.05%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                              | COIN 0.25 04/01/30                                                                                                                      | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38913.00     | 0.03%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA EUR2                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      4100 | NS      | $390580.85    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc.                                          | IDEXX Laboratories Inc. COM                                                                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        41 | NS      | $23037.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                     | Autodesk Inc COM                                                                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        38 | NS      | $9097.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                                      | W 3.5 11/15/28                                                                                                                          | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     19000 | PA      | $33126.50     | 0.02%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virtus Asset Trust                                               | Virtus Seix Floating Rate High Income Fund                                                                                              | CUSIP: 92837F755<br>LEI: 5493001887IYOL1CRU72 | Long             | EC               | RF                | US        |    798107 | NS      | $6033686.56   | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                 | WELL 2.75 05/15/28                                                                                                                      | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $105774.00    | 0.07%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NETEASE INC                                                      | NetEase Inc. USD0.0001                                                                                                                  | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       400 | NS      | $8937.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                 | Philip Morris International Inc. COM                                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       198 | NS      | $32737.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp. COM                                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2224 | NS      | $387865.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                        | Jabil Inc COM                                                                                                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       140 | NS      | $37188.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                 | Bank Hapoalim BM ILS1                                                                                                                   | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      1350 | NS      | $31704.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | Euro FX Futures, Jun-2026,ETH                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -7 | NC      | $-1269.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STOCK EXCHANGE OF INDIA LIMITED                         | IFSC NIFTY 50 FUT APR26                                                                                                                 | CUSIP: 000000000<br>LEI: 335800NLY5HYW9I7YE03 | N/A              | DE               | CORP              | IN        |       -10 | NC      | $15810.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                        | Tesla Inc COM                                                                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        20 | NS      | $7435.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Life PLC                                                | Standard Life PLC ORD GBP0.10                                                                                                           | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     48449 | NS      | $438779.33    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ELN NDX INDEX CGM 04/08/26                                       | ELN NDX INDEX CGM 04/08/26                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        82 | PA      | $1997431.44   | 1.36%             | 2026-04-08      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IRHYTHM HOLDINGS INC                                             | IRTC 1.5 09/01/29                                                                                                                       | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $44731.00     | 0.03%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        31 | NC      | $-114885.69   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                           | MSCI Emerging Markets Index Futures - ICUS, Jun26                                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         6 | NC      | $-15859.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                                           | CNP 3 08/01/28                                                                                                                          | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72874.24     | 0.05%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc. COM                                                                                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       204 | NS      | $42487.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp. COM                                                                                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        63 | NS      | $15383.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                                  | HANG SENG CHINA ENTERPRISES INDEX (HSCEI) FUTURES, APR-2026                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        -1 | NC      | $196.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | Australian Dollar Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         6 | NC      | $-11631.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Asset Trust                                               | Virtus Seix High Yield Fund                                                                                                             | CUSIP: 92837F664<br>LEI: 5493001887IYOL1CRU72 | Long             | EC               | RF                | US        |   1937506 | NS      | $15015669.54  | 10.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                     | Tapestry Inc COM                                                                                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       220 | NS      | $31044.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Virtus Strategy Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer