# EDGAR Filing Document

**Accession Number:** 0000792359
**File Stem:** 0000940400-26-008306
**Filing Date:** 2026-2
**Character Count:** 146743
**Document Hash:** 7a0ba8a36f9132b27a0f4818216a3894
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008306.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008306

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000792359

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04642
- **FILM NUMBER:** 26683983

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103
- **BUSINESS PHONE:** 8002487971

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX EDGE SERIES FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BIG EDGE SERIES FUND
- **DATE OF NAME CHANGE:** 19920304

## Series and Classes Contracts Data

### VIRTUS TACTICAL ALLOCATION SERIES (Series ID: S000001966)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000005150 | Class A      |  |

## 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 Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04642

- **c. CIK number of Registrant:** 0000792359

- **d. LEI of Registrant:** 5493003VWTC7OD2WQT04

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

  - **Street Address 1:** One Financial Plaza

  - **City:** Hartford

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06103

  - **Telephone number:** 800-248-4790

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

- **a. Name of Series:** Virtus Tactical Allocation Series

- **b. EDGAR series identifier (if any):** S000001966

- **c. LEI of Series:** 549300DQUY8629YQT565

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $64738815.44

**Total Liabilities:** $128792.15

**Net Assets:** $64610023.29

**Cash Not Reported:** $1634843.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005150 | 0.22%                | -0.50%               | -0.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $387583.60               | $-320882.73                                |
| Month 2  | $337474.45               | $-782402.81                                |
| Month 3  | $482729.69               | $-1039146.27                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31414SX24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4178 | PA      | $4296.61      | 0.01%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc      | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5363 | NS      | $344894.53    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31411UG96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1093 | PA      | $1139.76      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO            | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $23550.07     | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Corp Moctezuma SAB de CV           | Corp Moctezuma SAB de CV                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    100433 | NS      | $451760.27    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                          | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47980.69     | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                 | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      7000 | PA      | $7159.39      | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31731.34     | 0.05%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC               | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $50695.00     | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28300.92     | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                       | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       891 | NS      | $214223.13    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC             | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40670.35     | 0.06%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet Floating Rate MACS | Virtus Newfleet Floating Rate MACS                                              | CUSIP: 92839Q304<br>LEI: 254900KZEW1HA1768U33 | Long             | EC               | RF                | US        |    103248 | NS      | $998411.14    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36213S2N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2062 | PA      | $2109.87      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I               | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45021.65     | 0.07%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54504.04     | 0.08%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP             | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24451.54     | 0.04%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                    | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46860.48     | 0.07%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exponent Inc                       | Exponent Inc                                                                    | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1448 | NS      | $100578.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT           | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38522.26     | 0.06%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1000 | PA      | $896.34       | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES            | Philippine Government International Bond                                        | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     32000 | PA      | $32080.00     | 0.05%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA           | Delta Air Lines 2015-1 Class AA Pass Through Trust                              | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70475 | PA      | $69658.93     | 0.11%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63541.09     | 0.10%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio     | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      1368 | NS      | $138715.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                       | VAT Group AG                                                                    | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |       800 | NS      | $389748.77    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10809.31     | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holding     | Ollie's Bargain Outlet Holdings Inc                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1342 | NS      | $147096.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                      | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     12937 | NS      | $1748306.18   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18331.45     | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                 | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47327.94     | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                 | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     24000 | PA      | $28053.00     | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC            | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36596.65     | 0.06%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNM50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98593 | PA      | $101449.25    | 0.16%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58745.21     | 0.09%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp            | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       625 | NS      | $151762.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarana Menara Nusantara Tbk PT     | Sarana Menara Nusantara Tbk PT                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4570000 | NS      | $160326.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCOT GROUP LTD                    | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $60403.24     | 0.09%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                       | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2064 | NS      | $472490.88    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30729.78     | 0.05%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC               | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64372.94     | 0.10%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Workday Inc                        | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2005 | NS      | $430633.90    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sopra Steria Group                 | Sopra Steria Group                                                              | CUSIP: 000000000<br>LEI: 96950020QIOHAAK9V551 | Long             | EC               | CORP              | FR        |      1416 | NS      | $257267.26    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD            | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     35000 | PA      | $31939.60     | 0.05%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc         | LPL Financial Holdings Inc                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       863 | NS      | $308237.71    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kainos Group PLC                   | Kainos Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |     13125 | NS      | $177626.11    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44077.49     | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $48374.25     | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC            | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53736.50     | 0.08%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Watsco Inc                         | Watsco Inc                                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       494 | NS      | $166453.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31415QKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1058 | PA      | $1103.02      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA              | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     28000 | PA      | $27124.16     | 0.04%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                      | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      3329 | NS      | $730249.44    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                  | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36516.45     | 0.06%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                   | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      4029 | NS      | $282513.48    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc                   | MISUMI Group Inc                                                                | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     17200 | NS      | $268695.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112358 | PA      | $110099.74    | 0.17%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41974.81     | 0.06%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71828 | PA      | $73981.91     | 0.11%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hamilton Lane Inc                  | Hamilton Lane Inc                                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       824 | NS      | $110671.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                    | Knorr-Bremse AG                                                                 | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      2498 | NS      | $279327.06    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     25000 | PA      | $25787.08     | 0.04%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                  | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27008.97     | 0.04%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT              | Costa Rica Government International Bond                                        | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      5000 | PA      | $5442.75      | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38149.01     | 0.06%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE             | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.60     | 0.08%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC            | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26043.29     | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES              | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     30000 | PA      | $30442.50     | 0.05%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Medline Inc                        | Medline Inc                                                                     | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      5148 | NS      | $216216.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC             | Philip Morris International Inc                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50400.14     | 0.08%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     56000 | PA      | $60971.24     | 0.09%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    595000 | PA      | $292549.42    | 0.45%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP               | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50243.49     | 0.08%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                | Turkiye Government International Bond                                           | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000 | PA      | $9310.00      | 0.01%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC             | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56638.19     | 0.09%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24818.03     | 0.04%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Mortgage Advice Bureau Holding     | Mortgage Advice Bureau Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |     21238 | NS      | $196959.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                           | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73548.13     | 0.11%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                 | Morocco Government International Bond                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     10000 | PA      | $8777.40      | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS              | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24723.38     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                       | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51671.16     | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES              | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      9000 | PA      | $7785.00      | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chemed Corp                        | Chemed Corp                                                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       258 | NS      | $110387.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201225.25    | 0.31%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246348 | PA      | $240555.96    | 0.37%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Riverstone Holdings Ltd            | Riverstone Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    106100 | NS      | $71811.89     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68400.70     | 0.11%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING           | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51327.85     | 0.08%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc              | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8158 | NS      | $666590.18    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                 | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46043.32     | 0.07%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| KEYCORP                            | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38979.64     | 0.06%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                   | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64347.17     | 0.10%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV               | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $56999.18     | 0.09%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                   | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     25000 | PA      | $25512.50     | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAITIAN INT'L                      | Haitian International Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 30030093DDRS825TVP62 | Long             | EC               | CORP              | CN        |    138503 | NS      | $394365.26    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT           | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14483 | PA      | $14889.15     | 0.02%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Heineken Malaysia Bhd              | Heineken Malaysia Bhd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     50900 | NS      | $287990.14    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52131.04     | 0.08%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                    | 180 Medical Inc                                                                 | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59791.06     | 0.09%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                   | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     10000 | PA      | $11309.40     | 0.02%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS            | New York State Electric & Gas Corp                                              | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49850.68     | 0.08%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC              | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25673.64     | 0.04%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC           | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26423.24     | 0.04%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                           | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3885 | NS      | $247513.35    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                        | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      7087 | NS      | $664477.12    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Riken Keiki Co Ltd                 | Riken Keiki Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13900 | NS      | $283963.23    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UZBEKISTAN INTL BOND               | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      5000 | PA      | $5364.80      | 0.01%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92179.95     | 0.14%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC           | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46880.12     | 0.07%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25919.12     | 0.04%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $28642.58     | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC             | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51515.71     | 0.08%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                  | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57284.97     | 0.09%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                        | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66381.19     | 0.10%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                          | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37948.26     | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International In     | Choice Hotels International Inc                                                 | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      1359 | NS      | $129458.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     25000 | PA      | $25402.38     | 0.04%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L               | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     19000 | PA      | $13566.00     | 0.02%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY             | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $60278.64     | 0.09%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50988.92     | 0.08%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                 | Cooper Cos Inc/The                                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2629 | NS      | $215472.84    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30020.43     | 0.05%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                   | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36494.92     | 0.06%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                   | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40270.64     | 0.06%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     12000 | PA      | $12672.00     | 0.02%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc         | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1698 | NS      | $530760.84    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                           | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      3960 | NS      | $1388811.60   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41682.57     | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     35000 | PA      | $37943.85     | 0.06%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS              | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24531.89     | 0.04%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                     | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      6088 | NS      | $1405232.16   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1640000 | PA      | $1327759.38   | 2.06%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                 | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     10000 | PA      | $9767.69      | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA           | Republic of South Africa Government International Bond                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     15000 | PA      | $15532.50     | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE              | Nippon Life Insurance Co                                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $16151.84     | 0.02%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NICE Information Service Co Lt     | NICE Information Service Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15225 | NS      | $179670.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC             | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39793.37     | 0.06%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER            | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41331.88     | 0.06%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA           | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |     93000 | PA      | $82236.18     | 0.13%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL             | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     10000 | PA      | $9910.00      | 0.02%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The               | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2529 | NS      | $575903.88    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro.eu SA                      | Allegro.eu SA                                                                   | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | PL        |     29294 | NS      | $253119.74    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     15000 | PA      | $12825.00     | 0.02%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610306 | PA      | $612189.25    | 0.95%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEITEC Group Holdings Inc          | MEITEC Group Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $285237.49    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSPAN GAS EAST CORP              | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35872.36     | 0.06%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR            | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65670 | PA      | $66049.35     | 0.10%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC              | BlackRock Funding Inc                                                           | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $50795.59     | 0.08%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD      | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2260 | NS      | $701142.40    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $38103.12     | 0.06%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC           | Lloyds Banking Group PLC                                                        | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4991.72      | 0.01%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION              | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47672.62     | 0.07%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Moltiply Group SpA                 | Moltiply Group SpA                                                              | CUSIP: 000000000<br>LEI: 8156004E40D6A02C5046 | Long             | EC               | CORP              | IT        |      3168 | NS      | $129189.27    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31407MZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5789 | PA      | $5944.08      | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zurn Elkay Water Solutions Cor     | Zurn Elkay Water Solutions Corp                                                 | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      5689 | NS      | $264481.61    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31413BLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3815 | PA      | $3984.39      | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP            | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $36198.73     | 0.06%             | 2036-06-18      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| S-1 Corp                           | S-1 Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5817 | NS      | $291142.76    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                        | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     10061 | NS      | $1876376.50   | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                   | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       199 | NS      | $400837.74    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPCO            | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25517.68     | 0.04%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA           | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      5000 | PA      | $4226.43      | 0.01%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                 | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1355 | NS      | $894421.95    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26356.69     | 0.04%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162282 | PA      | $164879.77    | 0.26%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                    | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       502 | NS      | $848691.24    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                        | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2079 | NS      | $451101.42    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                     | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     48000 | PA      | $53058.67     | 0.08%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC           | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61466.16     | 0.10%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT              | Costa Rica Government International Bond                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      5000 | PA      | $5602.50      | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                     | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1043 | NS      | $545061.37    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                       | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39659.43     | 0.06%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49696.61     | 0.08%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                           | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $49923.00     | 0.08%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $35826.60     | 0.06%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT             | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71879 | PA      | $65694.24     | 0.10%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                 | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52974.86     | 0.08%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA        | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     24891 | NS      | $649392.25    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS           | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24016.38     | 0.04%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                 | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39623.92     | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     14000 | PA      | $14913.50     | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DTQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302633 | PA      | $280470.13    | 0.43%             | 2054-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                 | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11878.92     | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                | Bentley Systems Inc                                                             | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      5556 | NS      | $212044.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                   | ServiceTitan Inc                                                                | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1643 | NS      | $174979.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223242 | PA      | $229367.48    | 0.36%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                        | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $52199.00     | 0.08%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26114.82     | 0.04%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                   | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      4789 | NS      | $322012.36    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $56101.31     | 0.09%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31416AUG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3432 | PA      | $3557.82      | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU           | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38153.58     | 0.06%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet ABS MACS           | Virtus Newfleet ABS MACS                                                        | CUSIP: 92839Q106<br>LEI: 2549002ITWIQU02JEJ86 | Long             | EC               | RF                | US        |    218695 | NS      | $2171637.92   | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                            | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     10000 | PA      | $9991.80      | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31415WAZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1418 | PA      | $1457.27      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31413MDE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1443 | PA      | $1519.09      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                       | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1652 | NS      | $263031.44    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75195.48     | 0.12%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Universal Display Corp             | Universal Display Corp                                                          | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1582 | NS      | $184745.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                  | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44012.49     | 0.07%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC               | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51655.63     | 0.08%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alten SA                           | Alten SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |      4315 | NS      | $367393.08    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     73000 | PA      | $65093.97     | 0.10%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING           | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31319.25     | 0.05%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                 | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      8035 | NS      | $305008.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech           | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       810 | NS      | $199901.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GUATEMALA              | Guatemala Government Bond                                                       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      8000 | PA      | $8590.16      | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Qualitas Controladora SAB de C     | Qualitas Controladora SAB de CV                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     15038 | NS      | $155403.11    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Forterra PLC                       | Forterra PLC                                                                    | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |     69954 | NS      | $174821.99    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      7000 | PA      | $7701.75      | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN             | Kazakhstan Government International Bond                                        | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     19000 | PA      | $19514.90     | 0.03%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc        | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1085 | NS      | $197990.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayamitra Telekomunikasi PT        | Dayamitra Telekomunikasi PT                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   5264000 | NS      | $220977.51    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD           | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47183.79     | 0.07%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50380.18     | 0.08%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ibstock PLC                        | Ibstock PLC                                                                     | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |     94062 | NS      | $177000.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                   | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51328.63     | 0.08%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                     | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3395 | NS      | $520080.05    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                  | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      7000 | PA      | $7445.20      | 0.01%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                 | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22910.36     | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                 | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57210.22     | 0.09%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     25000 | PA      | $26195.90     | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31416M4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1078 | PA      | $1105.98      | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $117900.39    | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $140129.69    | 0.22%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62120.64     | 0.10%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28011.54     | 0.04%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HUNGARY                            | Hungary Government International Bond                                           | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     29000 | PA      | $30869.92     | 0.05%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAGON OFFSHORE FINANCE CO        | Paragon Offshore Finance Co                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       213 | PA      | $0.00         | 0.00%             | 2021-07-18      | Floating      | 3.75%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274864 | PA      | $261637.94    | 0.40%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57945.23     | 0.09%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO             | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25538.89     | 0.04%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55492.34     | 0.09%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                   | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39161.66     | 0.06%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP             | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37129.26     | 0.06%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97997 | PA      | $96200.07     | 0.15%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      1039 | NS      | $433832.95    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235322 | PA      | $223285.71    | 0.35%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO              | Transurban Finance Co Pty Ltd                                                   | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $49550.51     | 0.08%             | 2036-03-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR            | El Salvador Government International Bond                                       | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      9000 | PA      | $9574.11      | 0.01%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $161681.25    | 0.25%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anhui Gujing Distillery Co Ltd     | Anhui Gujing Distillery Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20600 | NS      | $231206.39    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                            | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $55671.60     | 0.09%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                 | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46473.46     | 0.07%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                 | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50630.41     | 0.08%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| As One Corp                        | As One Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27200 | NS      | $417446.37    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| oOh!media Ltd                      | oOh!media Ltd                                                                   | CUSIP: 000000000<br>LEI: 984500D581E7E7A88078 | Long             | EC               | CORP              | AU        |    452913 | NS      | $392926.94    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16604.16     | 0.03%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| KEYCORP                            | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27154.88     | 0.04%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply Inc       | SiteOne Landscape Supply Inc                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       949 | NS      | $118207.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22406.75     | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR           | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35540.93     | 0.06%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc             | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       834 | NS      | $472344.24    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR           | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35700.44     | 0.06%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet CMBS MACS          | Virtus Newfleet CMBS MACS                                                       | CUSIP: 92839Q205<br>LEI: 254900GVMTWAZZTHYO11 | Long             | EC               | RF                | US        |    124786 | NS      | $1252853.63   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group PLC                   | Spirax Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      4180 | NS      | $384268.19    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc             | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       683 | NS      | $462069.99    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Pason Systems Inc                  | Pason Systems Inc                                                               | CUSIP: 702925108<br>LEI: 984500DC6T2FLR969F65 | Long             | EC               | CORP              | CA        |     32872 | NS      | $287155.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                  | Republic of Kenya Government International Bond                                 | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     10000 | PA      | $10000.20     | 0.02%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                 | Angolan Government International Bond                                           | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      5000 | PA      | $5039.04      | 0.01%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107647 | PA      | $109489.65    | 0.17%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION               | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47463.60     | 0.07%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Saia Inc                           | Saia Inc                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       520 | NS      | $169790.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                | Nigeria Government International Bond                                           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     17000 | PA      | $20144.04     | 0.03%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51966.51     | 0.08%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS           | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30297.07     | 0.05%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY           | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     32000 | PA      | $30224.00     | 0.05%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                 | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     30000 | PA      | $30418.20     | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)             | Pertamina Persero PT                                                            | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     40000 | PA      | $42675.20     | 0.07%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49688.12     | 0.08%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO            | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     11000 | PA      | $10375.42     | 0.02%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD               | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     18000 | PA      | $18810.90     | 0.03%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UL Solutions Inc                   | UL Solutions Inc                                                                | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      2810 | NS      | $221596.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31416M4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2192 | PA      | $2210.61      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                          | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     25543 | NS      | $517990.34    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| AJ Bell PLC                        | AJ Bell PLC                                                                     | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |     89895 | NS      | $534619.53    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57948.97     | 0.09%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC              | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41580.39     | 0.06%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                  | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15413.45     | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc          | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       425 | NS      | $217060.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                        | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      4143 | NS      | $248662.86    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLYN UNION GAS CO              | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51450.20     | 0.08%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes     | Caixa Seguridade Participacoes S/A                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    220835 | NS      | $669789.26    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL CO               | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     40000 | PA      | $41070.00     | 0.06%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA           | Hermes International SCA                                                        | CUSIP: 42751Q105<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1694 | NS      | $420112.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265851 | PA      | $265273.67    | 0.41%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140W2XA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147923 | PA      | $148010.45    | 0.23%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $26291.99     | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                         | Sodexo Inc                                                                      | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52319.18     | 0.08%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                   | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41673.93     | 0.06%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd                | Steadfast Group Ltd                                                             | CUSIP: 000000000<br>LEI: 9845003B6BEAA12DBD91 | Long             | EC               | CORP              | AU        |     28271 | NS      | $99615.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      8000 | PA      | $8496.00      | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31416M4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1810 | PA      | $1861.70      | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                        | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      5284 | NS      | $850565.48    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I     | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      1696 | NS      | $152690.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31409YD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       540 | PA      | $560.29       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $36260.00     | 0.06%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31412MZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       849 | PA      | $884.90       | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201401 | PA      | $204856.35    | 0.32%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO           | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73611.77     | 0.11%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                 | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     46000 | PA      | $44269.94     | 0.07%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                | Sumitomo Life Insurance Co                                                      | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50500.85     | 0.08%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC           | Howden Joinery Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     34807 | NS      | $390593.15    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24776.66     | 0.04%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228382 | PA      | $217568.97    | 0.34%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                       | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3889 | NS      | $1217257.00   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| FED REPUBLIC OF BRAZIL             | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     40000 | PA      | $40430.00     | 0.06%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT           | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49375.41     | 0.08%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                            | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9000 | PA      | $9788.45      | 0.02%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thor Industries Inc                | Thor Industries Inc                                                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      1934 | NS      | $198563.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                           | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51391.48     | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet High Yield MACS    | Virtus Newfleet High Yield MACS                                                 | CUSIP: 92839Q403<br>LEI: 254900FGQQEMGNJ19E23 | Long             | EC               | RF                | US        |    105077 | NS      | $1030809.60   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                         | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1534 | NS      | $402705.68    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $262649.22    | 0.41%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15112.61     | 0.02%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC           | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $52874.49     | 0.08%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $51600.08     | 0.08%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $200210.16    | 0.31%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bouvet ASA                         | Bouvet ASA                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFMBC26 | Long             | EC               | CORP              | NO        |     47813 | NS      | $292190.56    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                 | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      8000 | PA      | $8580.00      | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                 | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       900 | NS      | $309690.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2023-1 A PTT            | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31721 | PA      | $33135.66     | 0.05%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA           | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     10000 | PA      | $9998.25      | 0.02%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                   | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     27000 | PA      | $31537.04     | 0.05%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC           | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50600.92     | 0.08%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italia     | Infrastrutture Wireless Italiane SpA                                            | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |     25282 | NS      | $234274.44    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371KDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       386 | PA      | $400.59       | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                     | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       684 | NS      | $735081.12    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL FINANCE LLC               | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54374.47     | 0.08%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc           | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       359 | NS      | $174323.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS              | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58452.65     | 0.09%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR            | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     10000 | PA      | $10367.40     | 0.02%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP             | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26118.33     | 0.04%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164644 | PA      | $169831.96    | 0.26%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                       | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68246.97     | 0.11%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27068.78     | 0.04%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $29037.00     | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc       | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       465 | NS      | $421457.40    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                            | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20000 | PA      | $20680.00     | 0.03%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                    | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63935.71     | 0.10%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc            | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      7526 | NS      | $686446.46    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                          | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       671 | NS      | $153491.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88353.27     | 0.14%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16804.53     | 0.03%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                        | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     15000 | PA      | $16291.35     | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                    | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299005JUER5ANXWTC33 | Long             | EC               | CORP              | JP        |     24400 | NS      | $389505.87    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50594.65     | 0.08%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC           | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $49152.84     | 0.08%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Haw Par Corp Ltd                   | Haw Par Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900579AKHEY30PA63 | Long             | EC               | CORP              | SG        |     52600 | NS      | $641643.07    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                  | Omnicom Group Inc                                                               | CUSIP: 681919BL9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25355.52     | 0.04%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205920 | PA      | $211539.85    | 0.33%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                    | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50254.47     | 0.08%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM           | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36625.80     | 0.06%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $761088.29    | 1.18%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                        | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      2015 | NS      | $157875.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD           | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50314.73     | 0.08%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31416ASK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       743 | PA      | $768.27       | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $24508.38     | 0.04%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet RMBS MACS          | Virtus Newfleet RMBS MACS                                                       | CUSIP: 92839Q502<br>LEI: 254900G2LHZGHTBHPK18 | Long             | EC               | RF                | US        |    262861 | NS      | $2668035.83   | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                            | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10000 | PA      | $10425.00     | 0.02%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer