# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-021399
**Filing Date:** 2026-5
**Character Count:** 2266556
**Document Hash:** 76192594e298bc6b997ba2c8d5fdf5a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021399.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 261024897

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (Series ID: S000006791)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000018399 | AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO |  |

## Nport-Ex

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments — 90.9%** | **Long-Term Investments — 90.9%** | **Long-Term Investments — 90.9%** |
| **Affiliated Mutual Funds — 23.4%** | **Affiliated Mutual Funds — 23.4%** | **Affiliated Mutual Funds — 23.4%** |
| **Domestic Equity — 12.5%** | **Domestic Equity — 12.5%** | **Domestic Equity — 12.5%** |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Growth Portfolio\* | &nbsp;&nbsp;&nbsp;7807251 | &nbsp;&nbsp;&nbsp;&nbsp;$780100546 |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Value Portfolio\* | &nbsp;&nbsp;&nbsp;5287935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327693354 |
| &nbsp;&nbsp;&nbsp;AST Small-Cap Equity Portfolio\* | &nbsp;&nbsp;&nbsp;2571260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221179755 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Natural Resources Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670930 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1330644585 |
| **Fixed Income — 10.1%** | **Fixed Income — 10.1%** | **Fixed Income — 10.1%** |
| &nbsp;&nbsp;&nbsp;AST PGIM Fixed Income Central Portfolio\* | 88804787 | &nbsp;&nbsp;&nbsp;&nbsp;1062993299 |
| &nbsp;&nbsp;&nbsp;PSF PGIM High Yield Bond Portfolio\* | &nbsp;&nbsp;&nbsp;2260271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17675320 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1080668619 |
| **International Equity — 0.8%** | **International Equity — 0.8%** | **International Equity — 0.8%** |
| &nbsp;&nbsp;&nbsp;PGIM Global Real Estate Fund | &nbsp;&nbsp;&nbsp;2071176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43846804 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Emerging Markets Equity Opportunities Fund | &nbsp;&nbsp;&nbsp;1939219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40413322 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84260126 |
| **Total Affiliated Mutual Funds<br>(cost $1,961,356,619)(wa)<br>** | **Total Affiliated Mutual Funds<br>(cost $1,961,356,619)(wa)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;2495573330 |
| **Common Stocks — 44.9%** | **Common Stocks — 44.9%** | **Common Stocks — 44.9%** |
| **Aerospace & Defense — 1.6%** | **Aerospace & Defense — 1.6%** | **Aerospace & Defense — 1.6%** |
| &nbsp;&nbsp;&nbsp;Airbus SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9484656 |
| &nbsp;&nbsp;&nbsp;ATI, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9571268 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831083 |
| &nbsp;&nbsp;&nbsp;Boeing Co. (The)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7051235 |
| &nbsp;&nbsp;&nbsp;CSG NV (Czech Republic)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851843 |
| &nbsp;&nbsp;&nbsp;Elbit Systems Ltd. (Israel) (TASE) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337175 |
| &nbsp;&nbsp;&nbsp;Elbit Systems Ltd. (Israel) (XNGS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643838 |
| &nbsp;&nbsp;&nbsp;Embraer SA (Brazil), ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272601 |
| &nbsp;&nbsp;&nbsp;FTAI Aviation Ltd.(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993500 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12695708 |
| &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13956092 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12929728 |
| &nbsp;&nbsp;&nbsp;Leonardo SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130234 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477999 |
| &nbsp;&nbsp;&nbsp;MTU Aero Engines AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560362 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14109405 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660590 |
| &nbsp;&nbsp;&nbsp;Rolls-Royce Holdings PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;644391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9789862 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;137007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26428650 |
| &nbsp;&nbsp;&nbsp;Saab AB (Sweden) (Class B Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4656620 |
| &nbsp;&nbsp;&nbsp;Safran SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9532845 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;359200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048615 |
| &nbsp;&nbsp;&nbsp;Thales SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190835 |
| &nbsp;&nbsp;&nbsp;Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7921843 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167126587 |
| **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| &nbsp;&nbsp;&nbsp;C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920028 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;107237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5652133 |
| &nbsp;&nbsp;&nbsp;DSV A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731528 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Air Freight & Logistics (cont'd.)** | **Air Freight & Logistics (cont'd.)** | **Air Freight & Logistics (cont'd.)** |
| &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8477084 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15780773 |
| **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** |
| &nbsp;&nbsp;&nbsp;Aisin Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414191 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC\* | &nbsp;&nbsp;&nbsp;&nbsp;96500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700960 |
| &nbsp;&nbsp;&nbsp;Aumovio SE (Germany)\* | &nbsp;&nbsp;&nbsp;&nbsp;18621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729219 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;72800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517026 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA (France) | &nbsp;&nbsp;&nbsp;&nbsp;33561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149763 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153481 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12664640 |
| **Automobiles — 0.9%** | **Automobiles — 0.9%** | **Automobiles — 0.9%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;21394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979089 |
| &nbsp;&nbsp;&nbsp;Ferrari NV (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479776 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;228900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641506 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;204641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15245754 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706857 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd. (Japan) | &nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088111 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd. (India) | &nbsp;&nbsp;&nbsp;&nbsp;38779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216364 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;77948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790910 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | &nbsp;&nbsp;&nbsp;&nbsp;75859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548277 |
| &nbsp;&nbsp;&nbsp;Subaru Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;59600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960239 |
| &nbsp;&nbsp;&nbsp;Suzuki Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;33800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411979 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.\* | &nbsp;&nbsp;&nbsp;127361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47346452 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;446300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9277394 |
| &nbsp;&nbsp;&nbsp;Yamaha Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;41600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300535 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90993243 |
| **Banks — 3.2%** | **Banks — 3.2%** | **Banks — 3.2%** |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV (Netherlands), CVA | &nbsp;&nbsp;&nbsp;&nbsp;13166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417373 |
| &nbsp;&nbsp;&nbsp;AIB Group PLC (Ireland) | &nbsp;&nbsp;&nbsp;619274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6610821 |
| &nbsp;&nbsp;&nbsp;ANZ Group Holdings Ltd. (Australia) | &nbsp;&nbsp;&nbsp;172038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325938 |
| &nbsp;&nbsp;&nbsp;Banca Monte dei Paschi di Siena SpA (Italy) | &nbsp;&nbsp;&nbsp;117917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028888 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA (Spain) | &nbsp;&nbsp;&nbsp;245619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305265 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA (Spain) | &nbsp;&nbsp;&nbsp;665017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7455318 |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM (Israel) | &nbsp;&nbsp;&nbsp;142535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347435 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM (Israel) | &nbsp;&nbsp;&nbsp;&nbsp;42142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942415 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;319286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15565193 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group PLC (Ireland) | &nbsp;&nbsp;&nbsp;&nbsp;10334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187492 |
| &nbsp;&nbsp;&nbsp;Barclays PLC (United Kingdom) | 1970799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10314145 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA (France) | &nbsp;&nbsp;&nbsp;109331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10415267 |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;385500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126806 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA (Spain) | &nbsp;&nbsp;&nbsp;669780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029094 |
| &nbsp;&nbsp;&nbsp;Chiba Bank Ltd. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;43400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561794 |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;&nbsp;183581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20819921 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893552 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305186 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;68644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038680 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA (France) | &nbsp;&nbsp;&nbsp;178087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323878 |

---

A1

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;71154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3506653 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;29180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298514 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA (Norway) | &nbsp;&nbsp;&nbsp;&nbsp;11776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368455 |
| &nbsp;&nbsp;&nbsp;East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612610 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG (Austria) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385326 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC (United Kingdom) | 1236839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20312104 |
| &nbsp;&nbsp;&nbsp;ING Groep NV (Netherlands) | &nbsp;&nbsp;&nbsp;337750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8766869 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA (Italy) | &nbsp;&nbsp;&nbsp;542685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3282096 |
| &nbsp;&nbsp;&nbsp;Japan Post Bank Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;92200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503803 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;143096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42093119 |
| &nbsp;&nbsp;&nbsp;KBC Group NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;14322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752898 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC (United Kingdom) | 3558311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410295 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6101134 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;838000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14190637 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;75800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068669 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;95408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759741 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;756930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607297 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp (Finland) | &nbsp;&nbsp;&nbsp;268388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621417 |
| &nbsp;&nbsp;&nbsp;NU Holdings Ltd. (Brazil) (Class A Stock)\* | &nbsp;&nbsp;&nbsp;383875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5516284 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp. Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;247600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240834 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;56118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11677595 |
| &nbsp;&nbsp;&nbsp;Resona Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;242500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766379 |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC (Russia)\*^ | &nbsp;&nbsp;&nbsp;306596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Societe Generale SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;40202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935426 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;137503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865542 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8483124 |
| &nbsp;&nbsp;&nbsp;Swedbank AB (Sweden) (Class A Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;58418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991091 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;265827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12220067 |
| &nbsp;&nbsp;&nbsp;U.S. Bancorp | &nbsp;&nbsp;&nbsp;244852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12734753 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;84337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050658 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;328615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26161040 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;79907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208252 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340696608 |
| **Beverages — 0.5%** | **Beverages — 0.5%** | **Beverages — 0.5%** |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;56883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935513 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. (Japan) | &nbsp;&nbsp;&nbsp;423800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4231486 |
| &nbsp;&nbsp;&nbsp;Carlsberg A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;25434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175398 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. (The) | &nbsp;&nbsp;&nbsp;128946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9806343 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG (Italy)\* | &nbsp;&nbsp;&nbsp;&nbsp;22076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243524 |
| &nbsp;&nbsp;&nbsp;Diageo PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;44537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828264 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;32742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330126 |
| &nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800972 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;220200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502542 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3623000 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Beverages (cont'd.)** | **Beverages (cont'd.)** | **Beverages (cont'd.)** |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;86881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13491751 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47968919 |
| **Biotechnology — 0.9%** | **Biotechnology — 0.9%** | **Biotechnology — 0.9%** |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | 162463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35334078 |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;&nbsp;28661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10084373 |
| &nbsp;&nbsp;&nbsp;Argenx SE (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;3113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259226 |
| &nbsp;&nbsp;&nbsp;Argenx SE (Netherlands), ADR\* | &nbsp;&nbsp;&nbsp;&nbsp;3853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2813653 |
| &nbsp;&nbsp;&nbsp;Biogen, Inc.\* | &nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218293 |
| &nbsp;&nbsp;&nbsp;CSL Ltd. (Australia) | &nbsp;&nbsp;&nbsp;36871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621431 |
| &nbsp;&nbsp;&nbsp;Exelixis, Inc.\* | &nbsp;&nbsp;&nbsp;50800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178812 |
| &nbsp;&nbsp;&nbsp;Genmab A/S (Denmark)\* | &nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695658 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;67173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9361901 |
| &nbsp;&nbsp;&nbsp;Incyte Corp.\* | &nbsp;&nbsp;&nbsp;52500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941300 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences, Inc.\* | &nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794112 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals, Inc.(a) | &nbsp;&nbsp;&nbsp;13916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10752058 |
| &nbsp;&nbsp;&nbsp;Swedish Orphan Biovitrum AB (Sweden)\* | &nbsp;&nbsp;&nbsp;18242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764531 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363854 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;5308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370234 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92553514 |
| **Broadline Retail — 1.2%** | **Broadline Retail — 1.2%** | **Broadline Retail — 1.2%** |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. (China), ADR | &nbsp;&nbsp;&nbsp;18092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269822 |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.\* | 533398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111090802 |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639580 |
| &nbsp;&nbsp;&nbsp;Macy's, Inc. | 306300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540967 |
| &nbsp;&nbsp;&nbsp;MercadoLibre, Inc. (Brazil)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707169 |
| &nbsp;&nbsp;&nbsp;Next PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;8023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355477 |
| &nbsp;&nbsp;&nbsp;Pan Pacific International Holdings Corp. (Japan) | 114200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696649 |
| &nbsp;&nbsp;&nbsp;Prosus NV (China)\* | &nbsp;&nbsp;&nbsp;56556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2618292 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204860 |
| &nbsp;&nbsp;&nbsp;Sea Ltd. (Singapore), ADR\* | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993720 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128117338 |
| **Building Products — 0.3%** | **Building Products — 0.3%** | **Building Products — 0.3%** |
| &nbsp;&nbsp;&nbsp;A.O. Smith Corp.(a) | &nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061634 |
| &nbsp;&nbsp;&nbsp;AGC, Inc. (Japan) | &nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478271 |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;24571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888190 |
| &nbsp;&nbsp;&nbsp;Belimo Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460488 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp.(a) | &nbsp;&nbsp;&nbsp;62461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517179 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA (France) | &nbsp;&nbsp;&nbsp;32245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669707 |
| &nbsp;&nbsp;&nbsp;Daikin Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527767 |
| &nbsp;&nbsp;&nbsp;Geberit AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438770 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;89964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11780786 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822472 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | &nbsp;&nbsp;&nbsp;11495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790426 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27435690 |
| **Capital Markets — 1.5%** | **Capital Markets — 1.5%** | **Capital Markets — 1.5%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;36883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202054 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881560 |
| &nbsp;&nbsp;&nbsp;Amundi SA (France), 144A | &nbsp;&nbsp;&nbsp;32626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803807 |

---

A2

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. (Class A Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;6373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$695294 |
| &nbsp;&nbsp;&nbsp;Banco BTG Pactual SA (Brazil), UTS | 111444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217098 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. (The) | 141015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16728609 |
| &nbsp;&nbsp;&nbsp;Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6794481 |
| &nbsp;&nbsp;&nbsp;Blackstone, Inc. | &nbsp;&nbsp;&nbsp;38443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420561 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. (The) | 172262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16189183 |
| &nbsp;&nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933712 |
| &nbsp;&nbsp;&nbsp;Daiwa Securities Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;99400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941854 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG (Germany) | 123052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662038 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;4554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334073 |
| &nbsp;&nbsp;&nbsp;Futu Holdings Ltd. (Hong Kong), ADR\* | &nbsp;&nbsp;&nbsp;15548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126344 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;16132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13647511 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;27748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399831 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;14553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090102 |
| &nbsp;&nbsp;&nbsp;Huatai Securities Co. Ltd. (China) (Class A Stock) | 423911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109081 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745808 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309467 |
| &nbsp;&nbsp;&nbsp;Julius Baer Group Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406680 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;29336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464223 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;11918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693033 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573875 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 156583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25768864 |
| &nbsp;&nbsp;&nbsp;Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946680 |
| &nbsp;&nbsp;&nbsp;MSCI, Inc. | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390100 |
| &nbsp;&nbsp;&nbsp;Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307306 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. (Japan) | 241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897643 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;40200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610714 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720234 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256826 |
| &nbsp;&nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8081460 |
| &nbsp;&nbsp;&nbsp;SBI Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;34600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640666 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd. (Singapore) | 169900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591848 |
| &nbsp;&nbsp;&nbsp;T. Rowe Price Group, Inc.(a) | &nbsp;&nbsp;&nbsp;52700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750378 |
| &nbsp;&nbsp;&nbsp;UBS Group AG (Switzerland) | 182992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7135479 |
| &nbsp;&nbsp;&nbsp;XP, Inc. (Brazil) (Class A Stock) | &nbsp;&nbsp;&nbsp;61917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178900 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162647377 |
| **Chemicals — 0.5%** | **Chemicals — 0.5%** | **Chemicals — 0.5%** |
| &nbsp;&nbsp;&nbsp;Air Liquide SA (France) | &nbsp;&nbsp;&nbsp;11179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310683 |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;13411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895761 |
| &nbsp;&nbsp;&nbsp;Asahi Kasei Corp. (Japan) | 109500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071400 |
| &nbsp;&nbsp;&nbsp;Ashland, Inc. | &nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861955 |
| &nbsp;&nbsp;&nbsp;Corteva, Inc. | &nbsp;&nbsp;&nbsp;51300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4294323 |
| &nbsp;&nbsp;&nbsp;Dow, Inc. | &nbsp;&nbsp;&nbsp;27458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143626 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours, Inc.(a) | &nbsp;&nbsp;&nbsp;90003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122137 |
| &nbsp;&nbsp;&nbsp;Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864044 |
| &nbsp;&nbsp;&nbsp;LANXESS AG (Germany)(a) | &nbsp;&nbsp;&nbsp;38365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848213 |
| &nbsp;&nbsp;&nbsp;Linde PLC | &nbsp;&nbsp;&nbsp;30766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15252552 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Chemical Group Corp. (Japan) | 339200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983007 |
| &nbsp;&nbsp;&nbsp;Nippon Paint Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438938 |
| &nbsp;&nbsp;&nbsp;Nitto Denko Corp. (Japan) | &nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468099 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Orica Ltd. (Australia) | &nbsp;&nbsp;&nbsp;93658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1316323 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. (The) | &nbsp;&nbsp;&nbsp;26689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8555159 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863239 |
| &nbsp;&nbsp;&nbsp;Yara International ASA (Brazil) | &nbsp;&nbsp;&nbsp;79256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632864 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53922323 |
| **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** |
| &nbsp;&nbsp;&nbsp;Brambles Ltd. (Australia) | 115364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810555 |
| &nbsp;&nbsp;&nbsp;Dai Nippon Printing Co. Ltd. (Japan) | 101900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856617 |
| &nbsp;&nbsp;&nbsp;RB Global, Inc. (Canada)(a) | &nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223720 |
| &nbsp;&nbsp;&nbsp;Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427353 |
| &nbsp;&nbsp;&nbsp;Securitas AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;60557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014204 |
| &nbsp;&nbsp;&nbsp;Tetra Tech, Inc.(a) | &nbsp;&nbsp;&nbsp;43200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301184 |
| &nbsp;&nbsp;&nbsp;TOPPAN Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192136 |
| &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;51400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544788 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15370557 |
| **Communications Equipment — 0.4%** | **Communications Equipment — 0.4%** | **Communications Equipment — 0.4%** |
| &nbsp;&nbsp;&nbsp;Arista Networks, Inc.\* | &nbsp;&nbsp;&nbsp;69100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8484098 |
| &nbsp;&nbsp;&nbsp;Ciena Corp.\* | &nbsp;&nbsp;&nbsp;24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550458 |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | 196835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15272428 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3513800 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ (Finland) | 122621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983668 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson (Sweden) (Class B Stock)(a) | 320499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3653764 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41458216 |
| **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** |
| &nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios SA (Spain) | &nbsp;&nbsp;&nbsp;17772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167391 |
| &nbsp;&nbsp;&nbsp;AECOM | &nbsp;&nbsp;&nbsp;42200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579404 |
| &nbsp;&nbsp;&nbsp;API Group Corp.\*(a) | &nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777984 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136970 |
| &nbsp;&nbsp;&nbsp;Eiffage SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;8884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362518 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;4832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2197939 |
| &nbsp;&nbsp;&nbsp;Obayashi Corp. (Japan) | &nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610661 |
| &nbsp;&nbsp;&nbsp;Shimizu Corp. (Japan) | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197352 |
| &nbsp;&nbsp;&nbsp;Taisei Corp. (Japan) | &nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522946 |
| &nbsp;&nbsp;&nbsp;Vinci SA (France) | &nbsp;&nbsp;&nbsp;34197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132944 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22686109 |
| **Construction Materials — 0.1%** | **Construction Materials — 0.1%** | **Construction Materials — 0.1%** |
| &nbsp;&nbsp;&nbsp;CRH PLC (XLON) | &nbsp;&nbsp;&nbsp;30085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3147508 |
| &nbsp;&nbsp;&nbsp;CRH PLC (NYSE) | &nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240416 |
| &nbsp;&nbsp;&nbsp;Holcim AG\* | &nbsp;&nbsp;&nbsp;32453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682628 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;12005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268962 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10339514 |
| **Consumer Finance — 0.3%** | **Consumer Finance — 0.3%** | **Consumer Finance — 0.3%** |
| &nbsp;&nbsp;&nbsp;Ally Financial, Inc. | 131900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5174437 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;35027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10594967 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;56846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10370416 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 114300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7774686 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33914506 |
| **Consumer Staples Distribution & Retail — 0.9%** | **Consumer Staples Distribution & Retail — 0.9%** | **Consumer Staples Distribution & Retail — 0.9%** |
| &nbsp;&nbsp;&nbsp;Carrefour SA (France) | &nbsp;&nbsp;&nbsp;87377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617860 |

---

A3

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Consumer Staples Distribution & Retail (cont'd.)** | **Consumer Staples Distribution & Retail (cont'd.)** | **Consumer Staples Distribution & Retail (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Coles Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;12933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$196126 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25408965 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609392 |
| &nbsp;&nbsp;&nbsp;Dollar Tree, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314120 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA (Portugal) | &nbsp;&nbsp;&nbsp;&nbsp;40785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975224 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;97569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4543710 |
| &nbsp;&nbsp;&nbsp;Kroger Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772820 |
| &nbsp;&nbsp;&nbsp;MatsukiyoCocokara & Co. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;85700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364029 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;100800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190064 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3066360 |
| &nbsp;&nbsp;&nbsp;Tesco PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;718932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4518510 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;&nbsp;269777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33527886 |
| &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;85251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152779 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91257845 |
| **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** |
| &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324064 |
| &nbsp;&nbsp;&nbsp;Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870571 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427392 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622027 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| &nbsp;&nbsp;&nbsp;LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674090 |
| **Diversified Consumer Services — 0.1%** | **Diversified Consumer Services — 0.1%** | **Diversified Consumer Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;ADT, Inc. | &nbsp;&nbsp;&nbsp;920700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6048999 |
| &nbsp;&nbsp;&nbsp;Pearson PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;83978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107155 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7156154 |
| **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Covivio SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;15836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946414 |
| &nbsp;&nbsp;&nbsp;GPT Group (The) (Australia) | &nbsp;&nbsp;&nbsp;452913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432578 |
| &nbsp;&nbsp;&nbsp;Mirvac Group (Australia) | &nbsp;&nbsp;&nbsp;748230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924485 |
| &nbsp;&nbsp;&nbsp;Stockland (Australia) | &nbsp;&nbsp;&nbsp;586123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759441 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062918 |
| **Diversified Telecommunication Services — 0.5%** | **Diversified Telecommunication Services — 0.5%** | **Diversified Telecommunication Services — 0.5%** |
| &nbsp;&nbsp;&nbsp;AT&T, Inc.(a) | &nbsp;&nbsp;&nbsp;402647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11672737 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;274514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7881297 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG (Germany) | &nbsp;&nbsp;&nbsp;281317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10499669 |
| &nbsp;&nbsp;&nbsp;Elisa OYJ (Finland) | &nbsp;&nbsp;&nbsp;&nbsp;18986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924816 |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT Ltd. (Hong Kong), UTS | &nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243781 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV (Netherlands) | &nbsp;&nbsp;&nbsp;156472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872117 |
| &nbsp;&nbsp;&nbsp;Proximus SADP (Belgium) | &nbsp;&nbsp;&nbsp;161129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303687 |
| &nbsp;&nbsp;&nbsp;Singapore Telecommunications Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519807 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB (Sweden) | &nbsp;&nbsp;&nbsp;252714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294723 |
| &nbsp;&nbsp;&nbsp;Telstra Group Ltd. (Australia) | 1174142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4334473 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;342644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17200729 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56747836 |
| **Electric Utilities — 0.9%** | **Electric Utilities — 0.9%** | **Electric Utilities — 0.9%** |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754341 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11902064 |
| &nbsp;&nbsp;&nbsp;Chubu Electric Power Co., Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;45400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748506 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815125 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Electric Utilities (cont'd.)** | **Electric Utilities (cont'd.)** | **Electric Utilities (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2330732 |
| &nbsp;&nbsp;&nbsp;Elia Group SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;11456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759632 |
| &nbsp;&nbsp;&nbsp;Endesa SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;32450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353265 |
| &nbsp;&nbsp;&nbsp;Enel SpA (Italy) | 1027453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11232969 |
| &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405294 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470616 |
| &nbsp;&nbsp;&nbsp;Iberdrola SA (Spain) | &nbsp;&nbsp;&nbsp;225708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5167397 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co., Inc. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;65600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090671 |
| &nbsp;&nbsp;&nbsp;NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;194971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18108906 |
| &nbsp;&nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747432 |
| &nbsp;&nbsp;&nbsp;Origin Energy Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;76244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656092 |
| &nbsp;&nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;&nbsp;472300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8298311 |
| &nbsp;&nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;&nbsp;152131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14683684 |
| &nbsp;&nbsp;&nbsp;SSE PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243363 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale (Italy) | &nbsp;&nbsp;&nbsp;141420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617479 |
| &nbsp;&nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857536 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94243415 |
| **Electrical Equipment — 0.9%** | **Electrical Equipment — 0.9%** | **Electrical Equipment — 0.9%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;142171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11559635 |
| &nbsp;&nbsp;&nbsp;AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7529395 |
| &nbsp;&nbsp;&nbsp;Doosan Enerbility Co. Ltd. (South Korea)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478700 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;27976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10006176 |
| &nbsp;&nbsp;&nbsp;Fuji Electric Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;15006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051201 |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd. (Japan) | &nbsp;&nbsp;&nbsp;101400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788706 |
| &nbsp;&nbsp;&nbsp;GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16234194 |
| &nbsp;&nbsp;&nbsp;Generac Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790696 |
| &nbsp;&nbsp;&nbsp;HD Hyundai Electric Co. Ltd. (South Korea) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112409 |
| &nbsp;&nbsp;&nbsp;Legrand SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;15513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410016 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp. (Japan) | &nbsp;&nbsp;&nbsp;158500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184074 |
| &nbsp;&nbsp;&nbsp;NIDEC Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200632 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;67100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7936588 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664853 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5429495 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;28543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7774588 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;72612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12521908 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483062 |
| &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;48382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459731 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98616059 |
| **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** |
| &nbsp;&nbsp;&nbsp;Amphenol Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;85752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10834765 |
| &nbsp;&nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310750 |
| &nbsp;&nbsp;&nbsp;CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822936 |
| &nbsp;&nbsp;&nbsp;Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783840 |
| &nbsp;&nbsp;&nbsp;Coherent Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191532 |
| &nbsp;&nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4028791 |
| &nbsp;&nbsp;&nbsp;Delta Electronics, Inc. (Taiwan) | &nbsp;&nbsp;&nbsp;&nbsp;32302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456509 |
| &nbsp;&nbsp;&nbsp;Elite Material Co. Ltd. (Taiwan) | &nbsp;&nbsp;&nbsp;&nbsp;20143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719134 |
| &nbsp;&nbsp;&nbsp;Halma PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;61606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3143802 |
| &nbsp;&nbsp;&nbsp;Ibiden Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300243 |
| &nbsp;&nbsp;&nbsp;Keyence Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174494 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8979366 |
| &nbsp;&nbsp;&nbsp;Kyocera Corp. (Japan) | &nbsp;&nbsp;&nbsp;167500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568369 |

---

A4

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Electronic Equipment, Instruments & Components (cont'd.)** | **Electronic Equipment, Instruments & Components (cont'd.)** | **Electronic Equipment, Instruments & Components (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1391335 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;49100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101668 |
| &nbsp;&nbsp;&nbsp;TDK Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;78800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023634 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803453 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44634621 |
| **Energy Equipment & Services — 0.2%** | **Energy Equipment & Services — 0.2%** | **Energy Equipment & Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;107774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6579603 |
| &nbsp;&nbsp;&nbsp;TechnipFMC PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;25684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775535 |
| &nbsp;&nbsp;&nbsp;Tenaris SA | &nbsp;&nbsp;&nbsp;&nbsp;66640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948041 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC | &nbsp;&nbsp;&nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6478730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16781909 |
| **Entertainment — 0.5%** | **Entertainment — 0.5%** | **Entertainment — 0.5%** |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.\* | &nbsp;&nbsp;&nbsp;192700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18528105 |
| &nbsp;&nbsp;&nbsp;Nintendo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;58382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332774 |
| &nbsp;&nbsp;&nbsp;Roku, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201674 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363220 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. (The) | &nbsp;&nbsp;&nbsp;288081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27765247 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55981020 |
| **Financial Services — 1.1%** | **Financial Services — 1.1%** | **Financial Services — 1.1%** |
| &nbsp;&nbsp;&nbsp;Banca Mediolanum SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;47677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965994 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Inc. (Class B Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;69700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33400240 |
| &nbsp;&nbsp;&nbsp;Edenred SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;30278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603105 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;179900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439109 |
| &nbsp;&nbsp;&nbsp;Fiserv, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3191760 |
| &nbsp;&nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841250 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267409 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB (Sweden) (Class C Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;55407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746453 |
| &nbsp;&nbsp;&nbsp;Investor AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;66696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526093 |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;72366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36158396 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;99800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961202 |
| &nbsp;&nbsp;&nbsp;Visa, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;69658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21053434 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113154445 |
| **Food Products — 0.4%** | **Food Products — 0.4%** | **Food Products — 0.4%** |
| &nbsp;&nbsp;&nbsp;Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;175400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2757288 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278050 |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | &nbsp;&nbsp;&nbsp;194700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7246734 |
| &nbsp;&nbsp;&nbsp;Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391066 |
| &nbsp;&nbsp;&nbsp;J.M. Smucker Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263364 |
| &nbsp;&nbsp;&nbsp;Magnum Ice Cream Co. NV (The) (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;16879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248387 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;74613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300694 |
| &nbsp;&nbsp;&nbsp;Nestle SA | &nbsp;&nbsp;&nbsp;114068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11189050 |
| &nbsp;&nbsp;&nbsp;Orkla ASA (Norway) | &nbsp;&nbsp;&nbsp;124350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564899 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd. (Hong Kong), 144A | 2635500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464199 |
| &nbsp;&nbsp;&nbsp;Yamazaki Baking Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;71300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593773 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40297504 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group SA (Spain) | 117548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3528838 |
| &nbsp;&nbsp;&nbsp;Osaka Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;50500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045478 |
| &nbsp;&nbsp;&nbsp;Snam SpA (Italy) | 354999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689272 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240190 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8503778 |
| **Ground Transportation — 0.3%** | **Ground Transportation — 0.3%** | **Ground Transportation — 0.3%** |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. (Canada) | &nbsp;&nbsp;&nbsp;14247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466383 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Kansas City Ltd. (Canada) | &nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695354 |
| &nbsp;&nbsp;&nbsp;Central Japan Railway Co. (Japan) | &nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473222 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 179400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364370 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82656 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.\* | 194847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14015345 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp.(a) | &nbsp;&nbsp;&nbsp;37559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9112564 |
| &nbsp;&nbsp;&nbsp;West Japan Railway Co. (Japan) | &nbsp;&nbsp;&nbsp;56146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111720 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34321614 |
| **Health Care Equipment & Supplies — 0.7%** | **Health Care Equipment & Supplies — 0.7%** | **Health Care Equipment & Supplies — 0.7%** |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;95208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775005 |
| &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568439 |
| &nbsp;&nbsp;&nbsp;Becton, Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938663 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.\* | 139131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8730470 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227858 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp.\* | &nbsp;&nbsp;&nbsp;59317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750105 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;7852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829713 |
| &nbsp;&nbsp;&nbsp;Fisher & Paykel Healthcare Corp. Ltd. (New Zealand) | 105835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294872 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies, Inc.(a) | &nbsp;&nbsp;&nbsp;22165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577705 |
| &nbsp;&nbsp;&nbsp;Globus Medical, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2257392 |
| &nbsp;&nbsp;&nbsp;Hoya Corp. (Japan) | &nbsp;&nbsp;&nbsp;46300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026588 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528505 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.\* | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5301385 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC | 193898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16801262 |
| &nbsp;&nbsp;&nbsp;Olympus Corp. (Japan) | &nbsp;&nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220081 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;60469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958072 |
| &nbsp;&nbsp;&nbsp;Solventum Corp.\*(a) | &nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070920 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628861 |
| &nbsp;&nbsp;&nbsp;STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149876 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;14309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701794 |
| &nbsp;&nbsp;&nbsp;Sysmex Corp. (Japan) | &nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521509 |
| &nbsp;&nbsp;&nbsp;Terumo Corp. (Japan) | &nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195694 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76054769 |
| **Health Care Providers & Services — 0.6%** | **Health Care Providers & Services — 0.6%** | **Health Care Providers & Services — 0.6%** |
| &nbsp;&nbsp;&nbsp;Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;42200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8917282 |
| &nbsp;&nbsp;&nbsp;Cencora, Inc. | &nbsp;&nbsp;&nbsp;10526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306638 |
| &nbsp;&nbsp;&nbsp;Centene Corp.\* | &nbsp;&nbsp;&nbsp;92600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031724 |
| &nbsp;&nbsp;&nbsp;Cigna Group (The) | &nbsp;&nbsp;&nbsp;25239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6732503 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | 154254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11078522 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866217 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG (Germany) | &nbsp;&nbsp;&nbsp;46304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098384 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;36910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915473 |
| &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230592 |

---

A5

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Health Care Providers & Services (cont'd.)** | **Health Care Providers & Services (cont'd.)** | **Health Care Providers & Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1222915 |
| &nbsp;&nbsp;&nbsp;Sonic Healthcare Ltd. (Australia) | &nbsp;&nbsp;&nbsp;80035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137200 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415325 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;63044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17059076 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65011851 |
| **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust, Inc.(a) | &nbsp;&nbsp;&nbsp;52200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886878 |
| &nbsp;&nbsp;&nbsp;Ventas, Inc. | &nbsp;&nbsp;&nbsp;66883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469692 |
| &nbsp;&nbsp;&nbsp;Welltower, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949008 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7305578 |
| **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** |
| &nbsp;&nbsp;&nbsp;M3, Inc. (Japan) | &nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203234 |
| &nbsp;&nbsp;&nbsp;Veeva Systems, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966130 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169364 |
| **Hotel & Resort REITs — 0.1%** | **Hotel & Resort REITs — 0.1%** | **Hotel & Resort REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts, Inc. | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5939600 |
| **Hotels, Restaurants & Leisure — 0.7%** | **Hotels, Restaurants & Leisure — 0.7%** | **Hotels, Restaurants & Leisure — 0.7%** |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA (Spain) | &nbsp;&nbsp;&nbsp;19824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133552 |
| &nbsp;&nbsp;&nbsp;Aramark | 142900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793166 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd. (Australia) | &nbsp;&nbsp;&nbsp;56108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783408 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14988739 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Inc.\* | 242978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7777726 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC (United Kingdom) | 150530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199927 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673755 |
| &nbsp;&nbsp;&nbsp;DoorDash, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;8549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283632 |
| &nbsp;&nbsp;&nbsp;Evolution AB (Sweden), 144A | &nbsp;&nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501216 |
| &nbsp;&nbsp;&nbsp;Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756334 |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd. (Macau) | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940137 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840528 |
| &nbsp;&nbsp;&nbsp;Lottery Corp. Ltd. (The) (Australia) | 129800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484745 |
| &nbsp;&nbsp;&nbsp;Marriott International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212121 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;53446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16610482 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd.(a) | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798022 |
| &nbsp;&nbsp;&nbsp;Sodexo SA (France) | &nbsp;&nbsp;&nbsp;14754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757353 |
| &nbsp;&nbsp;&nbsp;Viking Holdings Ltd.\* | &nbsp;&nbsp;&nbsp;79100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5812268 |
| &nbsp;&nbsp;&nbsp;Yum! Brands, Inc.(a) | &nbsp;&nbsp;&nbsp;25274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929602 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75276713 |
| **Household Durables — 0.2%** | **Household Durables — 0.2%** | **Household Durables — 0.2%** |
| &nbsp;&nbsp;&nbsp;Cairn Homes PLC (Ireland) | 580780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428175 |
| &nbsp;&nbsp;&nbsp;Lennar Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893112 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. (Japan) | 130200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183631 |
| &nbsp;&nbsp;&nbsp;Sekisui House Ltd. (Japan) | &nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345069 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. (Japan) | 323400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6740541 |
| &nbsp;&nbsp;&nbsp;Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;42311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774182 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18364710 |
| **Household Products — 0.2%** | **Household Products — 0.2%** | **Household Products — 0.2%** |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co.(a) | &nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8096850 |
| &nbsp;&nbsp;&nbsp;Essity AB (Sweden) (Class B Stock)(a) | &nbsp;&nbsp;&nbsp;18161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468060 |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;5033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361522 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Household Products (cont'd.)** | **Household Products (cont'd.)** | **Household Products (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. (The) | &nbsp;&nbsp;&nbsp;82588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11929011 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;25255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698155 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22553598 |
| **Independent Power & Renewable Electricity Producers — 0.0%** | **Independent Power & Renewable Electricity Producers — 0.0%** | **Independent Power & Renewable Electricity Producers — 0.0%** |
| &nbsp;&nbsp;&nbsp;RWE AG (Germany) | &nbsp;&nbsp;&nbsp;48115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237122 |
| **Industrial Conglomerates — 0.3%** | **Industrial Conglomerates — 0.3%** | **Industrial Conglomerates — 0.3%** |
| &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;46125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6698734 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd. (United Kingdom) | 292500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245237 |
| &nbsp;&nbsp;&nbsp;Hikari Tsushin, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228970 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd. (Japan) | 189700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564943 |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7142548 |
| &nbsp;&nbsp;&nbsp;Jardine Matheson Holdings Ltd. (Indonesia) | &nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848222 |
| &nbsp;&nbsp;&nbsp;Keppel Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;96800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891744 |
| &nbsp;&nbsp;&nbsp;Siemens AG (Germany) | &nbsp;&nbsp;&nbsp;40442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9853050 |
| &nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (Hong Kong) (Class A Stock) | &nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207665 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33681113 |
| **Industrial REITs — 0.2%** | **Industrial REITs — 0.2%** | **Industrial REITs — 0.2%** |
| &nbsp;&nbsp;&nbsp;Prologis, Inc. | 164539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21748765 |
| &nbsp;&nbsp;&nbsp;Segro PLC (United Kingdom) | 159358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366106 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23114871 |
| **Insurance — 1.4%** | **Insurance — 1.4%** | **Insurance — 1.4%** |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;22446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938821 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. | 359008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625507 |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;13096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964036 |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd. (Hong Kong) | 503600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595665 |
| &nbsp;&nbsp;&nbsp;Allianz SE (Germany) | &nbsp;&nbsp;&nbsp;13617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750713 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7402038 |
| &nbsp;&nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;&nbsp;97200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314300 |
| &nbsp;&nbsp;&nbsp;Aon PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;9562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086422 |
| &nbsp;&nbsp;&nbsp;Arthur J. Gallagher & Co.(a) | &nbsp;&nbsp;&nbsp;33030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7153637 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV (Netherlands) | &nbsp;&nbsp;&nbsp;42251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908848 |
| &nbsp;&nbsp;&nbsp;Assurant, Inc. | &nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354274 |
| &nbsp;&nbsp;&nbsp;AXA SA (France) | 275551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12661999 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997777 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;52123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16988449 |
| &nbsp;&nbsp;&nbsp;Daiichi Life Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;86500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797703 |
| &nbsp;&nbsp;&nbsp;Kemper Corp. | &nbsp;&nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782336 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;27385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972167 |
| &nbsp;&nbsp;&nbsp;Markel Group, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764773 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;57138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910586 |
| &nbsp;&nbsp;&nbsp;MetLife, Inc. | 194864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13780782 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617926 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;9447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966171 |
| &nbsp;&nbsp;&nbsp;NN Group NV (Netherlands) | &nbsp;&nbsp;&nbsp;56181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4387507 |
| &nbsp;&nbsp;&nbsp;Phoenix Financial Ltd. (Israel) | &nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760866 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. (The) | &nbsp;&nbsp;&nbsp;28726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694642 |
| &nbsp;&nbsp;&nbsp;Prudential PLC (Hong Kong) | 197937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751941 |

---

A6

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** |
| &nbsp;&nbsp;&nbsp;QBE Insurance Group Ltd. (Australia) | 406816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6003286 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. (Bermuda) | &nbsp;&nbsp;&nbsp;&nbsp;5916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758413 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299747 |
| &nbsp;&nbsp;&nbsp;Standard Life PLC (United Kingdom) | 107023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969256 |
| &nbsp;&nbsp;&nbsp;Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526409 |
| &nbsp;&nbsp;&nbsp;Talanx AG (Germany) | &nbsp;&nbsp;&nbsp;20552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550238 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;64600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032387 |
| &nbsp;&nbsp;&nbsp;Travelers Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;4622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348145 |
| &nbsp;&nbsp;&nbsp;Unipol Assicurazioni SpA (Italy) | &nbsp;&nbsp;&nbsp;87852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040817 |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;5129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625272 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151083856 |
| **Interactive Media & Services — 2.5%** | **Interactive Media & Services — 2.5%** | **Interactive Media & Services — 2.5%** |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class A Stock) | 403036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115897032 |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class C Stock) | 231583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66431900 |
| &nbsp;&nbsp;&nbsp;CAR Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;19323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308460 |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC\*(x) | &nbsp;&nbsp;&nbsp;18991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 |
| &nbsp;&nbsp;&nbsp;LY Corp. (Japan) | 610400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471756 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc. (Class A Stock) | 135744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77663215 |
| &nbsp;&nbsp;&nbsp;Scout24 SE (Germany), 144A | &nbsp;&nbsp;&nbsp;14891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148965 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;27282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720741 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264645639 |
| **IT Services — 0.4%** | **IT Services — 0.4%** | **IT Services — 0.4%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;52850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10479627 |
| &nbsp;&nbsp;&nbsp;Capgemini SE (France) | &nbsp;&nbsp;&nbsp;20642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435725 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. (Class A Stock) | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8343600 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd. (Japan) | &nbsp;&nbsp;&nbsp;84700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732171 |
| &nbsp;&nbsp;&nbsp;GoDaddy, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289652 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;46523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11276710 |
| &nbsp;&nbsp;&nbsp;MongoDB, Inc.\* | &nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084102 |
| &nbsp;&nbsp;&nbsp;NEC Corp. (Japan) | &nbsp;&nbsp;&nbsp;88300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2197177 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd. (Japan) | &nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385884 |
| &nbsp;&nbsp;&nbsp;Obic Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;42100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021828 |
| &nbsp;&nbsp;&nbsp;Otsuka Corp. (Japan) | 100100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916385 |
| &nbsp;&nbsp;&nbsp;Shopify, Inc. (Canada) (Class A Stock)\* | &nbsp;&nbsp;&nbsp;17118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030537 |
| &nbsp;&nbsp;&nbsp;TIS, Inc. (Japan) | &nbsp;&nbsp;&nbsp;57700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233708 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47427106 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962146 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp.(a) | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836740 |
| &nbsp;&nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341520 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140406 |
| **Life Sciences Tools & Services — 0.2%** | **Life Sciences Tools & Services — 0.2%** | **Life Sciences Tools & Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413352 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;77940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14777424 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE (Luxembourg) | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341860 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958429 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5554289 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706912 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25752266 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Machinery — 1.1%** | **Machinery — 1.1%** | **Machinery — 1.1%** |
| &nbsp;&nbsp;&nbsp;Alstom SA (France)\* | 114833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3284020 |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;44643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787807 |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;78935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233933 |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;27477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19466355 |
| &nbsp;&nbsp;&nbsp;Crane Co. | &nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7147800 |
| &nbsp;&nbsp;&nbsp;Cummins, Inc. | &nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9630558 |
| &nbsp;&nbsp;&nbsp;Daifuku Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459018 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;7334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361169 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;18483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10411474 |
| &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;15977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330406 |
| &nbsp;&nbsp;&nbsp;Ebara Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254773 |
| &nbsp;&nbsp;&nbsp;Epiroc AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;8591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211483 |
| &nbsp;&nbsp;&nbsp;Epiroc AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;21510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460778 |
| &nbsp;&nbsp;&nbsp;FANUC Corp. (Japan) | &nbsp;&nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272278 |
| &nbsp;&nbsp;&nbsp;Fortive Corp.(a) | &nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845784 |
| &nbsp;&nbsp;&nbsp;HD Hyundai Heavy Industries Co. Ltd. (South Korea) | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541021 |
| &nbsp;&nbsp;&nbsp;IHI Corp. (Japan) | &nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474559 |
| &nbsp;&nbsp;&nbsp;Kubota Corp. (Japan) | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163400 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3312764 |
| &nbsp;&nbsp;&nbsp;Makita Corp. (Japan) | &nbsp;&nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663901 |
| &nbsp;&nbsp;&nbsp;Metso OYJ (Finland) | 150545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2608990 |
| &nbsp;&nbsp;&nbsp;MINEBEA MITSUMI, Inc. (Japan) | &nbsp;&nbsp;&nbsp;94300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565860 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. (Japan) | 159200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4374284 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674050 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;18935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16951369 |
| &nbsp;&nbsp;&nbsp;Sandvik AB (Sweden) | 146510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632116 |
| &nbsp;&nbsp;&nbsp;Schindler Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368494 |
| &nbsp;&nbsp;&nbsp;SMC Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848502 |
| &nbsp;&nbsp;&nbsp;Toro Co. (The) | &nbsp;&nbsp;&nbsp;29800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784512 |
| &nbsp;&nbsp;&nbsp;VAT Group AG (Switzerland), 144A | &nbsp;&nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281371 |
| &nbsp;&nbsp;&nbsp;Volvo AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;10963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360456 |
| &nbsp;&nbsp;&nbsp;Wartsila OYJ Abp (Finland) | &nbsp;&nbsp;&nbsp;70631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630863 |
| &nbsp;&nbsp;&nbsp;Xylem, Inc. | &nbsp;&nbsp;&nbsp;19225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297388 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd. (China) | 529800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573713 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112265249 |
| **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318309 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Class B Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587002 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK (Japan)(a) | &nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131431 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co. Ltd. (China) | 536000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346889 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4383631 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| &nbsp;&nbsp;&nbsp;Fox Corp. (Class A Stock)(a) | &nbsp;&nbsp;&nbsp;25900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512560 |
| &nbsp;&nbsp;&nbsp;Omnicom Group, Inc.(a) | &nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963968 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA (France) | &nbsp;&nbsp;&nbsp;18766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553252 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings, Inc. | 139200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212736 |
| &nbsp;&nbsp;&nbsp;Versant Media Group, Inc.\* | &nbsp;&nbsp;&nbsp;76400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828328 |

---

A7

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** |
| &nbsp;&nbsp;&nbsp;WPP PLC (United Kingdom) | 267001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$835038 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10905882 |
| **Metals & Mining — 0.7%** | **Metals & Mining — 0.7%** | **Metals & Mining — 0.7%** |
| &nbsp;&nbsp;&nbsp;Agnico Eagle Mines Ltd. (Canada)(a) | &nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488452 |
| &nbsp;&nbsp;&nbsp;Anglo American PLC (South Africa) | &nbsp;&nbsp;&nbsp;20808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893404 |
| &nbsp;&nbsp;&nbsp;Antofagasta PLC (Chile) | &nbsp;&nbsp;&nbsp;40058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796380 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA (Luxembourg) | &nbsp;&nbsp;&nbsp;21511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115593 |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd. (Australia) | 294187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10644428 |
| &nbsp;&nbsp;&nbsp;Boliden AB (Sweden)\* | &nbsp;&nbsp;&nbsp;14588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764730 |
| &nbsp;&nbsp;&nbsp;CMOC Group Ltd. (China) (Class H Stock) | 524510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103129 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining PLC (Ivory Coast) (TSX) | &nbsp;&nbsp;&nbsp;14767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885426 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining PLC (Ivory Coast) (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;9471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570626 |
| &nbsp;&nbsp;&nbsp;Evolution Mining Ltd. (Australia) | 263174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369806 |
| &nbsp;&nbsp;&nbsp;Fortescue Ltd. (Australia) | 178233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546878 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan, Inc. | 158100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9293118 |
| &nbsp;&nbsp;&nbsp;Fresnillo PLC (Mexico) | &nbsp;&nbsp;&nbsp;36824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632261 |
| &nbsp;&nbsp;&nbsp;Glencore PLC (Australia)\* | 910503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6896035 |
| &nbsp;&nbsp;&nbsp;JFE Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;82500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965849 |
| &nbsp;&nbsp;&nbsp;JX Advanced Metals Corp. (Japan) | &nbsp;&nbsp;&nbsp;83200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844029 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths Ltd. (Australia)\* | &nbsp;&nbsp;&nbsp;80498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092959 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;61200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624900 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp. (Japan)(a) | 120800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445455 |
| &nbsp;&nbsp;&nbsp;Northern Star Resources Ltd. (Australia) | &nbsp;&nbsp;&nbsp;59588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866218 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6730180 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Ltd. (Australia) | &nbsp;&nbsp;&nbsp;16646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891212 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC (Australia) | &nbsp;&nbsp;&nbsp;64571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990492 |
| &nbsp;&nbsp;&nbsp;South32 Ltd. (Australia) | 139480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422346 |
| &nbsp;&nbsp;&nbsp;Sumitomo Metal Mining Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535469 |
| &nbsp;&nbsp;&nbsp;Vale SA (Brazil), ADR | &nbsp;&nbsp;&nbsp;90996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447746 |
| &nbsp;&nbsp;&nbsp;Valterra Platinum Ltd. (South Africa) | &nbsp;&nbsp;&nbsp;&nbsp;2418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198674 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71055795 |
| **Multi-Utilities — 0.4%** | **Multi-Utilities — 0.4%** | **Multi-Utilities — 0.4%** |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;88635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825487 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;49611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848821 |
| &nbsp;&nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;48463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995983 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193300 |
| &nbsp;&nbsp;&nbsp;E.ON SE (Germany) | 262001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738207 |
| &nbsp;&nbsp;&nbsp;Engie SA (France) | 174242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5615376 |
| &nbsp;&nbsp;&nbsp;National Grid PLC (United Kingdom) | 169650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863708 |
| &nbsp;&nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;&nbsp;96924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522474 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;10795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873855 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;95200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250584 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41727795 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Gecina SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;9113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719028 |
| **Oil, Gas & Consumable Fuels — 1.9%** | **Oil, Gas & Consumable Fuels — 1.9%** | **Oil, Gas & Consumable Fuels — 1.9%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA (Norway) | &nbsp;&nbsp;&nbsp;19548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722669 |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp. | 230100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246280 |
| &nbsp;&nbsp;&nbsp;BP PLC | 396284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3101637 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Oil, Gas & Consumable Fuels (cont'd.)** | **Oil, Gas & Consumable Fuels (cont'd.)** | **Oil, Gas & Consumable Fuels (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Cameco Corp. (Canada)(a) | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1082299 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. (Canada) | 161809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4294435 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;20488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813675 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 125338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25932432 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 183081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24166692 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 101900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5127608 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings, Inc. (Japan) | 428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3856338 |
| &nbsp;&nbsp;&nbsp;Eni SpA (Italy) | 168077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4779066 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;41460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993872 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;15545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989284 |
| &nbsp;&nbsp;&nbsp;Equinor ASA (Norway) | &nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354170 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 240413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40788470 |
| &nbsp;&nbsp;&nbsp;Galp Energia SGPS SA (Portugal) | &nbsp;&nbsp;&nbsp;92585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219966 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823548 |
| &nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. Ltd. (Japan) | 120900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186938 |
| &nbsp;&nbsp;&nbsp;Inpex Corp. (Japan) | &nbsp;&nbsp;&nbsp;46200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366573 |
| &nbsp;&nbsp;&nbsp;LUKOIL PJSC (Russia), ADR\*^(a) | &nbsp;&nbsp;&nbsp;15069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539472 |
| &nbsp;&nbsp;&nbsp;Neste OYJ (Finland) | &nbsp;&nbsp;&nbsp;13920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452366 |
| &nbsp;&nbsp;&nbsp;Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902272 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7560470 |
| &nbsp;&nbsp;&nbsp;Repsol SA (Spain) | &nbsp;&nbsp;&nbsp;30102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847325 |
| &nbsp;&nbsp;&nbsp;Shell PLC | 450053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20844224 |
| &nbsp;&nbsp;&nbsp;Shell PLC, ADR(a) | 107902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10034886 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE (France) | &nbsp;&nbsp;&nbsp;98482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038100 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163432 |
| &nbsp;&nbsp;&nbsp;Williams Cos., Inc. (The) | 142916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10401426 |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;83320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977811 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204607737 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp;Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207136 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG (Germany) | 112121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954798 |
| &nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA (United Kingdom) | 302878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437554 |
| &nbsp;&nbsp;&nbsp;Japan Airlines Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466935 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. (Australia) | 406066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385334 |
| &nbsp;&nbsp;&nbsp;Ryanair Holdings PLC (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269554 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings, Inc.\*(a) | &nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235220 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11956531 |
| **Personal Care Products — 0.2%** | **Personal Care Products — 0.2%** | **Personal Care Products — 0.2%** |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos., Inc. (The) (Class A Stock) | &nbsp;&nbsp;&nbsp;23110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658605 |
| &nbsp;&nbsp;&nbsp;Kao Corp. (Japan) | &nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078581 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA (France) | &nbsp;&nbsp;&nbsp;13907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5678096 |
| &nbsp;&nbsp;&nbsp;Shiseido Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716140 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XLON) | &nbsp;&nbsp;&nbsp;69852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834832 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XAMS) | &nbsp;&nbsp;&nbsp;48446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735242 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom), ADR | &nbsp;&nbsp;&nbsp;25361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444816 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18146312 |
| **Pharmaceuticals — 2.0%** | **Pharmaceuticals — 2.0%** | **Pharmaceuticals — 2.0%** |
| &nbsp;&nbsp;&nbsp;Astellas Pharma, Inc. (Japan) | 219800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583139 |

---

A8

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC (United Kingdom) (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;84779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16577685 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC (United Kingdom) (NYSE) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384287 |
| &nbsp;&nbsp;&nbsp;Bayer AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;70874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279923 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;82104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979608 |
| &nbsp;&nbsp;&nbsp;Chugai Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384227 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;55400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991143 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;32583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779711 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;51430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47303771 |
| &nbsp;&nbsp;&nbsp;Galderma Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;27641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432391 |
| &nbsp;&nbsp;&nbsp;GSK PLC | &nbsp;&nbsp;&nbsp;180852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4981655 |
| &nbsp;&nbsp;&nbsp;Haleon PLC | &nbsp;&nbsp;&nbsp;266209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317467 |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;17952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301519 |
| &nbsp;&nbsp;&nbsp;Ipsen SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581970 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;147643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36089855 |
| &nbsp;&nbsp;&nbsp;Kyowa Kirin Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450066 |
| &nbsp;&nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;151803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18260383 |
| &nbsp;&nbsp;&nbsp;Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;86625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13296456 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;156658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732821 |
| &nbsp;&nbsp;&nbsp;Orion OYJ (Finland) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;19606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584685 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283883 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | &nbsp;&nbsp;&nbsp;345300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9696024 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;35206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14050392 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG, ADR | &nbsp;&nbsp;&nbsp;&nbsp;18701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929627 |
| &nbsp;&nbsp;&nbsp;Sandoz Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;25763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018554 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;101720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9823083 |
| &nbsp;&nbsp;&nbsp;Shionogi & Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;66600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473255 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;100600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704886 |
| &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Industries Ltd. (Israel), ADR\* | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873480 |
| &nbsp;&nbsp;&nbsp;UCB SA (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;12165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665275 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215811221 |
| **Professional Services — 0.2%** | **Professional Services — 0.2%** | **Professional Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466964 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC\*(a) | 2063900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221667 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;77607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530602 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp.(a) | &nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927520 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072800 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871016 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904756 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;64800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823334 |
| &nbsp;&nbsp;&nbsp;RELX PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;30133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987228 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;14688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863109 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21668996 |
| **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** |
| &nbsp;&nbsp;&nbsp;CBRE Group, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934674 |
| &nbsp;&nbsp;&nbsp;CK Asset Holdings Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463465 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;51100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197487 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Real Estate Management & Development (cont'd.)** | **Real Estate Management & Development (cont'd.)** | **Real Estate Management & Development (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co. Ltd. (Japan)(a) | &nbsp;&nbsp;&nbsp;&nbsp;88100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2763958 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8064480 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;29385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919480 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299770 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671608 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757613 |
| &nbsp;&nbsp;&nbsp;Swiss Prime Site AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444460 |
| &nbsp;&nbsp;&nbsp;Vonovia SE (Germany) | &nbsp;&nbsp;&nbsp;111304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783984 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20300979 |
| **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569111 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;35765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492810 |
| &nbsp;&nbsp;&nbsp;Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804440 |
| &nbsp;&nbsp;&nbsp;Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493485 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6359846 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Klepierre SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;26656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000724 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630740 |
| &nbsp;&nbsp;&nbsp;Scentre Group (Australia) | &nbsp;&nbsp;&nbsp;608993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405147 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield (France) | &nbsp;&nbsp;&nbsp;&nbsp;11478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266317 |
| &nbsp;&nbsp;&nbsp;Vicinity Ltd. (Australia) | &nbsp;&nbsp;&nbsp;782361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276337 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7579265 |
| **Semiconductors & Semiconductor Equipment — 5.0%** | **Semiconductors & Semiconductor Equipment — 5.0%** | **Semiconductors & Semiconductor Equipment — 5.0%** |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;64744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13170872 |
| &nbsp;&nbsp;&nbsp;Advantest Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;71272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9836011 |
| &nbsp;&nbsp;&nbsp;Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16076887 |
| &nbsp;&nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13561885 |
| &nbsp;&nbsp;&nbsp;ASM International NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4722804 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XAMS) | &nbsp;&nbsp;&nbsp;&nbsp;18167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24157689 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XNGS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404573 |
| &nbsp;&nbsp;&nbsp;BE Semiconductor Industries NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502499 |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;&nbsp;284300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87993693 |
| &nbsp;&nbsp;&nbsp;Disco Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426542 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;35563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613356 |
| &nbsp;&nbsp;&nbsp;Intel Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;82400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636312 |
| &nbsp;&nbsp;&nbsp;Jentech Precision Industrial Co. Ltd. (Taiwan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372815 |
| &nbsp;&nbsp;&nbsp;Kioxia Holdings Corp. (Japan)\* | &nbsp;&nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298562 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914905 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;117891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25188591 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378375 |
| &nbsp;&nbsp;&nbsp;Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4110575 |
| &nbsp;&nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5743829 |
| &nbsp;&nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29389715 |
| &nbsp;&nbsp;&nbsp;Nova Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745435 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1318516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229949190 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV (Netherlands)(a) | &nbsp;&nbsp;&nbsp;&nbsp;36490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183421 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048176 |

---

A9

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Semiconductors & Semiconductor Equipment (cont'd.)** | **Semiconductors & Semiconductor Equipment (cont'd.)** | **Semiconductors & Semiconductor Equipment (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Renesas Electronics Corp. (Japan) | 106400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1521225 |
| &nbsp;&nbsp;&nbsp;SK hynix, Inc. (South Korea) | &nbsp;&nbsp;&nbsp;&nbsp;7484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4246161 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV (Singapore) | &nbsp;&nbsp;&nbsp;60988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075337 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan), ADR | &nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12233790 |
| &nbsp;&nbsp;&nbsp;Teradyne, Inc. | &nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7352208 |
| &nbsp;&nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;35989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6986904 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd. (Japan) | &nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4596343 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538438680 |
| **Software — 2.5%** | **Software — 2.5%** | **Software — 2.5%** |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.\* | &nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10987216 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;11392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4534016 |
| &nbsp;&nbsp;&nbsp;Autodesk, Inc.\* | &nbsp;&nbsp;&nbsp;43200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10342080 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556404 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd. (Israel)\*(a) | &nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899905 |
| &nbsp;&nbsp;&nbsp;Fortinet, Inc.\*(a) | &nbsp;&nbsp;&nbsp;55900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568148 |
| &nbsp;&nbsp;&nbsp;Gen Digital, Inc. | 125700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366931 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc.(a) | &nbsp;&nbsp;&nbsp;30736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13289632 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 431105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159582138 |
| &nbsp;&nbsp;&nbsp;Nebius Group NV (Netherlands)\* | &nbsp;&nbsp;&nbsp;10654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105459 |
| &nbsp;&nbsp;&nbsp;Nice Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646442 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;85629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12596882 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185108 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;50800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7431024 |
| &nbsp;&nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3113968 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc.(a) | &nbsp;&nbsp;&nbsp;37600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018792 |
| &nbsp;&nbsp;&nbsp;SAP SE (Germany) | &nbsp;&nbsp;&nbsp;41561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085429 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.\* | &nbsp;&nbsp;&nbsp;55520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804616 |
| &nbsp;&nbsp;&nbsp;Teradata Corp.\*(a) | &nbsp;&nbsp;&nbsp;48400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240492 |
| &nbsp;&nbsp;&nbsp;Trend Micro, Inc. (Japan) | &nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710069 |
| &nbsp;&nbsp;&nbsp;Zoom Communications, Inc.\* | &nbsp;&nbsp;&nbsp;85800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897462 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263962213 |
| **Specialized REITs — 0.2%** | **Specialized REITs — 0.2%** | **Specialized REITs — 0.2%** |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;51205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836959 |
| &nbsp;&nbsp;&nbsp;Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568384 |
| &nbsp;&nbsp;&nbsp;Gaming & Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;73925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280052 |
| &nbsp;&nbsp;&nbsp;Iron Mountain, Inc.(a) | &nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327820 |
| &nbsp;&nbsp;&nbsp;Public Storage(a) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437920 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Inc. | 289900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920068 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25371203 |
| **Specialty Retail — 0.8%** | **Specialty Retail — 0.8%** | **Specialty Retail — 0.8%** |
| &nbsp;&nbsp;&nbsp;AutoNation, Inc.\* | &nbsp;&nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5232968 |
| &nbsp;&nbsp;&nbsp;AutoZone, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121069 |
| &nbsp;&nbsp;&nbsp;Avolta AG (Switzerland)\* | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469159 |
| &nbsp;&nbsp;&nbsp;Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821760 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239873 |
| &nbsp;&nbsp;&nbsp;Five Below, Inc.\* | &nbsp;&nbsp;&nbsp;18907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319871 |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;34373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11304936 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA (Spain) | 110743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6446216 |
| &nbsp;&nbsp;&nbsp;JD Sports Fashion PLC (United Kingdom) | 752830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714028 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC (United Kingdom) | 676034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570509 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Specialty Retail (cont'd.)** | **Specialty Retail (cont'd.)** | **Specialty Retail (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Lowe's Cos., Inc.(a) | &nbsp;&nbsp;&nbsp;83767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19792467 |
| &nbsp;&nbsp;&nbsp;Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;51398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11134349 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;71359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11396032 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554428 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84117665 |
| **Technology Hardware, Storage & Peripherals — 2.3%** | **Technology Hardware, Storage & Peripherals — 2.3%** | **Technology Hardware, Storage & Peripherals — 2.3%** |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | 836936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212405987 |
| &nbsp;&nbsp;&nbsp;Canon, Inc. (Japan) | &nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084921 |
| &nbsp;&nbsp;&nbsp;Dell Technologies, Inc. (Class C Stock)(a) | &nbsp;&nbsp;&nbsp;26145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291179 |
| &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. (Japan) | &nbsp;&nbsp;&nbsp;35600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678381 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co.(a) | 125718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993346 |
| &nbsp;&nbsp;&nbsp;Logitech International SA (Switzerland) | &nbsp;&nbsp;&nbsp;14240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322391 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co. Ltd. (South Korea) | &nbsp;&nbsp;&nbsp;33555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924639 |
| &nbsp;&nbsp;&nbsp;Sandisk Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5273322 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076328 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;46540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12588605 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246639099 |
| **Textiles, Apparel & Luxury Goods — 0.3%** | **Textiles, Apparel & Luxury Goods — 0.3%** | **Textiles, Apparel & Luxury Goods — 0.3%** |
| &nbsp;&nbsp;&nbsp;Amer Sports, Inc. (Finland)\* | &nbsp;&nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300340 |
| &nbsp;&nbsp;&nbsp;Asics Corp. (Japan) | 168400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4527454 |
| &nbsp;&nbsp;&nbsp;Brunello Cucinelli SpA (Italy)(a) | &nbsp;&nbsp;&nbsp;23205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027982 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA (Switzerland) (Class A Stock) | &nbsp;&nbsp;&nbsp;52318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9237587 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp.\*(a) | &nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381242 |
| &nbsp;&nbsp;&nbsp;Hermes International SCA (France) | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735444 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;9199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028630 |
| &nbsp;&nbsp;&nbsp;Moncler SpA (Italy) | &nbsp;&nbsp;&nbsp;27625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663261 |
| &nbsp;&nbsp;&nbsp;NIKE, Inc. (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354686 |
| &nbsp;&nbsp;&nbsp;Pandora A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;8658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618821 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;15513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336317 |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963310 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37175074 |
| **Tobacco — 0.3%** | **Tobacco — 0.3%** | **Tobacco — 0.3%** |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC (United Kingdom) | 107973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268786 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC (United Kingdom) | 136935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552415 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco, Inc. (Japan) | &nbsp;&nbsp;&nbsp;27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070352 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;98044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16210595 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29102148 |
| **Trading Companies & Distributors — 0.4%** | **Trading Companies & Distributors — 0.4%** | **Trading Companies & Distributors — 0.4%** |
| &nbsp;&nbsp;&nbsp;AerCap Holdings NV (Ireland) | &nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812190 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702585 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp. (Japan) | 337000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286806 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp. (Japan) | &nbsp;&nbsp;&nbsp;64700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366852 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp. (Japan) | 261300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8964150 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. (Japan) | 114300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418000 |
| &nbsp;&nbsp;&nbsp;Rexel SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;7046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279205 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp. (Japan) | &nbsp;&nbsp;&nbsp;48700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822309 |
| &nbsp;&nbsp;&nbsp;Sunbelt Rentals Holdings, Inc. | &nbsp;&nbsp;&nbsp;17602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122855 |
| &nbsp;&nbsp;&nbsp;Toyota Tsusho Corp. (Japan) | &nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709249 |

---

A10

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Trading Companies & Distributors (cont'd.)** | **Trading Companies & Distributors (cont'd.)** | **Trading Companies & Distributors (cont'd.)** |
| &nbsp;&nbsp;&nbsp;United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3703270 |
| &nbsp;&nbsp;&nbsp;W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945187 |
| &nbsp;&nbsp;&nbsp;WESCO International, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39647388 |
| **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** |
| &nbsp;&nbsp;&nbsp;Aena SME SA (Spain), 144A | &nbsp;&nbsp;&nbsp;&nbsp;58927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743380 |
| &nbsp;&nbsp;&nbsp;Transurban Group (Australia), UTS | &nbsp;&nbsp;&nbsp;129014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258511 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001891 |
| **Wireless Telecommunication Services — 0.2%** | **Wireless Telecommunication Services — 0.2%** | **Wireless Telecommunication Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Airtel Africa PLC (Nigeria), 144A | &nbsp;&nbsp;&nbsp;365056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683398 |
| &nbsp;&nbsp;&nbsp;KDDI Corp. (Japan) | &nbsp;&nbsp;&nbsp;100900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717997 |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp. (Japan) | &nbsp;&nbsp;&nbsp;258032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6283015 |
| &nbsp;&nbsp;&nbsp;Tele2 AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;73041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511765 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC (United Kingdom) | 3906121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891806 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17087981 |
| **Total Common Stocks<br>(cost $4,022,322,019)<br>** | **Total Common Stocks<br>(cost $4,022,322,019)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;4793521320 |
| **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** |
| **Automobiles — 0.0%** | **Automobiles — 0.0%** | **Automobiles — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234733 |
| &nbsp;&nbsp;&nbsp;Porsche Automobil Holding SE (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321645 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;10226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046043 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602421 |
| **Banks — 0.0%** | **Banks — 0.0%** | **Banks — 0.0%** |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc., Series II, 6.250%, Maturing 02/15/31(oo) | &nbsp;&nbsp;&nbsp;&nbsp;15081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371747 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co. KGaA (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;34757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684950 |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
| &nbsp;&nbsp;&nbsp;MetLife, Inc., Series E, 5.625%, Maturing 04/30/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96694 |
| **Life Sciences Tools & Services — 0.0%** | **Life Sciences Tools & Services — 0.0%** | **Life Sciences Tools & Services — 0.0%** |
| &nbsp;&nbsp;&nbsp;Sartorius AG (Germany) (PRFC)(a) | &nbsp;&nbsp;&nbsp;&nbsp;10446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613764 |
| **Total Preferred Stocks<br>(cost $7,656,514)<br>** | **Total Preferred Stocks<br>(cost $7,656,514)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369576 |
| **Unaffiliated Exchange-Traded Funds — 13.8%** | **Unaffiliated Exchange-Traded Funds — 13.8%** | **Unaffiliated Exchange-Traded Funds — 13.8%** |
| &nbsp;&nbsp;&nbsp;Dimensional Core Fixed Income ETF | 1160825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49010031 |
| &nbsp;&nbsp;&nbsp;Dimensional International Core Equity Market ETF | 2169480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84522941 |
| &nbsp;&nbsp;&nbsp;Dimensional US Equity Market ETF | 9280237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658061606 |
| &nbsp;&nbsp;&nbsp;iShares Core MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;450310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40766564 |
| &nbsp;&nbsp;&nbsp;iShares Core S&P 500 ETF | &nbsp;&nbsp;&nbsp;126679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82747990 |
| &nbsp;&nbsp;&nbsp;iShares JP Morgan USD Emerging Markets Bond ETF | &nbsp;&nbsp;&nbsp;111987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10518939 |
| &nbsp;&nbsp;&nbsp;iShares MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;238375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23153364 |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Growth ETF | &nbsp;&nbsp;&nbsp;205482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87617525 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Unaffiliated Exchange-Traded Funds (continued)** | **Unaffiliated Exchange-Traded Funds (continued)** | **Unaffiliated Exchange-Traded Funds (continued)** |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Value ETF | 1143808 | &nbsp;&nbsp;&nbsp;&nbsp;$244397455 |
| &nbsp;&nbsp;&nbsp;SPDR Gold MiniShares Trust\* | &nbsp;&nbsp;&nbsp;210124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19476393 |
| &nbsp;&nbsp;&nbsp;Vanguard Dividend Appreciation ETF | &nbsp;&nbsp;&nbsp;782383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168259288 |
| **Total Unaffiliated Exchange-Traded Funds<br>(cost $1,422,078,787)<br>** | **Total Unaffiliated Exchange-Traded Funds<br>(cost $1,422,078,787)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;1468532096 |

---

---

| | |
|:---|:---|
| **Units** | **Units** |
| **Warrants\* — 0.0%** | **Warrants\* — 0.0%** |
| **Interactive Media & Services** | **Interactive Media & Services** |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC, expiring 06/30/26(x) | 35519 |
| &nbsp;&nbsp;&nbsp;(cost $0) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |
| **Asset-Backed Securities — 2.4%** | **Asset-Backed Securities — 2.4%** | **Asset-Backed Securities — 2.4%** | **Asset-Backed Securities — 2.4%** |
| **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** |
| American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/12/33 | &nbsp;&nbsp;358 | 356854 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A |
| &nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/12/33 | &nbsp;&nbsp;330 | 327548 |
| Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;300 | 304967 |
| Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;64849 |
| &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D |
| &nbsp;&nbsp;&nbsp;5.410% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;70119 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C |
| &nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;148 | 146760 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D |
| &nbsp;&nbsp;&nbsp;4.990% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;186 | 183891 |
| Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/30 | &nbsp;&nbsp;210 | 210872 |
| Exeter Automobile Receivables Trust, | Exeter Automobile Receivables Trust, | Exeter Automobile Receivables Trust, | Exeter Automobile Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D |
| &nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/27 | &nbsp;&nbsp;167 | 165665 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C |
| &nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;144 | 142173 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;280 | 277220 |
| Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A |
| &nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | &nbsp;&nbsp;300 | 308852 |
| Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;500 | 500614 |
| GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;187 | 186014 |

---

A11

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** |
| Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B |
| &nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$100980 |
| &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C |
| &nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109155 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C |
| &nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243789 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700322 |
| **Collateralized Loan Obligations — 2.3%** | **Collateralized Loan Obligations — 2.3%** | **Collateralized Loan Obligations — 2.3%** | **Collateralized Loan Obligations — 2.3%** |
| Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.199%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/37 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11748058 |
| Apidos CLO, | Apidos CLO, | Apidos CLO, | Apidos CLO, |
| &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) | &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) | &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) | &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) |
| &nbsp;&nbsp;&nbsp;4.999%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/38 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10502377 |
| Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) |
| &nbsp;&nbsp;&nbsp;2.786%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937799 |
| &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) |
| &nbsp;&nbsp;&nbsp;3.236%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288118 |
| Atlas Senior Loan Fund Ltd. (United Kingdom), | Atlas Senior Loan Fund Ltd. (United Kingdom), | Atlas Senior Loan Fund Ltd. (United Kingdom), | Atlas Senior Loan Fund Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-23A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-23A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-23A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-23A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.198%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15995706 |
| Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) |
| &nbsp;&nbsp;&nbsp;3.186%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397985 |
| Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) |
| &nbsp;&nbsp;&nbsp;4.808%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/37 | &nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7628670 |
| Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) |
| &nbsp;&nbsp;&nbsp;5.178%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13995884 |
| Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) |
| &nbsp;&nbsp;&nbsp;3.216%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12219546 |
| CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) |
| &nbsp;&nbsp;&nbsp;5.558%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/37 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8003118 |
| Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-12RA, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-12RA, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-12RA, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-12RA, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;5.368%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/37 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993801 |
| Fidelity Grand Harbour CLO DAC (Ireland), | Fidelity Grand Harbour CLO DAC (Ireland), | Fidelity Grand Harbour CLO DAC (Ireland), | Fidelity Grand Harbour CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 3 Month EURIBOR + 1.000% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 3 Month EURIBOR + 1.000% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 3 Month EURIBOR + 1.000% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 3 Month EURIBOR + 1.000% (Cap N/A, Floor 1.000%) |
| &nbsp;&nbsp;&nbsp;3.016%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4909441 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) |
| &nbsp;&nbsp;&nbsp;5.072%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;1848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1848053 |
| &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) |
| &nbsp;&nbsp;&nbsp;5.109%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 |
| ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.276%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/38 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11529531 |
| Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) |
| &nbsp;&nbsp;&nbsp;2.666%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064936 |
| &nbsp;&nbsp;&nbsp;Series 03A, Class BR, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 03A, Class BR, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 03A, Class BR, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 03A, Class BR, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 2.000%) |
| &nbsp;&nbsp;&nbsp;4.026%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/38 | &nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9756609 |
| Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) |
| &nbsp;&nbsp;&nbsp;5.289%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/37 | &nbsp;&nbsp;17750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17755875 |
| Madison Park Euro Funding DAC (Ireland), | Madison Park Euro Funding DAC (Ireland), | Madison Park Euro Funding DAC (Ireland), | Madison Park Euro Funding DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) |
| &nbsp;&nbsp;&nbsp;3.763%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418802 |
| Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) |
| &nbsp;&nbsp;&nbsp;4.911%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163912 |
| Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) |
| &nbsp;&nbsp;&nbsp;3.246%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9203793 |
| NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) |
| &nbsp;&nbsp;&nbsp;5.768%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5761522 |
| Northwoods Capital Ltd. (Cayman Islands), | Northwoods Capital Ltd. (Cayman Islands), | Northwoods Capital Ltd. (Cayman Islands), | Northwoods Capital Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) |
| &nbsp;&nbsp;&nbsp;5.118%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/19/37 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10003277 |
| Oaktree CLO Ltd. (Cayman Islands), | Oaktree CLO Ltd. (Cayman Islands), | Oaktree CLO Ltd. (Cayman Islands), | Oaktree CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-04A, Class BRR, 144A, 3 Month SOFR + 1.920% (Cap N/A, Floor 1.920%) | &nbsp;&nbsp;&nbsp;Series 2019-04A, Class BRR, 144A, 3 Month SOFR + 1.920% (Cap N/A, Floor 1.920%) | &nbsp;&nbsp;&nbsp;Series 2019-04A, Class BRR, 144A, 3 Month SOFR + 1.920% (Cap N/A, Floor 1.920%) | &nbsp;&nbsp;&nbsp;Series 2019-04A, Class BRR, 144A, 3 Month SOFR + 1.920% (Cap N/A, Floor 1.920%) |
| &nbsp;&nbsp;&nbsp;5.588%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8012002 |
| Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) |
| &nbsp;&nbsp;&nbsp;3.406%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9237990 |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) |
| &nbsp;&nbsp;&nbsp;3.366%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288922 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) |
| &nbsp;&nbsp;&nbsp;3.399%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287898 |

---

A12

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) |
| &nbsp;&nbsp;&nbsp;5.779%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;$586014 |
| Ravensdale Park CLO DAC (Ireland), | Ravensdale Park CLO DAC (Ireland), | Ravensdale Park CLO DAC (Ireland), | Ravensdale Park CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) |
| &nbsp;&nbsp;&nbsp;3.200%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288581 |
| Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) |
| &nbsp;&nbsp;&nbsp;5.052%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/06/37 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19008123 |
| Rockford Tower CLO Ltd. (Cayman Islands), | Rockford Tower CLO Ltd. (Cayman Islands), | Rockford Tower CLO Ltd. (Cayman Islands), | Rockford Tower CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) |
| &nbsp;&nbsp;&nbsp;5.089%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460359 |
| RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) |
| &nbsp;&nbsp;&nbsp;3.176%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402330 |
| Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) |
| &nbsp;&nbsp;&nbsp;4.893%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44693 |
| Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;3.206%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8567119 |
| Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) |
| &nbsp;&nbsp;&nbsp;3.666%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10401124 |
| Trinitas CLO Ltd. (Bermuda), | Trinitas CLO Ltd. (Bermuda), | Trinitas CLO Ltd. (Bermuda), | Trinitas CLO Ltd. (Bermuda), |
| &nbsp;&nbsp;&nbsp;Series 2024-24A, Class A1, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2024-24A, Class A1, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2024-24A, Class A1, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2024-24A, Class A1, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) |
| &nbsp;&nbsp;&nbsp;5.268%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/37 | &nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250763 |
| Venture CLO Ltd. (Cayman Islands), | Venture CLO Ltd. (Cayman Islands), | Venture CLO Ltd. (Cayman Islands), | Venture CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-37A, Class A1RR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2019-37A, Class A1RR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2019-37A, Class A1RR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2019-37A, Class A1RR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;4.922%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795703 |
| Voya Euro CLO DAC (Ireland), | Voya Euro CLO DAC (Ireland), | Voya Euro CLO DAC (Ireland), | Voya Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.188%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/16/38 | &nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9483268 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246245042 |
| **Consumer Loans — 0.0%** | **Consumer Loans — 0.0%** | **Consumer Loans — 0.0%** | **Consumer Loans — 0.0%** |
| Aqua Finance Issuer Trust, | Aqua Finance Issuer Trust, | Aqua Finance Issuer Trust, | Aqua Finance Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.790% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194031 |
| Foundation Finance Trust, | Foundation Finance Trust, | Foundation Finance Trust, | Foundation Finance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382899 |
| GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;4.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/27/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118342 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Consumer Loans (cont'd.)** | **Consumer Loans (cont'd.)** | **Consumer Loans (cont'd.)** | **Consumer Loans (cont'd.)** |
| GreenSky Home Improvement Trust, | GreenSky Home Improvement Trust, | GreenSky Home Improvement Trust, | GreenSky Home Improvement Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A |
| &nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/59 | &nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;$36867 |
| Lendmark Funding Trust, | Lendmark Funding Trust, | Lendmark Funding Trust, | Lendmark Funding Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/31 | &nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181142 |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447957 |
| OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/14/35 | &nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176910 |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A |
| &nbsp;&nbsp;&nbsp;7.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/38 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209738 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A |
| &nbsp;&nbsp;&nbsp;6.740% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102683 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A |
| &nbsp;&nbsp;&nbsp;7.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206263 |
| Oportun Issuance Trust, | Oportun Issuance Trust, | Oportun Issuance Trust, | Oportun Issuance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/34 | &nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370074 |
| UPG HI Issuer Trust, | UPG HI Issuer Trust, | UPG HI Issuer Trust, | UPG HI Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/47 | &nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86441 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513347 |
| **Credit Cards — 0.0%** | **Credit Cards — 0.0%** | **Credit Cards — 0.0%** | **Credit Cards — 0.0%** |
| NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.914%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929309 |
| NewDay Funding Master Issuer PLC (United Kingdom), | NewDay Funding Master Issuer PLC (United Kingdom), | NewDay Funding Master Issuer PLC (United Kingdom), | NewDay Funding Master Issuer PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-02A, Class A, 144A, SONIA + 0.900% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.634%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397239 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326548 |
| **Home Equity Loans — 0.0%** | **Home Equity Loans — 0.0%** | **Home Equity Loans — 0.0%** | **Home Equity Loans — 0.0%** |
| ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) |
| &nbsp;&nbsp;&nbsp;4.433%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13726 |
| Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) |
| &nbsp;&nbsp;&nbsp;5.293%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7246 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.899%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/56 | &nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120576 |
| JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.373%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/54 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9937 |
| Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) |
| &nbsp;&nbsp;&nbsp;4.433%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/33 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 |

---

A13

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** |
| RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.344%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;$380619 |
| &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.966%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329666 |
| &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.027%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283086 |
| &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.762%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/56 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013274 |
| Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.848%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51552 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.167%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162454 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382711 |
| **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** |
| Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122372 |
| NMABS Issuer I LLC, | NMABS Issuer I LLC, | NMABS Issuer I LLC, | NMABS Issuer I LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/22/55 | &nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187854 |
| Progress Residential Trust, | Progress Residential Trust, | Progress Residential Trust, | Progress Residential Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349827 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195634 |
| Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65242 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920929 |
| **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** |
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) |
| &nbsp;&nbsp;&nbsp;4.393%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 |
| Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) |
| &nbsp;&nbsp;&nbsp;3.872%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8165 |
| Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) |
| &nbsp;&nbsp;&nbsp;4.843%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) |
| &nbsp;&nbsp;&nbsp;4.698%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 |
| Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) |
| &nbsp;&nbsp;&nbsp;4.733%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27839 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46570 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Student Loans — 0.0%** | **Student Loans — 0.0%** | **Student Loans — 0.0%** | **Student Loans — 0.0%** |
| SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, |
| &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;2.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;$26957 |
| SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52705 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79662 |
| **Total Asset-Backed Securities<br>(cost $259,403,421)<br>** | **Total Asset-Backed Securities<br>(cost $259,403,421)<br>** | **Total Asset-Backed Securities<br>(cost $259,403,421)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257215131 |
| **Commercial Mortgage-Backed Securities — 0.3%** | **Commercial Mortgage-Backed Securities — 0.3%** | **Commercial Mortgage-Backed Securities — 0.3%** | **Commercial Mortgage-Backed Securities — 0.3%** |
| BANK, | BANK, | BANK, | BANK, |
| &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 |
| &nbsp;&nbsp;&nbsp;3.254% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73843 |
| &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 |
| &nbsp;&nbsp;&nbsp;3.953% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287661 |
| &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 |
| &nbsp;&nbsp;&nbsp;2.758% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362656 |
| &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 |
| &nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145234 |
| BANK5, | BANK5, | BANK5, | BANK5, |
| &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 |
| &nbsp;&nbsp;&nbsp;5.884% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036844 |
| &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 |
| &nbsp;&nbsp;&nbsp;5.302% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069853 |
| &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 |
| &nbsp;&nbsp;&nbsp;5.646% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/58 | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735796 |
| &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 |
| &nbsp;&nbsp;&nbsp;5.452% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947118 |
| Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 |
| &nbsp;&nbsp;&nbsp;2.661% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236120 |
| &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 |
| &nbsp;&nbsp;&nbsp;5.208% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508883 |
| &nbsp;&nbsp;&nbsp;Series 2025-05C34, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C34, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C34, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C34, Class A3 |
| &nbsp;&nbsp;&nbsp;5.659% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/58 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095184 |
| &nbsp;&nbsp;&nbsp;Series 2025-05C36, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C36, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C36, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C36, Class A3 |
| &nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/58 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163409 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 |
| &nbsp;&nbsp;&nbsp;5.602% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025837 |
| &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 |
| &nbsp;&nbsp;&nbsp;5.277% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814330 |
| BFLD Trust, | BFLD Trust, | BFLD Trust, | BFLD Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) |
| &nbsp;&nbsp;&nbsp;5.223%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548245 |
| BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 |
| &nbsp;&nbsp;&nbsp;5.857% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464599 |
| &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 |
| &nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170336 |
| &nbsp;&nbsp;&nbsp;Series 2025-05C11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05C11, Class A3 |
| &nbsp;&nbsp;&nbsp;5.669% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066614 |

---

A14

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** |
| BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) |
| &nbsp;&nbsp;&nbsp;4.178%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/41 CAD | &nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$319335 |
| &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;5.373%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597096 |
| BX Trust, | BX Trust, | BX Trust, | BX Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.202% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/09/41 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566479 |
| BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) |
| &nbsp;&nbsp;&nbsp;5.318%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/42 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199827 |
| Cantor Commercial Real Estate Lending, | Cantor Commercial Real Estate Lending, | Cantor Commercial Real Estate Lending, | Cantor Commercial Real Estate Lending, |
| &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 |
| &nbsp;&nbsp;&nbsp;2.624% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618040 |
| CD Mortgage Trust, | CD Mortgage Trust, | CD Mortgage Trust, | CD Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 |
| &nbsp;&nbsp;&nbsp;3.171% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/50 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246093 |
| &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 |
| &nbsp;&nbsp;&nbsp;2.657% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634187 |
| CENT, | CENT, | CENT, | CENT, |
| &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.920%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/10/40 | &nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654661 |
| CFCRE Commercial Mortgage Trust, | CFCRE Commercial Mortgage Trust, | CFCRE Commercial Mortgage Trust, | CFCRE Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161852 |
| &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 |
| &nbsp;&nbsp;&nbsp;3.585% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/10/54 | &nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248960 |
| Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 |
| &nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225592 |
| &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 |
| &nbsp;&nbsp;&nbsp;2.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/56 | &nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262452 |
| Commercial Mortgage Trust, | Commercial Mortgage Trust, | Commercial Mortgage Trust, | Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 |
| &nbsp;&nbsp;&nbsp;2.826% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/10/49 | &nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296315 |
| CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 |
| &nbsp;&nbsp;&nbsp;3.191% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212655 |
| &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 |
| &nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193089 |
| &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 |
| &nbsp;&nbsp;&nbsp;2.763% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/52 | &nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99454 |
| CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.764%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/41 | &nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847745 |
| &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.560%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366873 |
| &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A |
| &nbsp;&nbsp;&nbsp;5.144%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98102 |
| Deutsche Bank Commercial Mortgage Trust, | Deutsche Bank Commercial Mortgage Trust, | Deutsche Bank Commercial Mortgage Trust, | Deutsche Bank Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 |
| &nbsp;&nbsp;&nbsp;2.632% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/49 | &nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177412 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** |
| FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, |
| &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO |
| &nbsp;&nbsp;&nbsp;0.725%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/31 | &nbsp;&nbsp;11315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$373187 |
| &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO |
| &nbsp;&nbsp;&nbsp;0.538%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154 |
| GS Mortgage Securities Trust, | GS Mortgage Securities Trust, | GS Mortgage Securities Trust, | GS Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 |
| &nbsp;&nbsp;&nbsp;2.749% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590734 |
| Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 |
| &nbsp;&nbsp;&nbsp;3.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43602 |
| One Bryant Park Trust, | One Bryant Park Trust, | One Bryant Park Trust, | One Bryant Park Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A |
| &nbsp;&nbsp;&nbsp;2.516% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129352 |
| PRM7 Trust, | PRM7 Trust, | PRM7 Trust, | PRM7 Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.363%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302729 |
| &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.941%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97274 |
| SLG Office Trust, | SLG Office Trust, | SLG Office Trust, | SLG Office Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.965%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700139 |
| UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 |
| &nbsp;&nbsp;&nbsp;4.030% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321167 |
| &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 |
| &nbsp;&nbsp;&nbsp;3.344% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273992 |
| Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 |
| &nbsp;&nbsp;&nbsp;3.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221358 |
| &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 |
| &nbsp;&nbsp;&nbsp;3.210% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413225 |
| &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 |
| &nbsp;&nbsp;&nbsp;2.643% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164076 |
| &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 |
| &nbsp;&nbsp;&nbsp;2.626% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90031 |
| &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 |
| &nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/57 | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137547 |
| &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 |
| &nbsp;&nbsp;&nbsp;5.590% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361890 |
| **Total Commercial Mortgage-Backed Securities<br>(cost $31,628,275)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $31,628,275)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $31,628,275)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31000238 |
| **Corporate Bonds — 2.8%** | **Corporate Bonds — 2.8%** | **Corporate Bonds — 2.8%** | **Corporate Bonds — 2.8%** |
| **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774686 |
| Bombardier, Inc. (Canada), | Bombardier, Inc. (Canada), | Bombardier, Inc. (Canada), | Bombardier, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371664 |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46669 |

---

A15

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** |
| TransDigm, Inc., | TransDigm, Inc., | TransDigm, Inc., | TransDigm, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$166997 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360016 |
| **Agriculture — 0.0%** | **Agriculture — 0.0%** | **Agriculture — 0.0%** | **Agriculture — 0.0%** |
| Altria Group, Inc., | Altria Group, Inc., | Altria Group, Inc., | Altria Group, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909838 |
| **Airlines — 0.0%** | **Airlines — 0.0%** | **Airlines — 0.0%** | **Airlines — 0.0%** |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., | American Airlines, Inc./AAdvantage Loyalty IP Ltd., | American Airlines, Inc./AAdvantage Loyalty IP Ltd., | American Airlines, Inc./AAdvantage Loyalty IP Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709108 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., | Delta Air Lines, Inc./SkyMiles IP Ltd., | Delta Air Lines, Inc./SkyMiles IP Ltd., | Delta Air Lines, Inc./SkyMiles IP Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622166 |
| United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651286 |
| United Airlines, Inc., | United Airlines, Inc., | United Airlines, Inc., | United Airlines, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264682 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251830 |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| Levi Strauss & Co., | Levi Strauss & Co., | Levi Strauss & Co., | Levi Strauss & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133375 |
| **Auto Manufacturers — 0.1%** | **Auto Manufacturers — 0.1%** | **Auto Manufacturers — 0.1%** | **Auto Manufacturers — 0.1%** |
| American Honda Finance Corp., | American Honda Finance Corp., | American Honda Finance Corp., | American Honda Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341533 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899926 |
| Ford Motor Co., | Ford Motor Co., | Ford Motor Co., | Ford Motor Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456072 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9057 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058378 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219920 |
| &nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/06/29 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543182 |
| &nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/05/30 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244814 |
| &nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347533 |
| &nbsp;&nbsp;&nbsp;6.798% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/07/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207214 |
| &nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695374 |
| General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/32 | &nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507368 |
| Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223910 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261116 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** |
| Volkswagen Financial Services NV (Germany), | Volkswagen Financial Services NV (Germany), | Volkswagen Financial Services NV (Germany), | Volkswagen Financial Services NV (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$259399 |
| Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888146 |
| &nbsp;&nbsp;&nbsp;5.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230014 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7392956 |
| **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** |
| Clarios Global LP/Clarios US Finance Co., | Clarios Global LP/Clarios US Finance Co., | Clarios Global LP/Clarios US Finance Co., | Clarios Global LP/Clarios US Finance Co., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76687 |
| IHO Verwaltungs GmbH (Germany), | IHO Verwaltungs GmbH (Germany), | IHO Verwaltungs GmbH (Germany), | IHO Verwaltungs GmbH (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119701 |
| Phinia, Inc., | Phinia, Inc., | Phinia, Inc., | Phinia, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372573 |
| Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116673 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200249 |
| Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621028 |
| ZF Europe Finance BV (Germany), | ZF Europe Finance BV (Germany), | ZF Europe Finance BV (Germany), | ZF Europe Finance BV (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117696 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3624607 |
| **Banks — 0.7%** | **Banks — 0.7%** | **Banks — 0.7%** | **Banks — 0.7%** |
| Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439020 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525790 |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101378 |
| Agricultural Development Bank of China (China), | Agricultural Development Bank of China (China), | Agricultural Development Bank of China (China), | Agricultural Development Bank of China (China), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/27/30 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818981 |
| AIB Group PLC (Ireland), | AIB Group PLC (Ireland), | AIB Group PLC (Ireland), | AIB Group PLC (Ireland), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240209 |
| Banca Monte dei Paschi di Siena SpA (Italy), | Banca Monte dei Paschi di Siena SpA (Italy), | Banca Monte dei Paschi di Siena SpA (Italy), | Banca Monte dei Paschi di Siena SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760254 |
| Banco Bilbao Vizcaya Argentaria SA (Spain), | Banco Bilbao Vizcaya Argentaria SA (Spain), | Banco Bilbao Vizcaya Argentaria SA (Spain), | Banco Bilbao Vizcaya Argentaria SA (Spain), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;9.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215398 |
| Banco de Sabadell SA (Spain), | Banco de Sabadell SA (Spain), | Banco de Sabadell SA (Spain), | Banco de Sabadell SA (Spain), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/31(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233281 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234522 |

---

A16

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$120784 |
| Banco Santander SA (Spain), | Banco Santander SA (Spain), | Banco Santander SA (Spain), | Banco Santander SA (Spain), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;9.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/21/28(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215448 |
| Banco Santander Totta SA (Portugal), | Banco Santander Totta SA (Portugal), | Banco Santander Totta SA (Portugal), | Banco Santander Totta SA (Portugal), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463337 |
| Bank Gospodarstwa Krajowego (Poland), | Bank Gospodarstwa Krajowego (Poland), | Bank Gospodarstwa Krajowego (Poland), | Bank Gospodarstwa Krajowego (Poland), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109838 |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230097 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353947 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233489 |
| Bank of America Corp., | Bank of America Corp., | Bank of America Corp., | Bank of America Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/26/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115237 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.572%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161730 |
| &nbsp;&nbsp;&nbsp;5.162%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463587 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;2.087%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527825 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;3.846%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71274 |
| &nbsp;&nbsp;&nbsp;5.518%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495191 |
| &nbsp;&nbsp;&nbsp;5.744%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584984 |
| Bankinter SA (Spain), | Bankinter SA (Spain), | Bankinter SA (Spain), | Bankinter SA (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340319 |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.521%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195806 |
| &nbsp;&nbsp;&nbsp;7.090%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275176 |
| BNG Bank NV (Netherlands), | BNG Bank NV (Netherlands), | BNG Bank NV (Netherlands), | BNG Bank NV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554649 |
| BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.283%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680119 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.786%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216954 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569433 |
| BPCE SA (France), | BPCE SA (France), | BPCE SA (France), | BPCE SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.876%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/31 | &nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120160 |
| &nbsp;&nbsp;&nbsp;6.714%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549480 |
| &nbsp;&nbsp;&nbsp;7.003%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273132 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.417%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243028 |
| Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/09/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113651 |
| CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank SA (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.037%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207678 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;6.840%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$217096 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.673%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529303 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/37 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338266 |
| Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794232 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801210 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834951 |
| Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.980%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177134 |
| &nbsp;&nbsp;&nbsp;4.412%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993647 |
| &nbsp;&nbsp;&nbsp;4.503%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121530 |
| &nbsp;&nbsp;&nbsp;4.542%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780305 |
| &nbsp;&nbsp;&nbsp;4.786%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/29 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261521 |
| &nbsp;&nbsp;&nbsp;5.174%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827519 |
| &nbsp;&nbsp;&nbsp;5.449%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15206 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.827%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91141 |
| Citizens Financial Group, Inc., | Citizens Financial Group, Inc., | Citizens Financial Group, Inc., | Citizens Financial Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.253%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/31 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011621 |
| Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810390 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469275 |
| Cooperatieve Rabobank UA (Netherlands), | Cooperatieve Rabobank UA (Netherlands), | Cooperatieve Rabobank UA (Netherlands), | Cooperatieve Rabobank UA (Netherlands), |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203360 |
| Credit Agricole SA (France), | Credit Agricole SA (France), | Credit Agricole SA (France), | Credit Agricole SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.316%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/03/29 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301548 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;4.631%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249715 |
| &nbsp;&nbsp;&nbsp;4.818%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244220 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108789 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491488 |
| Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.613%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/02/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198915 |
| &nbsp;&nbsp;&nbsp;5.705%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456598 |
| Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes |
| &nbsp;&nbsp;&nbsp;2.552%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/07/28 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290175 |
| &nbsp;&nbsp;&nbsp;4.950%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/04/31 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174391 |
| &nbsp;&nbsp;&nbsp;4.999%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165482 |
| &nbsp;&nbsp;&nbsp;6.819%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157383 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/31 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132652 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460306 |

---

A17

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/21/33 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$135856 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/26/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406763 |
| Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.566%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181550 |
| Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.982%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205519 |
| First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.120% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222212 |
| Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.414%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800940 |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V |
| &nbsp;&nbsp;&nbsp;4.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/26(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393728 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.992%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961618 |
| &nbsp;&nbsp;&nbsp;4.369%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411772 |
| &nbsp;&nbsp;&nbsp;4.516%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/32(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473793 |
| &nbsp;&nbsp;&nbsp;4.692%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680524 |
| &nbsp;&nbsp;&nbsp;5.049%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182098 |
| &nbsp;&nbsp;&nbsp;5.065%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156661 |
| &nbsp;&nbsp;&nbsp;5.207%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142289 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.600%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/17/30(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260062 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.206%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368843 |
| &nbsp;&nbsp;&nbsp;3.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252311 |
| &nbsp;&nbsp;&nbsp;4.619%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546399 |
| &nbsp;&nbsp;&nbsp;5.130%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402306 |
| &nbsp;&nbsp;&nbsp;5.546%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291945 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.191%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/19/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285680 |
| Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;7.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/32(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241781 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288211 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/16/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807456 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394593 |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., | JPMorgan Chase & Co., | JPMorgan Chase & Co., | JPMorgan Chase & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.069%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789631 |
| &nbsp;&nbsp;&nbsp;2.545%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/08/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222353 |
| &nbsp;&nbsp;&nbsp;2.739%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541596 |
| &nbsp;&nbsp;&nbsp;4.603%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/30 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001942 |
| &nbsp;&nbsp;&nbsp;4.995%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902744 |
| &nbsp;&nbsp;&nbsp;5.502%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51168 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.454%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$216562 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;6.151%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403870 |
| KeyCorp, | KeyCorp, | KeyCorp, | KeyCorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.401%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/06/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13787 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;5.121%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/31(a) | &nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589136 |
| Lloyds Banking Group PLC (United Kingdom), | Lloyds Banking Group PLC (United Kingdom), | Lloyds Banking Group PLC (United Kingdom), | Lloyds Banking Group PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/31(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198500 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/35 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344009 |
| M&T Bank Corp., | M&T Bank Corp., | M&T Bank Corp., | M&T Bank Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.082%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51340 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;5.385%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60485 |
| MFB Magyar Fejlesztesi Bank Zrt (Hungary), | MFB Magyar Fejlesztesi Bank Zrt (Hungary), | MFB Magyar Fejlesztesi Bank Zrt (Hungary), | MFB Magyar Fejlesztesi Bank Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114525 |
| Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.098%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/13/31(a) | &nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305869 |
| Morgan Stanley, | Morgan Stanley, | Morgan Stanley, | Morgan Stanley, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.406%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740784 |
| &nbsp;&nbsp;&nbsp;4.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226220 |
| &nbsp;&nbsp;&nbsp;4.654%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104187 |
| &nbsp;&nbsp;&nbsp;5.073%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206660 |
| &nbsp;&nbsp;&nbsp;5.230%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96482 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/02/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145500 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;2.699%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798795 |
| &nbsp;&nbsp;&nbsp;3.749%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/07/36 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998946 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;2.943%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157290 |
| &nbsp;&nbsp;&nbsp;5.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75247 |
| &nbsp;&nbsp;&nbsp;5.424%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89222 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I |
| &nbsp;&nbsp;&nbsp;4.356%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289181 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.314%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86835 |
| &nbsp;&nbsp;&nbsp;5.948%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213187 |
| Morgan Stanley Bank NA, | Morgan Stanley Bank NA, | Morgan Stanley Bank NA, | Morgan Stanley Bank NA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.504%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606858 |
| Morgan Stanley Private Bank NA, | Morgan Stanley Private Bank NA, | Morgan Stanley Private Bank NA, | Morgan Stanley Private Bank NA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.213%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890644 |
| &nbsp;&nbsp;&nbsp;4.465%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290486 |
| &nbsp;&nbsp;&nbsp;4.734%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249144 |

---

A18

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| National Australia Bank Ltd. (Australia), | National Australia Bank Ltd. (Australia), | National Australia Bank Ltd. (Australia), | National Australia Bank Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.146% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/05/31 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1153920 |
| PNC Financial Services Group, Inc. (The), | PNC Financial Services Group, Inc. (The), | PNC Financial Services Group, Inc. (The), | PNC Financial Services Group, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.812%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114627 |
| &nbsp;&nbsp;&nbsp;5.373%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40313 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.423%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68695 |
| QNB Finance Ltd. (Qatar), | QNB Finance Ltd. (Qatar), | QNB Finance Ltd. (Qatar), | QNB Finance Ltd. (Qatar), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203242 |
| Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/24/86 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389016 |
| Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.320%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197966 |
| &nbsp;&nbsp;&nbsp;4.858%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400269 |
| Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724754 |
| Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.889%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/09/32 | &nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612768 |
| &nbsp;&nbsp;&nbsp;5.400%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631603 |
| Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.005%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516796 |
| &nbsp;&nbsp;&nbsp;5.545%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238196 |
| &nbsp;&nbsp;&nbsp;7.018%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212158 |
| Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/31 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768303 |
| Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.964%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/36(a) | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232473 |
| &nbsp;&nbsp;&nbsp;5.711%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46386 |
| &nbsp;&nbsp;&nbsp;5.867%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/08/34(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62449 |
| TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;2.704% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568824 |
| &nbsp;&nbsp;&nbsp;3.319% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/29 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045563 |
| U.S. Bancorp, | U.S. Bancorp, | U.S. Bancorp, | U.S. Bancorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.009%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/32 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160705 |
| &nbsp;&nbsp;&nbsp;5.678%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36140 |
| &nbsp;&nbsp;&nbsp;5.836%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99168 |
| UBS Group AG (Switzerland), | UBS Group AG (Switzerland), | UBS Group AG (Switzerland), | UBS Group AG (Switzerland), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/28(oo) | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233244 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;4.398%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196268 |
| &nbsp;&nbsp;&nbsp;5.010%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193478 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.650%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/28 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588124 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.800%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$236859 |
| Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.960%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97421 |
| &nbsp;&nbsp;&nbsp;5.150%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534930 |
| &nbsp;&nbsp;&nbsp;5.244%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621676 |
| &nbsp;&nbsp;&nbsp;5.499%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86490 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;3.350%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/02/33 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302762 |
| &nbsp;&nbsp;&nbsp;5.557%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48130 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69996366 |
| **Beverages — 0.0%** | **Beverages — 0.0%** | **Beverages — 0.0%** | **Beverages — 0.0%** |
| Maple Parent Holdings Corp., | Maple Parent Holdings Corp., | Maple Parent Holdings Corp., | Maple Parent Holdings Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.881% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574043 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49621 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52482 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676146 |
| **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** |
| Amgen, Inc., | Amgen, Inc., | Amgen, Inc., | Amgen, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95260 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/02/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33638 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128898 |
| **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| Carrier Global Corp., | Carrier Global Corp., | Carrier Global Corp., | Carrier Global Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239261 |
| Griffon Corp., | Griffon Corp., | Griffon Corp., | Griffon Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527210 |
| JELD-WEN, Inc., | JELD-WEN, Inc., | JELD-WEN, Inc., | JELD-WEN, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923131 |
| Quikrete Holdings, Inc., | Quikrete Holdings, Inc., | Quikrete Holdings, Inc., | Quikrete Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747069 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81260 |
| Smyrna Ready Mix Concrete LLC, | Smyrna Ready Mix Concrete LLC, | Smyrna Ready Mix Concrete LLC, | Smyrna Ready Mix Concrete LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077240 |
| Standard Industries, Inc., | Standard Industries, Inc., | Standard Industries, Inc., | Standard Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103326 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936595 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635092 |

---

A19

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Chemicals — 0.0%** | **Chemicals — 0.0%** | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| Alpek SAB de CV (Mexico), | Alpek SAB de CV (Mexico), | Alpek SAB de CV (Mexico), | Alpek SAB de CV (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$183491 |
| CF Industries, Inc., | CF Industries, Inc., | CF Industries, Inc., | CF Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62470 |
| Herens Holdco Sarl (Luxembourg), | Herens Holdco Sarl (Luxembourg), | Herens Holdco Sarl (Luxembourg), | Herens Holdco Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167358 |
| INEOS Quattro Finance 2 PLC (United Kingdom), | INEOS Quattro Finance 2 PLC (United Kingdom), | INEOS Quattro Finance 2 PLC (United Kingdom), | INEOS Quattro Finance 2 PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95313 |
| Solstice Advanced Materials, Inc., | Solstice Advanced Materials, Inc., | Solstice Advanced Materials, Inc., | Solstice Advanced Materials, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354975 |
| Yara International ASA (Brazil), | Yara International ASA (Brazil), | Yara International ASA (Brazil), | Yara International ASA (Brazil), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060371 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923978 |
| **Commercial Services — 0.1%** | **Commercial Services — 0.1%** | **Commercial Services — 0.1%** | **Commercial Services — 0.1%** |
| Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463937 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430347 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942805 |
| Alta Equipment Group, Inc., | Alta Equipment Group, Inc., | Alta Equipment Group, Inc., | Alta Equipment Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450437 |
| DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, |
| &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343535 |
| DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458877 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503358 |
| Fiserv Funding ULC, | Fiserv Funding ULC, | Fiserv Funding ULC, | Fiserv Funding ULC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330024 |
| Freeport Terminal Malta PLC (Malta), | Freeport Terminal Malta PLC (Malta), | Freeport Terminal Malta PLC (Malta), | Freeport Terminal Malta PLC (Malta), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624028 |
| Global Payments, Inc., | Global Payments, Inc., | Global Payments, Inc., | Global Payments, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587582 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129811 |
| Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523365 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33(a) | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215612 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** |
| Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), | Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), | Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), | Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$204187 |
| Quanta Services, Inc., | Quanta Services, Inc., | Quanta Services, Inc., | Quanta Services, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/09/35 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241664 |
| Service Corp. International, | Service Corp. International, | Service Corp. International, | Service Corp. International, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369577 |
| Toll Road Investors Partnership II LP, | Toll Road Investors Partnership II LP, | Toll Road Investors Partnership II LP, | Toll Road Investors Partnership II LP, |
| &nbsp;&nbsp;&nbsp;Insured Notes, 144A | &nbsp;&nbsp;&nbsp;Insured Notes, 144A | &nbsp;&nbsp;&nbsp;Insured Notes, 144A | &nbsp;&nbsp;&nbsp;Insured Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.183%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58005 |
| United Rentals North America, Inc., | United Rentals North America, Inc., | United Rentals North America, Inc., | United Rentals North America, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949329 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56429 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453133 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30(a) | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891053 |
| Valvoline, Inc., | Valvoline, Inc., | Valvoline, Inc., | Valvoline, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40704 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9267799 |
| **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** |
| International Business Machines Corp., | International Business Machines Corp., | International Business Machines Corp., | International Business Machines Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449838 |
| NCR Atleos Corp., | NCR Atleos Corp., | NCR Atleos Corp., | NCR Atleos Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477383 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927221 |
| **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361023 |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489622 |
| American Express Co., | American Express Co., | American Express Co., | American Express Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.918%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75185 |
| &nbsp;&nbsp;&nbsp;5.667%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72386 |
| Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69195 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190631 |
| &nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105415 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359001 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432733 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354798 |
| Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373945 |
| LPL Holdings, Inc., | LPL Holdings, Inc., | LPL Holdings, Inc., | LPL Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95909 |

---

A20

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$120522 |
| OneMain Finance Corp., | OneMain Finance Corp., | OneMain Finance Corp., | OneMain Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699746 |
| Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/19/28 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435810 |
| PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459024 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534094 |
| Power Finance Corp. Ltd. (India), | Power Finance Corp. Ltd. (India), | Power Finance Corp. Ltd. (India), | Power Finance Corp. Ltd. (India), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;1.841% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/21/28 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660860 |
| Power Sector Assets & Liabilities Management Corp. (Philippines), | Power Sector Assets & Liabilities Management Corp. (Philippines), | Power Sector Assets & Liabilities Management Corp. (Philippines), | Power Sector Assets & Liabilities Management Corp. (Philippines), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659562 |
| Stellantis Financial Services US Corp., | Stellantis Financial Services US Corp., | Stellantis Financial Services US Corp., | Stellantis Financial Services US Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/30 | &nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417341 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6966802 |
| **Electric — 0.3%** | **Electric — 0.3%** | **Electric — 0.3%** | **Electric — 0.3%** |
| Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/11/33 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339735 |
| Bulgarian Energy Holding EAD (Bulgaria), | Bulgarian Energy Holding EAD (Bulgaria), | Bulgarian Energy Holding EAD (Bulgaria), | Bulgarian Energy Holding EAD (Bulgaria), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331151 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/19/30 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113237 |
| Caledonia Generating LLC, | Caledonia Generating LLC, | Caledonia Generating LLC, | Caledonia Generating LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/28/34 | &nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227600 |
| CEZ A/S (Czech Republic), | CEZ A/S (Czech Republic), | CEZ A/S (Czech Republic), | CEZ A/S (Czech Republic), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/02/26 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342039 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/33 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113925 |
| Chile Electricity Lux Mpc II Sarl (Chile), | Chile Electricity Lux Mpc II Sarl (Chile), | Chile Electricity Lux Mpc II Sarl (Chile), | Chile Electricity Lux Mpc II Sarl (Chile), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.580% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/35 | &nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245723 |
| &nbsp;&nbsp;&nbsp;5.672% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/35 | &nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489843 |
| Chile Electricity Lux MPC Sarl (Chile), | Chile Electricity Lux MPC Sarl (Chile), | Chile Electricity Lux MPC Sarl (Chile), | Chile Electricity Lux MPC Sarl (Chile), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/33 | &nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354592 |
| Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), |
| &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% | &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% | &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% | &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% |
| &nbsp;&nbsp;&nbsp;4.591%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33329 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/51 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192750 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/29/36 | &nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520594 |
| Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58060 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1311147 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29638 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361005 |
| Dominion Energy, Inc., | Dominion Energy, Inc., | Dominion Energy, Inc., | Dominion Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189402 |
| Edison International, | Edison International, | Edison International, | Edison International, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;8.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43720 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98862 |
| Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;2.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/27(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224290 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/32(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236559 |
| Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (Italy), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/55 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247104 |
| Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196120 |
| Engie SA (France), | Engie SA (France), | Engie SA (France), | Engie SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/06/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231286 |
| Entergy Corp., | Entergy Corp., | Entergy Corp., | Entergy Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28617 |
| &nbsp;&nbsp;&nbsp;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288685 |
| Entergy Texas, Inc., | Entergy Texas, Inc., | Entergy Texas, Inc., | Entergy Texas, Inc., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18897 |
| Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/28 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511719 |
| EUSHI Finance, Inc., | EUSHI Finance, Inc., | EUSHI Finance, Inc., | EUSHI Finance, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121810 |
| &nbsp;&nbsp;&nbsp;7.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91446 |
| FirstEnergy Corp., | FirstEnergy Corp., | FirstEnergy Corp., | FirstEnergy Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63959 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C |
| &nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118613 |
| FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.866% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57700 |
| Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 |
| &nbsp;&nbsp;&nbsp;1.874%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805292 |
| Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369960 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196000 |

---

A21

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$520469 |
| ITC Holdings Corp., | ITC Holdings Corp., | ITC Holdings Corp., | ITC Holdings Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84136 |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/33 | &nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320115 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/34 | &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71916 |
| Jersey Central Power & Light Co., | Jersey Central Power & Light Co., | Jersey Central Power & Light Co., | Jersey Central Power & Light Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130242 |
| Landsvirkjun (Iceland), | Landsvirkjun (Iceland), | Landsvirkjun (Iceland), | Landsvirkjun (Iceland), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% |
| &nbsp;&nbsp;&nbsp;2.120%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689592 |
| MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110192 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/31 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206375 |
| National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/28 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115970 |
| National Grid PLC (United Kingdom), | National Grid PLC (United Kingdom), | National Grid PLC (United Kingdom), | National Grid PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/28 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107471 |
| NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861211 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104540 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488551 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32115 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28(oo) | &nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296998 |
| NTPC Ltd. (India), | NTPC Ltd. (India), | NTPC Ltd. (India), | NTPC Ltd. (India), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805203 |
| Ontario Electricity Financial Corp. (Canada), | Ontario Electricity Financial Corp. (Canada), | Ontario Electricity Financial Corp. (Canada), | Ontario Electricity Financial Corp. (Canada), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 |
| &nbsp;&nbsp;&nbsp;2.427%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/11/31 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241129 |
| Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/43 | &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57487 |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163853 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253079 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/56 | &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66551 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609505 |
| PG&E Corp., | PG&E Corp., | PG&E Corp., | PG&E Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/56 | &nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140840 |
| &nbsp;&nbsp;&nbsp;7.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/55 | &nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74416 |
| San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69794 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$394468 |
| SCE Recovery Funding LLC, | SCE Recovery Funding LLC, | SCE Recovery Funding LLC, | SCE Recovery Funding LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.453% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309597 |
| Sempra, | Sempra, | Sempra, | Sempra, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95239 |
| Sierra Pacific Power Co., | Sierra Pacific Power Co., | Sierra Pacific Power Co., | Sierra Pacific Power Co., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.200%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184799 |
| Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31780 |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88453 |
| Southern Power Co., | Southern Power Co., | Southern Power Co., | Southern Power Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30571 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78558 |
| Texas Electric Market Stabilization Funding M LLC, | Texas Electric Market Stabilization Funding M LLC, | Texas Electric Market Stabilization Funding M LLC, | Texas Electric Market Stabilization Funding M LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A |
| &nbsp;&nbsp;&nbsp;5.147% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403396 |
| Vistra Corp., | Vistra Corp., | Vistra Corp., | Vistra Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/26(oo) | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450735 |
| &nbsp;&nbsp;&nbsp;8.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/26(oo) | &nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991266 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A |
| &nbsp;&nbsp;&nbsp;8.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29(oo) | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614910 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, | Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/27 | &nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079847 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884944 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325956 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44698 |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29471 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70155 |
| &nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92971 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75580 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123709 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28227262 |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| Emerson Electric Co., | Emerson Electric Co., | Emerson Electric Co., | Emerson Electric Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345276 |
| WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134147 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147846 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627269 |

---

A22

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electronics — 0.0%** | **Electronics — 0.0%** | **Electronics — 0.0%** | **Electronics — 0.0%** |
| Fortive Corp., | Fortive Corp., | Fortive Corp., | Fortive Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$521896 |
| Sensata Technologies, Inc., | Sensata Technologies, Inc., | Sensata Technologies, Inc., | Sensata Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69631 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591527 |
| **Energy-Alternate Sources — 0.0%** | **Energy-Alternate Sources — 0.0%** | **Energy-Alternate Sources — 0.0%** | **Energy-Alternate Sources — 0.0%** |
| India Green Power Holdings (India), | India Green Power Holdings (India), | India Green Power Holdings (India), | India Green Power Holdings (India), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194800 |
| **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** |
| Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.298%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/05/34 | &nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336148 |
| Cellnex Finance Co. SA (Spain), | Cellnex Finance Co. SA (Spain), | Cellnex Finance Co. SA (Spain), | Cellnex Finance Co. SA (Spain), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216923 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108024 |
| Cellnex Telecom SA (Spain), | Cellnex Telecom SA (Spain), | Cellnex Telecom SA (Spain), | Cellnex Telecom SA (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421834 |
| Ferrovial SE, | Ferrovial SE, | Ferrovial SE, | Ferrovial SE, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118729 |
| Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/08/32 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305214 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96992 |
| &nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137734 |
| IHS Holding Ltd. (Nigeria), | IHS Holding Ltd. (Nigeria), | IHS Holding Ltd. (Nigeria), | IHS Holding Ltd. (Nigeria), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198032 |
| Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249741 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166180 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286811 |
| TopBuild Corp., | TopBuild Corp., | TopBuild Corp., | TopBuild Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253634 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538467 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434463 |
| **Entertainment — 0.0%** | **Entertainment — 0.0%** | **Entertainment — 0.0%** | **Entertainment — 0.0%** |
| Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020893 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405217 |
| Jacobs Entertainment, Inc., | Jacobs Entertainment, Inc., | Jacobs Entertainment, Inc., | Jacobs Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326662 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Entertainment (cont'd.)** | **Entertainment (cont'd.)** | **Entertainment (cont'd.)** | **Entertainment (cont'd.)** | **Entertainment (cont'd.)** |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29630 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490560 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399213 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672175 |
| **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** |
| GFL Environmental, Inc., | GFL Environmental, Inc., | GFL Environmental, Inc., | GFL Environmental, Inc., | GFL Environmental, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139732 |
| **Foods — 0.1%** | **Foods — 0.1%** | **Foods — 0.1%** | **Foods — 0.1%** | **Foods — 0.1%** |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590395 |
| B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554481 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172366 |
| Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31(a) | EUR | &nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859586 |
| &nbsp;&nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/30 | GBP | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280335 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278720 |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144652 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35229 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60243 |
| Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 |  | &nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304601 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466050 |
| Mars, Inc., | Mars, Inc., | Mars, Inc., | Mars, Inc., | Mars, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131182 |
| Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/03/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664939 |
| Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442144 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7984923 |
| **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** |
| AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44180 |
| NiSource, Inc., | NiSource, Inc., | NiSource, Inc., | NiSource, Inc., | NiSource, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.950%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82127 |
| Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46776 |

---

A23

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** |
| Terega SA (France), | Terega SA (France), | Terega SA (France), | Terega SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$705037 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878120 |
| **Healthcare-Products — 0.0%** | **Healthcare-Products — 0.0%** | **Healthcare-Products — 0.0%** | **Healthcare-Products — 0.0%** |
| American Medical Systems Europe BV, | American Medical Systems Europe BV, | American Medical Systems Europe BV, | American Medical Systems Europe BV, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/34 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665180 |
| Medline Borrower LP, | Medline Borrower LP, | Medline Borrower LP, | Medline Borrower LP, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877555 |
| Medtronic, Inc., | Medtronic, Inc., | Medtronic, Inc., | Medtronic, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698947 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686762 |
| Solventum Corp., | Solventum Corp., | Solventum Corp., | Solventum Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235985 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138000 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302429 |
| **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** |
| DaVita, Inc., | DaVita, Inc., | DaVita, Inc., | DaVita, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91739 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870051 |
| HCA, Inc., | HCA, Inc., | HCA, Inc., | HCA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384572 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49527 |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120659 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64184 |
| Tenet Healthcare Corp., | Tenet Healthcare Corp., | Tenet Healthcare Corp., | Tenet Healthcare Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242900 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103716 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564499 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496256 |
| **Holding Companies-Diversified — 0.0%** | **Holding Companies-Diversified — 0.0%** | **Holding Companies-Diversified — 0.0%** | **Holding Companies-Diversified — 0.0%** |
| Benteler International AG (Austria), | Benteler International AG (Austria), | Benteler International AG (Austria), | Benteler International AG (Austria), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119775 |
| Clue Opco LLC, | Clue Opco LLC, | Clue Opco LLC, | Clue Opco LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732897 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852672 |
| **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** |
| Beazer Homes USA, Inc., | Beazer Homes USA, Inc., | Beazer Homes USA, Inc., | Beazer Homes USA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24887 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29(a) | &nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789193 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Home Builders (cont'd.)** | **Home Builders (cont'd.)** | **Home Builders (cont'd.)** | **Home Builders (cont'd.)** |
| Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), | Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), | Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), | Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$169538 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501423 |
| M/I Homes, Inc., | M/I Homes, Inc., | M/I Homes, Inc., | M/I Homes, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643375 |
| Mattamy Group Corp. (Canada), | Mattamy Group Corp. (Canada), | Mattamy Group Corp. (Canada), | Mattamy Group Corp. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181194 |
| Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539049 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4848659 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| Newell Brands, Inc., | Newell Brands, Inc., | Newell Brands, Inc., | Newell Brands, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/30(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269630 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129049 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310231 |
| Scotts Miracle-Gro Co. (The), | Scotts Miracle-Gro Co. (The), | Scotts Miracle-Gro Co. (The), | Scotts Miracle-Gro Co. (The), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953485 |
| SWF Holdings I Corp., | SWF Holdings I Corp., | SWF Holdings I Corp., | SWF Holdings I Corp., |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134144 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796539 |
| **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |
| Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415275 |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569805 |
| Athene Global Funding, | Athene Global Funding, | Athene Global Funding, | Athene Global Funding, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.033% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356071 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205297 |
| Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.422% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/35 | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597129 |
| Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/06/35 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286826 |
| Corebridge Global Funding, | Corebridge Global Funding, | Corebridge Global Funding, | Corebridge Global Funding, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/24/29(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607588 |
| Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/03/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408517 |

---

A24

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** |
| Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$428913 |
| MetLife, Inc., | MetLife, Inc., | MetLife, Inc., | MetLife, Inc., |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22573 |
| Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511764 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409758 |
| **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** |
| Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769627 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54781 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/58 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249628 |
| Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84792 |
| Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.581% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/49 | &nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039142 |
| Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282274 |
| Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109851 |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67917 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21780 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91796 |
| Uber Technologies, Inc., | Uber Technologies, Inc., | Uber Technologies, Inc., | Uber Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471021 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242609 |
| **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** |
| Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551918 |
| MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561113 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113031 |
| **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** |
| Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470001 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278910 |
| Commercial Metals Co., | Commercial Metals Co., | Commercial Metals Co., | Commercial Metals Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123936 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172598 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045445 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Leisure Time — 0.0%** | **Leisure Time — 0.0%** | **Leisure Time — 0.0%** | **Leisure Time — 0.0%** |
| NCL Corp. Ltd., | NCL Corp. Ltd., | NCL Corp. Ltd., | NCL Corp. Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$49327 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109175 |
| NCL Finance Ltd., | NCL Finance Ltd., | NCL Finance Ltd., | NCL Finance Ltd., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426547 |
| Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25269 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610318 |
| **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** |
| Boyd Gaming Corp., | Boyd Gaming Corp., | Boyd Gaming Corp., | Boyd Gaming Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154421 |
| Hilton Domestic Operating Co., Inc., | Hilton Domestic Operating Co., Inc., | Hilton Domestic Operating Co., Inc., | Hilton Domestic Operating Co., Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476990 |
| Las Vegas Sands Corp., | Las Vegas Sands Corp., | Las Vegas Sands Corp., | Las Vegas Sands Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139356 |
| Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393548 |
| MGM Resorts International, | MGM Resorts International, | MGM Resorts International, | MGM Resorts International, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404088 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/29 | &nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080706 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786332 |
| Studio City Finance Ltd. (Macau), | Studio City Finance Ltd. (Macau), | Studio City Finance Ltd. (Macau), | Studio City Finance Ltd. (Macau), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187474 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622915 |
| **Machinery-Construction & Mining — 0.0%** | **Machinery-Construction & Mining — 0.0%** | **Machinery-Construction & Mining — 0.0%** | **Machinery-Construction & Mining — 0.0%** |
| BWX Technologies, Inc., | BWX Technologies, Inc., | BWX Technologies, Inc., | BWX Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119819 |
| **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** |
| Chart Industries, Inc., | Chart Industries, Inc., | Chart Industries, Inc., | Chart Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155843 |
| Maxim Crane Works Holdings Capital LLC, | Maxim Crane Works Holdings Capital LLC, | Maxim Crane Works Holdings Capital LLC, | Maxim Crane Works Holdings Capital LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520423 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676266 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167706 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295072 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110082 |

---

A25

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81197 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331968 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64402 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75014 |
| Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334507 |
| &nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298865 |
| &nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253791 |
| &nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140767 |
| Comcast Corp., | Comcast Corp., | Comcast Corp., | Comcast Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72176 |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114475 |
| DISH DBS Corp., | DISH DBS Corp., | DISH DBS Corp., | DISH DBS Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71493 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169731 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/26 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892081 |
| DISH Network Corp., | DISH Network Corp., | DISH Network Corp., | DISH Network Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622596 |
| TDF Infrastructure SAS (France), | TDF Infrastructure SAS (France), | TDF Infrastructure SAS (France), | TDF Infrastructure SAS (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344318 |
| Univision Communications, Inc., | Univision Communications, Inc., | Univision Communications, Inc., | Univision Communications, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858907 |
| Virgin Media Secured Finance PLC (United Kingdom), | Virgin Media Secured Finance PLC (United Kingdom), | Virgin Media Secured Finance PLC (United Kingdom), | Virgin Media Secured Finance PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714592 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699099 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576153 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11288992 |
| **Mining — 0.0%** | **Mining — 0.0%** | **Mining — 0.0%** | **Mining — 0.0%** |
| Anglo American Capital PLC (South Africa), | Anglo American Capital PLC (South Africa), | Anglo American Capital PLC (South Africa), | Anglo American Capital PLC (South Africa), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359040 |
| Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663833 |
| Fortescue Treasury Pty Ltd. (Australia), | Fortescue Treasury Pty Ltd. (Australia), | Fortescue Treasury Pty Ltd. (Australia), | Fortescue Treasury Pty Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106797 |
| Freeport Indonesia PT (Indonesia), | Freeport Indonesia PT (Indonesia), | Freeport Indonesia PT (Indonesia), | Freeport Indonesia PT (Indonesia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.763% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199576 |
| Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.371% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/29 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275228 |
| &nbsp;&nbsp;&nbsp;5.634% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/34 | &nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549182 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/28 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150032 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/30 | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214337 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** |
| New Gold, Inc. (Canada), | New Gold, Inc. (Canada), | New Gold, Inc. (Canada), | New Gold, Inc. (Canada), | New Gold, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$273589 |
| Novelis Corp., | Novelis Corp., | Novelis Corp., | Novelis Corp., | Novelis Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337293 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453959 |
| Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325500 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908366 |
| **Miscellaneous Manufacturing — 0.0%** | **Miscellaneous Manufacturing — 0.0%** | **Miscellaneous Manufacturing — 0.0%** | **Miscellaneous Manufacturing — 0.0%** | **Miscellaneous Manufacturing — 0.0%** |
| Alstom SA (France), | Alstom SA (France), | Alstom SA (France), | Alstom SA (France), | Alstom SA (France), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.868%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/29(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118626 |
| Illinois Tool Works, Inc., | Illinois Tool Works, Inc., | Illinois Tool Works, Inc., | Illinois Tool Works, Inc., | Illinois Tool Works, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577867 |
| Maxam Prill Sarl (Luxembourg), | Maxam Prill Sarl (Luxembourg), | Maxam Prill Sarl (Luxembourg), | Maxam Prill Sarl (Luxembourg), | Maxam Prill Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117319 |
| Parker-Hannifin Corp., | Parker-Hannifin Corp., | Parker-Hannifin Corp., | Parker-Hannifin Corp., | Parker-Hannifin Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788227 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602039 |
| **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** |
| Africa Finance Corp. (Supranational Bank), | Africa Finance Corp. (Supranational Bank), | Africa Finance Corp. (Supranational Bank), | Africa Finance Corp. (Supranational Bank), | Africa Finance Corp. (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/08/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200978 |
| Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117202 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527910 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337491 |
| European Investment Bank (Supranational Bank), | European Investment Bank (Supranational Bank), | European Investment Bank (Supranational Bank), | European Investment Bank (Supranational Bank), | European Investment Bank (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216808 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;3.590%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/37 | CAD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447121 |
| Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411563 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259073 |
| **Oil & Gas — 0.1%** | **Oil & Gas — 0.1%** | **Oil & Gas — 0.1%** | **Oil & Gas — 0.1%** | **Oil & Gas — 0.1%** |
| Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387597 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp., | Ascent Resources Utica Holdings LLC/ARU Finance Corp., | Ascent Resources Utica Holdings LLC/ARU Finance Corp., | Ascent Resources Utica Holdings LLC/ARU Finance Corp., | Ascent Resources Utica Holdings LLC/ARU Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29169 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340355 |

---

A26

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| BP Capital Markets PLC, | BP Capital Markets PLC, | BP Capital Markets PLC, | BP Capital Markets PLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/22/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$741010 |
| &nbsp;&nbsp;&nbsp;6.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/35(oo) | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262282 |
| &nbsp;&nbsp;&nbsp;6.450%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33(oo) | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124500 |
| Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129055 |
| Coterra Energy, Inc., | Coterra Energy, Inc., | Coterra Energy, Inc., | Coterra Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9537 |
| Crescent Energy Finance LLC, | Crescent Energy Finance LLC, | Crescent Energy Finance LLC, | Crescent Energy Finance LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703637 |
| &nbsp;&nbsp;&nbsp;9.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750278 |
| Diamondback Energy, Inc., | Diamondback Energy, Inc., | Diamondback Energy, Inc., | Diamondback Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40575 |
| Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211070 |
| Expand Energy Corp., | Expand Energy Corp., | Expand Energy Corp., | Expand Energy Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438488 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124993 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381308 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471049 |
| Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104412 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457166 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102604 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532000 |
| Permian Resources Operating LLC, | Permian Resources Operating LLC, | Permian Resources Operating LLC, | Permian Resources Operating LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750747 |
| Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129911 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530764 |
| Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.649% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546857 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108483 |
| SM Energy Co., | SM Energy Co., | SM Energy Co., | SM Energy Co., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128461 |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500328 |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31(a) | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193523 |
| Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/03/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101001 |
| TotalEnergies SE (France), | TotalEnergies SE (France), | TotalEnergies SE (France), | TotalEnergies SE (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/19/34(oo) | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283209 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN |
| &nbsp;&nbsp;&nbsp;1.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/27(oo) | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$723632 |
| Transocean International Ltd., | Transocean International Ltd., | Transocean International Ltd., | Transocean International Ltd., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319638 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12657639 |
| **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** |
| Ball Corp., | Ball Corp., | Ball Corp., | Ball Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30(a) | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001171 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889207 |
| Clydesdale Acquisition Holdings, Inc., | Clydesdale Acquisition Holdings, Inc., | Clydesdale Acquisition Holdings, Inc., | Clydesdale Acquisition Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136543 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425682 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452603 |
| **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** |
| AdaptHealth LLC, | AdaptHealth LLC, | AdaptHealth LLC, | AdaptHealth LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499221 |
| Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80241 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135566 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349483 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202890 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;1516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137000 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239654 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251903 |
| Becton Dickinson & Co., | Becton Dickinson & Co., | Becton Dickinson & Co., | Becton Dickinson & Co., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.828% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229844 |
| Cencora, Inc., | Cencora, Inc., | Cencora, Inc., | Cencora, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18238 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64627 |
| Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306094 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514761 |
| **Pipelines — 0.1%** | **Pipelines — 0.1%** | **Pipelines — 0.1%** | **Pipelines — 0.1%** |
| Antero Midstream Partners LP/Antero Midstream Finance Corp., | Antero Midstream Partners LP/Antero Midstream Finance Corp., | Antero Midstream Partners LP/Antero Midstream Finance Corp., | Antero Midstream Partners LP/Antero Midstream Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071577 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286586 |
| Cheniere Energy Partners LP, | Cheniere Energy Partners LP, | Cheniere Energy Partners LP, | Cheniere Energy Partners LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377711 |
| Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.927% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31405 |

---

A27

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$87691 |
| &nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268814 |
| Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64472 |
| Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281221 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G |
| &nbsp;&nbsp;&nbsp;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/30(oo) | &nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866479 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603845 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373316 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86475 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56111 |
| Enterprise Products Operating LLC, | Enterprise Products Operating LLC, | Enterprise Products Operating LLC, | Enterprise Products Operating LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44468 |
| Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903668 |
| Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275550 |
| MPLX LP, | MPLX LP, | MPLX LP, | MPLX LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287201 |
| ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314397 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283120 |
| Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403472 |
| Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23769 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23251 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214772 |
| Venture Global LNG, Inc., | Venture Global LNG, Inc., | Venture Global LNG, Inc., | Venture Global LNG, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/29(oo) | &nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926231 |
| Western Midstream Operating LP, | Western Midstream Operating LP, | Western Midstream Operating LP, | Western Midstream Operating LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524716 |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25351 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10705669 |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** |
| Balder Finland OYJ (Sweden), | Balder Finland OYJ (Sweden), | Balder Finland OYJ (Sweden), | Balder Finland OYJ (Sweden), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755558 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** |
| Blackstone Property Partners Europe Holdings Sarl (Luxembourg), | Blackstone Property Partners Europe Holdings Sarl (Luxembourg), | Blackstone Property Partners Europe Holdings Sarl (Luxembourg), | Blackstone Property Partners Europe Holdings Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$326990 |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104988 |
| Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193250 |
| Five Point Operating Co. LP, | Five Point Operating Co. LP, | Five Point Operating Co. LP, | Five Point Operating Co. LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314454 |
| Heimstaden Bostad Treasury BV (Sweden), | Heimstaden Bostad Treasury BV (Sweden), | Heimstaden Bostad Treasury BV (Sweden), | Heimstaden Bostad Treasury BV (Sweden), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/03/27 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339993 |
| Howard Hughes Corp. (The), | Howard Hughes Corp. (The), | Howard Hughes Corp. (The), | Howard Hughes Corp. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038857 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038048 |
| Logicor Financing Sarl (Luxembourg), | Logicor Financing Sarl (Luxembourg), | Logicor Financing Sarl (Luxembourg), | Logicor Financing Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101845 |
| P3 Group Sarl (Luxembourg), | P3 Group Sarl (Luxembourg), | P3 Group Sarl (Luxembourg), | P3 Group Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109012 |
| Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), | Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), | Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), | Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/28 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294646 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/14/27 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731374 |
| Vonovia SE (Germany), | Vonovia SE (Germany), | Vonovia SE (Germany), | Vonovia SE (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206920 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6555935 |
| **Real Estate Investment Trusts (REITs) — 0.1%** | **Real Estate Investment Trusts (REITs) — 0.1%** | **Real Estate Investment Trusts (REITs) — 0.1%** | **Real Estate Investment Trusts (REITs) — 0.1%** |
| Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35(a) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398493 |
| CFE Fibra E (Mexico), | CFE Fibra E (Mexico), | CFE Fibra E (Mexico), | CFE Fibra E (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191442 |
| Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386054 |
| Diversified Healthcare Trust, | Diversified Healthcare Trust, | Diversified Healthcare Trust, | Diversified Healthcare Trust, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243625 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336987 |
| GLP Capital LP/GLP Financing II, Inc., | GLP Capital LP/GLP Financing II, Inc., | GLP Capital LP/GLP Financing II, Inc., | GLP Capital LP/GLP Financing II, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397197 |
| Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/03/27 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562928 |
| Healthpeak OP LLC, | Healthpeak OP LLC, | Healthpeak OP LLC, | Healthpeak OP LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/35(a) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601944 |

---

A28

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** |
| Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/26/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$895472 |
| MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/29(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159695 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13977 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50754 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384883 |
| Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214163 |
| Realty Income Corp., | Realty Income Corp., | Realty Income Corp., | Realty Income Corp., | Realty Income Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/31 | EUR | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570194 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/06/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839881 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655884 |
| RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942100 |
| SBA Communications Corp., | SBA Communications Corp., | SBA Communications Corp., | SBA Communications Corp., | SBA Communications Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677429 |
| SELP Finance Sarl (Luxembourg), | SELP Finance Sarl (Luxembourg), | SELP Finance Sarl (Luxembourg), | SELP Finance Sarl (Luxembourg), | SELP Finance Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462701 |
| Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745814 |
| Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/04/30(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346138 |
| VICI Properties LP, | VICI Properties LP, | VICI Properties LP, | VICI Properties LP, | VICI Properties LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374155 |
| VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19948 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94876 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303131 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
| WP Carey, Inc., | WP Carey, Inc., | WP Carey, Inc., | WP Carey, Inc., | WP Carey, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577058 |
| WPC Eurobond BV, | WPC Eurobond BV, | WPC Eurobond BV, | WPC Eurobond BV, | WPC Eurobond BV, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110461 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13567205 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** |
| 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$298137 |
| Boots Group Finco LP (United Kingdom), | Boots Group Finco LP (United Kingdom), | Boots Group Finco LP (United Kingdom), | Boots Group Finco LP (United Kingdom), | Boots Group Finco LP (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/31/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173377 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/31/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230472 |
| Carvana Co., | Carvana Co., | Carvana Co., | Carvana Co., | Carvana Co., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197398 |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835925 |
| EG Global Finance PLC (United Kingdom), | EG Global Finance PLC (United Kingdom), | EG Global Finance PLC (United Kingdom), | EG Global Finance PLC (United Kingdom), | EG Global Finance PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/28 | EUR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429805 |
| &nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/28 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389375 |
| Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621966 |
| Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303746 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272298 |
| Lithia Motors, Inc., | Lithia Motors, Inc., | Lithia Motors, Inc., | Lithia Motors, Inc., | Lithia Motors, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 |  | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071953 |
| McDonald's Corp., | McDonald's Corp., | McDonald's Corp., | McDonald's Corp., | McDonald's Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.857% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600339 |
| Penske Automotive Group, Inc., | Penske Automotive Group, Inc., | Penske Automotive Group, Inc., | Penske Automotive Group, Inc., | Penske Automotive Group, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217886 |
| Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409658 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10052335 |
| **Savings & Loans — 0.0%** | **Savings & Loans — 0.0%** | **Savings & Loans — 0.0%** | **Savings & Loans — 0.0%** | **Savings & Loans — 0.0%** |
| Nationwide Building Society (United Kingdom), | Nationwide Building Society (United Kingdom), | Nationwide Building Society (United Kingdom), | Nationwide Building Society (United Kingdom), | Nationwide Building Society (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/27(oo) | GBP | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261705 |
| **Semiconductors — 0.0%** | **Semiconductors — 0.0%** | **Semiconductors — 0.0%** | **Semiconductors — 0.0%** | **Semiconductors — 0.0%** |
| Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33(k) |  | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480456 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110849 |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41300 |
| Foundry JV Holdco LLC, | Foundry JV Holdco LLC, | Foundry JV Holdco LLC, | Foundry JV Holdco LLC, | Foundry JV Holdco LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330889 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209335 |
| Marvell Technology, Inc., | Marvell Technology, Inc., | Marvell Technology, Inc., | Marvell Technology, Inc., | Marvell Technology, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119311 |

---

A29

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Semiconductors (cont'd.)** | **Semiconductors (cont'd.)** | **Semiconductors (cont'd.)** | **Semiconductors (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/35(a) | &nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$362697 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654837 |
| **Software — 0.0%** | **Software — 0.0%** | **Software — 0.0%** | **Software — 0.0%** |
| CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466840 |
| Fiserv, Inc., | Fiserv, Inc., | Fiserv, Inc., | Fiserv, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117464 |
| OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150172 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235297 |
| Oracle Corp., | Oracle Corp., | Oracle Corp., | Oracle Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60228 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13486 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19338 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/03/55 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99775 |
| &nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/46 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120438 |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/56 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421448 |
| &nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/66 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119352 |
| Roper Technologies, Inc., | Roper Technologies, Inc., | Roper Technologies, Inc., | Roper Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118186 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942024 |
| **Telecommunications — 0.1%** | **Telecommunications — 0.1%** | **Telecommunications — 0.1%** | **Telecommunications — 0.1%** |
| AT&T, Inc., | AT&T, Inc., | AT&T, Inc., | AT&T, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584236 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/35(a) | &nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157955 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70955 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173422 |
| Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600802 |
| Connect Holding II LLC, | Connect Holding II LLC, | Connect Holding II LLC, | Connect Holding II LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/03/31 | &nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838869 |
| Digicel International Finance Ltd./DIFL US LLC (Jamaica), | Digicel International Finance Ltd./DIFL US LLC (Jamaica), | Digicel International Finance Ltd./DIFL US LLC (Jamaica), | Digicel International Finance Ltd./DIFL US LLC (Jamaica), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/32(x) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202959 |
| Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282363 |
| Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/28 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050137 |
| Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803239 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/30/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$672056 |
| NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.876% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/16/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256253 |
| Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47598 |
| SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 |  | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664830 |
| TalkTalk Telecom Group Ltd. (United Kingdom), | TalkTalk Telecom Group Ltd. (United Kingdom), | TalkTalk Telecom Group Ltd. (United Kingdom), | TalkTalk Telecom Group Ltd. (United Kingdom), | TalkTalk Telecom Group Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, Cash coupon 11.750% or PIK 11.750% | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, Cash coupon 11.750% or PIK 11.750% | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, Cash coupon 11.750% or PIK 11.750% | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, Cash coupon 11.750% or PIK 11.750% | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, Cash coupon 11.750% or PIK 11.750% |
| &nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28^(d) | GBP | &nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395072 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235936 |
| Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244095 |
| Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852733 |
| Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288045 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11421557 |
| **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** |
| CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860551 |
| Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB |
| &nbsp;&nbsp;&nbsp;1.600%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/29(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419467 |
| Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.398% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/07/33 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372542 |
| Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464567 |
| La Poste SA (France), | La Poste SA (France), | La Poste SA (France), | La Poste SA (France), | La Poste SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310818 |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507603 |
| Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380069 |
| Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/19/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118664 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943200 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222278 |

---

A30

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Transportation (cont'd.)** | **Transportation (cont'd.)** | **Transportation (cont'd.)** | **Transportation (cont'd.)** |
| SNCF Reseau (France), | SNCF Reseau (France), | SNCF Reseau (France), | SNCF Reseau (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$177411 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293437 |
| Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/02/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441621 |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110528 |
| Star Leasing Co. LLC, | Star Leasing Co. LLC, | Star Leasing Co. LLC, | Star Leasing Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344230 |
| XPO, Inc., | XPO, Inc., | XPO, Inc., | XPO, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103049 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304389 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7374424 |
| **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** |
| Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496843 |
| **Total Corporate Bonds<br>(cost $301,529,064)<br>** | **Total Corporate Bonds<br>(cost $301,529,064)<br>** | **Total Corporate Bonds<br>(cost $301,529,064)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297797918 |
| **Floating Rate and Other Loans — 0.0%** | **Floating Rate and Other Loans — 0.0%** | **Floating Rate and Other Loans — 0.0%** | **Floating Rate and Other Loans — 0.0%** |
| **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** |
| Clarios Global LP, | Clarios Global LP, | Clarios Global LP, | Clarios Global LP, |
| &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% |
| &nbsp;&nbsp;&nbsp;6.423%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421395 |
| Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., |
| &nbsp;&nbsp;&nbsp;Term A Loan, 3 Month SOFR + 4.850% | &nbsp;&nbsp;&nbsp;Term A Loan, 3 Month SOFR + 4.850% | &nbsp;&nbsp;&nbsp;Term A Loan, 3 Month SOFR + 4.850% | &nbsp;&nbsp;&nbsp;Term A Loan, 3 Month SOFR + 4.850% |
| &nbsp;&nbsp;&nbsp;8.506%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549492 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970887 |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
| Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), |
| &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% |
| &nbsp;&nbsp;&nbsp;4.281%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/03/32 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518093 |
| **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** |
| Diamond Sports Net LLC, | Diamond Sports Net LLC, | Diamond Sports Net LLC, | Diamond Sports Net LLC, |
| &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan |
| &nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/28 | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23249 |
| **Retail — 0.0%** | **Retail — 0.0%** | **Retail — 0.0%** | **Retail — 0.0%** |
| Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% |
| &nbsp;&nbsp;&nbsp;4.769%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4171437 |
| **Total Floating Rate and Other Loans<br>(cost $5,508,903)<br>** | **Total Floating Rate and Other Loans<br>(cost $5,508,903)<br>** | **Total Floating Rate and Other Loans<br>(cost $5,508,903)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5683666 |
| **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** |
| Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;6.812%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201805 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** |
| &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;9.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$93815 |
| &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;8.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83036 |
| &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.612%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/45 | &nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120818 |
| Eagle Re Ltd., | Eagle Re Ltd., | Eagle Re Ltd., | Eagle Re Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) |
| &nbsp;&nbsp;&nbsp;7.112%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42323 |
| &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) |
| &nbsp;&nbsp;&nbsp;5.662%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/33 | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14801 |
| FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.762%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/41 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301021 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;6.012%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201376 |
| Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, |
| &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/49 | &nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9803 |
| &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO | &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO | &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO | &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/50 | &nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39517 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.100%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/65 | &nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91180 |
| MFA Trust, | MFA Trust, | MFA Trust, | MFA Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.186%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/70 | &nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569166 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.824%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/65 | &nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359500 |
| Oaktown Re VII Ltd., | Oaktown Re VII Ltd., | Oaktown Re VII Ltd., | Oaktown Re VII Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) |
| &nbsp;&nbsp;&nbsp;6.562%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75018 |
| OBX Trust, | OBX Trust, | OBX Trust, | OBX Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.818%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/65 | &nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464060 |
| Radnor Re Ltd., | Radnor Re Ltd., | Radnor Re Ltd., | Radnor Re Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) |
| &nbsp;&nbsp;&nbsp;7.362%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53660 |
| **Total Residential Mortgage-Backed Securities<br>(cost $2,710,646)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $2,710,646)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $2,710,646)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720899 |
| **Sovereign Bonds — 1.1%** | **Sovereign Bonds — 1.1%** | **Sovereign Bonds — 1.1%** | **Sovereign Bonds — 1.1%** |
| Agence France Locale (France), | Agence France Locale (France), | Agence France Locale (France), | Agence France Locale (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553611 |

---

A31

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.034% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$407376 |
| Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/06/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723921 |
| Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/26/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117502 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266447 |
| Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596124 |
| Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/18/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259895 |
| Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200743 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342893 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563139 |
| Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.333% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879651 |
| Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261172 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366173 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15459 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238181 |
| Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 |
| &nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/10/30 | EUR | &nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799134 |
| Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | EUR | &nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913971 |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331911 |
| Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/16/27 | EUR | &nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5833600 |
| &nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28 | EUR | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922618 |
| Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), |
| &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN |
| &nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/09/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219653 |
| Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063200 |
| China Government Bond (China), | China Government Bond (China), | China Government Bond (China), | China Government Bond (China), | China Government Bond (China), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/43 | CNH | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615219 |
| China Government International Bond (China), | China Government International Bond (China), | China Government International Bond (China), | China Government International Bond (China), | China Government International Bond (China), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715013 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.019% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$513252 |
| City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/30/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128991 |
| City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206778 |
| Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120261 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141340 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243017 |
| Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199772 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/31 | EUR | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383073 |
| Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/40 | EUR | &nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441676 |
| Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/34 | CZK | &nbsp;&nbsp;21830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033243 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/11/32 | CZK | &nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381156 |
| Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771925 |
| Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/29/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196350 |
| El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86152 |
| Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180288 |
| Export-Import Bank of India (India), | Export-Import Bank of India (India), | Export-Import Bank of India (India), | Export-Import Bank of India (India), | Export-Import Bank of India (India), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190800 |
| &nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/26 | CNH | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145767 |
| Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), |
| &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes |
| &nbsp;&nbsp;&nbsp;6.097% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795688 |
| Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/03/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 |
| Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/35 | EUR | &nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490250 |
| Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110917 |
| Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/07/33 | CNH | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311427 |

---

A32

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/24/35 | HUF | &nbsp;&nbsp;575860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1708793 |
| Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194500 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/16/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572689 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018050 |
| Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758853 |
| Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597285 |
| Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/12/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557263 |
| &nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100632 |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/35 | CNH | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142796 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279059 |
| Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192481 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140384 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609000 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/12/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202625 |
| Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857125 |
| &nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678236 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A |
| &nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411947 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40677 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666703 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162500 |
| &nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95350 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A |
| &nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/54 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275019 |
| Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 |
| Japan Bank for International Cooperation (Japan), | Japan Bank for International Cooperation (Japan), | Japan Bank for International Cooperation (Japan), | Japan Bank for International Cooperation (Japan), | Japan Bank for International Cooperation (Japan), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278092 |
| Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 |
| &nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/54 | JPY | &nbsp;&nbsp;&nbsp;67450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322139 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 |
| &nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/55 | JPY | &nbsp;&nbsp;404700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975725 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/55 | JPY | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$144587 |
| Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/43 | JPY | &nbsp;&nbsp;328850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617467 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/45 | JPY | &nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231790 |
| Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160082 |
| Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750085 |
| Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105741 |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196444 |
| Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641483 |
| Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363559 |
| Metropolitano de Lisboa EPE (Portugal), | Metropolitano de Lisboa EPE (Portugal), | Metropolitano de Lisboa EPE (Portugal), | Metropolitano de Lisboa EPE (Portugal), | Metropolitano de Lisboa EPE (Portugal), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/04/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349364 |
| Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), |
| &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/33 | MXN | &nbsp;&nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705934 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/31 | MXN | &nbsp;&nbsp;&nbsp;62350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311076 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/23/34 | MXN | &nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402584 |
| Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345267 |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/12/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359007 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226778 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123473 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111568 |
| New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/35 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609040 |
| Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220654 |
| Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219494 |
| Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782715 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727182 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453093 |
| Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266220 |

---

A33

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$500436 |
| Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272464 |
| Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.597%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115860 |
| Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/02/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290008 |
| Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227067 |
| Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.088% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394589 |
| Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/34 | CAD | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783416 |
| Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/04/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970644 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/29 |  | &nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348369 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251477 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/06/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292221 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844397 |
| Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 | PLN | &nbsp;&nbsp;&nbsp;4922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241538 |
| Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 | ZAR | &nbsp;&nbsp;15025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878138 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/40 | ZAR | &nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433563 |
| Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286750 |
| Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/02/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108274 |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94749 |
| &nbsp;&nbsp;&nbsp;3.624% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22066 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/13/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177102 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19540 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/13/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407132 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188680 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19540 |
| Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/09/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347083 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/03/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$927934 |
| Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029212 |
| SFIL SA (France), | SFIL SA (France), | SFIL SA (France), | SFIL SA (France), | SFIL SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018807 |
| Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 233 | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 233 | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 233 | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 233 | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 233 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77015 |
| Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237214 |
| Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828568 |
| Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498877 |
| Spain Government Bond (Spain), | Spain Government Bond (Spain), | Spain Government Bond (Spain), | Spain Government Bond (Spain), | Spain Government Bond (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/50 | EUR | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954711 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655782 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/54 | EUR | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324934 |
| Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206800 |
| Svensk Exportkredit AB (Sweden), | Svensk Exportkredit AB (Sweden), | Svensk Exportkredit AB (Sweden), | Svensk Exportkredit AB (Sweden), | Svensk Exportkredit AB (Sweden), |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466521 |
| Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/19/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385168 |
| Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/33 | AUD | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639932 |
| Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360540 |
| United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/07/31 | GBP | &nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12218400 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/07/46 | GBP | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245276 |
| Uruguay Government International Bond (Uruguay), | Uruguay Government International Bond (Uruguay), | Uruguay Government International Bond (Uruguay), | Uruguay Government International Bond (Uruguay), | Uruguay Government International Bond (Uruguay), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/02/40 | UYU | &nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76393 |
| **Total Sovereign Bonds<br>(cost $121,597,631)<br>** | **Total Sovereign Bonds<br>(cost $121,597,631)<br>** | **Total Sovereign Bonds<br>(cost $121,597,631)<br>** | **Total Sovereign Bonds<br>(cost $121,597,631)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114553526 |
| **U.S. Government Agency Obligations — 0.1%** | **U.S. Government Agency Obligations — 0.1%** | **U.S. Government Agency Obligations — 0.1%** | **U.S. Government Agency Obligations — 0.1%** | **U.S. Government Agency Obligations — 0.1%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951655 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974276 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482852 |
| Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/50 |  | &nbsp;&nbsp;1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335437 |

---

A34

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$591070 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/52 |  | &nbsp;&nbsp;&nbsp;3474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3076202 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/52 |  | &nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357235 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873703 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207085 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399241 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421218 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604941 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175730 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/54 |  | &nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740082 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450003 |
| Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;06/07/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403529 |
| U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257567 |
| **Total U.S. Government Agency Obligations<br>(cost $14,338,495)<br>** | **Total U.S. Government Agency Obligations<br>(cost $14,338,495)<br>** | **Total U.S. Government Agency Obligations<br>(cost $14,338,495)<br>** | **Total U.S. Government Agency Obligations<br>(cost $14,338,495)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14301826 |
| **U.S. Treasury Obligations — 2.0%** | **U.S. Treasury Obligations — 2.0%** | **U.S. Treasury Obligations — 2.0%** | **U.S. Treasury Obligations — 2.0%** | **U.S. Treasury Obligations — 2.0%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161341 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/51 |  | &nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960420 |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/49 |  | &nbsp;&nbsp;&nbsp;2738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702694 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/51(k) |  | &nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960095 |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/49 |  | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208062 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/42 |  | &nbsp;&nbsp;&nbsp;7865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6481252 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/48 |  | &nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550598 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42(k) |  | &nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128535 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44(h) |  | &nbsp;&nbsp;18430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16716586 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/54 |  | &nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931450 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/43 |  | &nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445258 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44(h) |  | &nbsp;&nbsp;17995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17204907 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44 |  | &nbsp;&nbsp;&nbsp;9755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9460826 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 |  | &nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4387612 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43(k) |  | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10668375 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/45 |  | &nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8914264 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/55 |  | &nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294880 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390662 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333953 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/45(h) |  | &nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006681 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;06/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571820 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35472 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;03/31/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86316 |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347484 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;06/30/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157113 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;02/29/28 |  | &nbsp;&nbsp;11707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11615996 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504310 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/27 |  | &nbsp;&nbsp;&nbsp;1901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890626 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/33(h) |  | &nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7814231 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/30 |  | &nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842584 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108513 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/28 |  | &nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7419552 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/32 |  | &nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461538 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/32 |  | &nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8221500 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/27 |  | &nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7714819 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;03/31/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727662 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$63812 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/34 | &nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6943535 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/30 | &nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092330 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89557 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;&nbsp;2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032567 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/32 | &nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494529 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;03/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181238 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548213 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894560 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/30 | &nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125028 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;&nbsp;3610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647792 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8166 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;06/30/26 | &nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182535 |
| U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon |
| &nbsp;&nbsp;&nbsp;2.070%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/41(k) | &nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697314 |
| &nbsp;&nbsp;&nbsp;2.125%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239822 |
| &nbsp;&nbsp;&nbsp;2.305%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510163 |
| &nbsp;&nbsp;&nbsp;2.416%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968749 |
| &nbsp;&nbsp;&nbsp;2.877%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644574 |
| &nbsp;&nbsp;&nbsp;3.077%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337926 |
| &nbsp;&nbsp;&nbsp;3.340%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/45(k) | &nbsp;&nbsp;10235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783133 |
| &nbsp;&nbsp;&nbsp;4.439%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/41(h)(k) | &nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457013 |
| &nbsp;&nbsp;&nbsp;4.500%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359171 |
| &nbsp;&nbsp;&nbsp;4.608%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70507 |
| &nbsp;&nbsp;&nbsp;4.716%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/39(k) | &nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916265 |
| &nbsp;&nbsp;&nbsp;4.727%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/50(h) | &nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839625 |
| &nbsp;&nbsp;&nbsp;4.730%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/39(k) | &nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361633 |
| &nbsp;&nbsp;&nbsp;4.865%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/41(k) | &nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738913 |
| &nbsp;&nbsp;&nbsp;4.879%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42(h)(k) | &nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752806 |
| &nbsp;&nbsp;&nbsp;4.920%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/48(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261636 |
| &nbsp;&nbsp;&nbsp;4.924%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201032 |
| &nbsp;&nbsp;&nbsp;4.928%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98508 |
| &nbsp;&nbsp;&nbsp;4.996%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777249 |
| &nbsp;&nbsp;&nbsp;5.005%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186251 |
| &nbsp;&nbsp;&nbsp;5.021%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/39(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139690 |
| &nbsp;&nbsp;&nbsp;5.040%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/39(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137563 |
| &nbsp;&nbsp;&nbsp;5.069%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/40(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133451 |
| &nbsp;&nbsp;&nbsp;5.083%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192596 |
| &nbsp;&nbsp;&nbsp;5.095%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/40(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131444 |
| &nbsp;&nbsp;&nbsp;5.104%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/40(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129466 |
| &nbsp;&nbsp;&nbsp;5.136%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208951 |
| &nbsp;&nbsp;&nbsp;5.183%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118350 |
| &nbsp;&nbsp;&nbsp;5.192%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116395 |
| &nbsp;&nbsp;&nbsp;5.220%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406730 |
| &nbsp;&nbsp;&nbsp;5.239%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106512 |
| &nbsp;&nbsp;&nbsp;5.246%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102134 |
| &nbsp;&nbsp;&nbsp;5.276%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/40(k) | &nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680181 |
| **Total U.S. Treasury Obligations<br>(cost $217,534,388)<br>** | **Total U.S. Treasury Obligations<br>(cost $217,534,388)<br>** | **Total U.S. Treasury Obligations<br>(cost $217,534,388)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208537602 |

---

---

| | |
|:---|:---|
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $15,949) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45911 |
| **Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN—90.9%<br>(cost $8,367,680,711)<br>** | 9696853039 |

---

A35

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Value** |
| **Options Written\*~ — (0.0)%** | **Options Written\*~ — (0.0)%** |
| &nbsp;&nbsp;&nbsp;(premiums received $0) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(32053) |
| **TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN—90.9%<br>(cost $8,367,680,711)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9696820986 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** |  |
| **Short-Term Investments — 10.0%** | **Short-Term Investments — 10.0%** | **Short-Term Investments — 10.0%** |
| **Affiliated Mutual Funds — 9.4%** | **Affiliated Mutual Funds — 9.4%** | **Affiliated Mutual Funds — 9.4%** |
| &nbsp;&nbsp;&nbsp;PGIM Core Ultra Short Bond Fund(wa) | 846398418 | &nbsp;&nbsp;&nbsp;846398418 |
| &nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund (7-day effective yield 3.829%)<br>(cost $161,921,779; includes $161,364,383 of cash collateral for securities on loan)(b)(wa) | 162045176 | &nbsp;&nbsp;&nbsp;161931744 |
| **Total Affiliated Mutual Funds<br>(cost $1,008,320,197)<br>** | **Total Affiliated Mutual Funds<br>(cost $1,008,320,197)<br>** | 1008330162 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |  |
| **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** |  |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |  |
| &nbsp;&nbsp;&nbsp;3.573% | &nbsp;&nbsp;&nbsp;&nbsp;04/23/26(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;419068 |  |
| &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;06/16/26(k) | &nbsp;&nbsp;55000 | 54581637 |  |
| &nbsp;&nbsp;&nbsp;3.622% | &nbsp;&nbsp;&nbsp;&nbsp;06/23/26 | &nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp;&nbsp;6233246 |  |
| **Total U.S. Treasury Obligations<br>(cost $61,237,524)<br>** | **Total U.S. Treasury Obligations<br>(cost $61,237,524)<br>** | **Total U.S. Treasury Obligations<br>(cost $61,237,524)<br>** |  | 61233951.0 |

---

---

| | |
|:---|:---|
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $568,142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597041 |
| **Total Short-Term Investments<br>(cost $1,070,125,863)<br>** | &nbsp;&nbsp;&nbsp;1070161154 |
| **TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN—100.9%<br>(cost $9,437,806,574)<br>** | 10766982140 |

---

---

| | |
|:---|:---|
| **Options Written\*~ — (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(premiums received $638,634) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(905799) |
| **TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN—100.9%<br>(cost $9,437,167,940)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;10766076341 |
| **Liabilities in excess of other assets(z) — (0.9)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96683851) |
| **Net Assets — 100.0%<br>** | $10669392490 |

---

---

| | |
|:---|:---|
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: | Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |

---

---

| | |
|:---|:---|
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | New Taiwanese Dollar |
| USD | US Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

---

| | |
|:---|:---|
| 144A | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. |
| A | Annual payment frequency for swaps |
| ADR | American Depositary Receipt |
| BARC | Barclays Bank PLC |
| BBR | New Zealand Bank Bill Rate |
| BBSW | Australian Bank Bill Swap Reference Rate |
| BNP | BNP Paribas S.A. |
| BNY | Bank of New York Mellon |
| BOA | Bank of America, N.A. |
| BROIS | Brazil Overnight Index Swap |
| BTP | Buoni del Tesoro Poliennali |
| BUBOR | Budapest Interbank Offered Rate |
| CDX | Credit Derivative Index |
| CIBOR | Copenhagen Interbank Offered Rate |
| CITI | Citibank, N.A. |
| CLO | Collateralized Loan Obligation |
| CLOIS | Sinacofi Chile Interbank Rate Average |
| CMBX | Commercial Mortgage-Backed Index |
| CMS | Constant Maturity Swap |
| CORRA | Canadian Overnight Repo Rate Average |
| CVA | Certificate Van Aandelen (Bearer) |
| DAC | Designated Activity Company |
| DB | Deutsche Bank AG |
| EAFE | Europe, Australasia, Far East |
| EMTN | Euro Medium Term Note |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| EuroSTR | Euro Short-Term Rate |
| FHLMC | Federal Home Loan Mortgage Corporation |
| GMTN | Global Medium Term Note |
| GSI | Goldman Sachs International |

---

A36

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | |
|:---|:---|
| HSBC | HSBC Bank PLC |
| IO | Interest Only (Principal amount represents notional) |
| JPM | JPMorgan Chase Bank N.A. |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| KWCDC | Korean Won Certificate of Deposit |
| LP | Limited Partnership |
| M | Monthly payment frequency for swaps |
| MPLE | Maple Bonds |
| MSCI | Morgan Stanley Capital International |
| MSI | Morgan Stanley & Co. International PLC |
| MTN | Medium Term Note |
| N/A | Not Applicable |
| NIBOR | Norwegian Interbank Offered Rate |
| NYSE | New York Stock Exchange |
| OAT | Obligations Assimilables du Tresor |
| OTC | Over-the-counter |
| PIK | Payment-in-Kind |
| PJSC | Public Joint-Stock Company |
| PRFC | Preference Shares |
| PRIBOR | Prague Interbank Offered Rate |
| Q | Quarterly payment frequency for swaps |
| RBC | Royal Bank of Canada |
| REITs | Real Estate Investment Trust |
| REMIC | Real Estate Mortgage Investment Conduit |
| S | Semiannual payment frequency for swaps |
| S&P | Standard & Poor's |
| SARON | Swiss Average Rate Overnight |
| SHIR | Shekel Overnight Interest Rate |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| SORA | Singapore Overnight Rate Average |
| SPDR | Standard & Poor's Depositary Receipts |
| SSB | State Street Bank & Trust Company |
| STIBOR | Stockholm Interbank Offered Rate |
| STRIPs | Separate Trading of Registered Interest and Principal of Securities |
| T | Swap payment upon termination |
| TAIBOR | Taiwan Interbank Offered Rate |
| TASE | Tel Aviv Stock Exchange |
| TD | The Toronto-Dominion Bank |
| THOR | Thai Overnight Repurchase Rate |
| TONAR | Tokyo Overnight Average Rate |
| TSX | Toronto Stock Exchange |
| UAG | UBS AG |
| USOIS | United States Overnight Index Swap |
| UTS | Unit Trust Security |
| WBC | Westpac Banking Corp. |
| WIBOR | Warsaw Interbank Offered Rate |
| XAMS | Amsterdam Stock Exchange |

---

XLON London Stock Exchange <br> XNGS NASDAQ Global Select Exchange

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $3 and 0.0% of net assets. |
| (a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $160,677,813; cash collateral of $161,364,383 (included in liabilities) was received with which the Portfolio purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Portfolio may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at March 31, 2026. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of March 31, 2026. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (n) | Rate shown reflects yield to maturity at purchased date. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (wa) | Represents investments in Funds affiliated with the Manager. |
| (x) | The following represents restricted securities that are acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is considered restricted as to disposition under federal securities law. |

---

(x) Restricted Securities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Issuer** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Original<br> Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value** | &nbsp;&nbsp;&nbsp;&nbsp;**Percentage<br> of<br> Net Assets** |
| Diamond Sports Group LLC\* | &nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;$49725 | &nbsp;&nbsp;&nbsp;&nbsp;$3570 | &nbsp;&nbsp;&nbsp;&nbsp;0.0% |
| Diamond Sports Group LLC, expiring 06/30/26\* | &nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Digicel International Finance Ltd./DIFL US LLC (Jamaica), Sr. Sec'd. Notes, 144A, 8.625%, 08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;08/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202959 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| &nbsp;&nbsp;&nbsp;**Total** |  | &nbsp;&nbsp;&nbsp;&nbsp;$254225 | &nbsp;&nbsp;&nbsp;&nbsp;$206529 | &nbsp;&nbsp;&nbsp;&nbsp;0.0% |

---

(z) Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments:

A37

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Options Purchased:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;7105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;14210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option EUR vs HUF | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;500.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Currency Option EUR vs USD | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.25 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Currency Option USD vs CNH | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.85 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25737 |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;4700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;4500.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27543 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14492 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;110.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;1700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1750.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| Currency Option USD vs PLN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.76 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24481 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;04/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;3300.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;3200.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Currency Option USD vs CZK | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Currency Option USD vs HUF | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;260.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Currency Option USD vs KRW | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1455.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Currency Option USD vs THB | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BARC | &nbsp;&nbsp;04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15239 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BOA | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69013 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69013 |
| **Total OTC Traded (cost $400,325)** | **Total OTC Traded (cost $400,325)** | **Total OTC Traded (cost $400,325)** |  |  |  |  |  |  | &nbsp;&nbsp;$252496 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/07/29 &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;2.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10045 | &nbsp;&nbsp;$23091 |
| 1-Year Interest Rate Swap, 02/07/29 &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;2.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
| 5-Year Interest Rate Swap, 08/13/31 &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14890 |

---

A38

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Options Purchased (continued):<br>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;$2979 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;2.80%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33750 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;2.80%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6977 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;10.29% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;10.29%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;10.29% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;10.29%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;3.82% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;3.82%(T) |  | &nbsp;&nbsp;16450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45651 |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;11.07% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;11.07%(T) |  | &nbsp;&nbsp;16450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.61% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.61%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18159 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;7.22% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;7.22%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;18010 | &nbsp;&nbsp;&nbsp;&nbsp;183405 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34879 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) |  | &nbsp;&nbsp;18010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.89% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.89%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18091 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.89% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.89%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3619 |
| **Total OTC Swaptions (cost $183,766)** | **Total OTC Swaptions (cost $183,766)** | **Total OTC Swaptions (cost $183,766)** | **Total OTC Swaptions (cost $183,766)** | **Total OTC Swaptions (cost $183,766)** | **Total OTC Swaptions (cost $183,766)** | **Total OTC Swaptions (cost $183,766)** |  |  | $390456 |
| **Total Options Purchased (cost $584,091)** | **Total Options Purchased (cost $584,091)** | **Total Options Purchased (cost $584,091)** | **Total Options Purchased (cost $584,091)** | **Total Options Purchased (cost $584,091)** | **Total Options Purchased (cost $584,091)** | **Total Options Purchased (cost $584,091)** |  |  | $642952 |

---

#### Options Written:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option EUR vs HUF &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;400.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;$(6257) |
| Currency Option EUR vs USD &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.17 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5323) |

---

A39

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Options Written (continued):<br>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.29 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3496) |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;3800.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(750) |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;3800.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5132) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16556) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5679) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5308) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;1480.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42520) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1470.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96959) |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.85 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15209) |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7691) |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;04/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10050) |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7248) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.12 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3527) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5731) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17183) |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;3700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12132) |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;3670.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33577) |
| Currency Option USD vs CZK | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.40 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13801) |
| Currency Option USD vs HUF | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;320.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21200) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(301) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5220) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12361) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7779) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6093) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13892) |
| Currency Option USD vs THB | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32.15 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4359) |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BOA | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6595) |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6595) |
| **Total OTC Traded (premiums received $373,180)** | **Total OTC Traded (premiums received $373,180)** | **Total OTC Traded (premiums received $373,180)** |  |  |  |  |  |  | &nbsp;&nbsp;$(398524) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;1.74%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10045 | &nbsp;&nbsp;$(11072) |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;1.74%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2215) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.09% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.09%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9119) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.09% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.09%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1824) |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.24% | &nbsp;&nbsp;3.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33936) |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.24% | &nbsp;&nbsp;3.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7016) |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;4.27% | &nbsp;&nbsp;4.27%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49296) |

---

A40

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.86% | &nbsp;&nbsp;3.86%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;$(11602) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;4.11% | &nbsp;&nbsp;4.11%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7164) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;18010 | &nbsp;&nbsp;&nbsp;&nbsp;(123575) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23500) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;18010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90829) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17273) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28203) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5643) |
| CDX.NA.HY.45.V2, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;$105.00 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY.45.V2(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44974) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | RBC | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;30050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14315) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.75% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;22380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7114) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;05/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;34630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50658) |
| **Total OTC Swaptions (premiums received $265,454)** | **Total OTC Swaptions (premiums received $265,454)** | **Total OTC Swaptions (premiums received $265,454)** | **Total OTC Swaptions (premiums received $265,454)** | **Total OTC Swaptions (premiums received $265,454)** | **Total OTC Swaptions (premiums received $265,454)** | **Total OTC Swaptions (premiums received $265,454)** |  | $(539328) |
| **Total Options Written (premiums received $638,634)** | **Total Options Written (premiums received $638,634)** | **Total Options Written (premiums received $638,634)** | **Total Options Written (premiums received $638,634)** | **Total Options Written (premiums received $638,634)** | **Total Options Written (premiums received $638,634)** | **Total Options Written (premiums received $638,634)** |  | $(937852) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** |
| 295 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;$61196367 | &nbsp;&nbsp;&nbsp;&nbsp;$(473010) |
| 10 | &nbsp;&nbsp;5 Year Canadian Government Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| 1953 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;211274935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3010925) |
| 142 | &nbsp;&nbsp;10 Year Australian Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10556950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65226) |
| 69 | &nbsp;&nbsp;10 Year Canadian Government Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5952620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42470) |
| 49 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7101670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173441) |
| 33 | &nbsp;&nbsp;10 Year Korean Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27363) |
| 48 | &nbsp;&nbsp;10 Year U.K. Gilt | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(285673) |
| 1220 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;135477194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2340559) |
| 542 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61525471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1214387) |
| 354 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40311750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1314356) |
| 4 | &nbsp;&nbsp;30 Year Euro Buxl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7031) |
| 309 | &nbsp;&nbsp;30 Year U.S. Ultra Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36017813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1034984) |
| 44 | &nbsp;&nbsp;Euro Schatz Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43737) |

---

A41

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** |
| 26 | &nbsp;&nbsp;Euro-BTP Italian Government Bond | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;$3494458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(43425) |
| 36 | &nbsp;&nbsp;Euro-OAT | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120671) |
| 769 | &nbsp;&nbsp;Mini MSCI EAFE Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;111547295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1676535) |
| 423 | &nbsp;&nbsp;Russell 2000 E-Mini Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53133030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197509) |
| 928 | &nbsp;&nbsp;S&P 500 E-Mini Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;304882800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7774673) |
| 72 | &nbsp;&nbsp;Short Euro-BTP | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8808964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66074) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(19912056) |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 180 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37340156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240592 |
| 27 | &nbsp;&nbsp;5 Year Euro-Bobl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76516 |
| 168 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18174188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172211 |
| 16 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2318913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32075 |
| 77 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153234 |
| 30 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58934 |
| 127 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14462125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166415 |
| 24 | &nbsp;&nbsp;30 Year Euro Buxl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31624 |
| 69 | &nbsp;&nbsp;British Pound Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44512 |
| 26 | &nbsp;&nbsp;Canadian Dollar Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36078 |
| 469 | &nbsp;&nbsp;Euro Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67919994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905928 |
| 5 | &nbsp;&nbsp;Euro Schatz Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6873 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924992 |
|  |  |  |  | &nbsp;&nbsp;$(17987064) |

---

#### Bond forward contracts outstanding at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase Bond<br> Forwards** | **Counterparty** | **Settlement<br> Date** | **Notional<br> Amount<br> (000)#** | **Strike<br> Price** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** |  |  |
| U.S. Treasury Bond | U.S. Treasury Bond |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;2.000%, 02/15/50 | CITI | 06/12/26 | 33300 | $59.75 | $19897880 | $19410870 | $— | $(487010) |
| &nbsp;&nbsp;&nbsp;4.750%, 11/15/43 | BNP | 07/29/26 | 3350 | $99.35 | &nbsp;&nbsp;&nbsp;&nbsp;3328324 | &nbsp;&nbsp;&nbsp;&nbsp;3300122 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(28202) |
|  |  |  |  |  | $23226204 | $22710992 | $— | $(515212) |

---

#### Forward foreign currency exchange contracts outstanding at March 31, 2026:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$347304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$358567 | &nbsp;&nbsp;$11263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12726) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37115) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9802) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2837289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60028) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3654) |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7219387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A42

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Forward foreign currency exchange contracts outstanding at March 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$962310 | &nbsp;&nbsp;$17310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;RBC | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(279) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(573) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(360) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(537) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(343) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(527) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10986) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6082) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2312) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3483) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(657) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(556) |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(728) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8103) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1216) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(997) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101519) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1101) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(257) |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;923984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(770) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(821) |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;COP | &nbsp;&nbsp;3568774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;COP | &nbsp;&nbsp;6034835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33849) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12647) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22487) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35401) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79288) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2128809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13779) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30643) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10807503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10605726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(201777) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8753095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8501751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(251344) |

---

A43

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5591 | &nbsp;&nbsp;&nbsp;&nbsp;$6609630 | &nbsp;&nbsp;&nbsp;&nbsp;$6469969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(139661) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3772357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111525) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52467) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2380) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17493) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2601) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30047) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(317) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4359380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4374694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3501091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13606) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1458) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7242) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7001) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2810) |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;102960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5958) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(195) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1258) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;115779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6375) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;601569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3864089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58881) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;195404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19411) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;1017155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6534964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6433992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100972) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;675139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80549) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37107) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21678) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36392) |
| New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13071) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29299) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11184) |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2444) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4121996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62882) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2407) |

---

A44

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$649000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$638607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(10393) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16492) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58807) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;TD | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22783) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42912) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6413) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5086) |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19211) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1510541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30741) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;499144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;911023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13127) |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(519) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23591) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8430) |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21176) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11688920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11528246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160674) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2919) |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(543) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$188855332 | &nbsp;&nbsp;$186920774 | &nbsp;&nbsp;&nbsp;&nbsp;335346 | &nbsp;&nbsp;&nbsp;&nbsp;(2269904) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$699011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$720859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(21848) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21111) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(874) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31127) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2511190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24115) |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31749) |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;RBC | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26433) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNY | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6668528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNY | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A45

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;$2314969 | &nbsp;&nbsp;&nbsp;&nbsp;$2300778 | &nbsp;&nbsp;&nbsp;&nbsp;$14191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14242289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14210547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8618094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8558622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CLP | &nbsp;&nbsp;1112397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3995) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10095977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10073794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;3845400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59130) |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;3708750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18991) |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;3634575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;TD | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;155588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7490990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7329380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3956) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4567) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2700) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1375) |

---

A46

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Danish Krone (cont'd.), | Danish Krone (cont'd.), | Danish Krone (cont'd.), | Danish Krone (cont'd.), | Danish Krone (cont'd.), | Danish Krone (cont'd.), | Danish Krone (cont'd.), | Danish Krone (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$428374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$429066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(692) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9155571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9079726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7167024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6080) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10153) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5628) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36732795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36299001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7782622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42728386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42348835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9161103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9079726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10960) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42710634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42348833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13407) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1792) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13930) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53265907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53602418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(336511) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13011) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(477) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3830) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7127752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7192946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65194) |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3691) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;566889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39312) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;664763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11517) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(471) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;812837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5247213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;659085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5353) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A47

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

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| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$74249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$72523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5312) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9663189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9547058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1512536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;268027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8545002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8178655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8902) |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12449) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$413408988 | &nbsp;&nbsp;$410661951 | &nbsp;&nbsp;&nbsp;&nbsp;3568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820963) |
|  |  |  |  |  |  | &nbsp;&nbsp;$3903346 | &nbsp;&nbsp;$(3090867) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** |
| **Settlement** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** | &nbsp;&nbsp;**Counterparty** |
| **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** |
| 04/22/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CZK | &nbsp;&nbsp;39145 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(11987) | &nbsp;&nbsp;BOA |
| 04/22/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;SSB |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;53447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1079) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5293) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3399) | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5154) | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;MSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |

---

A48

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** |
| **Settlement** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** | &nbsp;&nbsp;**Counterparty** |
| **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;$13250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;106716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9228) | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;18141 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;35580 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;53182 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;53267 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;MSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;53369 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;53704 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;53069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6083) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;6271 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6699) | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(10765) | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;17993 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(18595) | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;TRY | &nbsp;&nbsp;27158 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;23637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;HSBC |
|  |  |  |  |  |  | &nbsp;&nbsp;$91116 | &nbsp;&nbsp;$(78398) |  |

---

#### Credit default swap agreements outstanding at March 31, 2026:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** |
| Arab Republic of Egypt | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;$66406 | &nbsp;&nbsp;&nbsp;&nbsp;$83 | &nbsp;&nbsp;&nbsp;&nbsp;$66323 DB |
| Dominican Republic | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18749 DB |
| Federal Republic of Nigeria | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49070 DB |
| Federation of Malaysia | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12535) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12618) DB |
| Federative Republic of Brazil | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31236 DB |
| Islamic Republic of Pakistan | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94539 DB |
| Kingdom of Bahrain | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45012 DB |
| Kingdom of Morocco | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(557) DB |
| Kingdom of Saudi Arabia | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12571) DB |
| Oriental Republic of Uruguay | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7288) DB |
| People's Republic of China | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39135) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39426) DB |
| Republic of Angola | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89126 DB |
| Republic of Argentina | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105017 DB |
| Republic of Chile | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8700) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8783) DB |
| Republic of Colombia | 06/20/31 | 1.000%(Q) | 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86621 DB |
| Republic of Costa Rica | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11681 DB |
| Republic of Ecuador | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82097 DB |
| Republic of El Salvador | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61745 DB |
| Republic of Guatemala | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14529 DB |
| Republic of Indonesia | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 DB |
| Republic of Ivory Coast | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46956 DB |
| Republic of Kazakhstan | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 DB |
| Republic of Kenya | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84022 DB |
| Republic of Panama | 06/20/31 | 1.000%(Q) | 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9641 DB |
| Republic of Peru | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3320) DB |
| Republic of Philippines | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2275) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2358) DB |
| Republic of South Africa | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77967 DB |
| Republic of Turkey | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155670 DB |
| Sultanate of Oman | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(741) DB |
| United Mexican States | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6758 DB |
|  |  |  |  | $1056372 | $4154 | $1052218 |

---

A49

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Credit default swap agreements outstanding at March 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** |
| CDX.EM.45.V1 | 06/20/31 | 1.000%(Q) | 25000 | 1.936% | $(1045770) | $(6646) | $(1039124) DB |

---

\*\* The Portfolio entered into multiple credit default swap agreements in a packaged trade consisting of two parts. The Portfolio bought/sold protection on an Emerging Market CDX Index and bought/sold protection on the countries which comprise the index. The upfront premium is attached to the index of the trade for the Emerging Markets CDX package(s). Each swap is priced individually. If any of the component swaps are closed out early, the Index exposure will be reduced by an amount proportionate to the terminated swap(s).

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** |
| China Development Bank | 06/20/29 | 1.000%(Q) |  | 480 | &nbsp;&nbsp;$(9023) | &nbsp;&nbsp;$(3163) | &nbsp;&nbsp;&nbsp;&nbsp;$(5860) | JPM |
| Industrial & Commercial Bank of China Ltd. | 06/20/29 | 1.000%(Q) |  | 480 | &nbsp;&nbsp;&nbsp;&nbsp;(9398) | &nbsp;&nbsp;&nbsp;&nbsp;(2764) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6634) | JPM |
| Israel Electric Corp. Ltd. | 03/20/32 | 1.000%(Q) |  | 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;14195 | &nbsp;&nbsp;&nbsp;&nbsp;(13291) | BARC |
| Republic of France | 12/20/30 | 0.250%(Q) |  | 245 | &nbsp;&nbsp;&nbsp;&nbsp;(1102) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(412) | BARC |
| Republic of Italy | 12/20/27 | 1.000%(Q) | EUR | 1475 | &nbsp;&nbsp;&nbsp;(27683) | &nbsp;&nbsp;&nbsp;(17801) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9882) | BARC |
| Republic of Italy | 12/20/30 | 1.000%(Q) |  | 370 | &nbsp;&nbsp;&nbsp;(10216) | &nbsp;&nbsp;&nbsp;(13192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2976 | BARC |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;47896 | &nbsp;&nbsp;&nbsp;&nbsp;(41586) | JPM |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206 | &nbsp;&nbsp;&nbsp;&nbsp;31249 | &nbsp;&nbsp;&nbsp;&nbsp;(27043) | MSI |
|  |  |  |  |  | $(46002) | $55730 | $(101732) |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** |
| Alphabet, Inc. | 06/20/30 | 1.000%(Q) |  | 340 | 0.415% | &nbsp;&nbsp;&nbsp;$7902 | &nbsp;&nbsp;&nbsp;&nbsp;$7898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4 | GSI |
| Bank of Nova Scotia | 12/20/26 | 1.000%(Q) |  | 169 | 0.184% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | CITI |
| Barclays Bank PLC | 06/20/26 | 1.000%(Q) | EUR | 220 | 0.307% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | GSI |
| Barclays Bank PLC | 12/20/26 | 1.000%(Q) |  | 41 | 0.386% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) | GSI |
| Comision Federal de Electricidad | 06/20/28 | 1.000%(Q) |  | 70 | 1.641% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(923) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(696) | BARC |
| Deutsche Telekom AG | 06/20/26 | 1.000%(Q) | EUR | 98 | 0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | JPM |
| European Investment Bank | 12/20/26 | —%(Q) |  | 413 | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | BARC |
| Federative Republic of Brazil | 06/20/26 | 1.000%(Q) |  | 135 | 0.485% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | BARC |
| Federative Republic of Brazil | 06/20/27 | 1.000%(Q) |  | 100 | 0.610% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50) | BARC |
| Kingdom of Norway | 12/20/26 | —%(Q) |  | 560 | 0.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | BARC |
| Kingdom of Saudi Arabia | 06/20/26 | 1.000%(Q) |  | 65 | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | CITI |
| Kingdom of Spain | 06/20/26 | 1.000%(Q) | EUR | 200 | 0.034% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | BARC |
| Kingdom of Spain | 06/20/26 | —%(Q) | EUR | 100 | 0.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | BARC |
| National Bank of Canada | 12/20/26 | 1.000%(Q) |  | 94 | 0.311% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | CITI |
| Nomura Holdings, Inc. | 06/20/26 | 1.000%(Q) |  | 438 | 0.249% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | BARC |
| Oracle Corp. | 06/20/30 | 1.000%(Q) |  | 150 | 1.622% | &nbsp;&nbsp;&nbsp;&nbsp;(3486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885 | &nbsp;&nbsp;&nbsp;&nbsp;(6371) | GSI |
| People's Republic of China | 06/20/29 | 1.000%(Q) |  | 960 | 0.442% | &nbsp;&nbsp;&nbsp;&nbsp;16594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7689 | &nbsp;&nbsp;&nbsp;&nbsp;8905 | JPM |
| Petroleos Mexicanos | 06/20/26 | 1.000%(Q) |  | 90 | 1.886% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) | BARC |

---

A50

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** |
| Petroleos Mexicanos | 06/20/26 | 1.000%(T) |  | 75 | 1.886% | &nbsp;&nbsp;&nbsp;&nbsp;$(123) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(92) | &nbsp;&nbsp;&nbsp;&nbsp;$(31) | BARC |
| Republic of Chile | 06/20/28 | 1.000%(Q) |  | 58 | 0.349% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | BARC |
| Republic of Estonia | 12/20/26 | 1.000%(Q) |  | 190 | 0.171% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | JPM |
| Republic of France | 12/20/30 | 0.250%(Q) |  | 245 | 0.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(618) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1421) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 | BARC |
| Republic of France | 06/20/34 | 0.250%(Q) |  | 520 | 0.529% | &nbsp;&nbsp;&nbsp;(10110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9423) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(687) | CITI |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 1855 | 0.555% | &nbsp;&nbsp;&nbsp;(41338) | &nbsp;&nbsp;&nbsp;&nbsp;(38773) | &nbsp;&nbsp;&nbsp;&nbsp;(2565) | BOA |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 920 | 0.555% | &nbsp;&nbsp;&nbsp;(20502) | &nbsp;&nbsp;&nbsp;&nbsp;(27454) | &nbsp;&nbsp;&nbsp;&nbsp;6952 | BOA |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 575 | 0.555% | &nbsp;&nbsp;&nbsp;(12814) | &nbsp;&nbsp;&nbsp;&nbsp;(16346) | &nbsp;&nbsp;&nbsp;&nbsp;3532 | BOA |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 1550 | 0.578% | &nbsp;&nbsp;&nbsp;(38822) | &nbsp;&nbsp;&nbsp;&nbsp;(50395) | &nbsp;&nbsp;&nbsp;11573 | BARC |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 690 | 0.578% | &nbsp;&nbsp;&nbsp;(17282) | &nbsp;&nbsp;&nbsp;&nbsp;(22759) | &nbsp;&nbsp;&nbsp;&nbsp;5477 | BARC |
| Republic of Italy | 12/20/30 | 1.000%(Q) |  | 370 | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp;10217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | BARC |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 330 | 0.645% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1789) | &nbsp;&nbsp;&nbsp;10444 | CITI |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 330 | 0.645% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1789) | &nbsp;&nbsp;&nbsp;10444 | CITI |
| Republic of Ivory Coast | 06/20/27 | 1.000%(Q) |  | 303 | 1.781% | &nbsp;&nbsp;&nbsp;&nbsp;(2715) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(902) | &nbsp;&nbsp;&nbsp;&nbsp;(1813) | BARC |
| Republic of Panama | 06/20/26 | 1.000%(Q) |  | 159 | 0.516% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | CITI |
| Republic of Romania | 12/20/26 | 1.000%(Q) |  | 25 | 0.611% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | BOA |
| Republic of South Africa | 12/20/26 | 1.000%(Q) |  | 55 | 0.728% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92) | BARC |
| Siemens AG | 06/20/26 | 1.000%(Q) | EUR | 140 | 0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | JPM |
| Siemens AG | 06/20/26 | 1.000%(Q) | EUR | 109 | 0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | GSI |
| Skandinaviska Enskilda Banken AB | 12/20/26 | 1.000%(Q) |  | 272 | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | MSI |
| Slovak Republic | 12/20/27 | 1.000%(Q) |  | 100 | 0.183% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | BARC |
| Socialist Republic of Vietnam | 12/20/27 | 1.000%(Q) |  | 200 | 0.452% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106) | BARC |
| SoftBank Group Corp. | 06/20/26 | 1.000%(Q) |  | 195 | 1.662% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(222) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | GSI |
| Standard Chartered PLC | 12/20/26 | 1.000%(Q) |  | 113 | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | MSI |
| State of Qatar | 12/20/26 | 1.000%(Q) |  | 170 | 0.244% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77) | BARC |
| U.S. Treasury Notes | 06/20/26 | 0.250%(Q) | EUR | 435 | 0.174% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) | BARC |
| Wells Fargo & Co. | 06/20/26 | 1.000%(Q) |  | 182 | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | JPM |
| Wells Fargo & Co. | 06/20/26 | 1.000%(Q) |  | 162 | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | JPM |
|  |  |  |  |  |  | $(81818) | $(129738) | $47920 |  |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied Credit<br> Spread at<br> March 31,<br> 2026(4)** |  | **Value at<br> Trade Date** |  | **Value at<br> March 31,<br> 2026** |  | **Unrealized<br> Appreciation<br> (Depreciation)** |  |
| **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** |
| CDX.NA.HY.45.V2 | 12/20/30 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5148 |  | 3.649% |  | &nbsp;&nbsp;&nbsp;$306039 |  | &nbsp;&nbsp;&nbsp;$279682 |  | $(26357) |
| CDX.NA.HY.46.V1 | 06/20/31 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |  | 3.857% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33093 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44124 |  | &nbsp;&nbsp;&nbsp;&nbsp;11031 |
| CDX.NA.IG.46.V1 | 06/20/31 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;42750 |  | 0.631% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694981 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752155 |  | &nbsp;&nbsp;&nbsp;&nbsp;57174 |
| CDX.NA.IG.46.V1 | 06/20/31 | 1.000%(Q) | 111010 |  | 0.631% |  | &nbsp;&nbsp;&nbsp;1804675 |  | &nbsp;&nbsp;&nbsp;1953139 |  | &nbsp;&nbsp;&nbsp;148464 |
|  |  |  |  |  |  |  | $2838788 |  | $3029100 |  | $190312 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** |
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 645 \* | &nbsp;&nbsp;$(9046) | &nbsp;&nbsp;$(8002) | $(1044) | CITI |
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 500 \* | &nbsp;&nbsp;&nbsp;&nbsp;(7006) | &nbsp;&nbsp;&nbsp;(12066) | &nbsp;&nbsp;&nbsp;&nbsp;5060 | CITI |

---

A51

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont'd.):** |
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 800 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$927 | &nbsp;&nbsp;&nbsp;$(733) | GSI |
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 720 \* | &nbsp;&nbsp;&nbsp;&nbsp;(1116) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;(1035) | CITI |
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 660 \* | &nbsp;&nbsp;&nbsp;&nbsp;(1023) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(139) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(884) | GSI |
|  |  |  |  | $(17997) | $(19361) | $1364 |  |

---

The Portfolio entered into credit default swaps ("CDS") to provide a measure of protection against defaults or to take an active long or short position with respect to the likelihood of a particular issuer's default or the reference entity's credit soundness. CDS contracts generally trade based on a spread which represents the cost a protection buyer has to pay the protection seller. The protection buyer is said to be short the credit as the value of the contract rises the more the credit deteriorates. The value of the CDS contract increases for the protection buyer if the spread increases.

(1) If the Portfolio is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2) If the Portfolio is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3) Notional amount represents the maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(4) Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Portfolio is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

\* When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Portfolio is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** | **Currency swap agreement outstanding at March 31, 2026:** |
| **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Fund<br> Receives** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Fund<br> Pays** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** |
| 619 | &nbsp;&nbsp;1 Day SOFR(Q)/ 3.680% | &nbsp;&nbsp;JPY | &nbsp;&nbsp;97200 | &nbsp;&nbsp;1 Day TONAR -0.35bps(Q)/ 0.377% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;02/10/31 | &nbsp;&nbsp;$8733 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$8733 |

---

A52

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Interest rate swap agreements outstanding at March 31, 2026:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** |
| AUD | 735 | &nbsp;&nbsp;12/03/28 | &nbsp;&nbsp;2.650%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;$(18558) | &nbsp;&nbsp;&nbsp;&nbsp;$(30071) | &nbsp;&nbsp;&nbsp;&nbsp;$(11513) |
| AUD | 1670 | &nbsp;&nbsp;12/03/31 | &nbsp;&nbsp;2.750%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226657) |
| AUD | 1710 | &nbsp;&nbsp;12/03/33 | &nbsp;&nbsp;2.800%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167655) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49953) |
| AUD | 525 | &nbsp;&nbsp;12/03/34 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23324) |
| AUD | 1240 | &nbsp;&nbsp;11/07/35 | &nbsp;&nbsp;4.330%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44259) |
| AUD | 325 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2445) |
| AUD | 20 | &nbsp;&nbsp;12/03/38 | &nbsp;&nbsp;2.900%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2921) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1027) |
| AUD | 190 | &nbsp;&nbsp;12/03/40 | &nbsp;&nbsp;2.900%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31115) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9287) |
| CAD | 2445 | &nbsp;&nbsp;12/03/26 | &nbsp;&nbsp;2.550%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2796) |
| CAD | 845 | &nbsp;&nbsp;12/03/28 | &nbsp;&nbsp;3.550%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1032) |
| CAD | 1130 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3541) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28977 |
| CAD | 720 | &nbsp;&nbsp;12/03/32 | &nbsp;&nbsp;3.450%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8504) |
| CAD | 900 | &nbsp;&nbsp;12/03/33 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(1)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21893) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35608) |
| CAD | 860 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3456) |
| CAD | 5170 | &nbsp;&nbsp;05/20/36 | &nbsp;&nbsp;3.010%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69366) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69366) |
| CAD | 185 | &nbsp;&nbsp;12/03/43 | &nbsp;&nbsp;3.550%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2620) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838 |
| CAD | 205 | &nbsp;&nbsp;12/03/49 | &nbsp;&nbsp;3.400%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3472) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13385) |
| CHF | 1050 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;(0.220)%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40209) |
| CHF | 305 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;1.258%(A) | &nbsp;&nbsp;1 Day SARON(1)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23909) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24699) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(790) |
| CHF | 460 | &nbsp;&nbsp;12/13/34 | &nbsp;&nbsp;0.371%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5004) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5004) |
| CHF | 430 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;2.000%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5392 |
| CHF | 965 | &nbsp;&nbsp;07/04/35 | &nbsp;&nbsp;0.519%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
| CHF | 1300 | &nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;0.480%(A) | &nbsp;&nbsp;3 Month SARON(2)(A)/ (0.040)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8721) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8721) |
| CLP | 204850 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;3.620%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1122) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1122) |
| CNH | 29130 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.490%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20783 |
| CNH | 77820 | &nbsp;&nbsp;08/20/26 | &nbsp;&nbsp;2.440%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53042 |
| CNH | 10410 | &nbsp;&nbsp;08/04/27 | &nbsp;&nbsp;2.388%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19837 |
| CNH | 18060 | &nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;2.955%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75050 |
| CNH | 2210 | &nbsp;&nbsp;04/26/28 | &nbsp;&nbsp;2.790%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9098 |
| CNH | 28510 | &nbsp;&nbsp;05/11/28 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63965 |
| CNH | 6900 | &nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;2.473%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21377 |
| CNH | 54565 | &nbsp;&nbsp;05/10/29 | &nbsp;&nbsp;2.650%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66280 |
| CNH | 20450 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;2.027%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43849 |
| CNH | 9500 | &nbsp;&nbsp;11/11/29 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6199) |
| CNH | 5200 | &nbsp;&nbsp;12/12/29 | &nbsp;&nbsp;1.496%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1782) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2364) |
| CNH | 37000 | &nbsp;&nbsp;05/11/30 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16345) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2509) |
| CNH | 51300 | &nbsp;&nbsp;06/11/30 | &nbsp;&nbsp;1.447%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39834) |
| CNH | 9200 | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;1.585%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(632) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| CNH | 8205 | &nbsp;&nbsp;02/26/31 | &nbsp;&nbsp;1.570%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1609) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1609) |
| CNH | 3195 | &nbsp;&nbsp;03/02/31 | &nbsp;&nbsp;1.575%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(506) |
| CNH | 9395 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;1.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160) |
| CZK | 18000 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.062%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
| CZK | 11600 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;4.370%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| CZK | 3000 | &nbsp;&nbsp;03/30/36 | &nbsp;&nbsp;4.420%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1241) |
| DKK | 3300 | &nbsp;&nbsp;04/08/32 | &nbsp;&nbsp;1.581%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14548) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40591) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26043) |
| EUR | 2120 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;3.076%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27262) |
| EUR | 805 | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;2.101%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14234 |
| EUR | 4535 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74305 |
| EUR | 4405 | &nbsp;&nbsp;05/11/32 | &nbsp;&nbsp;2.600%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9599) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128734 |
| EUR | 1360 | &nbsp;&nbsp;03/20/33 | &nbsp;&nbsp;2.996%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5847 |
| EUR | 1958 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.231%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82899 |
| EUR | 1299 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.258%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52054 |
| EUR | 450 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;2.560%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7172 |
| EUR | 3250 | &nbsp;&nbsp;05/11/34 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84698) |
| EUR | 975 | &nbsp;&nbsp;03/20/38 | &nbsp;&nbsp;2.982%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16285 |
| EUR | 715 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.565%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171909 |
| EUR | 715 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(170907) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(170907) |
| EUR | 1734 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.629%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407499 |

---

A53

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

#### Interest rate swap agreements outstanding at March 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| EUR | 1734 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.663%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(405293) | &nbsp;&nbsp;&nbsp;$(405293) |
| EUR | 1390 | &nbsp;&nbsp;02/17/42 | &nbsp;&nbsp;0.536%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(542975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(542975) |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.257%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206908 |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.310%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204031) |
| EUR | 910 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.910%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41237 |
| EUR | 910 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.960%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33311) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32911) |
| EUR | 300 | &nbsp;&nbsp;05/11/44 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67824) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96052) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28228) |
| EUR | 1840 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;2.700%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101473) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136941) |
| EUR | 350 | &nbsp;&nbsp;05/11/52 | &nbsp;&nbsp;1.200%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136709) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52896) |
| EUR | 1650 | &nbsp;&nbsp;11/28/54 | &nbsp;&nbsp;1.468%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122698 |
| GBP | 1260 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46102) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96343 |
| GBP | 4445 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61578) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238817 |
| GBP | 3875 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253292 |
| GBP | 700 | &nbsp;&nbsp;05/08/29 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47456) |
| GBP | 750 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57791) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220496 |
| GBP | 635 | &nbsp;&nbsp;05/08/32 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155565 |
| GBP | 1430 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(233172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(407256) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174084) |
| GBP | 845 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10874 |
| GBP | 485 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24015) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13392) |
| GBP | 150 | &nbsp;&nbsp;05/08/38 | &nbsp;&nbsp;1.200%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37419) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66362) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28943) |
| GBP | 1225 | &nbsp;&nbsp;05/08/40 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60345) |
| GBP | 250 | &nbsp;&nbsp;05/08/41 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160919) |
| GBP | 640 | &nbsp;&nbsp;05/08/43 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122912 |
| GBP | 370 | &nbsp;&nbsp;05/08/45 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24819 |
| GBP | 520 | &nbsp;&nbsp;02/08/46 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16015 |
| GBP | 1150 | &nbsp;&nbsp;02/19/46 | &nbsp;&nbsp;4.423%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66291) |
| GBP | 860 | &nbsp;&nbsp;02/27/46 | &nbsp;&nbsp;5.000%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18056) |
| GBP | 3240 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515529 | &nbsp;&nbsp;&nbsp;&nbsp;(2062060) | &nbsp;&nbsp;&nbsp;&nbsp;(2577589) |
| GBP | 1385 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20681 |
| GBP | 530 | &nbsp;&nbsp;05/08/48 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129899 |
| GBP | 300 | &nbsp;&nbsp;05/08/54 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166539) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227421) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60882) |
| GBP | 215 | &nbsp;&nbsp;05/08/54 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(731) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40077) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39346) |
| GBP | 460 | &nbsp;&nbsp;02/08/56 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13635) |
| GBP | 1415 | &nbsp;&nbsp;02/27/56 | &nbsp;&nbsp;4.700%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(913) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14104 |
| HUF | 50000 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;2.748%(A) | &nbsp;&nbsp;6 Month BUBOR(2)(S)/ 6.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27505) |
| ILS | 1120 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42) |
| ILS | 625 | &nbsp;&nbsp;02/18/36 | &nbsp;&nbsp;3.585%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6793) |
| JPY | 261000 | &nbsp;&nbsp;07/08/26 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12817) |
| JPY | 110000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5191 |
| JPY | 220000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;0.500%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5115) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7185) |
| JPY | 252000 | &nbsp;&nbsp;04/11/28 | &nbsp;&nbsp;0.609%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22948 |
| JPY | 550000 | &nbsp;&nbsp;07/08/28 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128872) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83214) |
| JPY | 140600 | &nbsp;&nbsp;07/31/28 | &nbsp;&nbsp;0.268%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25279) |
| JPY | 145000 | &nbsp;&nbsp;07/08/29 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32169) |
| JPY | 60000 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28576) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14022) |
| JPY | 356000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.000%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(206608) |
| JPY | 200000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.800%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63077) |
| JPY | 75000 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.050%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36880 |
| JPY | 390000 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.900%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(132744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103202) |
| JPY | 25000 | &nbsp;&nbsp;07/08/33 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6704) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13437) |
| JPY | 515000 | &nbsp;&nbsp;07/08/35 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(558250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(568694) |
| JPY | 55000 | &nbsp;&nbsp;07/08/38 | &nbsp;&nbsp;0.200%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80113) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38065) |
| JPY | 30000 | &nbsp;&nbsp;07/08/39 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21575) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22188) |
| JPY | 95000 | &nbsp;&nbsp;07/08/40 | &nbsp;&nbsp;1.400%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17660) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56190) |
| JPY | 343000 | &nbsp;&nbsp;07/08/41 | &nbsp;&nbsp;0.250%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(638255) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(629755) |
| JPY | 110000 | &nbsp;&nbsp;07/08/43 | &nbsp;&nbsp;0.300%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231890) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123831) |
| JPY | 5000 | &nbsp;&nbsp;07/08/44 | &nbsp;&nbsp;0.350%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5788) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10982) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5194) |

---

A54

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| JPY | 65000 | &nbsp;&nbsp;07/08/44 | &nbsp;&nbsp;1.550%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1298 | &nbsp;&nbsp;&nbsp;&nbsp;$(66722) | &nbsp;&nbsp;&nbsp;&nbsp;$(68020) |
| JPY | 80000 | &nbsp;&nbsp;07/08/45 | &nbsp;&nbsp;1.600%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27027) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57960) |
| JPY | 80000 | &nbsp;&nbsp;12/19/45 | &nbsp;&nbsp;2.481%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19998) |
| JPY | 500000 | &nbsp;&nbsp;02/24/46 | &nbsp;&nbsp;2.530%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115690) |
| JPY | 215000 | &nbsp;&nbsp;03/02/46 | &nbsp;&nbsp;2.569%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41997) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41997) |
| JPY | 40000 | &nbsp;&nbsp;07/08/48 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66287) |
| JPY | 80000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112122) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(214817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102695) |
| JPY | 40000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47644 |
| JPY | 65000 | &nbsp;&nbsp;01/08/51 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6246 |
| JPY | 275000 | &nbsp;&nbsp;07/08/51 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(794663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(824931) |
| JPY | 39000 | &nbsp;&nbsp;09/02/51 | &nbsp;&nbsp;0.393%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115914) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115914) |
| JPY | 20000 | &nbsp;&nbsp;07/08/52 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59684) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49175) |
| JPY | 45000 | &nbsp;&nbsp;07/08/53 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64387 |
| JPY | 26800 | &nbsp;&nbsp;07/31/53 | &nbsp;&nbsp;1.102%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60517 |
| JPY | 160000 | &nbsp;&nbsp;07/08/54 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239461) |
| JPY | 50000 | &nbsp;&nbsp;07/08/55 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48679) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27989) |
| JPY | 55000 | &nbsp;&nbsp;09/01/55 | &nbsp;&nbsp;2.485%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32757) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32757) |
| KRW | 300000 | &nbsp;&nbsp;04/19/28 | &nbsp;&nbsp;3.135%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1576) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1576) |
| KRW | 2570000 | &nbsp;&nbsp;08/13/31 | &nbsp;&nbsp;1.630%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178073) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178073) |
| KRW | 507960 | &nbsp;&nbsp;03/10/33 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6698) |
| KRW | 125000 | &nbsp;&nbsp;11/24/33 | &nbsp;&nbsp;3.610%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(873) |
| KRW | 1888140 | &nbsp;&nbsp;03/10/34 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2604) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51508) |
| KRW | 2069000 | &nbsp;&nbsp;03/10/35 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(132014) |
| KRW | 327000 | &nbsp;&nbsp;03/10/36 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10511) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7683) |
| MXN | 81125 | &nbsp;&nbsp;02/28/31 | &nbsp;&nbsp;7.348%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147295) |
| MXN | 10400 | &nbsp;&nbsp;04/19/32 | &nbsp;&nbsp;8.945%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12828 |
| MXN | 19600 | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;7.565%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43760) |
| MXN | 47695 | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;7.566%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106276) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106276) |
| MXN | 3065 | &nbsp;&nbsp;05/09/34 | &nbsp;&nbsp;8.400%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2400) |
| MYR | 300 | &nbsp;&nbsp;04/15/35 | &nbsp;&nbsp;3.700%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1747) |
| NOK | 1535 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.460%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.660% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22532) |
| NZD | 540 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.876%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32638) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32638) |
| NZD | 485 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;4.400%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10600) |
| NZD | 1050 | &nbsp;&nbsp;07/31/35 | &nbsp;&nbsp;4.068%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10349) |
| NZD | 6405 | &nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;4.014%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95898) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95898) |
| PLN | 2280 | &nbsp;&nbsp;05/11/28 | &nbsp;&nbsp;4.350%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 3.890% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014 |
| PLN | 1000 | &nbsp;&nbsp;11/09/31 | &nbsp;&nbsp;2.845%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 3.890% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24566) |
| SEK | 6000 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;0.530%(A) | &nbsp;&nbsp;3 Month STIBOR(2)(Q)/ 2.186% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73243) |
| SGD | 800 | &nbsp;&nbsp;07/29/31 | &nbsp;&nbsp;1.120%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28499) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26693) |
| SGD | 280 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.500%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6641) |
| SGD | 200 | &nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7899) |
| SGD | 425 | &nbsp;&nbsp;09/17/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16791) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16791) |
| SGD | 290 | &nbsp;&nbsp;09/25/35 | &nbsp;&nbsp;1.710%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10945) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10945) |
| THB | 79655 | &nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;1.168%(Q) | &nbsp;&nbsp;1 Day THOR(1)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1747) |
| THB | 28000 | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;1.320%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18855) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18855) |
| THB | 10200 | &nbsp;&nbsp;04/18/34 | &nbsp;&nbsp;2.895%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22540 |
| THB | 8920 | &nbsp;&nbsp;04/22/34 | &nbsp;&nbsp;2.818%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18053 |
| THB | 10735 | &nbsp;&nbsp;09/10/34 | &nbsp;&nbsp;2.350%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2678) |
| THB | 7600 | &nbsp;&nbsp;12/16/34 | &nbsp;&nbsp;2.173%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 |
| THB | 17200 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.400%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20856) |
| TWD | 33100 | &nbsp;&nbsp;02/17/28 | &nbsp;&nbsp;1.390%(Q) | &nbsp;&nbsp;3 Month TAIBOR(1)(Q)/ 1.678% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12331 |
|  | 2320 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;4.861%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17513 |
|  | 66855 | &nbsp;&nbsp;05/17/26 | &nbsp;&nbsp;4.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(306146) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(306146) |
|  | 37970 | &nbsp;&nbsp;08/27/26 | &nbsp;&nbsp;3.809%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73111) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73111) |
|  | 9645 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76476) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78260) |
|  | 3775 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29932) |
|  | 38895 | &nbsp;&nbsp;05/13/27 | &nbsp;&nbsp;4.497%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402415 |

---

A55

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| 2467 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;1.220%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$176549 | &nbsp;&nbsp;&nbsp;&nbsp;$176549 |
| 2630 | &nbsp;&nbsp;09/05/28 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27337) |
| 2140 | &nbsp;&nbsp;11/07/28 | &nbsp;&nbsp;4.223%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37187) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37187) |
| 24205 | &nbsp;&nbsp;05/13/29 | &nbsp;&nbsp;4.253%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25736) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(472828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(447092) |
| 980 | &nbsp;&nbsp;05/17/29 | &nbsp;&nbsp;4.143%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16523) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16523) |
| 1940 | &nbsp;&nbsp;05/11/30 | &nbsp;&nbsp;4.150%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50848) |
| 400 | &nbsp;&nbsp;02/22/32 | &nbsp;&nbsp;3.989%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7167) |
| 840 | &nbsp;&nbsp;03/28/32 | &nbsp;&nbsp;3.841%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8151) |
| 200 | &nbsp;&nbsp;08/01/35 | &nbsp;&nbsp;3.869%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554) |
| 790 | &nbsp;&nbsp;11/10/35 | &nbsp;&nbsp;3.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10881 |
| 5315 | &nbsp;&nbsp;05/26/36 | &nbsp;&nbsp;3.672%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82945 |
| 23280 | &nbsp;&nbsp;12/20/44 | &nbsp;&nbsp;3.995%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(405774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(405774) |
| 1205 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;4.000%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49188) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23408) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25780 |
| 800 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(302402) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(355771) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53369) |
| 13595 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93195) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(713095) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(619900) |
| 3838 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;3.927%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130680 |
| 250 | &nbsp;&nbsp;04/30/54 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4431 |
| 485 | &nbsp;&nbsp;05/10/54 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2692) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20932) |
| 2980 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;1360272 | &nbsp;&nbsp;&nbsp;&nbsp;1459579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99307 |
| 735 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37771 |
| 5325 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165401 |
| 17930 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368572 |
| 531 | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;3.638%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37362 |
| 12040 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725636 |
| 17745 | &nbsp;&nbsp;12/20/54 | &nbsp;&nbsp;3.825%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884274 |
| 940 | &nbsp;&nbsp;05/11/55 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(707) |
| 520 | &nbsp;&nbsp;05/10/74 | &nbsp;&nbsp;3.420%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50446 |
| 790 | &nbsp;&nbsp;05/11/74 | &nbsp;&nbsp;1.950%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36356 |
|  |  |  |  | &nbsp;&nbsp;$1988125 | &nbsp;&nbsp;$(4008844) | &nbsp;&nbsp;$(5996969) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid(Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Counterparty** |
| **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** |
| BRL | 4404 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.788%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.054% | &nbsp;&nbsp;&nbsp;$3947 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$3947 | &nbsp;&nbsp;GSI |
| BRL | 4404 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.940%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.054% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3419) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3419) | &nbsp;&nbsp;GSI |
| CNH | 1300 | &nbsp;&nbsp;07/31/30 | &nbsp;&nbsp;2.515%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7658 | &nbsp;&nbsp;MSI |
| CNH | 6000 | &nbsp;&nbsp;09/01/30 | &nbsp;&nbsp;2.360%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;29375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;29375 | &nbsp;&nbsp;MSI |
| CNH | 1200 | &nbsp;&nbsp;11/24/30 | &nbsp;&nbsp;2.495%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7208 | &nbsp;&nbsp;MSI |
| MYR | 5400 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.605%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4603) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4594) | &nbsp;&nbsp;HSBC |
| MYR | 465 | &nbsp;&nbsp;11/23/30 | &nbsp;&nbsp;3.880%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864 | &nbsp;&nbsp;MSI |
| MYR | 1845 | &nbsp;&nbsp;02/28/32 | &nbsp;&nbsp;3.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp;JPM |
| MYR | 1000 | &nbsp;&nbsp;04/07/32 | &nbsp;&nbsp;3.870%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4239 | &nbsp;&nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 | &nbsp;&nbsp;CITI |
| MYR | 1500 | &nbsp;&nbsp;07/29/35 | &nbsp;&nbsp;3.330%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;(12251) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;(12250) | &nbsp;&nbsp;JPM |
|  |  |  |  |  | &nbsp;&nbsp;$35443 | &nbsp;&nbsp;$(23) | &nbsp;&nbsp;$35466 |  |

---

(1) The Portfolio pays the fixed rate and receives the floating rate.

(2) The Portfolio pays the floating rate and receives the fixed rate.

A56

------

AST AGGRESSIVE ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of March 31, 2026 (unaudited)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** |
| **Reference Entity** | &nbsp;&nbsp;**Financing<br> Rate** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Long (Short)<br> Notional<br> Amount<br> (000)#(1)** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)(2)** |
| **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** |
| Bloomberg Commodity Total Return Index(Q) | &nbsp;&nbsp;3 Month U.S. Treasury Bill +8bps(Q)/ 3.700% | &nbsp;&nbsp;BOA | &nbsp;&nbsp;04/07/27 | &nbsp;&nbsp;41244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +26bps(T)/ 3.900% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;18655 | &nbsp;&nbsp;&nbsp;&nbsp;(771810) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(771810) |
|  |  |  |  |  | &nbsp;&nbsp;$(771810) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(771810) |

---

(1) On
a long total return swap, the Portfolio receives payments for any positive return on the reference entity (makes payments for any negative return) and pays the financing rate. On a short total return swap, the
Portfolio makes payments for any positive return on the reference entity (receives payments for any negative return) and receives the financing rate.

(2) Upfront/recurring fees or commissions, as applicable, are included in the net unrealized appreciation (depreciation).

*Other information regarding the Portfolio is available in the Portfolio's most recent Report to Shareholders. This information is available on the Securities and Exchange Commission's website (www.sec.gov).*

A57

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Aggressive Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000006791

- **c. LEI of Series:** GAMOU5K3C0EHUN4DQC08

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10873966357.73

**Total Liabilities:** $204123620.19

**Net Assets:** $10669842737.54

**Delayed Delivery Securities:** $1070579.29

**Cash Not Reported:** $15936574.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018399 | 1.94%                | 0.83%                | -4.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $88718498.18             | $119707229.14                              |
| Month 2  | $254654377.45            | $-181191118.24                             |
| Month 3  | $47174149.72             | $-584774106.72                             |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                                    | SDART 2025-3 C                                                                                                                       | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109000 | PA      | $109155.40     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 6.625 11/15/30                                                                                                                  | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    405000 | PA      | $450003.39     | 0.00%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2621027.62    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 11 LTD                                                                     | ANCHC 2019-11A AR2                                                                                                                   | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |  11750000 | PA      | $11748057.73   | 0.11%             | 2037-07-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                               | Anglo American PLC ORD USD0.623855311355311                                                                                          | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     20808 | NS      | $893403.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  16450000 | OU      | $37.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX Corporation COM                                                                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    179400 | NS      | $7364370.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                       | Chipotle Mexican Grill Inc COM                                                                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |    245706 | NS      | $7865049.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.AAA.18                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $194.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                                               | NextEra Energy Inc COM                                                                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    194971 | NS      | $18108906.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                                                     | Klepierre SA EUR1.40                                                                                                                 | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     26656 | NS      | $1000724.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5.625 02/19/36                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    230000 | PA      | $243017.35     | 0.00%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PHILIPPINES                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-2274.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGATTA XXIX FUNDING LTD                                                                         | REG29 2024-3A A                                                                                                                      | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19008122.50   | 0.18%             | 2037-09-08      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                          | STACR 2021-HQA3 M2                                                                                                                   | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $301020.99     | 0.00%             | 2041-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-476.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NON-VTG PRF NPV                                                                                                 | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     34757 | NS      | $2684949.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13941.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1917000 | NC      | $49.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                       | AALLN 4.75 09/21/32 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $359040.53     | 0.00%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   3400000 | OU      | $18158.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARALLEL 2020-1 LTD                                                                              | PARL 2020-1A A2R                                                                                                                     | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    588000 | PA      | $586014.44     | 0.01%             | 2034-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2776.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $93006.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phinia Inc.                                                                                      | PHIN 6.75 04/15/29 144A                                                                                                              | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372573.43     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | The Kroger Co. COM                                                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     24500 | NS      | $1772820.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                       | Bandai Namco Holdings Inc. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     39000 | NS      | $962145.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 3.75 02/15/31 144A                                                                                                               | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91738.58      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                                               | CDCEPS 3.0625 10/09/30 EMTN                                                                                                          | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $113651.07     | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                                                                        | TEREGA 0.875 09/17/30                                                                                                                | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $705037.29     | 0.01%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                                                                     | IBESM V1.874 PERP NC5                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $805292.25     | 0.01%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd.                                                                                 | Mitsui & Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    114300 | NS      | $4418000.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1206 | NC      | $-2347945.18   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 02/29/28                                                                                                                     | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11707000 | PA      | $11615996.37   | 0.11%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                                                        | CWL 2004-BC4 M1                                                                                                                      | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        61 | PA      | $87.95         | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 5.375 08/31/32 144a                                                                                                           | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $173377.50     | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS ILS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $236.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| La Poste                                                                                         | FRPTT 1.375 04/21/32 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $507603.09     | 0.00%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 5.65 05/09/34 144A                                                                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71916.43      | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   1707000 | PA      | $1859586.38    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CK ASSET HOLDINGS LTD                                                                            | CK Asset Holdings Ltd. HKD1                                                                                                          | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     81000 | NS      | $463465.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -3527000 | OU      | $-10943.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-2                                                                    | LFT 2025-2A A                                                                                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449000 | PA      | $447957.02     | 0.00%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | Valero Energy Corp. COM                                                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      8756 | NS      | $2163432.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                             | Tencent Holdings Ltd. HKD0.00002                                                                                                     | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     27282 | NS      | $1720740.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBS) Schatz Futures                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $6872.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-8151.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-16524.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7171.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.35 03/02/33 MTN                                                                                                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $302761.95     | 0.00%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GREECE 5.2 07/17/34                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     90000 | PA      | $110917.05     | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 4.25 02/15/29 144A                                                                                                              | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    484000 | PA      | $459024.19     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.465 11/19/31                                                                                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290485.91     | 0.00%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                                        | Talanx AG NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     20552 | NS      | $2550238.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Generalitat Valenciana                                                                           | VALMUN 6.04 06/10/27                                                                                                                 | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |    500000 | PA      | $596123.86     | 0.01%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Prudential Investment Portfolios 12                                                              | PGIM Global Real Estate Fund                                                                                                         | CUSIP: 744336876<br>LEI: 549300TIDSYQDWW4LP02 | Long             | EC               | RF                | US        |   2071176 | NS      | $43846804.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.95 04/30/31                                                                                                                      | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $584235.94     | 0.01%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                                               | Johnson Controls International PLC COM USD1.00                                                                                       | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     89964 | NS      | $11780785.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  16645000 | OU      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.5 03/12/34 10Y                                                                                                              | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $202625.00     | 0.00%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.125 09/23/29 7Y                                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    200000 | PA      | $238181.39     | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                                       | Geberit AG CHF0.10 (REGD)                                                                                                            | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       650 | NS      | $438769.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $414.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -986000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $361801.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | Intercontinental Exchange Inc COM                                                                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     11100 | NS      | $1745808.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.692 10/23/30                                                                                                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $680523.65     | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.75 03/01/33 144A                                                                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81260.39      | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10955.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V2.552 01/07/28                                                                                                                   | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $290175.36     | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10946.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6240.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc.                                                                          | IDEXX Laboratories Inc. COM                                                                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4500 | NS      | $2528505.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneos Holdings Inc                                                                               | Eneos Holdings Inc NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    428000 | NS      | $3856337.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 3.75 01/15/32                                                                                                                    | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $949329.26     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $50234.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24923.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                                                     | Taiwan Semiconductor Manufacturing Co., Ltd. SPONSORED ADS                                                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     36200 | NS      | $12233790.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V7.018 02/08/30 144A                                                                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212158.00     | 0.00%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.95 05/28/27                                                                                                                      | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219920.24     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1874.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9756.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.875 10/01/31 144A                                                                                                              | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272297.55     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                                                                | Elbit Systems Ltd ILS1                                                                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      1936 | NS      | $1643838.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                                                                     | VAT Group AG CHF0.10 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      2054 | NS      | $1281370.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/23/34 M                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  27500000 | PA      | $1402583.62    | 0.01%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  21435000 | OU      | $218283.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                         | Rolls-Royce Holdings PLC ORD GBP0.20                                                                                                 | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    644391 | NS      | $9789861.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 A                                                                                                                       | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $566479.50     | 0.01%             | 2041-12-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | Applovin Corp. COM CL A                                                                                                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     11392 | NS      | $4534016.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 6.25 03/15/33 144A                                                                                                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $490560.06     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXIS Capital Holdings Limited                                                                    | AXIS Capital Holdings Limited COM USD0.0125                                                                                          | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     19700 | NS      | $1997777.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $818131.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                                    | Carlsberg A/S SER'B'DKK20                                                                                                            | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |     25434 | NS      | $3175398.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.625 09/23/34 12Y                                                                                                            | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    300000 | PA      | $366173.28     | 0.00%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                                     | BRKHEC V6.2 12/15/55                                                                                                                 | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184799.17     | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                            | Colgate-Palmolive Co. COM                                                                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     95000 | NS      | $8096850.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS STANDARD CHARTERED BANK                                                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $687.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                                     | Raymond James Financial Inc. COM                                                                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     29400 | NS      | $4256826.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 02/15/29 144A                                                                                                                | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $135566.15     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                                                | Intel Corporation COM                                                                                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     82400 | NS      | $3636312.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11945.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                                   | CHLELC 6.01 01/20/33 REGS                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    344000 | PA      | $354591.76     | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Prudential Investment Portfolios 2                                                               | Prudential Investment Portfolios 2 PGIM CRE ULT SHR                                                                                  | CUSIP: 74440E201<br>LEI: 54930073VH97GP26HU49 | Long             | EC               | RF                | US        | 844298473 | NS      | $844298472.65  | 7.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                                                                      | Renaissancere Holdings Ltd. COM USD1                                                                                                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      5916 | NS      | $1758412.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                                        | Sanofi SA EUR2                                                                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    101720 | NS      | $9823082.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                                           | Applied Materials Inc. COM                                                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     39679 | NS      | $13561885.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Property Partners Europe Holdings S.a r.l.                                            | BPPEHX 1 05/04/28 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $326989.97     | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBCBB V4.454 09/23/31 144A                                                                                                           | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    220000 | PA      | $216561.53     | 0.00%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7167.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                                                              | Qantas Airways Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    406066 | NS      | $2385333.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 6.5 12/01/52                                                                                                                     | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $35229.02      | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBCBB V6.151 03/19/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $403870.07     | 0.00%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ingredion Incorporated                                                                           | Ingredion Incorporated COM                                                                                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     30100 | NS      | $3391066.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3653.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Inc                                                                                    | RB Global Inc COM                                                                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     23200 | NS      | $2223720.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BMO 2024-5C5 MORTGAGE TRUST                                                                      | BMO 2024-5C5 A3                                                                                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $464599.35     | 0.00%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 2 06/01/30                                                                                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $109838.11     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2921.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.678 01/23/35                                                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36139.82      | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    959000 | NC      | $1.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                               | Publicis Groupe SA EUR0.40                                                                                                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     18766 | NS      | $1553252.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   1489000 | NC      | $69013.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.9 02/13/36                                                                                                                     | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64626.93      | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS CMBX.NA.AAA.17                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9046.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                                        | Mitsubishi Electric Corp. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    158500 | NS      | $5184074.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd.                                                                    | Sumitomo Metal Mining Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |      9200 | NS      | $535469.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | Coca-Cola Co (The) COM                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    128946 | NS      | $9806343.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                                                  | FPH 8 10/01/30 144A                                                                                                                  | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $314453.32     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                                      | Shopify Inc CL A SUB VTG SHS                                                                                                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     17118 | NS      | $2030537.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG                                                                                        | HONG KONG GOVERNMENT INTERNATIONAL BOND                                                                                              | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   2000000 | PA      | $311426.97     | 0.00%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $699.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                         | Vulcan Materials Company COM                                                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     12005 | NS      | $3268961.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                                                                   | BE Semiconductor Industries NV EUR0.01                                                                                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      2346 | NS      | $502498.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $379551.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                         | Alcon AG CHF0.04                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      7520 | NS      | $568438.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1489000 | NC      | $-6595.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                                                     | Securitas AB SER'B'NPV                                                                                                               | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     60557 | NS      | $1014204.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM V9.375 PERP                                                                                                                   | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215398.00     | 0.00%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Lukoil PJSC                                                                                      | Lukoil PJSC SPONSORED ADR                                                                                                            | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     15069 | NS      | $1.51          | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Sonova Holding AG                                                                                | Sonova Holding AG CHF0.05 (REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      2758 | NS      | $628861.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS REPUBLIC OF ESTONIA                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1196.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 1.375 07/05/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $101377.58     | 0.00%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                | National Grid PLC ORD GBP0.12431289                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    169650 | NS      | $2863707.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                                                 | Tokyo Gas Co Ltd NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      5100 | NS      | $240189.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 5.75 09/15/33                                                                                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46775.71      | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tikehau Clo XIII Designated Activity Co.                                                         | TIKEH 13A A                                                                                                                          | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-O            | CORP              | IE        |   7450000 | PA      | $8567119.48    | 0.08%             | 2038-10-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                                 | Coles Group Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     12933 | NS      | $196125.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 4.875 01/15/28                                                                                                                   | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453132.67     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'A'NPV                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     44643 | NS      | $787807.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.7 02/04/56                                                                                                                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    455000 | PA      | $421448.53     | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-HE2                                                                | JPMMT 2023-HE2 A1                                                                                                                    | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9919 | PA      | $9936.91       | 0.00%             | 2054-03-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Minebea Mitsumi Inc.                                                                             | Minebea Mitsumi Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     94300 | NS      | $1565859.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                              | Newmont Corporation COM                                                                                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     61200 | NS      | $6624900.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 6.125 03/01/34 144A                                                                                                              | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1038048.25    | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF BAHRAIN                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $45095.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35401.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -26910000 | OU      | $-40951.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -954000 | NC      | $-17183.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc.                                                                         | Zoom Communications Inc. CL A                                                                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     85800 | NS      | $6897462.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/16/26                                                                                                                         | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $54581637.00   | 0.51%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                                           | The TJX Companies Inc. COM                                                                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     71359 | NS      | $11396032.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V0.406 10/29/27                                                                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $740783.74     | 0.01%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | M&T Bank Corporation COM                                                                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     29514 | NS      | $6101134.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 5 09/29/36 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    559800 | PA      | $520594.41     | 0.00%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                                                          | SITC International Holdings Co Ltd. HKD0.10                                                                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    536000 | NS      | $2346888.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                                | EMACN V6.25 04/01/56                                                                                                                 | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $121810.33     | 0.00%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $9098.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                                                                            | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $298137.50     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Agence France Locale SA                                                                          | AFLBNK 3.125 03/20/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $553610.83     | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.4 04/10/37 144A                                                                                                            | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    655000 | PA      | $631602.55     | 0.01%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corporation                                                                  | United Therapeutics Corporation COM                                                                                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2300 | NS      | $1363854.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                                                   | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1219.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    954000 | NC      | $2.18          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 11 11/30/28 144a                                                                                                              | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2429804.75    | 0.02%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.625 10/01/29 144A                                                                                                              | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303746.07     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                                              | Tokyo Electron Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     18500 | NS      | $4596342.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1101.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5828.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A.                                                 | ACS Actividades De Construccion Y Servicios S.A. EUR0.5                                                                              | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     17772 | NS      | $2167390.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                              | Danaher Corporation COM                                                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     77940 | NS      | $14777424.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                                          | Bank Leumi Le-Israel BM ILS1                                                                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     42142 | NS      | $942415.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/DIFL US LLC                                                    | DIGDIF 8.625 08/01/32 144A                                                                                                           | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $202959.52     | 0.00%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.5 05/26/33 M                                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  33500000 | PA      | $1705933.72    | 0.02%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                                       | Tokio Marine Holdings Inc. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     64600 | NS      | $3032386.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                 | BMARK 2024-V9 A3                                                                                                                     | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1025837.10    | 0.01%             | 2057-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $12830.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | Micron Technology Inc. COM                                                                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     83719 | NS      | $28283626.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                                      | Pepsico Inc COM                                                                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     86881 | NS      | $13491750.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                                                  | Dollar Tree Inc COM                                                                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     12000 | NS      | $1314120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL A                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    403036 | NS      | $115897032.16  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group Inc.                                                                          | Price T Rowe Group Inc. COM                                                                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     52700 | NS      | $4750378.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                                                                   | MS V5.23 01/15/31                                                                                                                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96482.49      | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2023-6 B                                                                                                                       | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100979.70     | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc.                                                                          | Intuitive Surgical Inc. COM NEW                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     11500 | NS      | $5301385.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 08/15/33                                                                                                                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $63811.72      | 0.00%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-59990.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 05/31/27                                                                                                                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7710000 | PA      | $7714818.75    | 0.07%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                                 | NCRATL 9.5 04/01/29 144A                                                                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    446000 | PA      | $477382.98     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                                     | Fujitsu Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     84700 | NS      | $1732171.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | Walt Disney Company COM                                                                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    288081 | NS      | $27765246.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-44259.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 6.45 12/10/31 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |    100000 | PA      | $137733.82     | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7                                                           | MSC 2019-H7 A3                                                                                                                       | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45723 | PA      | $43601.78      | 0.00%             | 2052-07-17      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1890000 | NC      | $68.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms Inc CL A                                                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    135463 | NS      | $77502446.19   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 5.125 10/01/29 144A                                                                                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29629.61      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 6.35 08/10/28 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1500000 | PA      | $1511718.75    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $121527.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14191.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | Global Payments Inc COM                                                                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     12500 | NS      | $841250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                                                     | Target Corp. COM                                                                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     25300 | NS      | $3066360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $199.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | Truist Financial Corp. COM                                                                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    265827 | NS      | $12220067.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                                        | Palantir Technologies Inc CL A                                                                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     50800 | NS      | $7431024.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                                     | Oracle Corp. COM                                                                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     85629 | NS      | $12596882.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Electric Co Ltd.                                                                      | HD Hyundai Electric Co Ltd. KRW5000                                                                                                  | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |      1963 | NS      | $1112408.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.97 04/06/29                                                                                                                      | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543182.28     | 0.01%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-40077.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                                          | GSK plc ORD GBP0.3125                                                                                                                | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    180852 | NS      | $4981654.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | Centerpoint Energy Inc COM                                                                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     88635 | NS      | $3825486.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                                                                     | Macy's, Inc. COM                                                                                                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    306300 | NS      | $5540967.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | ArcelorMittal S.A. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     21511 | NS      | $1115592.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                                       | EART 2026-1A D                                                                                                                       | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |    280000 | PA      | $277219.91     | 0.00%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd.                                                                       | Shin-Etsu Chemical Co Ltd. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     21200 | NS      | $863238.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5459.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS WELLS FARGO & COMPANY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $373.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG Energy, Inc. COM NEW                                                                                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     18800 | NS      | $2747432.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-39833.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 4.75 01/15/43                                                                                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9057.17       | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -43 | NC      | $85239.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 03/15/30                                                                                                                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    378000 | PA      | $381308.36     | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5944                                                                                                                            | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404653 | PA      | $399241.38     | 0.00%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2                                                           | FORDR 2023-2 D                                                                                                                       | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $308851.56     | 0.00%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group AG                                                                             | Julius Baer Group AG CHF0.02 (REGD)                                                                                                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      5529 | NS      | $406680.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRARI NV                                                                                       | Ferrari N V COM EUR0.01                                                                                                              | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      1414 | NS      | $479775.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 2.5 12/01/32 10Y                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1705000 | PA      | $1857124.81    | 0.02%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7341.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                             | CENT 2025-CITY A                                                                                                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $654661.41     | 0.01%             | 2040-07-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 6.625 10/15/32 144A                                                                                                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340355.35     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                                            | Woolworths Group Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     85251 | NS      | $2152778.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    991000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 5.75 09/30/55 144a                                                                                                            | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $247104.42     | 0.00%             | 2055-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   8322000 | OU      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-769.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | Bristol-Myers Squibb Company COM                                                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     82104 | NS      | $4979607.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 6.5 01/28/51 144A                                                                                                             | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $192750.00     | 0.00%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-178073.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LASERTEC CORP                                                                                    | Lasertec Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $378375.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5010                                                                                                                            | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599959 | PA      | $604941.20     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC Holdings PLC ORD USD0.50                                                                                                        | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   1236839 | NS      | $20312104.08   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                                                                              | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325956.16     | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'A'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      8591 | NS      | $211483.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers Finance Trust                                                                   | ONTTFT 0.1 05/19/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |    400000 | PA      | $435809.77     | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                                        | SNCF 3.125 05/25/34 EMTn                                                                                                             | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $110527.75     | 0.00%             | 2034-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                                  | BANK 2021-BN34 A5                                                                                                                    | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $145233.87     | 0.00%             | 2063-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9.25 06/01/30 144A                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    480000 | PA      | $466839.54     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 4.25 01/15/30 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $699099.05     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.9 02/15/36                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    290000 | PA      | $331911.07     | 0.00%             | 2036-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 1.125 01/17/30                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1300000 | PA      | $1345267.23    | 0.01%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -3527000 | OU      | $-33845.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.65 08/01/35 10Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   3870000 | PA      | $4411946.95    | 0.04%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD 2021-2                                                                             | RMIR 2021-2 M1B                                                                                                                      | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-O            | CORP              | BM        |     53277 | PA      | $53659.67      | 0.00%             | 2031-11-25      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-30642.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                            | Camden Property Trust SH BEN INT                                                                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     35765 | NS      | $3492809.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 3.125 06/15/31                                                                                                                    | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    815000 | PA      | $909838.42     | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                           | Eurofins Scientific SE EUR0.01                                                                                                       | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      4685 | NS      | $341859.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-23622.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41                                                   | WFCM 2017-C41 A3                                                                                                                     | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $413225.06     | 0.00%             | 2050-11-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 4.125 02/15/32 144A                                                                                                              | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253633.91     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $162705.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9453                                                                                                                            | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948693 | PA      | $974275.64     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF TURKIYE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $155960.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                        | Airbus SE EUR1                                                                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     50164 | NS      | $9484656.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V5.005 10/15/30 144A                                                                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    513000 | PA      | $516796.20     | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings S.a r.l.                                            | BPPEHX 1.625 04/20/30 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104988.17     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.625 01/19/29                                                                                                                | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $211070.00     | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                                    | SDART 2026-1 C                                                                                                                       | CUSIP: 80288FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247000 | PA      | $243789.22     | 0.00%             | 2032-04-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.32 09/22/29                                                                                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197966.36     | 0.00%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                                                               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123936.00     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AstraZeneca PLC ORD USD0.25                                                                                                          | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7019 | NS      | $1384287.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1921000 | NC      | $-7779.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -965000 | NC      | $-3527.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | DKK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9334.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    945000 | NC      | $55.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC F 12/15/36 16U                                                                                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     36667 | PA      | $33329.45      | 0.00%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                                        | Orkla ASA NOK1.25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    124350 | NS      | $1564899.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                                                         | Japan Exchange Group Inc NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     26500 | NS      | $309466.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.867 06/08/34 MTN                                                                                                              | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62448.95      | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| ASM International N.V.                                                                           | ASM International N.V. EUR0.04                                                                                                       | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      6231 | NS      | $4722803.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.625 11/15/55 .                                                                                                                | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91796.18      | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Co. COM                                                                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    328615 | NS      | $26161040.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                                   | BHP Group Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    294187 | NS      | $10644427.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/ZAR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19211.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF GUATEMALA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $14612.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                                                        | SEGRO PLC ORD GBP0.10                                                                                                                | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    159358 | NS      | $1366106.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                                            | Deckers Outdoor Corp. COM                                                                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     13800 | NS      | $1381242.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tesla Inc                                                                                        | Tesla Inc COM                                                                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    127785 | NS      | $47504073.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.25 08/15/49                                                                                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2738000 | PA      | $1702693.75    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                                                | Sumitomo Electric Industries Ltd. NPV                                                                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     37900 | NS      | $2153481.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 5.7 03/26/36 144A                                                                                                                | CUSIP: 56530KAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49620.63      | 0.00%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                                          | Aramark COM                                                                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    142900 | NS      | $5793166.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                                                                                | Sekisui House Ltd NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     15400 | NS      | $345068.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    986000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 6.375 05/04/28 144A                                                                                                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    345000 | PA      | $354798.00     | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caledonia Generating LLC                                                                         | NEWCAL 1.95 02/28/34 144A                                                                                                            | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258720 | PA      | $227647.11     | 0.00%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd.                                                                           | Fast Retailing Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      8200 | NS      | $3239872.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.469 04/15/34                                                                                                                  | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110849.02     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21677.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suriname (Republic of)                                                                           | SURINM 8.5 11/06/35 144A                                                                                                             | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    200000 | PA      | $206800.00     | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd. Switzerland                                                                           | Chubb Ltd. Switzerland ORD CHF24.15                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     52123 | NS      | $16988449.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7242.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 12/31/30                                                                                                                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $108513.28     | 0.00%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 5.125 04/30/31 144A                                                                                                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    375000 | PA      | $306093.63     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp.                                                                         | JX Advanced Metals Corp. ORD SHS                                                                                                     | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     83200 | NS      | $1844028.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS PLN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24566.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX Corp. COM                                                                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    137007 | NS      | $26428650.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Co. COM                                                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    143096 | NS      | $42093119.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.369 10/21/31 .                                                                                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411771.71     | 0.00%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C7 MORTGAGE TRUST                                                                     | CFCRE 2016-C7 A2                                                                                                                     | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250734 | PA      | $248960.02     | 0.00%             | 2054-12-11      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | CAD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-116.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Generalitat de Catalunya                                                                         | GENCAT 6.35 11/30/41 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $266446.54     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.65 02/01/34                                                                                                                   | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140767.07     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 3.875 04/30/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    256000 | PA      | $249740.80     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 08/15/34                                                                                                                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7125000 | PA      | $6943535.16    | 0.07%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                             | Corning Incorporated COM                                                                                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     29630 | NS      | $4028791.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                                                                   | Wintrust Financial Corporation COM                                                                                                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      8561 | NS      | $1189465.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2705.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanuc Corp.                                                                                      | Fanuc Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     36500 | NS      | $1272278.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 1.2 04/28/33                                                                                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    767000 | PA      | $727181.93     | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Invesco Euro Clo Iii Designated Activity Company                                                 | INVSC 3A BR                                                                                                                          | CUSIP: 000000000<br>LEI: 549300UGKXS54R7N7T14 | Long             | ABS-O            | CORP              | IE        |   8500000 | PA      | $9756609.20    | 0.09%             | 2038-10-30      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5353.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                                                | Booz Allen Hamilton Holding Corp. CL A                                                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     18800 | NS      | $1466964.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ISLAMIC REPUBLIC OF PAKISTAN                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $94621.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10219.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP Paribas SA EUR2                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    109331 | NS      | $10415267.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alta Equipment Group Inc                                                                         | ALTG 9 06/01/29 144A                                                                                                                 | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    505000 | PA      | $450436.81     | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini S&P 500 Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       862 | NC      | $-7968135.39   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V5.786 01/13/33 144A                                                                                                             | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $216954.15     | 0.00%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                                                                           | Daiichi Sankyo Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     55400 | NS      | $991142.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                                            | Dell Technologies Inc CL C                                                                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     26145 | NS      | $4291178.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-115914.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                                             | SPRIND 6.5 10/06/29 *                                                                                                                | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |    419200 | PA      | $134144.00     | 0.00%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | Fiserv Inc. COM                                                                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     57200 | NS      | $3191760.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12646.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                              | Erste Group Bank AG NPV                                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      3567 | NS      | $385326.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W.w. Grainger Inc.                                                                               | W.w. Grainger Inc. COM                                                                                                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2700 | NS      | $2945187.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                                        | Union Pacific Corporation COM                                                                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     37559 | NS      | $9112564.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $176545.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2798.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1474500 | NC      | $-300.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.375 04/01/56                                                                                                                  | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95238.73      | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                                 | Bank Hapoalim BM ILS1                                                                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    142535 | NS      | $3347434.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS Group AG USD0.10 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    182992 | NS      | $7135479.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.398 09/23/31 144A                                                                                                             | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196268.18     | 0.00%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                                          | SFILFR 2.875 01/22/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $1018807.25    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | Northrop Grumman Corporation COM                                                                                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     20681 | NS      | $14109405.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COLOMBIA                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $86869.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $39915.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                  | WPC 4.25 07/23/32                                                                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $577058.11     | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                | RHP 6.5 04/01/32 144A                                                                                                                | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    925000 | PA      | $942100.29     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6 08/15/35                                                                                                                       | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253078.91     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Series Fund                                                                           | Prudential Series Fund CL I HI YLD BD                                                                                                | CUSIP: 74437G672<br>LEI: 5493007AGJZME68YC130 | Long             | EC               | RF                | US        |   2260271 | NS      | $17675319.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                                                        | Prosus NV EUR0.05 (N SHARES)                                                                                                         | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     56556 | NS      | $2618292.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | Softbank Group Corp. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    258032 | NS      | $6283014.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | Berkshire Hathaway Inc. CL B NEW                                                                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     69700 | NS      | $33400240.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10348.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 4.876 07/16/30 144A                                                                                                              | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $256252.71     | 0.00%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                               | DFC 3.25 10/15/30                                                                                                                    | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |    263889 | PA      | $257566.63     | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12200.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                                | Singapore Telecommunications Ltd. NPV(BOARD LOT 100)                                                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    135000 | NS      | $519807.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.033 07/17/30 144A                                                                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356070.66     | 0.00%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | CAD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5293.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 1.2 10/31/40                                                                                                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    800000 | PA      | $655781.58     | 0.01%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                            | China Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   9000000 | PA      | $1615219.36    | 0.02%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                     | Moodys Corp. COM                                                                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      5900 | NS      | $2573875.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd.                                                                                      | Keppel Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     96800 | NS      | $891743.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.95 03/25/51                                                                                                                   | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $60227.70      | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARES EURO CLO I BV                                                                               | ARESE 11A A1R                                                                                                                        | CUSIP: 000000000<br>LEI: 8I74KLNPFWZWRT152U58 | Long             | ABS-O            | CORP              | NL        |   1676077 | PA      | $1937799.13    | 0.02%             | 2032-04-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 6.875 10/21/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $140384.29     | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-794663.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.162 01/24/31                                                                                                                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    455000 | PA      | $463587.08     | 0.00%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                                        | Metso Oyj NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |    150545 | NS      | $2608989.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                         | EIX 4.453 03/15/36                                                                                                                   | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $309596.93     | 0.00%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                                            | NXP Semiconductors NV EUR0.20                                                                                                        | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     37293 | NS      | $7341499.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ASML Holding N.V.                                                                                | ASML Holding N.V. EUR0.09                                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     18167 | NS      | $24157689.05   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                                        | Alibaba Group Holding Ltd. SPONSORED ADS                                                                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     18092 | NS      | $2269822.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16797.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $52194.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 2.866 09/15/28 144A                                                                                                               | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57699.78      | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM1 TR                                                                                 | MFRA 2025-NQM5 A1A                                                                                                                   | CUSIP: 59319DAA1<br>LEI: 254900T233AM4RM23465 | Long             | ABS-O            | CORP              | US        |    570808 | PA      | $569165.71     | 0.01%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                                          | Singapore Technologies Engineering Ltd. NPV                                                                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    359200 | NS      | $3048614.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1536.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 2.7 03/15/31                                                                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18238.02      | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                                                                         | Doosan Enerbility Co Ltd KRW5000                                                                                                     | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |      7618 | NS      | $478699.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS SOFTBANK GROUP CORP                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-222.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/THB FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7899.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                                                | Asahi Kasei Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    109500 | NS      | $1071400.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PG&E Corporation COM                                                                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    472300 | NS      | $8298311.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBM) Bobl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -27 | NC      | $76515.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nassau Euro CLO IV DAC                                                                           | NGCE 4A A1R                                                                                                                          | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $9203793.13    | 0.09%             | 2038-07-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Brazil Minas SPE                                                                                 | MINASG 5.333 02/15/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    878000 | PA      | $879650.64     | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BELIMO Holding AG                                                                                | BELIMO Holding AG CHF0.05 (REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |       567 | NS      | $460488.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER SPORTS INC                                                                                  | Amer Sports Inc. COM SHS                                                                                                             | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |     39500 | NS      | $1300340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                                                | Nucor Corporation COM                                                                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     39800 | NS      | $6730180.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $47039.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $14531.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.375 01/15/30                                                                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1103716.41    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.375 03/01/31                                                                                                                   | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $243624.64     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-10216.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129048.70     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | Microsoft Corp. COM                                                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    431105 | NS      | $159582137.85  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                                           | DIAMOND SPORTS NET LLC                                                                                                               | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    140902 | PA      | $23248.84      | 0.00%             | 2028-01-03      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                                          | OMFIT 2023-1A D                                                                                                                      | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209738.32     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-21575.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                                    | Fujikura Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |    101400 | NS      | $2788706.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | Equinix, Inc. COM                                                                                                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1600 | NS      | $1568384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12300.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-231889.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                                        | Renesas Electronics Corp. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    106400 | NS      | $1521225.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 11.5 10/01/31 144A                                                                                                              | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    615000 | PA      | $663832.72     | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11529.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                              | ACAR 2026-1 D                                                                                                                        | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $327548.13     | 0.00%             | 2033-01-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8 PERP 144A                                                                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1991266.03    | 0.02%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GE Vernova Inc. COM                                                                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     18598 | NS      | $16234194.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 5.75 02/01/29 144A                                                                                                            | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104412.20     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8.375 02/01/34 144A                                                                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    585000 | PA      | $569804.92     | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                                                                    | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137999.85     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -3400000 | OU      | $-11601.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                           | MONTE 3.5 04/23/29                                                                                                                   | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    650000 | PA      | $760254.42     | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Godaddy Inc                                                                                      | Godaddy Inc CL A                                                                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     15600 | NS      | $1289652.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 0.625 03/03/30 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    895000 | PA      | $927933.72     | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $14897.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | Comcast Corporation CL A                                                                                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    274514 | NS      | $7881296.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                                                   | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $32035.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Small-Cap Growth Portfolio                                                                                                       | CUSIP: 000000000<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |   2571260 | NS      | $221179755.45  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V6.037 06/15/35 144A                                                                                                          | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207678.48     | 0.00%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6413.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $160013.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $127.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 2.875 08/15/30                                                                                                                  | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1001171.05    | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                                                         | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1863.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1931 | NC      | $-3009242.99   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                           | Check Point Software Technologies Ltd. ORD ILS0.01                                                                                   | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |     13300 | NS      | $1899905.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerzbank AG                                                                                   | CMZB V4 07/16/32 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $810389.55     | 0.01%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/45                                                                                                                         | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $239822.19     | 0.00%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 12 11/30/28 144A                                                                                                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1389375.00    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 0.25 06/29/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $525789.69     | 0.00%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 1.75 07/13/30 144A                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    174000 | PA      | $177102.41     | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/45                                                                                                                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9071600 | PA      | $8914264.44    | 0.08%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | Dominion Energy Inc COM                                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     48463 | NS      | $2995982.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                                                                | Ciena Corporation COM NEW                                                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     24600 | NS      | $9550458.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp.                                                                                    | Shimizu Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     11000 | NS      | $197352.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 4.625 08/01/29                                                                                                                   | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |    205000 | PA      | $159695.20     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Indonesia (Republic of)                                                                          | INDON 1.4 10/30/31                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $100631.77     | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                                                      | BMO 2024-5C6 A3                                                                                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1170335.80    | 0.01%             | 2057-09-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                                                                                             | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    545000 | PA      | $539049.02     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V4.818 09/25/33 144A                                                                                                           | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $244220.28     | 0.00%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| XP INC                                                                                           | XP Inc. CL A                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |     61917 | NS      | $1178899.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.065 01/21/37                                                                                                                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156660.97     | 0.00%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V3 07/22/28                                                                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $1252310.90    | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                                     | Autodesk Inc COM                                                                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     43200 | NS      | $10342080.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        43 | NC      | $-173990.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $25436.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                               | SBH 6.75 04/01/32                                                                                                                    | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409657.91     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-39135.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    510000 | PA      | $523364.92     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 6.875 05/01/31 144A                                                                                                           | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373945.40     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE 37 CLO LTD                                                                               | VENTR 2019-37A A1RR                                                                                                                  | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |   5795430 | PA      | $5795702.55    | 0.05%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/48                                                                                                                         | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $70506.79      | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 4.5 11/29/32                                                                                                                    | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $239260.95     | 0.00%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10215.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc.                                                                                  | CBRE Group Inc. CL A                                                                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      6900 | NS      | $934674.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52                                                   | WFCM 2019-C52 A4                                                                                                                     | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172867 | PA      | $164076.32     | 0.00%             | 2052-08-16      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.19.AAA                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-1022.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                                                                                        | Orica Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     93658 | NS      | $1316322.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $818965.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JENTECH PRECISION INDUSTRIAL CO LTD                                                              | Jentech Precision Industrial Co., Ltd TWD10                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2965 | NS      | $372815.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V5.75 PERP                                                                                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $261704.84     | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                                              | Teva Pharmaceutical Industries Ltd. SPONSORED ADS                                                                                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     29000 | NS      | $873480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGUATE TRUST 2.0                                                                              | EGUATE 6.35 09/15/35 144A                                                                                                            | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196120.00     | 0.00%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.375 09/27/54                                                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19338.52      | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 4.25 09/25/30 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $503357.56     | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -944000 | NC      | $-6093.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 3.375 01/15/31 144A                                                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103326.49     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Short(FBTS) Term Euro                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        72 | NC      | $-66074.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-617.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                        | ET 5.4 10/01/47                                                                                                                      | CUSIP: 86765BAV1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    420000 | PA      | $373315.58     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $299.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group N.V.                                                                                | Nebius Group N.V. COM USD0.01 CL 'A'                                                                                                 | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |     10654 | NS      | $1105459.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-95898.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TTEFP V1.625 PERP NC7                                                                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $723632.03     | 0.01%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.739 10/15/30                                                                                                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    575000 | PA      | $541596.48     | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: —       |
| Wesco Distribution, Inc.                                                                         | WCC 5.5 04/15/34 144A                                                                                                                | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147845.88     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V9.25 PERP 144a                                                                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    220000 | PA      | $233243.89     | 0.00%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.45.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $279681.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $109175.00     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-820.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                                                        | Essity AB SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     18161 | NS      | $468059.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                                          | HYNMTR 4.875 11/01/27 144A                                                                                                           | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261115.70     | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-20140.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | Mizuho Financial Group Inc. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     75800 | NS      | $3068669.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -59 | NC      | $149241.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                                                  | Iberdrola, S.A. EUR0.75                                                                                                              | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    225708 | NS      | $5167396.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    974000 | NC      | $0.06          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | Apple Inc. COM                                                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    836936 | NS      | $212405987.44  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $116131.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                                    | Assa Abloy AB SER'B'NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     24571 | NS      | $888189.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-106408.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.125 08/15/30 144A                                                                                                             | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4791.99       | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                                   | Rheinmetall AG NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2763 | NS      | $4660590.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                                 | Concentrix Corp. COM                                                                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |    107000 | NS      | $2927520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Inc.                                                                                         | HCA 4.6 11/15/32                                                                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    124000 | PA      | $120659.32     | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                                | Admiral Group PLC ORD GBP0.001                                                                                                       | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     22446 | NS      | $938821.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS PLN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1941000 | NC      | $24480.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                       | ANNGR 0.625 12/14/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $206920.27     | 0.00%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V4 06/24/32 EMTN                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $460305.70     | 0.00%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Munich Reinsurance AG                                                                            | Munich Reinsurance AG NPV(REGD)                                                                                                      | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      9447 | NS      | $5966170.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO 2013-1 LTD                                                                     | MVW 2013-1A ARR                                                                                                                      | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    163956 | PA      | $163912.16     | 0.00%             | 2030-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                           | YARNO 4.75 06/01/28 144A                                                                                                             | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1060000 | PA      | $1060371.00    | 0.01%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley COM NEW                                                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    156583 | NS      | $25768864.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $919.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V4 05/09/35 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $344008.70     | 0.00%             | 2035-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | The Procter & Gamble Co. COM                                                                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     82588 | NS      | $11929010.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/HKD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $655.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16249.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 3.75 03/01/31 144A                                                                                                               | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1311146.63    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1746.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23591.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.55 02/04/46                                                                                                                   | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120438.31     | 0.00%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage COM                                                                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      9000 | NS      | $2437920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                                                         | HKD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1458.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $75050.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1292.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | NAB 3.146 02/05/31                                                                                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1153920.19    | 0.01%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.375 06/15/29 144A                                                                                                               | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1071576.82    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                                                                         | ITW 3.25 05/17/28                                                                                                                    | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $577867.21     | 0.01%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                                                             | Invitation Homes Inc. COM                                                                                                            | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |     60100 | NS      | $1493485.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | Unibail-Rodamco-Westfield SE NPV (1 ORD UNIBAIL-R & 1CLASS A WFD)                                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               | CORP              | FR        |     11478 | NS      | $1266316.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.356 10/22/31 I                                                                                                                 | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289181.13     | 0.00%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | Conagra Brands Inc COM                                                                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    175400 | NS      | $2757288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                                        | Holcim AG CHF2 (REGD)                                                                                                                | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     32453 | NS      | $2682628.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                          | E.ON SE NPV                                                                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    262001 | NS      | $5738206.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc.                                                                            | Generac Holdings Inc. COM                                                                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      4048 | NS      | $790695.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.15 04/23/31                                                                                                                   | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    526000 | PA      | $534930.08     | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 1.875 05/25/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $943200.37     | 0.01%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V7.375 03/15/55                                                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74416.36      | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AstraZeneca PLC ORD USD0.25                                                                                                          | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     84779 | NS      | $16577685.41   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 10/31/27                                                                                                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900500 | PA      | $1890626.31    | 0.02%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | HUF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3690.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                                                                       | Aumovio SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |     18621 | NS      | $729218.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V6.082 03/13/32                                                                                                                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51340.51      | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/39                                                                                                                         | CUSIP: 912834EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $137562.86     | 0.00%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHLMC 6.75 03/15/31                                                                                                                  | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    430000 | PA      | $482852.13     | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                                                              | TOPPAN Holdings Inc NPV                                                                                                              | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     45200 | NS      | $1192135.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                                                                    | Jardine Matheson Holdings Ltd. USD0.25(SINGAPORE REG)                                                                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |     11800 | NS      | $848222.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8342                                                                                                                            | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    943894 | PA      | $951654.60     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-51160.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                                   | Blackrock Inc. COM                                                                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      7065 | NS      | $6794481.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.8 05/15/34                                                                                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163852.94     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-170906.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.U                                                                            | CLNXSM 1.75 10/23/30 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $421834.39     | 0.00%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | Marathon Petroleum Corp. COM                                                                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10400 | NS      | $2539472.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                                     | CAS 2025-R06 1M1                                                                                                                     | CUSIP: 20754YAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    120994 | PA      | $120818.53     | 0.00%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                                | Standard Life PLC ORD GBP0.10                                                                                                        | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |    107023 | NS      | $969255.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -1489000 | NC      | $-6595.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $16189.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                          | CRH PLC ORD EUR 0.32                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     11800 | NS      | $1240416.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.634 04/04/34 144A                                                                                                           | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    538000 | PA      | $549181.63     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                                    | PAG 3.75 06/15/29                                                                                                                    | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    229000 | PA      | $217886.15     | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG Resources Inc. COM                                                                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     41460 | NS      | $5993872.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTAWA-CARLETON (ON), REGIONAL MUNICIPALITY OF                                                   | OTTAWA 4.2 07/30/53                                                                                                                  | CUSIP: 689551ED7<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |    200000 | PA      | $128991.30     | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NU HOLDINGS LTD                                                                                  | Nu Holdings Ltd. ORD SHS CL A                                                                                                        | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |    383875 | NS      | $5516283.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                                     | BULENR 4.25 06/19/30                                                                                                                 | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |    100000 | PA      | $113237.47     | 0.00%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COSTA RICA                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $11763.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-16344.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13011.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                                                                                                | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69630.82      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings Inc.                                                                    | Sunbelt Rentals Holdings Inc. SHS                                                                                                    | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |     17602 | NS      | $1122855.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | Nomura Holdings Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    241000 | NS      | $1897643.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.25 04/21/34 MTN                                                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75246.86      | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | The Bank of New York Mellon Corp. COM                                                                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    141015 | NS      | $16728609.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    839000 | NC      | $2.83          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                                                                                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495191.45     | 0.00%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 5.962 02/15/55 144A                                                                                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $87690.75      | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | Tenet Healthcare Corporation COM NEW                                                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      7500 | NS      | $1415325.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.516 01/21/32                                                                                                                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    481000 | PA      | $473793.21     | 0.00%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: —       |
| Lam Research Corporation                                                                         | Lam Research Corporation COM NEW                                                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    117891 | NS      | $25188591.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/45                                                                                                                         | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $406729.75     | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-10110.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                                                                 | SBI Holdings Inc NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     34600 | NS      | $640665.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $14234.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-278.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                         | Daimler Truck Holding AG NPV                                                                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      7334 | NS      | $361168.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8654.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                                        | Repsol SA EUR1                                                                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     30102 | NS      | $847325.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | EUR/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10765.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                                         | SBAC 3.125 02/01/29                                                                                                                  | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1677428.75    | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                                               | CMOC Group Limited 'H'CNY0.2                                                                                                         | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |    524510 | NS      | $1103128.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                                         | CSAIL 2019-C17 A4                                                                                                                    | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $99453.78      | 0.00%             | 2052-09-17      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                   | CMZB V4.875 10/16/34 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $469275.10     | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/42                                                                                                                         | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $192596.29     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                                        | Aegon Ltd. EUR0.12                                                                                                                   | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |    359008 | NS      | $2625506.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CSWAP JPY VS USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8732.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                                 | BANK5 2025-5YR14 A3                                                                                                                  | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1735795.66    | 0.02%             | 2058-04-17      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.253 03/05/31                                                                                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011621.22    | 0.01%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                     | British American Tobacco PLC ORD GBP0.25                                                                                             | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    107973 | NS      | $6268785.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -974000 | NC      | $-3496.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.705 03/01/30 144A                                                                                                          | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    445000 | PA      | $456598.21     | 0.00%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                                                     | Taisei Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     14700 | NS      | $1522945.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                                                                             | BMA Future, JUN 2026                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |        33 | NC      | $-27362.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss RE AG                                                                                      | Swiss RE AG CHF0.10                                                                                                                  | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      9087 | NS      | $1526409.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                              | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $172.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/49                                                                                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1208062.50    | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.6 08/15/35                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1710000 | PA      | $1913971.48    | 0.02%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF NORWAY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-146.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                                   | CLNXSM 2 02/15/33 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   2100000 | PA      | $2108024.20    | 0.02%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 5.25 01/15/30                                                                                                                    | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    895000 | PA      | $891052.94     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DIAMOND SPORTS GRP LLC- WARRANTS                                                                 | DIAMOND SPORTS GRP LLC- WARRANTS                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35519 | NS      | $0.36          | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                                         | Visa Inc COM CL A                                                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     69658 | NS      | $21053433.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 07/15/51                                                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49527.31      | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                                                         | Volvo AB SER'B'NPV                                                                                                                   | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     10963 | NS      | $360455.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | CZK/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11986.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                                          | Naturgy Energy Group SA EUR1                                                                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |    117548 | NS      | $3528837.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     21510 | NS      | $460777.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 8.5 02/15/32 144a                                                                                                                | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50753.94      | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $108625.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                                        | Argenx SE SPONSORED ADR                                                                                                              | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      3853 | NS      | $2813653.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                                               | Suzuki Motor Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     33800 | NS      | $411978.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -21435000 | OU      | $-147075.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SLOVAKIA                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1408.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL POWER CORP                                                                              | PSALM 9.625 05/15/28                                                                                                                 | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    600000 | PA      | $659562.00     | 0.01%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD                                                                               | ELM36 2024-12RA BR                                                                                                                   | CUSIP: 29004MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9993801.00    | 0.09%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC SPON ADR NEW                                                                                                            | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     25361 | NS      | $1444816.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 5.75 09/15/31 144A                                                                                                              | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    575000 | PA      | $534094.24     | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                            | BFLD 2025-EWEST A                                                                                                                    | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $548245.39     | 0.01%             | 2042-06-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                              | ACAR 2026-1 C                                                                                                                        | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358000 | PA      | $356854.36     | 0.00%             | 2033-01-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GE Healthcare Technologies Inc. COMMON STOCK                                                                                         | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     22165 | NS      | $1577704.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1678000 | NC      | $-5322.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                                     | WH Group Ltd. USD0.0001                                                                                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   2635500 | NS      | $3464198.58    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $278464.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                            | Monster Beverage Corp COM                                                                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     50000 | NS      | $3623000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS SULTANATE OF OMAN                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-657.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexel, S.A.                                                                                      | Rexel, S.A. EUR5                                                                                                                     | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      7046 | NS      | $279204.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | HF Sinclair Corp. COM                                                                                                                | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     13200 | NS      | $823548.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                                                                                              | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278909.85     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.55 08/15/35                                                                                                                   | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403472.26     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 0.4 12/19/36 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    123183 | PA      | $118663.61     | 0.00%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8.125 05/14/30 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1280334.83    | 0.01%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                          | Eni SpA NPV                                                                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    168077 | NS      | $4779066.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-27261.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                                                                      | OBIC Co Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42100 | NS      | $1021827.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 1.25 03/11/33                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1275000 | PA      | $1219493.99    | 0.01%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Principality of Andorra                                                                          | ANDRRA 1.25 05/06/31 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |    700000 | PA      | $723921.41     | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18698.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF 2019-CF2 MORTGAGE TRUST                                                                       | CF 2019-CF2 A4                                                                                                                       | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655909 | PA      | $618040.00     | 0.01%             | 2052-11-18      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   3527000 | OU      | $21710.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                                      | Inpex Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     46200 | NS      | $1366572.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                              | MTU Aero Engines AG NPV (REGD)                                                                                                       | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      1536 | NS      | $560361.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                                     | Nordson Corp COM                                                                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      6292 | NS      | $1674049.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Services US Corp.                                                           | STLA 5.4 09/15/30 144A                                                                                                               | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417340.93     | 0.00%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.625 03/31/32 144A                                                                                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590394.70     | 0.01%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $99831.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Croatia (Republic Of)                                                                            | CROATI 1.125 03/04/33                                                                                                                | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    200000 | PA      | $199772.49     | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.13 11/19/28                                                                                                                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402306.16     | 0.00%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 4.625 01/15/29                                                                                                                   | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166996.90     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                                        | Teledyne Technologies Inc COM                                                                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1328 | NS      | $803453.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 1.875 02/04/35                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   3500000 | PA      | $3490250.14    | 0.03%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 2.75 04/14/41 144A                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    131000 | PA      | $94748.78      | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 3.875 08/15/31 144A                                                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    379000 | PA      | $337292.75     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| OPTION ONE MORTGAGE LOAN TRUST 2003-5                                                            | OOMLT 2003-5 A2                                                                                                                      | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10027 | PA      | $10574.73      | 0.00%             | 2033-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 6.75 04/15/32 144A                                                                                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425681.84     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5339                                                                                                                            | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3474232 | PA      | $3076202.05    | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                             | Cognizant Technology Solutions Corp. CL A                                                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    136000 | NS      | $8343600.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                                            | International Business Machines Corp. COM                                                                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     46020 | NS      | $11154787.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 02/01/32                                                                                                                   | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    295000 | PA      | $304388.53     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                                                        | Agilent Technologies Inc. COM                                                                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     12400 | NS      | $1413352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-536.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-80112.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EX-IM BK INDIA/L                                                                                 | EXPORT-IMPORT BANK OF INDIA/LONDON                                                                                                   | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $145767.10     | 0.00%             | 2026-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-84986.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                       | Nike, Inc. CL B                                                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      6715 | NS      | $354686.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.25 06/15/37                                                                                                                  | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $129055.36     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | COP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9077.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 6.625 03/26/56 144A                                                                                                              | CUSIP: 56530KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $52481.77      | 0.00%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                                                     | Compagnie de Saint-Gobain SA EUR4                                                                                                    | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     32245 | NS      | $2669706.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                                                        | NTPCIN 2.75 02/01/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $805203.25     | 0.01%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | Marvell Technology Inc COM                                                                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41500 | NS      | $4110575.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $778.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $38273.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVent Electric PLC                                                                               | NVent Electric PLC COM USD0.01                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     67100 | NS      | $7936588.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Certificates Series 2005-R7         | AMSI 2004-R1 A2                                                                                                                      | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3512 | PA      | $3555.09       | 0.00%             | 2034-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $478.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tisi Inc.                                                                                        | Tisi Inc. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     57700 | NS      | $1233708.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V4.812 10/21/32                                                                                                                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114626.58     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 1.625 04/28/32 12Y                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1020000 | PA      | $1018049.79    | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services N.V.                                                               | VW 3.25 04/13/27 eMTN                                                                                                                | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $259399.13     | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Industria De Diseno Textil SA                                                                    | Industria De Diseno Textil SA EUR0.03 (POST SUBD)                                                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    110743 | NS      | $6446216.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                                      | RESFER 4.7 06/01/35 MPLE                                                                                                             | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $293436.85     | 0.00%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                                                                | Airtel Africa PLC ORD USD0.5                                                                                                         | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |    365056 | NS      | $1683397.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5 02/01/31 144A                                                                                                                  | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361005.29     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Littelfuse Inc.                                                                                  | Littelfuse Inc. COM                                                                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4100 | NS      | $1391335.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                                                               | Deutsche Boerse AG NPV(REGD)                                                                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      4554 | NS      | $1334073.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION 2025-4                                                   | BLAST 2025-4 D                                                                                                                       | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70119.48      | 0.00%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-30071.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steris PLC                                                                                       | Steris PLC ORD USD0.001                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5200 | NS      | $1149876.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7576.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | Hewlett Packard Enterprise Co. COM                                                                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    125718 | NS      | $2993345.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                               | Prudential Investment Portfolios 2 PGIM INSTL MONEY                                                                                  | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | EC               | RF                | US        | 173457205 | NS      | $173335784.53  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24429.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORP                                                                       | FITB V5.982 01/30/30                                                                                                                 | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $205518.85     | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                                  | London Stock Exchange Group PLC ORD GBP0.06918604                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     29336 | NS      | $3464222.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Centres Re Ltd                                                                          | Vicinity Centres Re Ltd NPV (STAPLED SECURITY)                                                                                       | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |    782361 | NS      | $1276336.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                                    | Clarivate PLC COM NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |   2063900 | NS      | $5221667.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHWOODS CAPITAL XI-B LTD                                                                      | WOODS 2018-11BA A1R                                                                                                                  | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10003277.00   | 0.09%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 5.375 10/01/29 .                                                                                                              | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $129911.34     | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAR Group Limited                                                                                | CAR Group Limited NPV                                                                                                                | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |     19323 | NS      | $308460.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                                            | Spotify Technology S.A. COM EUR0.000625                                                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      8998 | NS      | $4363220.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                                        | CRBG 5.2 06/24/29 144A                                                                                                               | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607587.69     | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-73111.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group Inc.                                                                          | Daiichi Life Group Inc. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     86500 | NS      | $797702.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 02/15/33                                                                                                                       | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8120000 | PA      | $7814231.25    | 0.07%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                                   | Welltower Inc. COM                                                                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      4800 | NS      | $949008.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                              | Deutsche Telekom AG NPV(REGD)                                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    281317 | NS      | $10499669.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast AS                                                                                     | Coloplast AS SER'B'DKK1                                                                                                              | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      3345 | NS      | $227857.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust CORE S&P500 ETF                                                                                                        | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     76386 | NS      | $49896099.06   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24698.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS BANK OF NOVA SCOTIA                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1048.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                                     | CFCRE 2016-C6 A2                                                                                                                     | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162260 | PA      | $161851.62     | 0.00%             | 2049-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                                              | Toyota Tsusho Corp. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     18300 | NS      | $709248.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                                                      | TALKLN 11.75 03/01/28 144A                                                                                                           | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |   1341097 | PA      | $1.78          | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $74.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.206 08/17/29                                                                                                                 | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $368842.81     | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                                                         | Next PLC ORD GBP0.10                                                                                                                 | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      8023 | NS      | $1355476.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.619 11/06/31                                                                                                                 | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $546399.44     | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 4.85 07/15/47 C                                                                                                                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    139000 | PA      | $118613.32     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SAGESS - Societe Anonyme de Gestion de Stocks de Securite                                        | SAGESS 3 11/25/31 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $903667.94     | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP LTD                                                                                | Scentre Group Ltd. NPV STAPLED UNIT                                                                                                  | CUSIP: 000000000<br>LEI: 529900TUCASM3W86E831 | Long             | EC               | CORP              | AU        |    608993 | NS      | $1405146.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                               | Toyota Motor Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    446300 | NS      | $9277393.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems AS                                                                           | Vestas Wind Systems AS DKK0.20                                                                                                       | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     48382 | NS      | $1459730.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | ACAFP 0.375 04/20/28 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108788.60     | 0.00%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 0.625 07/22/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $200742.53     | 0.00%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                                       | Woodside Energy Group Ltd. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     83320 | NS      | $1977811.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                                  | Ross Stores Inc COM                                                                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     51398 | NS      | $11134348.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                                                       | Asics Corp NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    168400 | NS      | $4527453.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                                 | FE 2.75 03/01/32 144A                                                                                                                | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130241.93     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 4 03/15/29 144A                                                                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    124000 | PA      | $120521.95     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                                                 | AQFIT 2025-B A                                                                                                                       | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193211 | PA      | $194030.94     | 0.00%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 7.375 08/31/32 144*                                                                                                           | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    175000 | PA      | $230471.85     | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1548.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc.                                                                                     | MongoDB Inc. CL A                                                                                                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     12600 | NS      | $3084102.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                                                                     | Brambles Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    115364 | NS      | $1810554.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                                       | UPGHI 2025-2 A                                                                                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86948 | PA      | $86440.59      | 0.00%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 5.625 01/31/34 144A                                                                                                              | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538466.99     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                            | PWR 5.1 08/09/35                                                                                                                     | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241663.94     | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STATE OF QATAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $980.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                                 | Coca-Cola HBC AG ORD CHF6.70(CDI)                                                                                                    | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     22076 | NS      | $1243523.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-214816.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                                     | Northern Star Resources Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     59588 | NS      | $866218.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 11/15/48                                                                                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3255000 | PA      | $2550597.66    | 0.02%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3829.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -989000 | NC      | $-20510.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                                    | Fresnillo PLC ORD USD0.50                                                                                                            | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     36824 | NS      | $1632261.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.948 01/19/38                                                                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213187.17     | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                                   | AutoNation, Inc. COM                                                                                                                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26800 | NS      | $5232968.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                                                                          | BYD 4.75 06/15/31 144A                                                                                                               | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1154420.74    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3599                                                                                                                            | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1472348 | PA      | $1357234.52    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | Home Depot Inc. COM                                                                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     34373 | NS      | $11304935.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-19998.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                                        | Safran SA EUR0.20                                                                                                                    | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     29132 | NS      | $9532844.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-30745.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       354 | NC      | $-1314355.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 4 10/17/49 10Y                                                                                                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    330000 | PA      | $251476.76     | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    989000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                                       | Eiffage SA EUR4                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      8884 | NS      | $1362517.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | COP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $32975.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 5.4 06/01/33 144A                                                                                                                | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320114.95     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-204031.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.01 03/23/37 144A                                                                                                              | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $193477.84     | 0.00%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FHMS K131 X1                                                                                                                         | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11315045 | PA      | $373187.17     | 0.00%             | 2031-07-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1                                                   | WFCM 2024-5C1 A3                                                                                                                     | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1137547.29    | 0.01%             | 2057-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V6.819 11/20/29                                                                                                                   | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157382.60     | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19562.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBS) Schatz Futures                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        44 | NC      | $-43737.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                                                                            | Heineken Holding N.V. EUR1.60                                                                                                        | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |     32742 | NS      | $2330125.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                                   | WFCM 2017-C38 A4                                                                                                                     | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224080 | PA      | $221357.53     | 0.00%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                                  | Regeneron Pharmaceuticals, Inc. COM                                                                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     13916 | NS      | $10752058.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury Notes                                                                     | T 3.625 10/31/30                                                                                                                     | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7945000 | PA      | $7842583.98    | 0.07%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V5.673 03/15/30 144A                                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    516000 | PA      | $529303.46     | 0.00%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C34                                                                   | BBCMS 2025-5C34 A3                                                                                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1095183.94    | 0.01%             | 2058-05-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 3.875 07/02/40                                                                                                                | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2822324 | PA      | $76392.67      | 0.00%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                                            | Kirin Holdings Co Ltd NPV                                                                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    220200 | NS      | $3502542.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                                  | Affiliated Managers Group, Inc. COM                                                                                                  | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6800 | NS      | $1881560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Olympus Corp.                                                                                    | Olympus Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     23100 | NS      | $220081.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                                               | FISV 3.5 06/15/32                                                                                                                    | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $330024.07     | 0.00%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | Amgen Inc. COM                                                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     28661 | NS      | $10084372.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                                                                          | MasterCard Incorporated CL A                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     72366 | NS      | $36158395.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    942000 | NC      | $55.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.875 02/15/32 144A                                                                                                              | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32115.25      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                              | DAL 4.75 10/20/28 144A                                                                                                               | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    623333 | PA      | $622166.08     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pearson PLC                                                                                      | Pearson PLC ORD GBP0.25                                                                                                              | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     83978 | NS      | $1107155.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                                                           | UCB SA NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     12165 | NS      | $3665274.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.125 03/19/38                                                                                                                   | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $111568.42     | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/HUF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39311.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                                                | Isuzu Motors Ltd. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    145000 | NS      | $2088111.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1217.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF CHILE                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-8700.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axa SA                                                                                           | Axa SA EUR2.29                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    275551 | NS      | $12661998.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST MANAGEMENT LTD                                                                   | Stockland Corp Ltd. NPV (STAPLED)                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |    586123 | NS      | $1759440.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37107.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    475000 | PA      | $442143.98     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 7 02/15/30 144A                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405217.52     | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V5.504 05/26/28 BKNT                                                                                                              | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606858.47     | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.25 06/30/29                                                                                                                      | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $157112.50     | 0.00%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9397.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | INR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6678.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.95 11/30/54                                                                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82127.19      | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HRTI LLC                                                                                         | HRTI LLC CL A COM                                                                                                                    | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     52200 | NS      | $886878.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                                                                | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13407.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                                     | Chevron Corp. COM                                                                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125338 | NS      | $25932432.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                                                | Omnicom Group Inc COM                                                                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     12800 | NS      | $963968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2018-CX12 A3                                                                                                                   | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $193089.18     | 0.00%             | 2051-08-17      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                                   | Sumitomo Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     48700 | NS      | $1822308.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                                                         | Industrivarden AB (publ) SER'A'NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      5369 | NS      | $267409.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5 09/19/32                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    130000 | PA      | $141339.53     | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 02/15/44                                                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17995000 | PA      | $17204907.03   | 0.16%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | TRY/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23637.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                                 | Wartsila Oyj Abp NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     70631 | NS      | $2630863.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ile De France (Region De)                                                                        | IDF 2.9 04/30/31 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $227066.66     | 0.00%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.546 03/04/30                                                                                                                 | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $291945.19     | 0.00%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TSB Bank PLC                                                                                     | TSBLN 3.319 03/05/29                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1045563.07    | 0.01%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.375 10/06/30 144A                                                                                                           | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    202000 | PA      | $214336.67     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V2.889 06/09/32 144A                                                                                                          | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    684000 | PA      | $612768.24     | 0.01%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                                                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    470000 | PA      | $457166.09     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 7 LTD                                                                          | KLLM 7A A1R                                                                                                                          | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |  17750000 | PA      | $17755875.25   | 0.17%             | 2037-04-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                               | CTRA 5.9 02/15/55                                                                                                                    | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9536.74       | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    936000 | NC      | $44.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                                               | Nippon Steel Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |    120800 | NS      | $445455.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $171908.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -1949000 | NC      | $-42519.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ravensdale Park Clo Designated Activity Co.                                                      | RAVPK 1A A                                                                                                                           | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-O            | CORP              | IE        |    251000 | PA      | $288581.48     | 0.00%             | 2038-04-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.786 03/04/29                                                                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2261521.28    | 0.02%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| IHI Corp.                                                                                        | IHI Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     23000 | NS      | $474559.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 4.625 10/15/29 144A                                                                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2020893.07    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -991000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                  | GEN 6.25 04/01/33 144A                                                                                                               | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282274.19     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.375 08/15/43                                                                                                                     | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3445257.81    | 0.03%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 5.125 06/01/29                                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $71493.19      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | Sumitomo Mitsui Financial Group Inc. NPV                                                                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    258000 | NS      | $8483123.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS EUROPEAN INVESTMENT BANK                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-117.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                                           | BP PLC ORD USD0.25                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    396284 | NS      | $3101636.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                                                                            | STMicroelectronics N.V. EUR1.04                                                                                                      | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     60988 | NS      | $2075336.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Totta S A                                                                        | SANTAN 3.25 02/15/31                                                                                                                 | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |    400000 | PA      | $463337.31     | 0.00%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                                                           | West Japan Railway Co. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     56146 | NS      | $1111720.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                                      | Snam S.p.A. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    354999 | NS      | $2689271.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                                    | Accenture PLC CLS'A'USD0.0000225                                                                                                     | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     53406 | NS      | $10589875.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.                                                          | TERNA - Rete Elettrica Nazionale S.p.A. ORD EUR0.22                                                                                  | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |    141420 | NS      | $1617478.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.875 08/15/28                                                                                                                     | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $347483.98     | 0.00%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                                 | BANK5 2024-5YR10 A3                                                                                                                  | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1069852.98    | 0.01%             | 2057-10-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1941000 | NC      | $29.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 LLC                                                            | EFF 2024-1 A2                                                                                                                        | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209845 | PA      | $210872.02     | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                            | INDONESIA GOVERNMENT INTERNATIONAL BOND                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $142796.16     | 0.00%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                                                | Veeva Systems Inc CL A COM                                                                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      5500 | NS      | $966130.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latvia (Republic Of)                                                                             | LATVIA 0 01/24/29 GMTN                                                                                                               | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    100000 | PA      | $105741.20     | 0.00%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont Sa                                                                | Compagnie Financiere Richemont Sa CHF1 (REGD)                                                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     52318 | NS      | $9237587.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                                                               | Swedbank AB (publ) SER'A'NPV                                                                                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     58418 | NS      | $1991091.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $196036.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    942000 | NC      | $31.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.45 03/13/31                                                                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235984.71     | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Prudential Jennison Natural Resources Fund, Inc.                                                 | PGIM Jennison Natural Resources Fund                                                                                                 | CUSIP: 74441K602<br>LEI: 549300T3SIDH9JN6B631 | Long             | EC               | RF                | US        |     18981 | NS      | $1670929.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/43                                                                                                                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $10668375.00   | 0.10%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1609.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd.                                                                 | Daito Trust Construction Co Ltd. NPV                                                                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     51100 | NS      | $1197486.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                  | PR 8 04/15/27 144A                                                                                                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750747.10     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Estonia (Republic of)                                                                            | ESTONI 4 10/12/32 10Y                                                                                                                | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |    150000 | PA      | $180288.33     | 0.00%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -32900000 | OU      | $-49296.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                                           | Ten-Year Government of Canada Bond Futures                                                                                           | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        69 | NC      | $-42469.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2024-1 LTD                                                               | BOBA 2024-1A A1                                                                                                                      | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $13995884.00   | 0.13%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-181521.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | Stryker Corporation COM                                                                                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     14309 | NS      | $4701794.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    965000 | NC      | $0.34          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $161114.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 11/30/32                                                                                                                      | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8221500.00    | 0.08%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21176.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8 12/31/32 144A                                                                                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415274.98     | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | Thermo Fisher Scientific Inc COM                                                                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     11300 | NS      | $5554289.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-167655.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.992 01/27/32                                                                                                                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $961618.53     | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                                                    | Keyence Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      3300 | NS      | $1174494.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | Norfolk Southern Corporation COM                                                                                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       996 | NS      | $285852.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                                                  | Sandoz Group AG CHF0.05                                                                                                              | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     25763 | NS      | $2018553.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $407812.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TRUST                                                             | PROG 2025-SFR6 A                                                                                                                     | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202721 | PA      | $195634.12     | 0.00%             | 2042-12-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 A1                                                                                                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500613.50     | 0.00%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                                                     | Sun Hung Kai Properties Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     45500 | NS      | $757613.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd.                                                                          | Japan Post Bank Co Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     92200 | NS      | $1503802.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                                                                                  | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172597.94     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-59267.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXIV LTD                                                                            | TRNTS 2024-24A A1                                                                                                                    | CUSIP: 89642XAA2<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   8250000 | PA      | $8250763.13    | 0.08%             | 2037-04-27      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ANGOLA                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $89208.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 3.75 02/22/32 GMTN                                                                                                            | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $369960.00     | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-288.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                                                        | Amundi SA EUR2.5                                                                                                                     | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |     32626 | NS      | $2803806.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cd 2019-Cd8 Mortgage Trust                                                                       | CD 2019-CD8 A3                                                                                                                       | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672820 | PA      | $634187.35     | 0.01%             | 2057-08-17      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Air Liquide S.A.(L')                                                                             | Air Liquide S.A.(L') EUR5.50                                                                                                         | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     11179 | NS      | $2310682.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $78257.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                              | OBX 2026-NQM2 A1A                                                                                                                    | CUSIP: 67123VAD4<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |    467557 | PA      | $464059.64     | 0.00%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                                        | DHL GROUP                                                                                                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    107237 | NS      | $5652133.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                           | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |   2000000 | PA      | $294646.21     | 0.00%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                                       | Tenaris SA USD1                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     66640 | NS      | $1948041.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $365388.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 5 10/15/29                                                                                                                         | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $655883.51     | 0.01%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                                             | Baker Hughes Company CL A                                                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107774 | NS      | $6579602.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                      | Novartis AG CHF0.49 (REGD)                                                                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     86625 | NS      | $13296455.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                                      | Ebara Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |      9000 | NS      | $254773.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 5 01/24/29                                                                                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    330000 | PA      | $337491.00     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                                     | BULENR 2.45 07/22/28                                                                                                                 | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |    300000 | PA      | $331151.03     | 0.00%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.174 02/13/30                                                                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    815000 | PA      | $827518.68     | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2020-A A2FX                                                                                                                     | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54543 | PA      | $52704.59      | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-38028.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.4 08/15/54                                                                                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67916.74      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -95 | NC      | $185968.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11516.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust INTERNATIONAL CORE EQUITY MARKET ETF                                                                           | CUSIP: 25434V203<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |   2169480 | NS      | $84522940.80   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.75 02/15/28                                                                                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $336987.48     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $41991.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                                                   | BBCMS 2025-5C36 A3                                                                                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2163408.66    | 0.02%             | 2058-08-16      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                                 | Mitsubishi Corp. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    261300 | NS      | $8964149.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.625 04/15/29 144A                                                                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264681.50     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| YAMAZAKI BAKING CO LTD                                                                           | Yamazaki Baking Co Ltd. COM NPV                                                                                                      | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     71300 | NS      | $1593772.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabon Blue Bond Master Trust                                                                     | GABBMT 6.097 08/01/38 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $795688.00     | 0.01%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.7 09/20/45 194                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  40000000 | PA      | $231790.30     | 0.00%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | United Airlines Holdings Inc COM                                                                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     46000 | NS      | $4235220.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TSB Bank PLC                                                                                     | TSBLN 2.704 02/18/30                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $568824.24     | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.875 03/17/31                                                                                                                   | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $587582.13     | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-28501.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.373 07/21/36                                                                                                                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40313.34      | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $16285.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                                                           | CEZCP 4.125 04/30/33 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    100000 | PA      | $113925.20     | 0.00%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                                                                    | BOC Hong Kong (Holdings) Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    385500 | NS      | $2126805.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ORIENTAL REPUBLIC OF URUGUAY                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-7205.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-66722.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-126299.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                          | STACR 2021-HQA4 M2                                                                                                                   | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $201376.00     | 0.00%             | 2041-12-26      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.25 01/15/29                                                                                                                   | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    358000 | PA      | $334507.26     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 6.25 02/15/29 144A                                                                                                             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1516000 | PA      | $1137000.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Aon PLC                                                                                          | Aon PLC SHS CL A                                                                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      9562 | NS      | $3086422.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 3.875 06/01/29 144A                                                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1071953.10    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                        | Zurich Insurance Group AG CHF0.10                                                                                                    | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      5129 | NS      | $3625272.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1615.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                                            | Sonic Healthcare Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     80035 | NS      | $1137200.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -989000 | NC      | $-362.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        | -30050000 | OU      | $-14315.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1775.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 3.2 09/20/55 88                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  25000000 | PA      | $144586.94     | 0.00%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 5 05/01/28 144A                                                                                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1050136.69    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                         | Bayer AG NPV (REGD)                                                                                                                  | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     70874 | NS      | $3279923.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.46.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $44123.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-3EXT                                                           | HGVT 2025-3EXT B                                                                                                                     | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123264 | PA      | $122371.74     | 0.00%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                               | Kubota Corporation NPV                                                                                                               | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    135000 | NS      | $2163400.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                                           | Agnico Eagle Mines Ltd COM                                                                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      7333 | NS      | $1488452.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oracle Corp.                                                                                     | ORCL 4 07/15/46                                                                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13486.34      | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | Las Vegas Sands Corp COM                                                                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     15600 | NS      | $840528.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                                                      | Advanced Micro Devices Inc. COM                                                                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     64744 | NS      | $13170871.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                                                                               | Origin Energy Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     76244 | NS      | $656091.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2507.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-66361.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sse PLC                                                                                          | Sse PLC GBP0.50                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      7040 | NS      | $243362.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -936000 | NC      | $-5307.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/ILS FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2810.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9227.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10879.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latvia (Republic Of)                                                                             | LATVIA 0 03/17/31 GMTN                                                                                                               | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    200000 | PA      | $196443.64     | 0.00%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | Vici Properties Inc COM                                                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    289900 | NS      | $7920068.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                                                            | Element Solutions Inc COM                                                                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     54600 | NS      | $1864044.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.503 09/11/31                                                                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121529.59     | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 4.375 10/01/30 144A                                                                                                             | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $794232.00     | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                            | BWXT 4.125 06/30/28 144A                                                                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119818.92     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                                            | MAEXIM 6 05/16/29                                                                                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $363558.75     | 0.00%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wesco International, Inc.                                                                        | Wesco International, Inc. COM                                                                                                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     16500 | NS      | $4514730.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Darling Ingredients, Inc                                                                         | Darling Ingredients, Inc COM                                                                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     53000 | NS      | $3278050.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 04/23/26                                                                                                                         | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $419068.39     | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Edenred SA                                                                                       | Edenred SA EUR2                                                                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     30278 | NS      | $603104.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-3                                                                  | FFIN 2025-3A A                                                                                                                       | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385936 | PA      | $382899.08     | 0.00%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/SGD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10759.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                                              | JORDAN 5.75 11/12/32 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $192374.00     | 0.00%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | The Allstate Corporation COM                                                                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     35700 | NS      | $7402038.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd.                                                              | HD Hyundai Heavy Industries Co Ltd. KRW5000                                                                                          | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |      1689 | NS      | $541020.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                             | Schindler Holding AG CHF0.10 (REGD)                                                                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      1170 | NS      | $368494.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD                                                                             | SYMP 2018-19A A                                                                                                                      | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     44728 | PA      | $44692.68      | 0.00%             | 2031-04-16      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                              | STOAU 6.875 09/19/33 144A                                                                                                            | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $108482.43     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                                                    | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129811.42     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Co.                                                                        | PIFKSA 3.375 10/14/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $551918.38     | 0.01%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.875 01/30/30 144A                                                                                                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453958.61     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/43                                                                                                                         | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $208950.89     | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/44                                                                                                                         | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $337926.36     | 0.00%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Genmab As                                                                                        | Genmab As DKK1                                                                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2583 | NS      | $695657.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.502 01/24/36                                                                                                                  | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51167.59      | 0.00%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB V7.125 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $240208.75     | 0.00%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-2714.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                                                   | Marubeni Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     64700 | NS      | $2366851.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $18052.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | FWD TREASURY BOND                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  33300000 | NC      | $-487009.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    944000 | NC      | $1.64          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson COM                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    147643 | NS      | $36089854.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates Telecommunications Group Company PJSC                                                   | ETISLT 0.875 05/17/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $282362.60     | 0.00%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | EURO(FGBX) Buxl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -24 | NC      | $31624.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-115690.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour Clo 2021-1 Designated Activity Company                                    | FICLO 2021-1A A                                                                                                                      | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-O            | CORP              | IE        |   4250000 | PA      | $4909440.63    | 0.05%             | 2034-10-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.375 05/30/30 144A                                                                                                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    355000 | PA      | $359000.85     | 0.00%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $72071.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                                    | Coherent Corp COM                                                                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      9200 | NS      | $2191532.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                     | Cadence Design Systems, Inc. COM                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      9200 | NS      | $2556404.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iceland (Republic Of)                                                                            | ICELND 0 04/15/28                                                                                                                    | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    700000 | PA      | $758853.36     | 0.01%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Swedish Export Credit Corp.                                                                      | SEK 3.375 08/30/30 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    400000 | PA      | $466520.57     | 0.00%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1941000 | NC      | $-21199.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | Danske Bank A/S DKK10                                                                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     71154 | NS      | $3506653.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                           | Yara International ASA NOK1.7                                                                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     79256 | NS      | $4632863.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                                            | CAFFIL 4.68 03/09/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $219653.18     | 0.00%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/43                                                                                                                         | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1905000 | PA      | $777249.00     | 0.01%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12449.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS DEUTSCHE TELEKOM AG                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $259.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM 6.625 06/20/33 144A                                                                                                            | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    365000 | PA      | $394593.18     | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12534.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-69366.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-36392.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $251902.75     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/SGD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4410.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc.                                                                     | Chubu Electric Power Co Inc. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     45400 | NS      | $748505.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1791.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Road Investors Partnership II LP                                                            | TOLLRD 0 02/15/43                                                                                                                    | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168742 | PA      | $58005.12      | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution (East Midlands) plc                                       | NGGLN 3.53 09/20/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115969.90     | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | U.S. Bancorp. COM NEW                                                                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    244852 | NS      | $12734752.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | Takeda Pharmaceutical Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    100600 | NS      | $3704886.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                                                         | M3, Inc. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |     19800 | NS      | $203234.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust US EQUITY MARKET ETF                                                                                           | CUSIP: 25434V401<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |   9280237 | NS      | $658061605.67  | 6.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.375 02/15/29 144A                                                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104539.88     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 6 06/15/29                                                                                                                      | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    875000 | PA      | $889207.22     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $82945.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                         | CSTL 2024-GATE A                                                                                                                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $847744.78     | 0.01%             | 2041-11-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V4.631 09/11/28 144A                                                                                                           | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249715.53     | 0.00%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  16450000 | OU      | $45651.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                               | VICI 4.95 02/15/30                                                                                                                   | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374155.04     | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                   | Mckesson Corp. COM                                                                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      7200 | NS      | $6230592.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | Freeport-McMoRan Inc. CL B                                                                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    158100 | NS      | $9293118.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold, Inc.                                                                                   | NGDCN 6.875 04/01/32 144A                                                                                                            | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $273588.65     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V6.401 03/06/35                                                                                                                  | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13786.91      | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 5.25 05/15/29 REGs                                                                                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    457000 | PA      | $576153.15     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2380.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co. NV (The)                                                                    | Magnum Ice Cream Co. NV (The) ORD EUR3.50 (DI)                                                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     16879 | NS      | $248387.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/41                                                                                                                         | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $186250.61     | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4639                                                                                                                            | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170431 | PA      | $175730.26     | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -12055000 | OU      | $-13287.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 5.5 04/15/27                                                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1404088.26    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.412 03/31/31                                                                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $993646.86     | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc.                                                                         | Comfort Systems USA Inc. COM                                                                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3000 | NS      | $4136970.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 2024-5YR8                                                                                  | BANK5 2024-5YR8 A3                                                                                                                   | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1036843.60    | 0.01%             | 2057-08-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/40                                                                                                                         | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $129465.99     | 0.00%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi A.S.                                                     | MERSIN 8.25 11/15/28 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $204187.50     | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/44                                                                                                                         | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $106512.19     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                                             | Astellas Pharma Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    219800 | NS      | $3583139.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                        | CSTL 2025-GATE2 A                                                                                                                    | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373171 | PA      | $366872.51     | 0.00%             | 2042-11-13      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS WELLS FARGO & COMPANY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $332.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                                 | ASX 10 Year Treasury Bond Futures                                                                                                    | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |       142 | NC      | $-65225.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                                                        | Avolta AG CHF5 (REGD)                                                                                                                | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      7825 | NS      | $469158.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                             | EMR 3 03/15/31                                                                                                                       | CUSIP: 291011BU7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1345275.69    | 0.01%             | 2031-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QUALCOMM Inc. COM                                                                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     39200 | NS      | $5048176.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-405293.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $49152.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.95 01/15/28 144A                                                                                                              | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $190630.80     | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                                                   | TechnipFMC PLC USD1                                                                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     25684 | NS      | $1775534.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                                        | CK Hutchison Holdings Ltd. HKD1                                                                                                      | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    292500 | NS      | $2245237.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-405773.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 5.75 02/01/27 144A                                                                                                              | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5029.34       | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A D                                                                                                                      | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206262.74     | 0.00%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -34630000 | OU      | $-50658.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                              | VERISURE HOLDING AB                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    450000 | PA      | $518093.58     | 0.00%             | 2032-10-22      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Lithuania (Republic Of)                                                                          | LITHUN 2.125 06/01/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |    600000 | PA      | $641482.88     | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5662.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 05/15/51                                                                                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1535000 | PA      | $960094.53     | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond B.V                                                                                 | WPC 1.35 04/15/28                                                                                                                    | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110461.12     | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                                                                 | COMILA 4.019 06/29/35                                                                                                                | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |    450000 | PA      | $513251.67     | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | Owens Corning COM                                                                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      7600 | NS      | $822472.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                                    | GSKY 2025-3A A3                                                                                                                      | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118488 | PA      | $118341.53     | 0.00%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                                                | Dover Corporation COM                                                                                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     15977 | NS      | $3330405.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                                                                     | Ametek, Inc. COM                                                                                                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     35125 | NS      | $7529395.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                                               | Banco Santander SA EUR0.50(REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    665017 | NS      | $7455318.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 5.5 01/15/36                                                                                                                     | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    280000 | PA      | $278719.50     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance Designated Activity Company                                            | HMSOLN 1.75 06/03/27                                                                                                                 | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $562927.85     | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Incorporated                                                        | West Pharmaceutical Services Incorporated COM                                                                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     10800 | NS      | $2706912.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvc Cordatus Loan Fund XV Designated Activity Company                                            | CVC Cordatus Loan Fund XV DAC                                                                                                        | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-O            | CORP              | IE        |   3039061 | PA      | $3510927.79    | 0.03%             | 2032-08-26      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.65 02/15/56                                                                                                                  | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54781.13      | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL C                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    231583 | NS      | $66431899.38   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland N.V.                                                                               | ASR Nederland N.V. EUR0.16                                                                                                           | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     42251 | NS      | $2908848.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | Howmet Aerospace Inc COM                                                                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     56104 | NS      | $12929727.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                                                    | Rio Tinto PLC ORD GBP0.10                                                                                                            | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     64571 | NS      | $5990491.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ile de France Mobilites                                                                          | IDFMOB 0.4 05/28/31 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $597285.07     | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                                 | Roche Holding AG CHF0.001                                                                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |     35206 | NS      | $14050392.21   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 4 03/13/32 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $353946.70     | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-C TRUST                                                      | SOFI 2019-C A2FX                                                                                                                     | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27695 | PA      | $26956.96      | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                            | VW V5.493 PERP                                                                                                                       | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230014.15     | 0.00%             | N/A             | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                               | Teleperformance SE EUR2.50                                                                                                           | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |     14688 | NS      | $863109.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1426.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CHINA 0.25 11/25/30                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    700000 | PA      | $715013.43     | 0.01%             | 2030-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | Fox Corporation CL A COM                                                                                                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     25900 | NS      | $1512560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sartorius AG                                                                                     | Sartorius AG NON VTG PFD NPV                                                                                                         | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |     10446 | NS      | $2613763.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-505.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                                                          | LINE 4.125 11/26/31                                                                                                                  | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $895472.02     | 0.01%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                              | Cheniere Energy Inc COM NEW                                                                                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     20488 | NS      | $5813674.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21111.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABN AMRO Bank N.V. DR EACH REP SHS                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     13166 | NS      | $417372.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.75 07/01/31 144A                                                                                                                | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193522.49     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORPORATION                                                                      | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2919.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $501.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-163992.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  12055000 | OU      | $27712.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                                                    | NRZT 2026-NQM1 A1                                                                                                                    | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-O            | CORP              | US        |    362855 | PA      | $359499.91     | 0.00%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CDW Corp                                                                                         | CDW Corp COM                                                                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      6800 | NS      | $822936.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/45                                                                                                                         | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $98508.35      | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/23/26                                                                                                                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6285000 | PA      | $6233245.49    | 0.06%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                                         | Ferguson Enterprises Inc COMMON STOCK NEW                                                                                            | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      7312 | NS      | $1702584.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMABS ISSUER I LLC/NMABS ISSUER II LLC/NMABS CANADIAN ISSUER I L.P                               | NMNL 2025-1A A                                                                                                                       | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191840 | PA      | $187853.45     | 0.00%             | 2055-11-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/43                                                                                                                         | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305000 | PA      | $968749.46     | 0.01%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 6.125 09/15/29                                                                                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1080705.59    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation COM                                                                                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230100 | NS      | $5246280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1474500 | NC      | $0.07          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.05 02/01/30                                                                                                                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    540000 | PA      | $524716.05     | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG V10.25 PERP 144A                                                                                                                 | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $296997.66     | 0.00%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $407498.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 02/15/30 144A                                                                                                            | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76687.50      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                                      | AvalonBay Communities, Inc. COM                                                                                                      | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      4084 | NS      | $667121.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF INDONESIA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $1457.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22486.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/49                                                                                                                         | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $201032.39     | 0.00%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.73 09/05/30                                                                                                                      | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244814.20     | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                                      | EXIMBK 3.25 01/15/30 REGS                                                                                                            | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $190800.00     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.9 11/01/35                                                                                                                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    162000 | PA      | $157955.32     | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Realty Income Corporation                                                                        | O 3.375 06/20/31                                                                                                                     | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1570194.48    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | FWD TREASURY BOND                                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | US        |   3350000 | NC      | $-28202.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | 3M Company COM                                                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     46125 | NS      | $6698733.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.5 06/15/47                                                                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64183.97      | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109850.54     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $138156.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-114142.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $108271.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitano de Lisboa, E.P.                                                                    | METLIS 4.061 12/04/26                                                                                                                | CUSIP: 000000000<br>LEI: 213800Q167XJFGRJJK66 | Long             | DBT              | NUSS              | PT        |    300000 | PA      | $349364.10     | 0.00%             | 2026-12-04      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.749 11/07/36 GMTN                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $998945.67     | 0.01%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                                     | 3i Group PLC ORD GBP0.738636                                                                                                         | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     36883 | NS      | $1202054.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | TRS TREASURY BOND                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-771810.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                                 | Edwards Lifesciences Corporation COM                                                                                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     59317 | NS      | $4750105.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS Health Corp COM                                                                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    154254 | NS      | $11078522.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 3.375 03/03/31                                                                                                                 | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $408517.43     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                      | Equinor ASA NOK2.50                                                                                                                  | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      8313 | NS      | $354170.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                                                  | Cairn Homes PLC ORD EUR0.001                                                                                                         | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    580780 | NS      | $1428175.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                                                      | C.H. Robinson Worldwide Inc COM NEW                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      5540 | NS      | $920027.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -974000 | NC      | $-749.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                         | EIB 0 05/28/37 144A                                                                                                                  | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   1000000 | PA      | $447120.98     | 0.00%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 5.375 11/15/29                                                                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $699746.42     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.65 06/15/35 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     88000 | PA      | $86152.00      | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                             | Koninklijke KPN N.V. EUR0.04                                                                                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    156472 | NS      | $872116.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD                                                                                          | Sea Ltd. SPONSORD ADS                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     12000 | NS      | $993720.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-335644.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1917000 | NC      | $-12360.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                                | ROCKT 2018-2A A                                                                                                                      | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    460246 | PA      | $460359.41     | 0.00%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                                  | BANK 2019-BN20 A2                                                                                                                    | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384493 | PA      | $362656.23     | 0.00%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                             | PRM7 2025-PRM7 A                                                                                                                     | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $302729.01     | 0.00%             | 2042-11-13      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET V5.85 03/15/56 .                                                                                                                 | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22573.22      | 0.00%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | Ally Financial Inc. COM                                                                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    131900 | NS      | $5174437.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                                                          | Dow Inc COM                                                                                                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     27458 | NS      | $1143625.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TDF Infrastructure SAS                                                                           | TDFINF 4.125 10/23/31                                                                                                                | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $344317.87     | 0.00%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | Societe Generale S.A. EUR1.25                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     40202 | NS      | $2935425.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Long(FBTP) Term Euro                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        26 | NC      | $-43425.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 7 01/15/28 144A                                                                                                                | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $239654.25     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 1.75 07/13/30 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $407131.98     | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Holdings Inc COM                                                                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      8684 | NS      | $870571.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin Inc                                                                               | Hikari Tsushin Inc NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       900 | NS      | $228970.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                               | LEVI 3.5 03/01/31 144A                                                                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133374.67     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.009 05/21/32                                                                                                                  | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1160704.57    | 0.01%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF SAUDI ARABIA                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-12280.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Industrial Issuer Trust Canada                                                              | BX 2024-PURE A                                                                                                                       | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    441251 | PA      | $319334.76     | 0.00%             | 2041-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-12250.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/THB FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $416474.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELITE MATERIAL COMPANY LTD                                                                       | Elite Material Co Ltd. TWD10                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20143 | NS      | $1719133.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2019-C4                                                                     | BBCMS 2019-C4 A4                                                                                                                     | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247329 | PA      | $236120.50     | 0.00%             | 2052-08-16      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN V5.5 07/15/77                                                                                                                  | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64471.88      | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1926230.58    | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/ILS FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3762.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | NZD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2443.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | The Charles Schwab Corporation COM                                                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    172262 | NS      | $16189182.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                                                     | Mirvac Group STAPLED SECURITIES                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    748230 | NS      | $924485.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V6.316 10/03/29 144A                                                                                                           | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $301548.06     | 0.00%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | British Pound Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -69 | NC      | $44512.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                                                             | Banca Mediolanum SpA NPV                                                                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     47677 | NS      | $965993.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1917000 | NC      | $-16555.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-14.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                       | Vonovia SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |    111304 | NS      | $2783984.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2021-3A D                                                                                                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166819 | PA      | $165665.03     | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.087 06/14/29 MTN                                                                                                              | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $527825.09     | 0.00%             | 2029-06-14      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-136708.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 3.75 06/14/28 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1960000 | PA      | $2279058.80    | 0.02%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3471.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 3.7 01/30/27 144A                                                                                                                | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44698.41      | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                                     | Glencore PLC ORD USD0.01                                                                                                             | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    910503 | NS      | $6896034.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $206907.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | McDonald's Corp. COM                                                                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     53446 | NS      | $16610482.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc.                                                                             | Resona Holdings Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    242500 | NS      | $2766378.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB Group PLC ORD EUR0.625                                                                                                           | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    619274 | NS      | $6610820.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7760.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21066.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-195.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                                                        | Alstom SA EUR7.00                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |    114833 | NS      | $3284020.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                                                               | Swire Pacific Ltd. 'A' NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     19000 | NS      | $207665.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                                | Gaming and Leisure Properties Inc COM                                                                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     73925 | NS      | $3280052.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                                                               | Kemper Corporation COM                                                                                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     25600 | NS      | $782336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 6 12/31/30 144A                                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283120.35     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                                   | Exelixis, Inc. COM                                                                                                                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     50800 | NS      | $2178812.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 3 02/03/31                                                                                                                       | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $449838.37     | 0.00%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                                                                 | Transurban Group STAPLED UNITS NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    129014 | NS      | $1258511.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                                          | FUJIFILM Holdings Corp. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     35600 | NS      | $678381.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/TWD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-40483.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                                                            | East West Bancorp Inc COM                                                                                                            | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     15105 | NS      | $1612609.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 5.8 03/13/56                                                                                                                    | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84792.22      | 0.00%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1917000 | NC      | $49.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    974000 | NC      | $4.18          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.711 01/24/35 MTN                                                                                                              | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46385.75      | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5979.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.25 05/15/50                                                                                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $161340.63     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Benteler International Austria GmbH                                                              | BENTLR 7.25 06/15/31 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $119774.96     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/30 144A                                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1197398.46    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | Exelon Corp. COM                                                                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     70800 | NS      | $3470616.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clue Opco LLC                                                                                    | FWRD 9.5 10/15/31 144A                                                                                                               | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3732897.74    | 0.03%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ARAB REPUBLIC OF EGYPT                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $66405.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.25 12/07/46                                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2000000 | PA      | $2245275.62    | 0.02%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 3.828 06/07/32                                                                                                                   | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229844.19     | 0.00%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-147293.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4362.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                                   | ConocoPhillips COM                                                                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    183081 | NS      | $24166692.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2399.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22182.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                                   | CME Group Inc. COM                                                                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      9933 | NS      | $2933711.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Hotchkis & Wiley Large-Cap Value Portfolio                                                                                       | CUSIP: 00767H667<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |   5287935 | NS      | $327693353.53  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 03/26/36 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $194500.00     | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 2.65 03/01/30                                                                                                                     | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63958.85      | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                                      | Reckitt Benckiser Group PLC ORD GBP0.1041666666666667                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     25255 | NS      | $1698154.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                 | Markel Group Inc COM                                                                                                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       922 | NS      | $1764772.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V5.5 09/08/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $120784.01     | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins - S.G.P.S., S.A.                                                                | Jeronimo Martins - S.G.P.S., S.A. EUR1                                                                                               | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     40785 | NS      | $975224.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Limited                                                                                     | Nice Limited ILS1                                                                                                                    | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      5855 | NS      | $646442.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS Energy Corporation COM                                                                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     49611 | NS      | $3848821.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo S.p.A.                                                                                  | Leonardo S.p.A. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     31318 | NS      | $2130233.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.125 PERP                                                                                                                     | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $262281.47     | 0.00%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                        | Linde PLC COM EUR0.001                                                                                                               | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     30766 | NS      | $15252552.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                     | GSMBS 2026-CES1 A1                                                                                                                   | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121640 | PA      | $120576.03     | 0.00%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                                   | DIRCHA 7.75 11/15/29 144A                                                                                                            | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343534.85     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                                           | CEZCP 0.875 12/02/26 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    300000 | PA      | $342039.13     | 0.00%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC ORD GBP0.035                                                                                                            | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     48446 | NS      | $2735242.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                                       | Haleon PLC ORD GBP0.01                                                                                                               | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    266209 | NS      | $1317466.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 5.875 10/15/27                                                                                                                   | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24887.01      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 2.85 06/27/28                                                                                                                   | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341532.87     | 0.00%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 2.375 09/25/26 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $458877.07     | 0.00%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.125 01/31/30 144A                                                                                                               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1304601.28    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 09/30/26                                                                                                                       | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $504309.57     | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V7 PERP                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $241780.70     | 0.00%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION 2025-4                                                   | BLAST 2025-4 C                                                                                                                       | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $64848.71      | 0.00%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS UNITED MEXICAN STATES                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $7048.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acquirente Unico SpA                                                                             | ACQUIU 3.5 02/11/33                                                                                                                  | CUSIP: 000000000<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $339735.36     | 0.00%             | 2033-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | Parker-Hannifin Corp. COM                                                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     18935 | NS      | $16951369.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust RUS 1000 VAL ETF                                                                                                       | CUSIP: 464287598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |   1102265 | NS      | $235520962.55  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC ORD GBP0.035                                                                                                            | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     69852 | NS      | $3834832.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FOAT) OAT Futures                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        36 | NC      | $-120670.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                                                                  | Galaxy Entertainment Group Ltd. NPV                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    208000 | NS      | $940137.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 4.5 03/19/34                                                                                                                     | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    110000 | PA      | $123472.87     | 0.00%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8 01/31/30 2030                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  15025000 | PA      | $878138.38     | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                                                         | Industrivarden AB (publ) SER'C'NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     55407 | NS      | $2746453.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-472828.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    942000 | NC      | $15239.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                                        | Argenx SE EUR0.10                                                                                                                    | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      3113 | NS      | $2259225.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | Roper Technologies Inc COM                                                                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      8800 | NS      | $3113968.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/42                                                                                                                         | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $118349.80     | 0.00%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                             | United Rentals, Inc. COM                                                                                                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      5083 | NS      | $3703270.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.9 10/01/35 B                                                                                                                    | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78557.69      | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                                    | Veralto Corp. COM SHS                                                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     51400 | NS      | $4544788.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                                            | Western Digital Corp. COM                                                                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     47138 | NS      | $12750357.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                                                | Sysco Corporation COM                                                                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    100800 | NS      | $7190064.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Balder Finland Oyj                                                                               | BALDER 1 01/20/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |    715000 | PA      | $755557.88     | 0.01%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                               | Take-Two Interactive Software Inc. COM                                                                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      4000 | NS      | $790000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                                                           | Agricultural Development Bank of China                                                                                               | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | USGA              | CN        |  11500000 | PA      | $1818980.71    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                                | ASML Holding N.V. NY REGISTRY SHS                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      5606 | NS      | $7404572.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                              | DBHNGR V1.6 PERP CB                                                                                                                  | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $419467.21     | 0.00%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| LKQ Corporation                                                                                  | LKQ Corporation COM                                                                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     57000 | NS      | $1674090.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $51011.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 4.75 02/01/32                                                                                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438488.15     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC                                                                 | NDFT 2024-2A A                                                                                                                       | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    300000 | PA      | $397239.63     | 0.00%             | 2032-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13720.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                                                         | Pan Pacific International Holdings Corp. NPV                                                                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |    114200 | NS      | $696648.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-4                                                         | GCAR 2025-4A C                                                                                                                       | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $186014.42     | 0.00%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                                     | Fortinet Inc COM                                                                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     55900 | NS      | $4568148.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Packaging Corporation of America                                                                 | Packaging Corporation of America COM                                                                                                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6726 | NS      | $1427391.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co., Ltd.                                                                          | Fuji Electric Co., Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     15006 | NS      | $1051201.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                             | PRM7 2025-PRM7 C                                                                                                                     | CUSIP: 74290HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97273.92      | 0.00%             | 2042-11-13      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                                               | HBANSW V2.75 09/30/41                                                                                                                | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $428912.82     | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                                      | RESFER 1.5 05/29/37 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $177411.42     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                                                                     | FABUH 3.1201 02/20/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $222212.16     | 0.00%             | 2031-02-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.857 05/21/31                                                                                                                   | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $600338.55     | 0.01%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | Cisco Systems, Inc. COM                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    196835 | NS      | $15272427.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                                                   | Commerzbank AG NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      8366 | NS      | $305185.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-32757.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 5.25 09/15/27                                                                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $554481.18     | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-60028.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.543 08/22/35 144A                                                                                                              | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205296.62     | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   7800000 | PA      | $433562.92     | 0.00%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | Iron Mountain Inc. COM                                                                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     13000 | NS      | $1327820.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dominion Energy Inc                                                                              | D V6 02/15/56 **                                                                                                                     | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189402.26     | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-28576.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                                       | Sandvik AB NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    146510 | NS      | $5632115.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/45                                                                                                                         | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10235000 | PA      | $3783133.15    | 0.04%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 05/15/34                                                                                                                     | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3610000 | PA      | $3647792.19    | 0.03%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Gold Trust                                                                                 | World Gold Trust SPDR GLD MINIS                                                                                                      | CUSIP: 98149E303<br>LEI: 549300DGCWLK8TGZ0C89 | Long             | EC               | RF                | US        |    318442 | NS      | $29516388.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1418.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $49781.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       535 | NC      | $-1234920.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                                                   | Prudential PLC GBP0.05                                                                                                               | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |    197937 | NS      | $2751940.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                     | CAS 2022-R04 1B1                                                                                                                     | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     80000 | PA      | $83036.06      | 0.00%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                                                    | CQS 2023-3A A1                                                                                                                       | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   8000000 | PA      | $8003117.60    | 0.08%             | 2037-01-26      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | ACAFP V4 01/10/33 144A                                                                                                               | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $491488.10     | 0.00%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $123.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 2.625 12/02/40 144A                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $108274.25     | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V5.875 06/15/56 ..                                                                                                               | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28617.46      | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $65323.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-922.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                                                        | ALOFP V5.868 PERP                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118626.04     | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 6.25 09/15/27 144A                                                                                                             | CUSIP: 11283YAB6<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $169537.60     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.2 06/01/34                                                                                                                     | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31780.39      | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.603 10/22/30                                                                                                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001942.15    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.8 05/12/28                                                                                                                       | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    675000 | PA      | $695373.60     | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                                           | GSMS 2019-GC42 A3                                                                                                                    | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $590734.25     | 0.01%             | 2052-09-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | Deutsche Bank AG ORD NPV(REGD)                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    123052 | NS      | $3662038.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6 05/01/56                                                                                                                       | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66550.76      | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 4 10/31/54                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1170000 | PA      | $1324934.24    | 0.01%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | General Mills, Inc. COM                                                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    194700 | NS      | $7246734.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V4 03/05/37 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $338266.44     | 0.00%             | 2037-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $333953.13     | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                     | Capgemini SE EUR8                                                                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     20642 | NS      | $2435724.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 4.625 02/01/29 144A                                                                                                              | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29637.56      | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli S.p.A.                                                                        | Brunello Cucinelli S.p.A. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |     23205 | NS      | $2027981.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Roper Technologies Inc                                                                           | ROP 4.45 09/15/30                                                                                                                    | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118185.55     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                                                                  | Morningstar Inc COM                                                                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      5600 | NS      | $946680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                                                          | Saab AB NPV B                                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     71148 | NS      | $4656620.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                                 | Philip Morris International Inc. COM                                                                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     98044 | NS      | $16210594.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                                                               | Long Gilt Future - ICEU                                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        47 | NC      | $-285646.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                                                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1622596.10    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C5                                                   | WFCM 2025-5C5 A3                                                                                                                     | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2290000 | PA      | $2361890.43    | 0.02%             | 2058-07-17      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd.                                                                    | Chugai Pharmaceutical Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     25100 | NS      | $1384226.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                          | CRH PLC ORD EUR 0.32 (DI)                                                                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     30085 | NS      | $3147508.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | Carrier Global Corporation COM                                                                                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     62461 | NS      | $3517178.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                                                                       | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31126.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. 5.625% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                                         | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      4309 | NS      | $96693.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                                                                               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466049.70     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.542 09/19/30                                                                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    783000 | PA      | $780305.16     | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                                                  | Jones Lang LaSalle Incorporated COM                                                                                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     26500 | NS      | $8064480.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A C                                                                                                                      | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102683.40     | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                             | Macquarie Group Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     11918 | NS      | $1693033.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 4.25 03/18/37 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $233488.64     | 0.00%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                                       | JACENT 6.75 02/15/29 144a                                                                                                            | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326661.95     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 6.625 01/16/34                                                                                                                | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $530763.60     | 0.00%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd.                                                                                 | Nintendo Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     58382 | NS      | $3332773.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10959.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V3.85 09/16/32 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $807455.61     | 0.01%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Teradata Corp                                                                                    | Teradata Corp COM                                                                                                                    | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     48400 | NS      | $1240492.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/TWD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13071.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | The Cigna Group COM                                                                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     25239 | NS      | $6732503.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1917000 | NC      | $-5220.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | Northern Trust Corporation COM                                                                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     40200 | NS      | $5610714.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                                   | Kingfisher PLC ORD GBP0.157142857                                                                                                    | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    676034 | NS      | $2570509.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                                    | Assurant Inc. COM                                                                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     15400 | NS      | $3354274.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                                       | DIAMOND SPORTS GRP LLC- CS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18991 | NS      | $3570.31       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13191.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V9.625 PERP *                                                                                                                 | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215448.00     | 0.00%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                                              | Fortive Corporation COM                                                                                                              | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     15300 | NS      | $845784.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-38504.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                                                   | BBCMS 2024-5C29 A3                                                                                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508883.45     | 0.00%             | 2057-09-17      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/50                                                                                                                         | CUSIP: 912834VV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2895000 | PA      | $839624.72     | 0.01%             | 2050-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1575.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V10 MORTGAGE TRUST                                                                | BMARK 2024-V10 A3                                                                                                                    | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $814330.08     | 0.01%             | 2057-09-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                                                                        | Halma PLC ORD GBP0.10                                                                                                                | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     61606 | NS      | $3143801.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. COM                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    533398 | NS      | $111090801.46  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.5 04/15/37                                                                                                                     | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393548.34     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | Aker BP ASA NOK1                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     19548 | NS      | $722668.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269629.96     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                                                                                         | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8890000 | PA      | $9006681.25    | 0.08%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $161609.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 05/29/31 M                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  62350000 | PA      | $3311076.17    | 0.03%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLA Corp. COM NEW                                                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3338 | NS      | $4914904.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpek SAB de CV                                                                                  | ALPEKA 4.25 09/18/29 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $183491.20     | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V3.375 02/13/31 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1132652.09    | 0.01%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 05/31/32                                                                                                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3485000 | PA      | $3494529.30    | 0.03%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 6.5 04/15/32                                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    780000 | PA      | $786331.61     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                                     | TECPET 7.625 11/03/30 144A                                                                                                           | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    100000 | PA      | $101001.00     | 0.00%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-554.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCO CORP                                                                                       | DISCO Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $1426541.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX V8.125 06/15/53                                                                                                                  | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43719.97      | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/40                                                                                                                         | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1330000 | PA      | $680181.45     | 0.01%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                                    | OPTN 2026-A A                                                                                                                        | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372000 | PA      | $370074.08     | 0.00%             | 2034-01-08      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $106830.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd.                                                                           | Ryohin Keikaku Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      9600 | NS      | $204860.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/44                                                                                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9755000 | PA      | $9460825.78    | 0.09%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TDK Corp.                                                                                        | TDK Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     78800 | NS      | $1023633.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-86618.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $56818.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA                                                                                       | Covivio SA EUR3                                                                                                                      | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     15836 | NS      | $946413.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 09/01/30                                                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    405000 | PA      | $384571.50     | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | Salesforce Inc. COM                                                                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     37600 | NS      | $7018792.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Avoca CLO XXXII Designated Activity Co.                                                          | AVOCA 32A A1                                                                                                                         | CUSIP: 000000000<br>LEI: 2549007P265VQL3DNH97 | Long             | ABS-O            | CORP              | IE        |    346000 | PA      | $397984.67     | 0.00%             | 2039-04-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                        | CSTL 2025-GATE2 C                                                                                                                    | CUSIP: 12676JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98101.68      | 0.00%             | 2042-11-13      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                                  | Nordea Bank ABP NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    268388 | NS      | $4621416.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                                        | Elisa OYJ NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |     18986 | NS      | $924816.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                                          | AMCSRV 6.034 01/16/42 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $407376.48     | 0.00%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $294.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 05/15/35                                                                                                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2555000 | PA      | $2548213.28    | 0.02%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | American Electric Power Co, Inc. COM                                                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     90800 | NS      | $11902064.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-96052.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.943 01/21/33                                                                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157289.62     | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                          | OMFIT 2020-2A A                                                                                                                      | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179366 | PA      | $176910.15     | 0.00%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lanxess AG                                                                                       | Lanxess AG NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |     38365 | NS      | $848213.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-128871.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. COM NEW                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    183581 | NS      | $20819921.21   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5957.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | Barclays PLC ORD GBP0.25                                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |   1970799 | NS      | $10314144.95   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF PANAMA                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $224.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.                                                                | Oversea-Chinese Banking Corp Ltd. NPV                                                                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    247600 | NS      | $4240833.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $31526.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $45175.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2019-4 LTD                                                                           | OAKCL 2019-4A BRR                                                                                                                    | CUSIP: 67402CBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8012001.60    | 0.08%             | 2037-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -945000 | NC      | $-7691.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                    | CDS CMBX.NA.19.AAA                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1115.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -168 | NC      | $172210.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                                           | CLDCRN 11.5 09/01/28 144A                                                                                                            | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $520423.46     | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | BRK 2.422 11/29/35                                                                                                                   | CUSIP: 084670FA1<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $597129.26     | 0.01%             | 2035-11-29      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES6                                                                    | RCKT 2024-CES6 A1A                                                                                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380374 | PA      | $380618.70     | 0.00%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                                     | GE Aerospace COM NEW                                                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     49181 | NS      | $13956092.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies Inc COM                                                                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    194847 | NS      | $14015344.71   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                                                                       | ORIX Corp. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     99800 | NS      | $2961201.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                                       | EART 2026-1A C                                                                                                                       | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144000 | PA      | $142172.77     | 0.00%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $130679.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 5.45 07/15/35                                                                                                                   | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    398000 | PA      | $404351.19     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| JELD-WEN, Inc.                                                                                   | JELD 4.875 12/15/27 144A                                                                                                             | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $923130.94     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-12813.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -21435000 | OU      | $-108102.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.371 04/04/29 144A                                                                                                           | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275228.55     | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ICG Euro Clo 2023-1 DAC                                                                          | ICGE 2023-1A AR                                                                                                                      | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11529530.93   | 0.11%             | 2038-10-19      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | DKK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $840.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                             | BLAST 2026-1 D                                                                                                                       | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186000 | PA      | $183890.82     | 0.00%             | 2031-11-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $264.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/43                                                                                                                         | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3540000 | PA      | $1510162.66    | 0.01%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 1.375 09/23/50 30Y                                                                                                            | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     25000 | PA      | $15459.49      | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-106605.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual S.A.                                                                           | Banco BTG Pactual S.A. UNITS(1COM & 2PRF A) 02/17                                                                                    | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |    111444 | NS      | $1217098.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS ISRAEL ELECTRIC CORP LTD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $903.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6309.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                                        | NEC Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     88300 | NS      | $2197177.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC KANSAS CITY LTD                                                                 | Canadian Pacific Kansas City Ltd. COM                                                                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6194 | NS      | $487220.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                                                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18430000 | PA      | $16716585.94   | 0.16%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                                                            | Evolution Mining Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    263174 | NS      | $2369805.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 9.75 10/15/30 144A                                                                                                            | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    700000 | PA      | $750277.54     | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.2 02/19/32                                                                                                                    | CUSIP: 87264AEB7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    352000 | PA      | $395072.49     | 0.00%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FUTU HOLDINGS LTD                                                                                | Futu Holdings Ltd. SPON ADS CL A                                                                                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |     15548 | NS      | $2126344.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5847.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landsvirkjun - The National Power Company of Iceland                                             | LANDSV F 07/24/26 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |    600000 | PA      | $689591.67     | 0.01%             | 2026-07-24      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 3.625 02/15/32 144A                                                                                                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    525000 | PA      | $476990.12     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                                       | Legrand SA EUR4                                                                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     15513 | NS      | $2410016.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline Inc                                                                                    | VVV 3.625 06/15/31 144A                                                                                                              | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40703.76      | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                                              | Toll Brothers, Inc. COM                                                                                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     42311 | NS      | $5774182.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                              | TPMT 2024-CES1 A1A                                                                                                                   | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51467 | PA      | $51551.96      | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                                                   | Lincoln Electric Holdings Inc. COM                                                                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     13300 | NS      | $3312764.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS SIEMENS AG                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $294.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1877554.63    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                                    | Nomura Research Institute Ltd NPV                                                                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     14100 | NS      | $385883.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia                                                                               | Sberbank of Russia RUB3(RUB)                                                                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    306596 | NS      | $0.38          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5 10/25/35 1035                                                                                                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   4922000 | PA      | $1241538.10    | 0.01%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                                        | SNCF 1.5 02/02/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $441621.20     | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | Costco Wholesale Corporation COM                                                                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     25500 | NS      | $25408965.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.125 PERP V                                                                                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393728.10     | 0.00%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | NZD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6082.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.493 01/16/32                                                                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226220.33     | 0.00%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                                  | Ulta Beauty Inc COM                                                                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      6800 | NS      | $3554428.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralph Lauren Corp.                                                                               | Ralph Lauren Corp. CL A                                                                                                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     15513 | NS      | $5336316.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.55 09/26/29 144A                                                                                                            | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223909.52     | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1216.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 7 10/24/35 35/A                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 575860000 | PA      | $1708792.77    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/46                                                                                                                         | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $359171.38     | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.449 06/11/35                                                                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15206.35      | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-27683.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/42                                                                                                                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1247000 | PA      | $1128535.00    | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 3.25 02/12/32                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    525000 | PA      | $456071.71     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                  | IADB 6.75 07/15/27 MTN                                                                                                               | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $411562.80     | 0.00%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/42                                                                                                                         | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6360000 | PA      | $2752805.66    | 0.03%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1917000 | NC      | $27542.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V5.545 01/21/29 144A                                                                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $238196.00     | 0.00%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | S&P Global Inc COM                                                                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     19000 | NS      | $8081460.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                                 | Ball Corporation COM                                                                                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     22400 | NS      | $1324064.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | Exxon Mobil Corp. COM                                                                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    240413 | NS      | $40788469.58   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                                               | Vodafone Group PLC ORD USD0.2095238                                                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   3906121 | NS      | $5891805.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                                                       | Siemens AG NPV(REGD)                                                                                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     40442 | NS      | $9853049.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.25 10/15/35 144A                                                                                                               | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70154.95      | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.25 12/01/26 144A                                                                                                              | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19948.22      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust JPMORGAN USD EMG                                                                                                       | CUSIP: 464288281<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    468673 | NS      | $44022454.89   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $125.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1851.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBC Group NV NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     14322 | NS      | $1752898.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                                | EMACN V7.625 12/15/54                                                                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $91446.29      | 0.00%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                              | Vertex Pharmaceuticals Incorporated COM                                                                                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      5308 | NS      | $2370234.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC                                                             | MLMI 2004-WMC3 M2                                                                                                                    | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7021 | PA      | $6922.91       | 0.00%             | 2035-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp                                                                               | MATHOM 4.625 03/01/30 144A                                                                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1245000 | PA      | $1181193.75    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | GBP/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1092.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-38822.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 7.25 11/15/53                                                                                                                    | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $60243.10      | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                                                           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23251.51      | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane S.p.A.                                                             | FERROV 3.75 04/14/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $464566.63     | 0.00%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6 04/15/34 144A                                                                                                                  | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123708.49     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets (SOGRPR)                                                              | SOGRPR 0 11/25/30 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $498877.40     | 0.00%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/PHP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16491.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 1 10/31/50                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   3200000 | PA      | $1954711.01    | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                                      | The Progressive Corporation COM                                                                                                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     28726 | NS      | $5694642.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 5.625 06/07/32                                                                                                                   | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    300000 | PA      | $403528.58     | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    119000 | PA      | $99774.74      | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | Verizon Communications Inc. COM                                                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    342644 | NS      | $17200728.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.521 02/24/32                                                                                                                 | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195806.36     | 0.00%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.624 05/26/30 144A                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20000 | PA      | $22065.64      | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | ING Groep N.V. EUR0.01                                                                                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    337750 | NS      | $8766868.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS CNH PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   3835000 | NC      | $25737.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $59471.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/44                                                                                                                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4535000 | PA      | $4387612.50    | 0.04%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $37361.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-41337.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | EURO(FGBX) Buxl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         3 | NC      | $-7631.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $20774.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-42228.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp.                                                              | OHYD 0 04/11/31 +40                                                                                                                  | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | MUN               | CA        |    400000 | PA      | $241129.09     | 0.00%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                                                                      | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $47598.03      | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS ALPHABET INC                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $7901.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE CORP LTD                                                              | Fisher & Paykel Healthcare Corp Ltd. NPV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    105835 | NS      | $2294871.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                            | Kioxia Holdings Corp. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |     17600 | NS      | $2298561.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                                           | EBIUH 6.1 02/21/33                                                                                                                   | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $135855.98     | 0.00%             | 2033-02-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MFB Hungarian Development Bank Pvt Ltd.                                                          | MAGYAR 0.375 06/09/26                                                                                                                | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $114525.09     | 0.00%             | 2026-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Generalitat de Catalunya                                                                         | GENCAT 4.22 04/26/35                                                                                                                 | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $117501.56     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 3.125 05/15/27 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    900000 | PA      | $1029212.18    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    735000 | PA      | $747068.60     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS CLP                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1122.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.572 10/20/32                                                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1161730.13    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | Honda Motor Co Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    458000 | NS      | $3706856.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.846 03/08/37                                                                                                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71274.22      | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $9025.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc                                                                     | Kansai Electric Power Co Inc NPV                                                                                                     | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     65600 | NS      | $1090670.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 4.375 07/15/30 144A                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    992000 | PA      | $936595.12     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | AUD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2789.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 4.75 04/16/29                                                                                                                    | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    400000 | PA      | $527909.92     | 0.00%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                              | FRTITA 4.625 01/15/29 144A                                                                                                           | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621965.75     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 01/30/28 144A                                                                                                                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $80240.80      | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.05 09/01/33                                                                                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314397.34     | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V5.5 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $288211.20     | 0.00%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                                           | MSCI EAFE Index Futures - ICUS, Jun26                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      1004 | NC      | $-2188870.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                                      | VST V7 PERP 144A                                                                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1450734.99    | 0.01%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                                                    | BMETR 1.3975 10/07/33                                                                                                                | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $248361.68     | 0.00%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF MOROCCO                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-473.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5985.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V6.85 09/15/56                                                                                                                   | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140840.38     | 0.00%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS COMPANY LTD                                                                      | Otsuka Holdings Co Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $283883.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                                     | Tapestry Inc COM                                                                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     21000 | NS      | $2963310.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                                                                  | MDT 3.65 10/15/29                                                                                                                    | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    600000 | PA      | $698947.12     | 0.01%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | Marriott International, Inc. CL A                                                                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3706 | NS      | $1212121.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Scotia (Province Of)                                                                        | NS 3.15 12/01/51                                                                                                                     | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $272464.24     | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Contego Clo V Designated Activity Company                                                        | CONTE 5A AR                                                                                                                          | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-O            | CORP              | IE        |  10600000 | PA      | $12219545.85   | 0.11%             | 2037-10-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | Caterpillar Inc COM                                                                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     27477 | NS      | $19466355.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                                                                | SCI 5.75 10/15/32                                                                                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369576.96     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| The Toronto-Dominion Bank                                                                        | TD 3.666 09/08/31                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $768302.90     | 0.01%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.699 01/22/31 GMTN                                                                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    860000 | PA      | $798794.92     | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd.                                                                           | Lynas Rare Earths Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     80498 | NS      | $1092958.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 06/30/26                                                                                                                     | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1182535.16    | 0.01%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Incyte Corporation.                                                                              | Incyte Corporation. COM                                                                                                              | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     52500 | NS      | $4941300.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $82753.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.25 03/01/30 144A                                                                                                              | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49327.50      | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.55 11/01/45                                                                                                                      | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70954.73      | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd.                                                                                 | Shiseido Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     84000 | NS      | $1716139.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.96 01/23/37                                                                                                                   | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97421.06      | 0.00%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Aena SME S.A.                                                                                    | Aena SME S.A. EUR10                                                                                                                  | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     58927 | NS      | $1743379.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust RUS 1000 GRW ETF                                                                                                       | CUSIP: 464287614<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    175451 | NS      | $74812306.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                                         | Engie SA EUR1                                                                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    174242 | NS      | $5615376.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mdgh Gmtn (Rsc) Ltd                                                                              | MUBAUH 0.375 03/10/27 GMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $561113.16     | 0.01%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22540.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.499 01/23/35                                                                                                                  | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86489.53      | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Plc                                                                    | Weatherford International Plc COM USD0.001                                                                                           | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     68500 | NS      | $6478730.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 3.625 02/13/30                                                                                                                   | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    100000 | PA      | $117201.72     | 0.00%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF ROMANIA                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $78.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-17212.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                                         | Vinci SA EUR2.50                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     34197 | NS      | $5132944.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -936000 | NC      | $-13800.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $21376.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.IG.46.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2705293.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12574.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 0.7 02/03/29                                                                                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    730000 | PA      | $782715.27     | 0.01%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.207 01/28/31 -                                                                                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142288.82     | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | OBL 2.2 10/10/30 192                                                                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2475520 | PA      | $2799134.21    | 0.03%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Large-Cap Growth Portfolio                                                                                                       | CUSIP: 00767H477<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |   7807251 | NS      | $780100546.40  | 7.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                                                   | Tetra Tech Inc COM                                                                                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     43200 | NS      | $1301184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NCL FINANCE LTD                                                                                  | NCLH 6.125 03/15/28 144A                                                                                                             | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    425000 | PA      | $426547.00     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd.                                                                         | Recruit Holdings Co Ltd. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     64800 | NS      | $2823334.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochtief AG                                                                                      | Hochtief AG NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      4832 | NS      | $2197938.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transport For London                                                                             | TRANLN 4.65 12/19/31 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | NUSS              | GB        |    300000 | PA      | $385167.60     | 0.00%             | 2031-12-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    770000 | PA      | $771925.00     | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini Russell 2000 Index Futures, Jun-2026,ETH                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       421 | NC      | $-200204.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT TERMINAL (MALTA) PLC                                                                    | FRETER 7.25 05/15/28 144A                                                                                                            | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    600000 | PA      | $624027.94     | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                      | TENNECO INC                                                                                                                          | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | N/A       |    565390 | PA      | $549491.69     | 0.01%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                                      | Aisin Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     29400 | NS      | $414190.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  13455000 | OU      | $74.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS GOVERNMENT OF MALAYSIA                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-12535.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS CMBX.NA.AAA.17                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-7005.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd.                                                                      | Samsung Electronics Co Ltd. KRW100                                                                                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     33555 | NS      | $3924639.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       295 | NC      | $-473009.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd.                                                                         | Mahindra & Mahindra Ltd. INR5                                                                                                        | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |     38779 | NS      | $1216364.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 6.25 10/01/39                                                                                                                    | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58060.44      | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                                                                                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    845000 | PA      | $858906.65     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS NATIONAL BANK OF CANADA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $496.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 08/15/30 144A                                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $81197.31      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 2 01/28/32 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    197000 | PA      | $188679.94     | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 08/15/55                                                                                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    401000 | PA      | $390661.72     | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | Intesa Sanpaolo S.p.A. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    542685 | NS      | $3282096.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd.                                                                                   | Ibiden Co Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      6000 | NS      | $300243.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1921000 | NC      | $1.42          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                                        | Rockwell Automation, Inc. COM                                                                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     15129 | NS      | $5429495.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 0.875 11/18/27                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    100000 | PA      | $110191.80     | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                    | SMYREA 6 11/01/28 144A                                                                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1077239.84    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 6.875 11/01/29 144A                                                                                                              | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470001.25     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                     | Cummins Inc. COM                                                                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     17900 | NS      | $9630558.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/ZAR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1310.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/42                                                                                                                         | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $116395.40     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41                                                    | CGCMT 2019-GC41 A4                                                                                                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $262452.43     | 0.00%             | 2056-08-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                                     | Sandisk Corporation COM                                                                                                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $5273322.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                                                           | Lincoln National Corp. COM                                                                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     27385 | NS      | $972167.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                                   | SMG 4.375 02/01/32                                                                                                                   | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $953484.55     | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-874.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 6 08/04/28 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    718000 | PA      | $970644.16     | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | Williams Companies Inc. (The) COM                                                                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    142916 | NS      | $10401426.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-577431.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | Gilead Sciences Inc. COM                                                                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     67173 | NS      | $9361901.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                                | NatWest Group PLC ORD GBP1.0769                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    756930 | NS      | $5607297.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.875 10/29/35 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20000 | PA      | $19540.11      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   3527000 | OU      | $17869.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd.                                                                          | POWFIN 1.841 09/21/28 GMTN                                                                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $660859.55     | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.7 11/01/54                                                                                                                       | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173421.72     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | Yum! Brands Inc. COM                                                                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     25274 | NS      | $3929601.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-25278.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc.                                                                                    | Prologis Inc. COM                                                                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    164539 | NS      | $21748765.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                                         | Ipsen SA EUR1                                                                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      8465 | NS      | $1581970.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                                                          | Idemitsu Kosan Co.,Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |    120900 | NS      | $1186937.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS SIEMENS AG                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $378.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V6.25 PERP                                                                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115236.71     | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12                                                           | UBSCM 2018-C12 A4                                                                                                                    | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $321166.85     | 0.00%             | 2051-08-17      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V4.25 09/13/30 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $234521.97     | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                             | NSWTC 4.75 02/20/35                                                                                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    930000 | PA      | $609039.99     | 0.01%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BAE Systems PLC ORD GBP0.025                                                                                                         | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     96563 | NS      | $2831082.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom Inc COM                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    284300 | NS      | $87993693.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | Citizens Financial Group Inc COM                                                                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     81600 | NS      | $4893552.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.6 PERP                                                                                                                       | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $260062.50     | 0.00%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                                          | Aristocrat Leisure Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     56108 | NS      | $1783407.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PANAMA                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $9765.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.85 02/01/35 11Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     35000 | PA      | $40676.62      | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 5.375 03/01/31                                                                                                                   | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    665000 | PA      | $651285.97     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ORACLE CORP                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-3485.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                      | Bayerische Motoren Werke AG EUR1                                                                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     21394 | NS      | $1979089.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20094.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/ILS FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7001.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 4.5 01/15/28 144A                                                                                                               | CUSIP: 92564RAK1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303131.15     | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGC 2024-I LTD                                                                                   | NGC 2024-1A B                                                                                                                        | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5750000 | PA      | $5761521.85    | 0.05%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19411.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC Financial Services Group Inc. COM                                                                                                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     56118 | NS      | $11677594.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.423 01/25/41                                                                                                                  | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68694.60      | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $45861.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1371                                                                                                                            | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690233 | PA      | $591069.90     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 3.25 02/15/27 144A                                                                                                              | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $69195.00      | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-32638.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 5.927 08/15/30 144A                                                                                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31405.30      | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | PH 2.9 03/01/30                                                                                                                      | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $788226.66     | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $26043.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                                   | Lonza Group AG CHF1 (REGD)                                                                                                           | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1494 | NS      | $958428.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| One Bryant Park Trust 2019-Obp                                                                   | OBP 2019-OBP A                                                                                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $129351.70     | 0.00%             | 2054-09-13      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V6.75 PERP *                                                                                                                  | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198500.00     | 0.00%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                                                              | AFRFIN 5.55 10/08/29 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $200978.00     | 0.00%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 5.8528 02/23/36 REGS                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $275550.00     | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.9 04/14/34 151                                                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  21830000 | PA      | $1033242.60    | 0.01%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UniCredit S.p.A. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     84337 | NS      | $6050657.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1258.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd.                                                                     | Murata Manufacturing Co Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     49100 | NS      | $1101667.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                       | Boliden AB NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     14588 | NS      | $764730.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust CORE FIXED INCOME ETF                                                                                          | CUSIP: 25434V872<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |   1160825 | NS      | $49010031.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -839000 | NC      | $-6256.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |         1 | NC      | $4239.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $90604.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.125 11/01/27                                                                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    565000 | PA      | $564498.57     | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | Solventum Corp. COM SHS                                                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |     16400 | NS      | $1070920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hikma Pharmaceuticals PLC                                                                        | Hikma Pharmaceuticals PLC ORD GBP0.10                                                                                                | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     17952 | NS      | $301519.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 11/30/30                                                                                                                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1105000 | PA      | $1125028.13    | 0.01%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                                                               | Computershare Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     77607 | NS      | $1530601.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-872.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                             | Endeavour Mining PLC ORD USD0.01                                                                                                     | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     14767 | NS      | $885425.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.25 06/15/49                                                                                                                    | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4408.67       | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                                   | Moncler S.p.A. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     27625 | NS      | $1663261.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                                       | SOGESA V6.5 05/16/44                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $511764.15     | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 6.25 11/29/28 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198032.00     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.98 03/20/30                                                                                                                     | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177133.59     | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 5.95 04/20/35                                                                                                                    | CUSIP: 472140AB8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $144652.21     | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Clarios (Power Solutions)                                                                        | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    422875 | PA      | $421394.94     | 0.00%             | 2032-01-28      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                                      | Ares Management Corporation CL A COM STK                                                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      6373 | NS      | $695294.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xcel Energy Inc                                                                                  | Xcel Energy Inc COM                                                                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     35971 | NS      | $2857536.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | SEK/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25294.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | Keurig Dr Pepper Inc COM                                                                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     68400 | NS      | $1800972.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    660000 | PA      | $672056.16     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5 02/15/36                                                                                                                      | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235935.93     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 5.625 05/18/34 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    295000 | PA      | $259895.00     | 0.00%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                         | Infineon Technologies AG ORD NPV (REGD)                                                                                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     35563 | NS      | $1613355.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                            | Jacobs Solutions Inc. COM                                                                                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |     14700 | NS      | $1871016.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.734 07/18/31                                                                                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249143.99     | 0.00%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS CDX.EM.45.V1                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-1045770.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                                      | FCFEMM 5.875 09/23/40 144A                                                                                                           | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    197160 | PA      | $191442.17     | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | AbbVie Inc. COM                                                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    162463 | NS      | $35334077.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -959000 | NC      | $-4358.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                         | EIB 4.6 01/30/37 144A                                                                                                                | CUSIP: 29878TBE3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    300000 | PA      | $216808.28     | 0.00%             | 2037-01-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 7.75 12/15/27 REGS                                                                                                            | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    500000 | PA      | $520468.75     | 0.00%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 1.125 10/08/30 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |    300000 | PA      | $305213.75     | 0.00%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-3A A                                                                                                                      | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304967.13     | 0.00%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                                                           | General Motors Company COM                                                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    204641 | NS      | $15245754.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.5 01/27/33 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    215000 | PA      | $261171.70     | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 5.2 03/15/36 DDDD                                                                                                                | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69793.61      | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -960000 | NC      | $-12132.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.557 07/25/34 MTN                                                                                                              | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48129.67      | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 4.2 02/15/33                                                                                                                     | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $214162.67     | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                                          | Versant Media Group Inc. COM CL A                                                                                                    | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     76400 | NS      | $2828328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                                             | PROG 2025-SFR3 A                                                                                                                     | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $349827.05     | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | BKO 2.1 03/15/28                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1680000 | PA      | $1922618.27    | 0.02%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX 5.45 06/15/29                                                                                                                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98861.60      | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24014.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS ILS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-6792.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | Cenovus Energy Inc COM NPV                                                                                                           | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    161809 | NS      | $4294434.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                                 | Novo Nordisk A/S SER'B'DKK0.1                                                                                                        | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    156658 | NS      | $5732820.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                                   | Commonwealth Bank of Australia ORD NPV                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     68644 | NS      | $8038680.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | Mondelez International Inc. CL A                                                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     74613 | NS      | $4300693.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R01 1B1                                                                                                                     | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $201805.38     | 0.00%             | 2041-12-26      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.35 03/01/35 16Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     85000 | PA      | $95350.14      | 0.00%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                                | Canadian National Railway Company COM NPV                                                                                            | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     14247 | NS      | $1466383.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.85 02/04/66                                                                                                                   | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119351.85     | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS DKK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-40590.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                                                | Japan Tobacco Inc NPV                                                                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     27900 | NS      | $1070351.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-33310.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7964.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 PERP G                                                                                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1866478.96    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5106                                                                                                                            | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209239 | PA      | $207084.54     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.8 04/01/31                                                                                                                    | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    333000 | PA      | $298864.82     | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                                 | Roche Holding AG SPONSORED ADR                                                                                                       | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     18701 | NS      | $929626.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc.                                                                              | Sompo Holdings Inc. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      7700 | NS      | $299747.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                                  | MDT 3.875 10/15/36                                                                                                                   | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    600000 | PA      | $686762.29     | 0.01%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | Republic Services, Inc. COM                                                                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      6517 | NS      | $1427353.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 2025-5YR15                                                                                 | BANK5 2025-5YR15 A3                                                                                                                  | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1947117.91    | 0.02%             | 2058-07-17      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd.                                                                     | Daiwa House Industry Co Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     88100 | NS      | $2763958.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                                   | MEX 3.5 09/19/29                                                                                                                     | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $226777.77     | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2017-CX10 A4                                                                                                                   | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $212654.50     | 0.00%             | 2050-11-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-1102.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 3.25 05/25/34 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $222277.95     | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V5.283 11/19/30 144A                                                                                                             | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    670000 | PA      | $680119.01     | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Embraer S.A.                                                                                     | Embraer S.A. SPONSORED ADS                                                                                                           | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     55150 | NS      | $3272601.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-106275.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1917000 | NC      | $-5679.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/ZAR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52884.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 5 06/15/29 144a                                                                                                                | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |   1585000 | PA      | $1501422.95    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.995 07/22/30                                                                                                                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    890000 | PA      | $902744.12     | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS TWD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12331.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $408.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-132743.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc.                                                                                 | Best Buy Co Inc. COM                                                                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     12800 | NS      | $821760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -959000 | NC      | $-5730.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200249.32     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.9 06/01/52                                                                                                                    | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    399000 | PA      | $253791.16     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $19836.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.2 01/25/37                                                                                                                  | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330888.87     | 0.00%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 2.875 10/17/29 10Y                                                                                                             | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   3500000 | PA      | $3348368.80    | 0.03%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16832.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                        | Shell PLC SPON ADS                                                                                                                   | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    107902 | NS      | $10034886.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42912.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.25 06/30/28                                                                                                                      | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $571819.53     | 0.01%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Greywolf clo vii ltd/llc                                                                         | GWOLF 2018-2A A1                                                                                                                     | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |      3340 | PA      | $3340.07       | 0.00%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                                       | Alliant Energy Corporation COM                                                                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     10512 | NS      | $754341.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.15 01/15/30 144A                                                                                                              | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $105415.40     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Proximus S.A                                                                                     | Proximus S.A NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |    161129 | NS      | $1303686.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                                                     | Evolution AB NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      7975 | NS      | $501216.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 02/15/56                                                                                                                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281221.34     | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-237798.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5004.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | Netflix, Inc. COM                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    192700 | NS      | $18528105.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                                                                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377710.99     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2023-1 LTD                                                                              | EMIR 2023-1 M1A                                                                                                                      | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     14790 | PA      | $14800.71      | 0.00%             | 2033-09-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 05/31/30                                                                                                                         | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2085000 | PA      | $2092330.08    | 0.02%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 4.55 02/15/31                                                                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117463.53     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                                       | KHFC 3.124 03/18/29                                                                                                                  | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    650000 | PA      | $750085.39     | 0.01%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | KRW/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30685.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                       | Hasbro Inc COM                                                                                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     35700 | NS      | $3341520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 4 01/31/29 REGS                                                                                                                 | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $852733.27     | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                            | Schneider Electric SE EUR4.00                                                                                                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     28543 | NS      | $7774588.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                                           | Valterra Platinum Ltd. ZAR0.10                                                                                                       | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      2418 | NS      | $198673.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V4.964 10/23/36 MTN                                                                                                              | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232473.15     | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: —       |
| Elia Group SA/NV                                                                                 | Elia Group SA/NV NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |     11456 | NS      | $1759632.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 3.75 09/19/28                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    990000 | PA      | $1120261.38    | 0.01%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 3.1 07/15/31 144A                                                                                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    425000 | PA      | $387597.28     | 0.00%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Prudential World Fund, Inc.                                                                      | PGIM Jennison Emerging Markets Equity Opportunities Fund                                                                             | CUSIP: 743969628<br>LEI: 5493003FFF3WYM74WH03 | Long             | EC               | RF                | US        |   1939219 | NS      | $40413321.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                                | LIMAMT 5.875 07/05/34 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |    372796 | PA      | $380069.25     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 8.75 07/01/34 144A                                                                                                                | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235297.32     | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                             | IHOVER 6.75 11/15/29 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119700.98     | 0.00%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | Abbott Laboratories COM                                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     95208 | NS      | $9775005.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -942000 | NC      | $-15208.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                                 | SANUK 3.125 05/12/31                                                                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $724754.22     | 0.01%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $52054.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-255.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                                                        | Central Japan Railway Co. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     18200 | NS      | $473221.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | National Australia Bank Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     95408 | NS      | $2759740.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FedEx Corporation COM                                                                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     23800 | NS      | $8477084.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 7.5 04/02/32 EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145500.00     | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                        | Shell PLC ORD EUR0.07                                                                                                                | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    450053 | NS      | $20844223.56   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith(Ao)Corp                                                                                    | Smith(Ao)Corp COM                                                                                                                    | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     16100 | NS      | $1061634.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Platinum Securities Cayman SPC                                                                   | BZBLUE 4.47 10/20/40 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300NYPBZU1RQXOM37 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $266220.00     | 0.00%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2066.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/44                                                                                                                         | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625000 | PA      | $644573.56     | 0.01%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | Lockheed Martin Corporation COM                                                                                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4100 | NS      | $2477999.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6226.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.09 11/06/29                                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $275176.44     | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc.                                                                                 | Trend Micro Inc. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |     21300 | NS      | $710069.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour S.A.                                                                                   | Carrefour S.A. EUR2.50                                                                                                               | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     87377 | NS      | $1617859.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                                         | Mitsubishi Estate Co Ltd NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     10800 | NS      | $299769.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                                                   | WFCM 2021-C59 A5                                                                                                                     | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90031.14      | 0.00%             | 2054-04-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | MS V4.213 02/08/30 .                                                                                                                 | CUSIP: 61776NU43<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890643.71     | 0.01%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                                | LEG Immobilien SE NPV                                                                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     29385 | NS      | $1919479.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.375 07/01/28 144A                                                                                                               | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128460.62     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V4.999 09/11/30                                                                                                                   | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165481.80     | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   3400000 | OU      | $40.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF KAZAKHSTAN                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $2036.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                               | Dominos Pizza Inc. COM                                                                                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      4665 | NS      | $1673755.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                                     | DBJPM 2016-C3 A4                                                                                                                     | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177782 | PA      | $177411.51     | 0.00%             | 2049-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| The Toro Company                                                                                 | The Toro Company COM                                                                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     29800 | NS      | $2784512.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V2.625 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $224290.38     | 0.00%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $82899.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                           | Mercedes-Benz Group AG ORD NPV(REGD)                                                                                                 | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     77948 | NS      | $4790909.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc.                                                                               | ManpowerGroup Inc. COM                                                                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     98600 | NS      | $2904756.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 3.881 03/26/30 144A                                                                                                              | CUSIP: 56530KAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $574043.48     | 0.01%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                                                                        | Logitech International SA CHF0.25 (REGD)                                                                                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     14240 | NS      | $1322391.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                                                  | Mitsubishi Chemical Group Corp. NPV                                                                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    339200 | NS      | $1983006.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.6 09/01/34                                                                                                                      | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56110.89      | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                                       | Neurocrine Biosciences Inc COM                                                                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     28800 | NS      | $3794112.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                    | Koninklijke Ahold Delhaize NV EUR0.01                                                                                                | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     97569 | NS      | $4543709.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 3.625 07/15/26 144A                                                                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745814.00     | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.25 02/01/31 144A                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $110082.07     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF EL SALVADOR                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $61828.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | AT&T Inc COM                                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    402647 | NS      | $11672736.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-26795.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVIDIA Corp. COM                                                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1318516 | NS      | $229949190.40  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB (publ)                                                                                  | Tele2 AB (publ) SER'B'NPV                                                                                                            | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     73041 | NS      | $1511765.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT MANAGEMENT HOLDINGS LTD                                                                      | GPT Group (The) NPV (STAPLED SECURITIES)                                                                                             | CUSIP: 000000000<br>LEI: 549300N0X6IGFL5O5R09 | Long             | EC               | CORP              | AU        |    452913 | NS      | $1432578.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-208625.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $356995.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.5 04/20/26 144A                                                                                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4583 | PA      | $4588.17       | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.876 01/14/31 144A                                                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1089000 | PA      | $1120159.56    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kao Corp.                                                                                        | Kao Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     27600 | NS      | $1078581.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding XXIII Designated Activity Co.                                          | MDPKE 23A A                                                                                                                          | CUSIP: 000000000<br>LEI: 635400LQBLIC24CUR203 | Long             | ABS-O            | CORP              | IE        |    364000 | PA      | $418802.16     | 0.00%             | 2040-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                                                     | Subaru Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     59600 | NS      | $960238.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12882.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10510.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6179.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.45 03/01/35                                                                                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88452.49      | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corp. COM                                                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    319286 | NS      | $15565192.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $17516.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. COM                                                                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    194864 | NS      | $13780782.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Co. COM                                                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     51430 | NS      | $47303771.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Croatia (Republic Of)                                                                            | CROATI 1.5 06/17/31                                                                                                                  | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |   1300000 | PA      | $1383072.77    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | Quest Diagnostics Incorporated COM                                                                                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6240 | NS      | $1222915.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V7.003 10/19/34 144A                                                                                                          | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $273132.38     | 0.00%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                                                   | Obayashi Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     66500 | NS      | $1610661.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercadolibre Inc                                                                                 | Mercadolibre Inc COM                                                                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       409 | NS      | $707169.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                                      | STYRO 8.5 03/15/29 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95312.55      | 0.00%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.2 03/01/35 144A                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131182.21     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd.                                                                    | Nippon Paint Holdings Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     70000 | NS      | $438938.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | Cencora Inc COM                                                                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     10526 | NS      | $3306637.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Comboios de Portugal E.P.E.                                                                   | CAMFER 5.7 03/05/30                                                                                                                  | CUSIP: 000000000<br>LEI: 549300VXFS1QY0HKKT27 | Long             | DBT              | NUSS              | PT        |    700000 | PA      | $860550.77     | 0.01%             | 2030-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NESTLE' CAPITAL MARKETS SA                                                                       | Nestle SA CHF0.10 (REGD)                                                                                                             | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |    114068 | NS      | $11189050.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Specialized Funds                                                                       | Vanguard Specialized Funds DIV APP ETF                                                                                               | CUSIP: 921908844<br>LEI: 549300OM0CLBHZ9MZW59 | Long             | EC               | RF                | US        |    782383 | NS      | $168259287.98  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 2 07/09/39 REGS                                                                                                                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $347083.26     | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 0 10/01/39 MTN                                                                                                                     | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    300000 | PA      | $115859.65     | 0.00%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 4.875 05/15/29 144A                                                                                                               | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384883.06     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.073 01/30/37                                                                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    211000 | PA      | $206660.24     | 0.00%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                         | AIA Group Ltd, Hong Kong NPV                                                                                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    503600 | NS      | $5595664.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                                        | KDDI Corp NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    100900 | NS      | $1717997.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.85 10/01/40 15Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $666703.13     | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.25 06/01/29                                                                                                                    | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242900.45     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.25 10/01/30 A                                                                                                                   | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30571.28      | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 3.625 02/04/32                                                                                                                | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $453093.20     | 0.00%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.875 10/29/35 144A                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20000 | PA      | $19540.11      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                                       | INGPHL 4 02/22/27 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $194800.00     | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $31145.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                                  | BANK 2018-BN13 A4                                                                                                                    | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-O            | CORP              | US        |    291145 | PA      | $287661.11     | 0.00%             | 2061-08-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                                       | ACE 2004-IN1 A1                                                                                                                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14411 | PA      | $13726.02      | 0.00%             | 2034-05-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | NZD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-62881.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                                                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1870051.30    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2022-2 Designated Activity Co.                                        | PLMER 2022-2A ARR                                                                                                                    | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $9237989.65    | 0.09%             | 2038-01-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                                       | Constellation Energy Corp. COM                                                                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      6500 | NS      | $1815125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                                                   | USD/CLP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7212.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.875 02/15/32                                                                                                                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $35471.88      | 0.00%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                                      | Pandora A/S DKK1                                                                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      8658 | NS      | $618821.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                           | CHUBB INA HOLDINGS LLC                                                                                                               | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $286826.42     | 0.00%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 05/15/55                                                                                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1330000 | PA      | $1294879.69    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 05/15/28                                                                                                                      | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7430000 | PA      | $7419551.56    | 0.07%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                                                           | MP 3.2 03/05/50                                                                                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    900000 | PA      | $500435.97     | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 3.875 03/13/35 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $230097.37     | 0.00%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                                                                                                               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155842.75     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V6.84 09/13/34 144A                                                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $217096.20     | 0.00%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Austria (Republic of)                                                                            | AUST 5.375 12/01/34 30y                                                                                                              | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   1000000 | PA      | $783416.00     | 0.01%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC                                                                 | NDFT 2024-1A A                                                                                                                       | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    700000 | PA      | $929308.83     | 0.01%             | 2032-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.3 01/30/32                                                                                                                     | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    540000 | PA      | $489621.51     | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ARGENTINA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $105100.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                                                  | Seagate Technology Holdings PLC ORD SHS                                                                                              | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      5300 | NS      | $2076328.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                                          | KEY V5.121 04/04/31 GMTN                                                                                                             | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    584000 | PA      | $589135.72     | 0.01%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CLP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40237.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NPV(BR)                                                                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      5033 | NS      | $361522.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                                              | Hong Kong Exchanges & Clearing Ltd. NPV                                                                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     27748 | NS      | $1399831.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   1949000 | NC      | $164.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | Realty Income Corporation COM                                                                                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     43000 | NS      | $2630740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Herens Holdco Sarl                                                                               | LNZING 4.75 05/15/28 144A                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $167358.00     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1678000 | NC      | $5.52          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | Smith & Nephew PLC ORD USD0.20                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     60469 | NS      | $958071.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                                                           | SiriusXM Holdings Inc COMMON STOCK                                                                                                   | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139200 | NS      | $3212736.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.7 05/20/27                                                                                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95909.18      | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | CAS 2022-R03 1B1                                                                                                                     | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     90000 | PA      | $93814.61      | 0.00%             | 2042-03-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF KENYA                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $84104.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8.875 PERP C                                                                                                                    | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1614909.55    | 0.02%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1890000 | NC      | $-7247.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | Synchrony Financial COM                                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    114300 | NS      | $7774686.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                          | Fresenius SE & Co. KGaA NPV                                                                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     36910 | NS      | $1915472.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.75 09/30/49 30Y                                                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    370000 | PA      | $286750.00     | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                                                | Bridgestone Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     72800 | NS      | $1517025.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc.                                                                                      | Ventas Inc. COM                                                                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     66883 | NS      | $5469691.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/DKK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1150.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 8.5 06/01/28 144A                                                                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310231.49     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | MDLZ 4.625 07/03/31 MPLE                                                                                                             | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $664939.23     | 0.01%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $433794.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/SGD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5085.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS PLN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12995.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch Inbev SA/NV                                                                       | Anheuser-Busch Inbev SA/NV NPV                                                                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     56883 | NS      | $3935512.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                              | EssilorLuxottica SA EUR0.18                                                                                                          | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      7852 | NS      | $1829713.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.75 01/15/28                                                                                                                    | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    859000 | PA      | $861210.52     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    986000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                           | BX 2026-VLT9 A                                                                                                                       | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $597095.76     | 0.01%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 7.25 10/15/29                                                                                                                    | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    789000 | PA      | $789193.44     | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-9598.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35866.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $29374.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                             | Endeavour Mining PLC ORD USD0.01                                                                                                     | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      9471 | NS      | $570625.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                                                         | Huatai Securities Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |    423911 | NS      | $1109080.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-558249.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-59683.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                                     | BKTSM V3.625 02/04/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $340319.23     | 0.00%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | JPY/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1462.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/41                                                                                                                         | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5110000 | PA      | $2457013.33    | 0.02%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                                                           | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1664829.81    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/HKD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13605.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 3.375 11/25/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $342892.98     | 0.00%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.6 06/15/43                                                                                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57486.64      | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                             | MXPRLL 6 07/15/30 REGs                                                                                                               | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117318.78     | 0.00%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | Fidelity National Information Services Inc COM                                                                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    179900 | NS      | $8439109.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                                                                        | Crane Co. COMMON STOCK                                                                                                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     41800 | NS      | $7147800.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 05/01/32                                                                                                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $295071.65     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                                   | APU 5.75 05/20/27                                                                                                                    | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44179.75      | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.375 02/19/30 5Y                                                                                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $609000.00     | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 6.5 03/13/31                                                                                                                   | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $206375.00     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                                  | Prysmian S.p.A. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      5630 | NS      | $664852.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-103063.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.125 05/01/27 144A                                                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75013.64      | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | Marsh & McLennan Companies, Inc. COM                                                                                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     57138 | NS      | $9910586.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/41                                                                                                                         | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3670000 | PA      | $1738912.80    | 0.02%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                                | PTHREE 1.625 01/26/29 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $109011.68     | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.2 03/01/47                                                                                                                    | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $287201.33     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    986000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/44                                                                                                                         | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $102134.47     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.858 09/11/30                                                                                                                | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400269.04     | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-56259.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | American Express Company COM                                                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     35027 | NS      | $10594966.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                                                                      | Unipol Assicurazioni S.p.A. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     87852 | NS      | $2040817.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 6.75 06/15/33 144A                                                                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $371664.00     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 5 10/15/27                                                                                                                       | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13976.57      | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | Banco Bilbao Vizcaya Argentaria SA EUR0.49                                                                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    245619 | NS      | $5305264.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                                                     | International Consolidated Airlines Group S.A. ORD EUR0.10 (CDI)                                                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |    302878 | NS      | $1437553.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1917000 | NC      | $14491.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 08/15/35                                                                                                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2905000 | PA      | $2894560.16    | 0.03%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6500.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-41996.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215611.80     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5                      | ARSI 2004-W10 A2                                                                                                                     | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8437 | PA      | $8165.57       | 0.00%             | 2034-10-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS NOMURA HOLDINGS INC                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $878.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTERY CORP LTD (THE)                                                                           | Lottery Corporation Ltd NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    129800 | NS      | $484744.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP CDS CDX.NA.HY.45.V2                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |  -6180000 | OU      | $-44973.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.25 03/01/38 16Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1085000 | PA      | $1162499.99    | 0.01%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                                                                         | Roku Inc COM CL A                                                                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     12700 | NS      | $1201674.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                             | RPLDCI 6.581 05/30/49 144A                                                                                                           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1039142.19    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                          | ATI Inc COM                                                                                                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     65800 | NS      | $9571268.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.827 02/13/35                                                                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91140.56      | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    989000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                                       | Diageo PLC ORD GBP0.28 101/108                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     44537 | NS      | $828264.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    960000 | NC      | $1.12          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | Travelers Companies, Inc. COM                                                                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4622 | NS      | $1348144.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/NOK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2407.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $87762.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | PLN/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $383.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'B'NPV                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     78935 | NS      | $1233932.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                             | SLOVGB 2 10/17/47 233                                                                                                                | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |    100000 | PA      | $77015.44      | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    959000 | NC      | $0.80          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                                                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354974.84     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 0.625 01/18/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $192481.39     | 0.00%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                                              | Arista Networks Inc COM SHS                                                                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     69100 | NS      | $8484098.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Euro Clo III Designated Activity Company                                                    | VOYE 3A AR                                                                                                                           | CUSIP: 000000000<br>LEI: 635400K38PBPFZARQW28 | Long             | ABS-O            | CORP              | IE        |   8200000 | PA      | $9483268.19    | 0.09%             | 2038-03-16      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                                | Siemens Energy AG NPV                                                                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     72612 | NS      | $12521908.41   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22170.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | Duke Energy Corp COM NEW                                                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     17800 | NS      | $2330732.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ECUADOR                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $82179.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $37870.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13068.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                                    | Nippon Yusen Kabushiki Kaisha NPV                                                                                                    | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     30800 | NS      | $1131431.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Telefonaktiebolaget LM Ericsson (publ)                                                           | Telefonaktiebolaget LM Ericsson (publ) SER'B'NPV                                                                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    320499 | NS      | $3653764.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7498.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.625 02/15/31 144A                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    529000 | PA      | $488550.73     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                                      | Phillips 66 COM                                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     41500 | NS      | $7560470.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Finance Corporation       | UNSEAM 4.625 06/01/28 144a                                                                                                           | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |    965000 | PA      | $942805.00     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13929.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 5.375 06/15/33 30Y                                                                                                             | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    805000 | PA      | $844397.18     | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-31114.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                                                                | Elbit Systems Ltd ILS1                                                                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      1586 | NS      | $1337175.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/40                                                                                                                         | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $133451.44     | 0.00%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                                      | STCITY 5 01/15/29 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187474.00     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-76668.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/39                                                                                                                         | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $139689.69     | 0.00%             | 2039-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3 10/29/28                                                                                                                       | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    375000 | PA      | $361022.63     | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                                  | SRFC 2025-2A A                                                                                                                       | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65265 | PA      | $65242.30      | 0.00%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 1.5 09/20/43 186                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 328850000 | PA      | $1617466.66    | 0.02%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-4603.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 4.5 06/16/34 10Y                                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    500000 | PA      | $572689.00     | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | Allianz SE NPV(REGD)(VINKULIERT)                                                                                                     | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     13617 | NS      | $5750712.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                                | DOC 5.375 02/15/35                                                                                                                   | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601943.56     | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Avnet, Inc.                                                                                      | Avnet, Inc. COM                                                                                                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     37500 | NS      | $2310750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Slovenia (Republic of)                                                                           | SLOREP 3.625 03/11/33 RS91                                                                                                           | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    200000 | PA      | $237213.94     | 0.00%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES2                                                                    | RCKT 2026-CES2 A1A                                                                                                                   | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1024552 | PA      | $1013273.64    | 0.01%             | 2056-02-01      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.25 04/15/31 144A                                                                                                               | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134147.66     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1461.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                | CHLMPC 5.672 10/20/35 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    485436 | PA      | $489843.25     | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                         | Devon Energy Corporation COM                                                                                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    101900 | NS      | $5127608.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                                     | Southern Co. COM                                                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    152131 | NS      | $14683684.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   1949000 | NC      | $102.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.85 05/17/27                                                                                                                      | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347533.39     | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                                     | FERSM 4.375 09/13/30                                                                                                                 | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118728.91     | 0.00%             | 2030-09-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS BRL                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3419.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd.                                                                              | Kyowa Kirin Co Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |     27500 | NS      | $450066.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                                            | Brunswick Corporation COM                                                                                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     11500 | NS      | $836740.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BMO 2025-5C11 MORTGAGE TRUST                                                                     | BMO 2025-5C11 A3                                                                                                                     | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2066614.00    | 0.02%             | 2058-07-17      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.6 10/15/30 144A                                                                                                                | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29471.23      | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                      | Bayerische Motoren Werke AG NON VTG PREF EUR1                                                                                        | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      2550 | NS      | $234733.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                                         | QBE Insurance Group Ltd. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    406816 | NS      | $6003286.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                                                      | Swedish Orphan Biovitrum AB NPV                                                                                                      | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |     18242 | NS      | $764530.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $85142.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                                                  | Advantest Corp. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     71272 | NS      | $9836011.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 08/15/54                                                                                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $931450.00     | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4910 MI                                                                                                                          | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     48580 | PA      | $9803.55       | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -1949000 | NC      | $-10050.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                                      | Keysight Technologies, Inc. COM                                                                                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     31800 | NS      | $8979366.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.5 11/15/33                                                                                                                       | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $8166.25       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                                         | CSL Ltd. ORD NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     36871 | NS      | $3621431.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8103.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.75 11/15/29 144A                                                                                                              | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    423000 | PA      | $432733.23     | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | Amphenol Corporation CL A                                                                                                            | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     87015 | NS      | $10994345.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                                            | SECO 4.31 01/22/29 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $394468.00     | 0.00%             | 2029-01-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                                       | Dollar General Corporation COM                                                                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     30400 | NS      | $3609392.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Compagnie Generale des Etablissements Michelin                                                   | Compagnie Generale des Etablissements Michelin EUR0.50 (POST SUBDIVISION)                                                            | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     33561 | NS      | $1149762.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                                        | Thales SA EUR3                                                                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      7471 | NS      | $2190834.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/NZD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1725.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                                            | JD Sports Fashion PLC ORD GBP0.0005                                                                                                  | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    752830 | NS      | $714028.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | Pfizer Inc. COM                                                                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    345300 | NS      | $9696024.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI Inc. COM                                                                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     10000 | NS      | $5390100.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | Becton, Dickinson and Company COM                                                                                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      5970 | NS      | $938663.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relx PLC                                                                                         | Relx PLC ORD GBP0.1444                                                                                                               | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     30133 | NS      | $987228.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                              | PEER HOLDING III BV                                                                                                                  | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | N/A       |   3625000 | PA      | $4171436.64    | 0.04%             | 2031-06-26      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                                        | Bank of Ireland Group PLC ORD EUR1.00                                                                                                | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     10334 | NS      | $187492.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13139.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                                                            | SEGPLP 3.75 08/10/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $462700.63     | 0.00%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                                               | Equity Residential SH BEN INT                                                                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     13600 | NS      | $804440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.625 02/01/31                                                                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    815000 | PA      | $774685.93     | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                                                          | ANZ Group Holdings Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    172038 | NS      | $4325938.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TTEFP V4.5 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $283209.26     | 0.00%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $10216.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                        | Orion Oyj SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |     19606 | NS      | $1584684.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 4.5 09/01/26 144A                                                                                                               | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94875.95      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                                    | NN Group N.V. EUR0.12                                                                                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     56181 | NS      | $4387506.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1163.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                                   | Fortescue Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    178233 | NS      | $2546878.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 8.5 01/15/36 144A                                                                                                               | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    770000 | PA      | $803239.42     | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                              | LVMH Moet Hennessy Louis Vuitton SE EUR0.30                                                                                          | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      9199 | NS      | $5028629.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                           | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |   5000000 | PA      | $731373.98     | 0.01%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                                  | Antofagasta PLC ORD GBP0.05                                                                                                          | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     40058 | NS      | $1796380.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 02/01/31 144A                                                                                                               | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102604.23     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 8.75 04/15/30 144A                                                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1136542.82    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LY Corporation                                                                                   | LY Corporation NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    610400 | NS      | $1471756.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO 9 Designated Activity Co.                                                      | TCLO 9A A                                                                                                                            | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-O            | CORP              | IE        |   9000000 | PA      | $10401123.93   | 0.10%             | 2037-04-15      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.25 05/15/29 144A                                                                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    310000 | PA      | $319637.90     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                                | Microchip Technology Incorporated COM                                                                                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     88900 | NS      | $5743829.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal S.A.                                                                                     | L'Oreal S.A. EUR0.20                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     13907 | NS      | $5678095.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                                                   | MHO 4.95 02/01/28                                                                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643374.95     | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-55.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.918 07/20/33                                                                                                                  | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75185.11      | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                   | Air Products & Chemicals, Inc. COM                                                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     13411 | NS      | $3895761.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | INR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $670.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT Corporation COM                                                                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     15545 | NS      | $989283.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                                                    | Centene Corp. COM                                                                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     92600 | NS      | $3031724.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 6.036 11/15/33 144A                                                                                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $268813.55     | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SMC Corp.                                                                                        | SMC Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      4700 | NS      | $1848502.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 08/15/29 144A                                                                                                           | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23768.63      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.35 01/31/36 144A                                                                                                               | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92970.57      | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | Standard Chartered PLC ORD USD0.50                                                                                                   | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    137503 | NS      | $2865542.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.95 08/04/31                                                                                                                    | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174391.00     | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                                               | OMIR 2021-2 M1B                                                                                                                      | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     74541 | PA      | $75017.80      | 0.00%             | 2034-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-93066.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 7.25 07/01/33 144A                                                                                                                | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150171.82     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                                | Compass Group PLC ORD GBP0.1105                                                                                                      | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    150530 | NS      | $4199926.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                                           | DLR 1 01/15/32                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $386053.90     | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $55837.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NiSource Inc. COM                                                                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     96924 | NS      | $4522473.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $60516.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                                                               | APID 2018-18A A1R2                                                                                                                   | CUSIP: 03767NAW6<br>LEI: 254900ACGV2NIR3KVB11 | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10502377.20   | 0.10%             | 2038-01-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                                   | Autozone, Inc. COM                                                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       924 | NS      | $3121068.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-355769.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                         | JBIC 3.125 02/15/28                                                                                                                  | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    240000 | PA      | $278091.57     | 0.00%             | 2028-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-542.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.314 01/18/41                                                                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86835.46      | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                                    | Medtronic PLC USD0.0001                                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    193898 | NS      | $16801261.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Leasing Co LLC                                                                              | TRAILR 7.625 02/15/30 144A                                                                                                           | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1344230.41    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 3.375 05/25/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $563138.73     | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | Sempra COM                                                                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     95200 | NS      | $9250584.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-8720.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                                         | ABB Ltd. CHF0.12 (REGD)                                                                                                              | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    142171 | NS      | $11559634.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3994.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 1.875 03/14/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |    100000 | PA      | $96992.00      | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd.                                                                             | Yamaha Motor Co Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     41600 | NS      | $300534.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $194.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8902.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matsukiyococokara & Co.                                                                          | Matsukiyococokara & Co. NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     85700 | NS      | $1364028.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                | CHLMPC 5.58 10/20/35 REGS                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    244376 | PA      | $245722.76     | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                              | TPMT 2024-CES5 A1                                                                                                                    | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162772 | PA      | $162454.25     | 0.00%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                                        | Host Hotels & Resorts Inc COM                                                                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    310000 | NS      | $5939600.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Slovenia (Republic of)                                                                           | SLOVEN 5 09/19/33 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    800000 | PA      | $828568.00     | 0.01%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.069 06/01/29                                                                                                                  | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $789631.03     | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PERU                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-3236.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.667 04/25/36                                                                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72386.12      | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                                                                                | FTAI Aviation Ltd COM USD0.01                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16300 | NS      | $3993500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Holdings PLC                                                                                | HSBC V4.191 05/19/36 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $285679.89     | 0.00%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                             | Delta Air Lines Inc. COM NEW                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     33200 | NS      | $2207136.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.3 10/01/54 30Y                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2950000 | PA      | $3275019.23    | 0.03%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.75 07/01/26                                                                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2892081.42    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-306145.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.836 06/12/34                                                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99168.38      | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22782.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7                                                    | SAIL 2004-BNC1 A4                                                                                                                    | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26141 | PA      | $27838.92      | 0.00%             | 2034-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                                                     | Otsuka Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |    100100 | NS      | $1916385.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $69268.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/31 144A                                                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    772807 | PA      | $835924.66     | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                                  | Deere & Company COM                                                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     18483 | NS      | $10411473.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                                                                     | Terumo Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     89000 | NS      | $1195693.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ORD NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     41561 | NS      | $7085429.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3956.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc.                                                              | MS&AD Insurance Group Holdings Inc. NPV                                                                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     62000 | NS      | $1617925.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust MSCI EAFE ETF                                                                                                          | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    238375 | NS      | $23153363.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-33849.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | Cardinal Health, Inc. COM                                                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     42200 | NS      | $8917282.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V5.625 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236558.57     | 0.00%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.654 10/18/30                                                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1104187.07    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                           | BSPEED 10.5 04/03/31 144A                                                                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2838868.73    | 0.03%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/KRW FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13126.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2783.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazio (Region Of)                                                                                | LAZIO 3.088 03/31/43                                                                                                                 | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |    376057 | PA      | $394589.26     | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | BKO 2 12/16/27                                                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   5100000 | PA      | $5833600.04    | 0.05%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                                       | Canon Inc. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     39100 | NS      | $1084921.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/35                                                                                                                    | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    485000 | PA      | $471020.58     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | LVS 3.5 08/18/26                                                                                                                     | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139356.50     | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13299.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/BRL FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24115.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                                               | Cameco Corporation COM                                                                                                               | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      9965 | NS      | $1082298.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN FM3742                                                                                                                            | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1556387 | PA      | $1335436.68    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                           | Trane Technologies PLC COM USD1                                                                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     11495 | NS      | $4790426.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22948.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/40                                                                                                                         | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $131444.20     | 0.00%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5311.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 2.55 01/27/32                                                                                                                  | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $1063200.00    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-101472.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT TRUST AND HKT LTD                                                                            | HKT Trust & HKT Ltd. HKD0.0005 SHARE STAPLED UNIT                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    156000 | NS      | $243780.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO II Ltd.                                                                             | GWOLF 2013-1A A1SR                                                                                                                   | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   1848000 | PA      | $1848053.22    | 0.02%             | 2034-04-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/39                                                                                                                         | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1685000 | PA      | $916264.99     | 0.01%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4 11/13/30                                                                                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1058377.40    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                                 | Sony Group Corp. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    323400 | NS      | $6740541.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | The Estee Lauder Companies Inc. CL A                                                                                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     23110 | NS      | $1658604.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12726.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                                      | Daiwa Securities Group Inc. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     99400 | NS      | $941853.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6.25 04/15/32 144A                                                                                                            | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $532000.27     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                                                                     | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25350.81      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vancouver, British Columbia                                                                      | VANC 3.7 10/18/52                                                                                                                    | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | MUN               | CA        |    350000 | PA      | $206777.99     | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | The Sherwin-Williams Company COM                                                                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     26689 | NS      | $8555158.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.35 11/01/33 10Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    560000 | PA      | $678235.53     | 0.01%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                                         | Panasonic Holdings Corp. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    130200 | NS      | $2183631.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'B'DKK1000                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       235 | NS      | $587002.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Swiss Prime Site AG                                                                              | Swiss Prime Site AG CHF2.00 (REGD)                                                                                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      2625 | NS      | $444460.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | Ovintiv Inc COM                                                                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     15200 | NS      | $902272.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4430.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-73849.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V4.8 01/17/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $236859.09     | 0.00%             | 2029-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | Stellantis N.V COM EUR0.01                                                                                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     75859 | NS      | $548277.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                                          | DBS Group Holdings Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     29180 | NS      | $1298513.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.798 11/07/28                                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207214.23     | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd.                                                                           | Mitsui Fudosan Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     63000 | NS      | $671607.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                                                      | Nidec Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     15800 | NS      | $200631.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 01/30/30 144A                                                                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $349483.40     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Logicor Financing S.a r.l.                                                                       | LOGICR 1.625 07/15/27 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $1101845.22    | 0.01%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                                   | CLNXSM 1.25 01/15/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $216922.99     | 0.00%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HOYA Corp.                                                                                       | HOYA Corp. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     46300 | NS      | $8026588.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.75 05/05/26 144a                                                                                                              | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $801210.08     | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.85 02/19/36                                                                                                                   | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95259.92      | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                                    | SK Hynix Inc. KRW5000                                                                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      7484 | NS      | $4246160.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 5.875 03/01/32 144A                                                                                                              | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1038856.86    | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    936000 | NC      | $5.47          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 2.95 05/14/30 144A                                                                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84136.23      | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-58880.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                  | Gen Digital Inc COM                                                                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    125700 | NS      | $2366931.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.25% NONCUMULATIVE PREFERRED STOCK, SERIES II | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     15081 | NS      | $371746.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.5 11/11/32 154                                                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   8180000 | PA      | $381155.53     | 0.00%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-1                                                                    | LFT 2021-1A A                                                                                                                        | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $181142.14     | 0.00%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd.                                                                           | Japan Airlines Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     28600 | NS      | $466935.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.55 05/15/34                                                                                                                     | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86474.83      | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -942000 | NC      | $-5132.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4840.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale S.A.                                                                                        | Vale S.A. SPONSORED ADS                                                                                                              | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     90996 | NS      | $1447746.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                                           | Lumentum Holdings Inc. COM                                                                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      5000 | NS      | $3513800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-116.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | Entergy Corporation COM                                                                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     30307 | NS      | $3405294.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | Mitsubishi UFJ Financial Group Inc. NPV                                                                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    838000 | NS      | $14190637.45   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                              | STOAU 3.649 04/29/31 144A                                                                                                            | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    585000 | PA      | $546857.36     | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                                                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584983.71     | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                | BXMT 2025-FL5 A                                                                                                                      | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $199826.52     | 0.00%             | 2042-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                                                                     | Sysmex Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |     59800 | NS      | $521509.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                                                    | Teradyne Inc. COM                                                                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     24800 | NS      | $7352208.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $884273.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | NZD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2189.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $4206.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                                             | Ryanair Holdings PLC ORD EUR0.006                                                                                                    | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      9575 | NS      | $269553.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.45 PERP                                                                                                                      | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $124500.00     | 0.00%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                                             | Galp Energia SGPS SA EUR1                                                                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     92585 | NS      | $2219965.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.75 04/20/29 144A                                                                                                               | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $709108.40     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10985.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-43755.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V6.5 05/24/86                                                                                                                     | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $389016.44     | 0.00%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation PLC                                                                            | Eaton Corporation PLC COM USD0.01                                                                                                    | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     27976 | NS      | $10006175.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.625 11/01/30 144A                                                                                                               | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $500327.89     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -3400000 | OU      | $-7164.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                                   | GSKY 2024-1 A4                                                                                                                       | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36347 | PA      | $36866.88      | 0.00%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7657.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                                         | ENGIFP 3.625 03/06/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231285.59     | 0.00%             | 2031-03-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2026-1 DAC                                                            | PLMER 2026-1A A                                                                                                                      | CUSIP: 000000000<br>LEI: 2549002V0JZ1DJI63P65 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $287898.25     | 0.00%             | 2039-04-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                      | Royal Caribbean Group COM USD0.01                                                                                                    | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      2900 | NS      | $798022.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RBC DOMINION SECURITIES INC.                                                                     | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25123.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd.                                                                               | Shionogi & Co Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     66600 | NS      | $1473254.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                                  | QNBK 4.9 02/01/28 MTN                                                                                                                | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $203241.68     | 0.00%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc.                                                                           | Delta Electronics Inc. TWD10                                                                                                         | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     32302 | NS      | $1456509.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                                                   | Servicenow Inc COM                                                                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     65272 | NS      | $6824187.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen International Finance N.V.                                                            | VW V3.875 PERP .                                                                                                                     | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $888145.89     | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                                                   | RCKT 2025-CES11 A1A                                                                                                                  | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-O            | CORP              | US        |    331552 | PA      | $329666.26     | 0.00%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.125 02/12/32 7Y                                                                                                             | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    360000 | PA      | $360540.00     | 0.00%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 8.75 01/29/34 144A                                                                                                              | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $196350.00     | 0.00%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                       | Nasdaq Inc COM                                                                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     15400 | NS      | $1307306.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-147.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | DKK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4328.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                                                                | Oracle Corp Japan NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      3400 | NS      | $185107.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.5 11/15/45                                                                                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21780.31      | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-54112.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       308 | NC      | $-1037983.07   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-18855.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                          | DSV A/S DKK1                                                                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      3029 | NS      | $731528.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $247.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                                    | RCKT 2025-CES12 A1A                                                                                                                  | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284443 | PA      | $283085.59     | 0.00%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| KYOCERA CORP                                                                                     | KYOCERA Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    167500 | NS      | $2568368.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                     | PLNIJ 1.875 11/05/31 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $609505.13     | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -3311000 | NC      | $-96958.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 9 11/01/27 144A                                                                                                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $29169.22      | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                                         | Elanco Animal Health Inc COM                                                                                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     32583 | NS      | $779711.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-66320.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12812.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                          | BLKPRL 6.125 02/15/31 144A                                                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $600801.63     | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO 2025-2 Designated Activity Co.                                        | PLMER 2025-2A A                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $288921.64     | 0.00%             | 2038-07-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.4 03/20/55 86                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 392450000 | PA      | $1915920.85    | 0.02%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd.                                                                                  | Chiba Bank Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     43400 | NS      | $561794.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                                        | Fresenius Medical Care AG NPV                                                                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     46304 | NS      | $2098383.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD V5.375 02/15/78                                                                                                                  | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44468.38      | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woodward Inc.                                                                                    | Woodward Inc. COM                                                                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     22133 | NS      | $7921843.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                                                                      | Ageas SA/NV NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     13096 | NS      | $964035.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.566 04/29/32                                                                                                                 | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181549.75     | 0.00%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                                 | TCV 2.25 09/15/33                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   1150000 | PA      | $639932.16     | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/35 REGS                                                                                                                | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $170000.00     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                                     | Ashland Inc. COM                                                                                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     15500 | NS      | $861955.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Medical Systems Europe B.V.                                                             | BSX 3.25 03/08/34                                                                                                                    | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $665180.12     | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                    | UBSCM 2019-C16 A3                                                                                                                    | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $273991.73     | 0.00%             | 2052-04-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.625 02/15/27 144A                                                                                                              | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    885000 | PA      | $884943.81     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 1.5 09/30/34 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    170000 | PA      | $160081.61     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | American International Group Inc. COM NEW                                                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     97200 | NS      | $7314300.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.625 11/13/32                                                                                                                 | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $769626.41     | 0.01%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                              | Imperial Brands PLC GBP0.10                                                                                                          | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    136935 | NS      | $5552415.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                                                          | Yangzijiang Shipbuilding Holdings Ltd. NPV (SGD)                                                                                     | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |    529800 | NS      | $1573713.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-101519.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-27340.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                                     | General Dynamics Corporation COM                                                                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     36990 | NS      | $12695707.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 2.6 02/15/33                                                                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $480455.75     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS BRL                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3946.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                                    | HEIBOS 1.375 03/03/27 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $339993.28     | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5 07/31/27 144A                                                                                                                  | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2079846.56    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nova Ltd                                                                                         | Nova Ltd ILS0.01                                                                                                                     | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |      1688 | NS      | $745434.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                                    | BNG 0.05 11/20/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   1491000 | PA      | $1554648.85    | 0.01%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                               | Vertiv Holdings Co COM CL A                                                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     13900 | NS      | $3483062.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $52995.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS CHINA DEVELOPMENT BANK                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9023.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 2.95 04/15/31                                                                                                                   | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119310.57     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.049 07/23/30                                                                                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182097.96     | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.244 01/24/31                                                                                                                  | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    610000 | PA      | $621676.26     | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                                               | AerCap Holdings N.V. EUR0.01                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     20500 | NS      | $2812190.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 5.5 07/31/47 REGS                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166180.00     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                                        | Tesco PLC ORD GBP0.0633333                                                                                                           | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    718932 | NS      | $4518510.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13249.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/PHP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10392.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FHMS K741 X1                                                                                                                         | CUSIP: 3137FF3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    143913 | PA      | $1153.84       | 0.00%             | 2027-12-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | Biogen Inc COM                                                                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     12100 | NS      | $2218293.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 6 06/01/29 144A                                                                                                               | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    445000 | PA      | $430347.41     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADT Inc                                                                                          | ADT Inc COM                                                                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    920700 | NS      | $6048999.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11263.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Corp                                                                                       | Nokia Corp NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    122621 | NS      | $983668.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS KINGDOM OF SAUDI ARABIA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $112.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                                                     | ITOCHU Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    337000 | NS      | $4286805.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group Inc COM NEW                                                                                                            | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     20600 | NS      | $4756334.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                                                    | Boston Scientific Corporation COM                                                                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    139131 | NS      | $8730470.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V6.5 PERP .                                                                                                                    | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $233280.58     | 0.00%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.125 10/06/28 144A                                                                                                           | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150032.04     | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | Booking Holdings Inc COM                                                                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3560 | NS      | $14988739.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.417 01/13/37 144A                                                                                                          | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $243027.55     | 0.00%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.875 02/13/58                                                                                                                 | CUSIP: 02079KBU0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $249628.31     | 0.00%             | 2058-02-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V5.385 01/16/36 MTN                                                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60484.62      | 0.00%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-555.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.125 03/07/31                                                                                                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   9375000 | PA      | $12218399.78   | 0.11%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 02/15/31 144A                                                                                                             | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    331000 | PA      | $202889.76     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3                                                    | GSMBS 2025-RPL3 A1                                                                                                                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93917 | PA      | $91180.51      | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                                                    | Volkswagen AG NON VTG PRF NPV                                                                                                        | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     10226 | NS      | $1046043.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-C4                                                      | CGCMT 2017-C4 A3                                                                                                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228868 | PA      | $225592.08     | 0.00%             | 2050-10-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.098 05/13/31                                                                                                               | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1290000 | PA      | $1305868.55    | 0.01%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                               | ET V6.5 PERP H                                                                                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    605000 | PA      | $603845.02     | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | Gallagher Aj &Co COM                                                                                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     33030 | NS      | $7153637.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIN CAPITAL CREDIT CLO 2022-5 LTD                                                               | BCC 2022-5A ARR                                                                                                                      | CUSIP: 05685JAW9<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |   7650000 | PA      | $7628670.27    | 0.07%             | 2037-01-26      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8430.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                                      | Xylem, Inc. COM                                                                                                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     19225 | NS      | $2297387.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2062059.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                                                             | Hermes International NPV                                                                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1444 | NS      | $2735443.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                                        | Neste Oyj NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     13920 | NS      | $452365.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                                       | Scout24 SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     14891 | NS      | $1148965.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd.                                                                                  | Daifuku Co Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |     13000 | NS      | $459018.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    983000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/BRL FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31749.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MORTGAGE TRUST                                                                       | CD 2017-CD5 A3                                                                                                                       | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250144 | PA      | $246093.35     | 0.00%             | 2050-08-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Makita Corp.                                                                                     | Makita Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     20200 | NS      | $663900.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo S.A.                                                                                      | Sodexo S.A. EUR4                                                                                                                     | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     14754 | NS      | $757353.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                                                           | Phoenix Financial Ltd. ILS1                                                                                                          | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |     14250 | NS      | $760865.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RRE 24 Loan Management DAC                                                                       | RRME 24A A1                                                                                                                          | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-O            | CORP              | IE        |    350000 | PA      | $402330.38     | 0.00%             | 2040-04-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.375 07/01/28                                                                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $169731.06     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WPP PLC                                                                                          | WPP PLC ORD GBP0.10                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    267001 | NS      | $835037.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 8 09/15/28 144A                                                                                                                  | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492473.52     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                                         | Asahi Group Holdings Ltd NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |    423800 | NS      | $4231486.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                                     | Hitachi Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    189700 | NS      | $5564942.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                                                 | Osaka Gas Co Ltd NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     50500 | NS      | $2045478.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | Caixabank S.A. EUR1                                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    669780 | NS      | $8029094.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd.                                                                      | Dai Nippon Printing Co Ltd. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |    101900 | NS      | $1856617.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $576.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | Credit Agricole S.A. EUR3                                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |    178087 | NS      | $3323877.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UnitedHealth Group Inc. COM                                                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     63044 | NS      | $17059075.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                                                                           | Texas Instruments Inc. COM                                                                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     35989 | NS      | $6986904.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF Europe Finance B.V.                                                                           | ZFFNGR 7 06/12/30 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117695.58     | 0.00%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                           | GS V5.414 05/21/27                                                                                                                   | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800940.06     | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 6.25 03/15/33                                                                                                                   | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40575.27      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-519.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                                             | PARCRT 0 06/05/34 REGS                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    413458 | PA      | $336147.74     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 3 01/17/34                                                                                                                    | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $439019.62     | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-727.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                                           | RWE AG NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     48115 | NS      | $3237121.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                                 | Telia Company AB NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    252714 | NS      | $1294723.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.75 02/25/41 144A                                                                                                            | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $175000.00     | 0.00%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10981.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.5 04/01/28 144A                                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $25269.02      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.545 11/08/32                                                                                                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222353.23     | 0.00%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 7.125 02/15/31 144A                                                                                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $399212.92     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21848.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cyprus (Republic Of)                                                                             | CYPRUS 1.25 01/21/40 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |   1750000 | PA      | $1441675.81    | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.25 05/15/42                                                                                                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7865000 | PA      | $6481251.56    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V7.125 12/01/54                                                                                                                  | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    282000 | PA      | $288685.10     | 0.00%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-23408.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 5.662 02/23/38                                                                                                                | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    230000 | PA      | $220653.56     | 0.00%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.875 04/30/29 144A                                                                                                             | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $834950.88     | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Invesco Euro Clo I DAC                                                                           | INVSC 1A A1R                                                                                                                         | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-O            | CORP              | IE        |    922549 | PA      | $1064936.03    | 0.01%             | 2031-07-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| ADIF - Alta Velocidad                                                                            | ADIFAL 3.25 05/31/29 EMTn                                                                                                            | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $463937.11     | 0.00%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                                                   | BANK 2017-BNK6 A4                                                                                                                    | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74668 | PA      | $73843.13      | 0.00%             | 2060-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NOK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-22532.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1241.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4978                                                                                                                            | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881647 | PA      | $873703.40     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | American Tower Corporation COM                                                                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     51205 | NS      | $8836958.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                                                        | O 4.875 07/06/30                                                                                                                     | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    700000 | PA      | $839881.07     | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | Walmart Inc COM                                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    269777 | NS      | $33527885.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SEK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-73242.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 3.875 04/30/28 144A                                                                                                           | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    294000 | PA      | $286811.70     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $18582.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-37190.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $317067.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8654.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | AECOM COM                                                                                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     42200 | NS      | $3579404.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -188 | NC      | $252520.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares European CLO XXI Designated Activity Co.                                                    | ARESE 21A A                                                                                                                          | CUSIP: 000000000<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $288118.04     | 0.00%             | 2038-04-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Globus Med Inc                                                                                   | Globus Med Inc CL A                                                                                                                  | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     26200 | NS      | $2257392.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP                                                                                   | UNIT 8.625 06/15/32 Feb                                                                                                              | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $244095.59     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1819574.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | Intuit Inc COM                                                                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     30034 | NS      | $12986100.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 4.375 04/01/31 144A                                                                                                            | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    113000 | PA      | $106797.43     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSG NV                                                                                           | CSG NV NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |     31576 | NS      | $851842.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                                                      | Genpact Ltd. COM STK USD0.01                                                                                                         | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     28800 | NS      | $1072800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO Tinto Limited                                                                                | RIO Tinto Limited NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     16646 | NS      | $1891211.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 6.25 01/15/30 144A                                                                                                            | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214772.05     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS SOCIALIST REPUBLIC OF VIETNAM                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1903.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                                                                               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89221.68      | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                          | The J M Smucker Company COM NEW                                                                                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     13100 | NS      | $1263364.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | Public Service Enterprise Group Incorporated COM                                                                                     | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     10795 | NS      | $873855.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-20501.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA - Empresa Nacional Electricidad                                                        | Endesa SA - Empresa Nacional Electricidad EUR1.2                                                                                     | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     32450 | NS      | $1353264.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                                        | eBay Inc. COM                                                                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     29000 | NS      | $2639580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                                        | Aptiv PLC COM SHS                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     96500 | NS      | $6700960.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $47625.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                               | URI 3.875 02/15/31                                                                                                                   | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56428.55      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE Energy Co. COM                                                                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     15000 | NS      | $2193300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 4 01/15/31                                                                                                                      | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    420000 | PA      | $397197.36     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                        | Adobe Inc COM                                                                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     45200 | NS      | $10987216.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/41                                                                                                                         | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7920000 | PA      | $3697314.44    | 0.03%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.937 11/01/56                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $72176.37      | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-122.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.625 04/01/32 144A                                                                                                           | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1703636.93    | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                              | CF 4.95 06/01/43                                                                                                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62470.28      | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | Westpac Banking Corp. NPV                                                                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     79907 | NS      | $2208251.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Canada Limited                                                                              | VALEBZ 7.2 09/15/32                                                                                                                  | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $325500.00     | 0.00%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.25 01/25/35                                                                                                                 | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209335.34     | 0.00%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13238.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Euro FX Futures, Jun-2026,ETH                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      -469 | NC      | $905927.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1489000 | NC      | $69013.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS DOMINICAN REPUBLIC                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $18832.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Canadian Dollar Futures, Jun-2026,ETH                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -26 | NC      | $36078.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V0.65 01/14/28 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $1588124.03    | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-542974.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.7 12/30/34 144A                                                                                                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75580.28      | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-227421.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST PGIM Fixed Income Central Portfolio                                                                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  88804787 | NS      | $1062993299.56 | 9.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1345.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MORTGAGE TRUST                                                                    | COMM 2016-COR1 A3                                                                                                                    | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297534 | PA      | $296315.39     | 0.00%             | 2049-10-13      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-160674.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-17282.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.375 06/01/29 144A                                                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $167705.59     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                                                                   | API Group Corp COM STK                                                                                                               | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     19200 | NS      | $777984.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Investor AB                                                                                      | Investor AB SER'B'NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     66696 | NS      | $2526093.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                                     | Lennar Corp. CL A                                                                                                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     21800 | NS      | $1893112.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 3.875 05/06/51 30Y                                                                                                             | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $292221.36     | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                                     | DoorDash Inc CL A                                                                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      8549 | NS      | $1283632.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Freeport Indonesia                                                                            | FRIDPT 4.763 04/14/27 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199576.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-869.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| La Poste                                                                                         | FRPTT 0 07/18/29 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $310817.59     | 0.00%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 02/01/29                                                                                                                   | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1124993.06    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                           | Banca Monte dei Paschi di Siena S.p.A. NPV (POST SPLT)                                                                               | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    117917 | NS      | $1028888.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                                                | Nitto Denko Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     23400 | NS      | $468098.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.25 07/01/29 144A                                                                                                            | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496842.71     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                                                                              | Viking Holdings Ltd. ORD SHS                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     79100 | NS      | $5812268.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Electric Market Stabilization Funding M LLC                                                | ERCOTT 5.147 08/01/51 A                                                                                                              | CUSIP: 88240PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420999 | PA      | $1403395.94    | 0.01%             | 2049-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 3.5 06/27/31                                                                                                                    | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    800000 | PA      | $899926.32     | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc.                                                                              | Houlihan Lokey Inc. CL A                                                                                                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     14553 | NS      | $2090101.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V3.625 PERP                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $741009.66     | 0.01%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | Merck & Co., Inc COM                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    151803 | NS      | $18260382.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS HUF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-27505.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-58807.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | Lloyds Banking Group PLC ORD GBP0.1                                                                                                  | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   3558311 | NS      | $4410294.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIII LTD                                                                 | ATCLO 2024-23A A1                                                                                                                    | CUSIP: 04942HAA3<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |  16000000 | PA      | $15995705.60   | 0.15%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-407256.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                        | Partners Group Holding AG CHF0.01 (REGD)                                                                                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      1596 | NS      | $1720234.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7207.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-130165.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/KRW FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-30741.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                         | AGC Inc. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     13500 | NS      | $478271.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                            | Dupont De Nemours Inc COM                                                                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     90003 | NS      | $4122137.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Galderma Group AG                                                                                | Galderma Group AG CHF0.01                                                                                                            | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |     27641 | NS      | $5432391.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4842                                                                                                                            | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417076 | PA      | $421218.15     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1258.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                                              | Amadeus IT Group SA EUR0.01                                                                                                          | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     19824 | NS      | $1133551.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                                       | BSABS 2003-2 A3                                                                                                                      | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7181 | PA      | $7246.47       | 0.00%             | 2043-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                                                                      | Cognex Corp COM                                                                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     16000 | NS      | $783840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -939000 | NC      | $-13891.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.875 02/01/29 144A                                                                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    471000 | PA      | $471048.96     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp                                                                                     | GFF 5.75 03/01/28                                                                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527209.84     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                            | Deutsche Lufthansa AG ORD NPV (REGD)(VINK)                                                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    112121 | NS      | $954798.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | Lowes Companies, Inc. COM                                                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     83767 | NS      | $19792466.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Corporacion Inmobiliaria Vesta S A B De C V                                                      | VESTA 5.5 01/30/33 144A                                                                                                              | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $193250.00     | 0.00%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | Ford Motor Company COM                                                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    228900 | NS      | $2641506.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 06/01/31 144A                                                                                                              | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103049.21     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   3311000 | NC      | $473.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                                           | EBIUH 3.05 02/26/30 MTN                                                                                                              | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    660000 | PA      | $406763.40     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5020 IH                                                                                                                          | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    231625 | PA      | $39517.02      | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 5.5 10/01/35                                                                                                                     | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398493.37     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DnB Bank ASA                                                                                     | DnB Bank ASA NOK12.50                                                                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     11776 | NS      | $368455.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.375 03/31/29                                                                                                                     | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86315.63      | 0.00%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                                                     | South32 Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    139480 | NS      | $422346.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                                           | Daikin Industries Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      4400 | NS      | $527766.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust CORE MSCI EAFE                                                                                                         | CUSIP: 46432F842<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    832953 | NS      | $75407235.09   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.3 12/20/54 85                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  67450000 | PA      | $322139.08     | 0.00%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-65194.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        | -22380000 | OU      | $-7114.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 6.25 08/15/33 144A                                                                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116673.01     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enel S.p.A.                                                                                      | Enel S.p.A. EUR1                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |   1027453 | NS      | $11232969.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                                                                             | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $139731.75     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | URWFP V4.875 PERP                                                                                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $346137.78     | 0.00%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    939000 | NC      | $1.63          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                                                     | Porsche Automobil Holding SE NON VTG PRF NPV                                                                                         | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      8784 | NS      | $321645.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 4.125 08/15/30 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1714591.44    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD                                                                              | EMIR 2021-2 M1C                                                                                                                      | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     42254 | PA      | $42322.99      | 0.00%             | 2034-04-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | Analog Devices Inc. COM                                                                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     50534 | NS      | $16076886.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1781.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                                                                        | Gecina SA EUR7.50                                                                                                                    | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      9113 | NS      | $719027.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK 3.5 12/14/26 GMTN                                                                                                             | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $203359.64     | 0.00%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                                                   | Five Below Inc COM                                                                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     18907 | NS      | $4319871.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                                              | FTV 3.7 08/15/29                                                                                                                     | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $521895.75     | 0.00%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TotalEnergies SE EUR2.5                                                                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     98482 | NS      | $9038100.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                                | ETR 5.55 09/15/54                                                                                                                    | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18896.88      | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  21435000 | OU      | $192.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.8 05/15/33                                                                                                                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114475.10     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                             | BLAST 2026-1 C                                                                                                                       | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148000 | PA      | $146759.75     | 0.00%             | 2031-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V6.714 10/19/29 144A                                                                                                          | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $549479.81     | 0.01%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | KRW CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   3311000 | NC      | $5791.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5 02/01/28 144A                                                                                                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64401.50      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 6.125 08/01/28 144A                                                                                                           | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499221.49     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | Goldman Sachs Group, Inc. COM                                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     16132 | NS      | $13647510.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                                               | Telstra Group Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   1174142 | NS      | $4334473.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 4.25 08/14/28 GMTN                                                                                                            | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $196000.00     | 0.00%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                          | SLG 2026-OMA A                                                                                                                       | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $700138.95     | 0.01%             | 2041-04-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                               | JFE Holdings, Inc. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |     82500 | NS      | $965849.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $227480.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | Capital One Financial Corp. COM                                                                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     56846 | NS      | $10370415.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB9340                                                                                                                            | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1684934 | PA      | $1740082.52    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                                                 | Mitsubishi Heavy Industries Ltd. NPV                                                                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |    159200 | NS      | $4374284.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $856.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 07/31/32                                                                                                                         | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $89557.03      | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-40210.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 1.1 03/12/33                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $557263.03     | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                                                      | Corteva Inc COM                                                                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     51300 | NS      | $4294323.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3936.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  13455000 | OU      | $40726.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/48                                                                                                                         | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $261636.05     | 0.00%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 10/31/26                                                                                                                     | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2029000 | PA      | $2032566.60    | 0.02%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-16792.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V2.5 03/31/32 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $569432.62     | 0.01%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $16593.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.625 04/04/32                                                                                                                    | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    496000 | PA      | $507368.12     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-638255.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-713095.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                        | WIN 8.25 10/01/31 144A                                                                                                               | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288045.19     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Saskatchewan (Province Of)                                                                       | SCDA 3.3 06/02/48                                                                                                                    | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $290007.91     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                                   | Blackstone Inc COM                                                                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     34904 | NS      | $4013610.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-21893.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 10/31/32                                                                                                                      | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3535000 | PA      | $3461538.28    | 0.03%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                                     | Encompass Health Corporation COM                                                                                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      8955 | NS      | $866217.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Co. COM                                                                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     35428 | NS      | $7051234.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.75 03/01/30 144A                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $331968.28     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 2.25 08/12/36                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $359007.01     | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-997.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                                                                          | Singapore Exchange Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    169900 | NS      | $2591847.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/39                                                                                                                         | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2540000 | PA      | $1361632.53    | 0.01%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5153.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.613 10/02/30 144A                                                                                                          | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198915.02     | 0.00%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CHF/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3399.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.5 02/01/29 144A                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46669.50      | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRS MLBC INDEX                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $7771757.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | Honeywell International Inc. COM                                                                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     31600 | NS      | $7142548.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'A'DKK1000                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       130 | NS      | $318309.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -986000 | NC      | $-60620.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.75 03/02/63                                                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33638.54      | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-26433.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -123 | NC      | $189217.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                                                                | NGGLN 0.25 09/01/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107470.93     | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 6.625 02/01/32 144A                                                                                                               | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286585.52     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer