# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-008878
**Filing Date:** 2026-2
**Character Count:** 103739
**Document Hash:** ecd97cdc83007da6aeb01ac738185804
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008878.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008878

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**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:** 26698245

**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 J.P. Morgan Aggressive Multi-Asset Portfolio (Series ID: S000043713)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000135561 | AST J.P. Morgan Aggressive Multi-Asset Portfolio |  |

## 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 J.P. Morgan Aggressive Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000043713

- **c. LEI of Series:** 5493009SOZSQG1MVR494

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2656885747.56

**Total Liabilities:** $160943700.98

**Net Assets:** $2495942046.58

**Cash Not Reported:** $3974832.82

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135561 | 1.19%                | 0.00%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16813148.07             | $772342.44                                 |
| Month 2  | $26649610.03             | $-27909900.94                              |
| Month 3  | $5503123.37              | $-419522.52                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE FUTURES EUROPE                                 | LONG GILT                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       884 | NC      | $568481.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | MSCI EMGMKT                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |     -1060 | NC      | $-711758.20   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                                           | Cie Generale des Etablissements Michelin SCA              | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     67667 | NS      | $2242903.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp                                           | RLI Corp                                                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     20694 | NS      | $1324002.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HKEX                                               | Hong Kong Exchanges & Clearing Ltd                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |    155000 | NS      | $8109809.99   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Hol                     | MACOM Technology Solutions Holdings Inc                   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15171 | NS      | $2598488.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                              | Novonesis Novozymes B                                     | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     53002 | NS      | $3391096.02   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                               | Taiwan Semiconductor Manufacturing Co Ltd                 | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    332000 | NS      | $16320218.69  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                        | Novartis AG                                               | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     51528 | NS      | $7100351.99   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations Inc                             | Power Integrations Inc                                    | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     40941 | NS      | $1455043.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Liquide SA                                     | Air Liquide SA                                            | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     32392 | NS      | $6088204.81   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                 | Walt Disney Co/The                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    100519 | NS      | $11436046.63  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | S&P EMINI COM SER                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       130 | NC      | $227237.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                         | Qualys Inc                                                | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      8411 | NS      | $1117821.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems Inc                          | Casella Waste Systems Inc                                 | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     21978 | NS      | $2152525.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ASML Holding NV                                    | ASML Holding NV                                           | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     10623 | NS      | $11446496.75  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio                     | Bright Horizons Family Solutions Inc                      | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |     20413 | NS      | $2069878.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                             | Hillman Solutions Corp                                    | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145886 | NS      | $1263372.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                      | UniCredit SpA                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     79391 | NS      | $6575694.72   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                         | Legrand SA                                                | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     39315 | NS      | $5844676.87   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    739896 | NS      | $6490576.38   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                      | Al Rajhi Bank                                             | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |    182209 | NS      | $4732900.64   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino Inc                                          | nCino Inc                                                 | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |     31965 | NS      | $819582.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | US 10YR NOTE (CBT)                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       956 | NC      | $-613991.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                      | HDFC Bank Ltd                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    278085 | NS      | $10161225.90  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                       | Danaher Corp                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     19732 | NS      | $4517049.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HeadHunter Group PLC                               | HeadHunter Group PLC                                      | CUSIP: 42207L106<br>LEI: 549300IMUCFEWXP6RU11 | Long             | EC               | CORP              | RU        |      7400 | NS      | $0.74         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Envista Holdings Corp                              | Envista Holdings Corp                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     86422 | NS      | $1876221.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSEN GROUP INC                                 | ANDERSEN GROUP INC                                        | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24801 | NS      | $643089.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                      | Janus International Group Inc                             | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144797 | NS      | $946972.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                           | AAON Inc                                                  | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12682 | NS      | $967002.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lowe's Cos Inc                                     | Lowe's Cos Inc                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     21711 | NS      | $5235824.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                   | Vail Resorts Inc                                          | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      4641 | NS      | $616324.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyota Motor Corp                                  | Toyota Motor Corp                                         | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    172900 | NS      | $3713390.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | XAP CONS STAPLES                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -326 | NC      | $436181.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                           | Bank Central Asia Tbk PT                                  | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   7731500 | NS      | $3733515.98   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                       | Wyndham Hotels & Resorts Inc                              | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     23494 | NS      | $1775206.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wealthfront Corp                                   | Wealthfront Corp                                          | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54108 | NS      | $735327.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Boerse AG                                 | Deutsche Boerse AG                                        | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     17189 | NS      | $4517636.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                     | Atlas Copco AB                                            | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    533156 | NS      | $9491551.43   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp                                    | Brookfield Corp                                           | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     64564 | NS      | $2964426.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                             | Yum China Holdings Inc                                    | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |     85905 | NS      | $4101104.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristol-Myers Squibb Co                            | Bristol-Myers Squibb Co                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    100143 | NS      | $5401713.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                    | Core & Main Inc                                           | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39511 | NS      | $2053386.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BankUnited Inc                                     | BankUnited Inc                                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     28337 | NS      | $1262980.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | S&P500 EMINI                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      1584 | NC      | $-5918378.10  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     74785 | NS      | $3990527.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group                     | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    830500 | NS      | $13180926.94  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Hold                     | CCC Intelligent Solutions Holdings Inc                    | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128822 | NS      | $1024134.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co/The                                    | Southern Co/The                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     98064 | NS      | $8551180.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                             | Trane Technologies PLC                                    | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     16087 | NS      | $6261060.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                 | Analog Devices Inc                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     14515 | NS      | $3936468.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                        | Chemed Corp                                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      4163 | NS      | $1781181.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                       | 3i Group PLC                                              | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    125830 | NS      | $5517499.26   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                      | Fidelity National Information Services Inc                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     42364 | NS      | $2815511.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                      | Lincoln Electric Holdings Inc                             | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      5203 | NS      | $1246846.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                  | EURO STOXX 50                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       157 | NC      | $67151.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                           | Kao Corp                                                  | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     98500 | NS      | $3931288.34   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     48669 | NS      | $1208937.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                             | Digi International Inc                                    | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     13627 | NS      | $589912.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                     | WSP Global Inc                                            | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |     20494 | NS      | $3710734.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                               | Taiwan Semiconductor Manufacturing Co Ltd                 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     47767 | NS      | $14515913.63  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Neptune Insurance Holdings Inc                     | Neptune Insurance Holdings Inc                            | CUSIP: 64073B103<br>LEI: 529900I3QTHC0Q1C2D65 | Long             | EC               | CORP              | US        |     25773 | NS      | $751540.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AST J.P. Morgan Fixed Income Central Portfolio     | AST J.P. Morgan Fixed Income Central Portfolio            | CUSIP: 000000000<br>LEI: 549300GMPRFOKDNCEZ38 | Long             | EC               | CORP              | US        |  34609087 | NS      | $403195859.46 | 16.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                   | Pernod Ricard SA                                          | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     10083 | NS      | $863370.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                  | Expedia Group Inc                                         | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14541 | NS      | $4119610.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                          | Alibaba Group Holding Ltd                                 | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |    417900 | NS      | $7673046.13   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | US 5YR NOTE (CBT)                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       200 | NC      | $-65918.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom PJSC                                       | Gazprom PJSC                                              | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    321836 | NS      | $0.41         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ryman Hospitality Properties I                     | Ryman Hospitality Properties Inc                          | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     20205 | NS      | $1911797.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                         | ServisFirst Bancshares Inc                                | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17037 | NS      | $1223086.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Shin-Etsu Chemical Co Ltd                          | Shin-Etsu Chemical Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     72100 | NS      | $2239509.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                          | CubeSmart                                                 | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19275 | NS      | $694863.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                    | PGIM Core Ultra Short Bond Fund                           | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 270637540 | NS      | $270637539.90 | 10.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                          | Safran SA                                                 | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     52054 | NS      | $18131296.93  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co                            | Modine Manufacturing Co                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     13483 | NS      | $1800115.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanwha Aerospace Co Ltd                            | Hanwha Aerospace Co Ltd                                   | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |      5518 | NS      | $3603527.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cactus Inc                                         | Cactus Inc                                                | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     39306 | NS      | $1795498.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | DJ US REAL ESTATE                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |      -488 | NC      | $42797.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                              | Mitsui Fudosan Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    323000 | NS      | $3670660.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                  | Middleby Corp/The                                         | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      4703 | NS      | $699195.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                            | Arthur J Gallagher & Co                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      7924 | NS      | $2050651.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                     | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     80786 | NS      | $18647024.52  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                             | UnitedHealth Group Inc                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     13614 | NS      | $4494117.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                   | Novo Nordisk A/S                                          | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     43745 | NS      | $2218679.86   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC                                    | GCI LIBERTY INC ESCROW SHARE                              | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5713 | NS      | $0.57         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kia Corp                                           | Kia Corp                                                  | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     54339 | NS      | $4606507.77   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                     | Fortune Brands Innovations Inc                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     15296 | NS      | $765105.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                        | Moelis & Co                                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     14567 | NS      | $1001335.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                  | EURO-BUND                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -565 | NC      | $-131454.06   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                     | Five Below Inc                                            | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      4636 | NS      | $873236.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                         | Siemens AG                                                | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     46555 | NS      | $13038965.82  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                               | Howmet Aerospace Inc                                      | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     22101 | NS      | $4531147.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                       | Freshpet Inc                                              | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     17012 | NS      | $1036541.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                   | Wells Fargo & Co                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     46470 | NS      | $4331004.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                      | Marriott International Inc/MD                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     14859 | NS      | $4609856.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                              | 3M Co                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     22984 | NS      | $3679738.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                        | Gentex Corp                                               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     37207 | NS      | $865806.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                  | Compass Group PLC                                         | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    159550 | NS      | $5055349.97   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Quaker Chemical Corp                               | Quaker Chemical Corp                                      | CUSIP: 747316107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $1345638.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ICE FUTURES EUROPE                                 | FTSE 100 IDX                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       151 | NC      | $432623.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                             | Acushnet Holdings Corp                                    | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     12491 | NS      | $997031.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Paren                     | Concentra Group Holdings Parent Inc                       | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70765 | NS      | $1392655.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                             | WillScot Holdings Corp                                    | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    104727 | NS      | $1972009.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                    | United States Treasury Note/Bond                          | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43349000 | PA      | $43354079.96  | 1.74%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novanta Inc                                        | Novanta Inc                                               | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18372 | NS      | $2186084.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Bel Fuse Inc                                       | Bel Fuse Inc                                              | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      3904 | NS      | $662235.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                          | Performance Food Group Co                                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     18227 | NS      | $1638971.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA Corp                                        | NVIDIA Corp                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    158635 | NS      | $29585427.50  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                   | Coca-Cola Co/The                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     92885 | NS      | $6493590.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                           | Allegro MicroSystems Inc                                  | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50884 | NS      | $1342319.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | XAK TECHNOLOGY                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       131 | NC      | $18730.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | XAU UTILITIES                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       203 | NC      | $-36950.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                    | Morningstar Inc                                           | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      9042 | NS      | $1964917.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                   | MercadoLibre Inc                                          | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |      1513 | NS      | $3047575.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baldwin Insurance Group Inc/Th                     | Baldwin Insurance Group Inc/The                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39875 | NS      | $958196.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Meta Platforms Inc                                 | Meta Platforms Inc                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     19072 | NS      | $12589236.48  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                           | Japan Exchange Group Inc                                  | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |    209500 | NS      | $2236111.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                          | Apple Inc                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     89637 | NS      | $24368714.82  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                           | RELX PLC                                                  | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     83416 | NS      | $3397579.80   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                             | DBS Group Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    316500 | NS      | $13864173.18  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                  | Telstra Group Ltd                                         | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   1632539 | NS      | $5296875.53   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                | American Tower Corp                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     18472 | NS      | $3243129.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | XAB MATERIALS                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -272 | NC      | $-184149.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                            | Charles Schwab Corp/The                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     89194 | NS      | $8911372.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                          | Nestle SA                                                 | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     68913 | NS      | $6840243.83   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| StepStone Group Inc                                | StepStone Group Inc                                       | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27935 | NS      | $1792588.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                       | Doximity Inc                                              | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23440 | NS      | $1037923.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                      | Obayashi Corp                                             | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |    215000 | NS      | $4499501.30   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Verra Mobility Corp                                | Verra Mobility Corp                                       | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     72192 | NS      | $1617822.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                        | ITOCHU Corp                                               | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    333000 | NS      | $4208058.58   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WSFS Financial Corp                                | WSFS Financial Corp                                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     25965 | NS      | $1434306.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                        | Walmart Inc                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     65360 | NS      | $7281757.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                | Landstar System Inc                                       | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     11341 | NS      | $1629701.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | USD/AUD FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $196668.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Active Growth ETF                         | JPMorgan Active Growth ETF                                | CUSIP: 46654Q609<br>LEI: 5493001GSJ14WQX68P70 | Long             | EC               | RF                | US        |   2782473 | NS      | $258213494.40 | 10.35%            |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                            | First Financial Bancorp                                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     48211 | NS      | $1206239.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                          | Linde PLC                                                 | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |     13278 | NS      | $5661606.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                    | Shake Shack Inc                                           | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     12025 | NS      | $976069.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Heineken NV                                        | Heineken NV                                               | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     27203 | NS      | $2244435.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Laundry Holdings Inc                      | Alliance Laundry Holdings Inc                             | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40894 | NS      | $832192.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthEquity Inc                                   | HealthEquity Inc                                          | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     17119 | NS      | $1568271.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Inc                                 | NextEra Energy Inc                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     59267 | NS      | $4757954.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                              | Burlington Stores Inc                                     | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      9193 | NS      | $2655398.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                    | ICU Medical Inc                                           | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     12401 | NS      | $1769250.67   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                     | USD/EUR FORWARD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115180.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc                       | Simpson Manufacturing Co Inc                              | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     10204 | NS      | $1647639.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                           | MarketAxess Holdings Inc                                  | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     10618 | NS      | $1924512.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                               | Medpace Holdings Inc                                      | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1207 | NS      | $677911.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                   | Badger Meter Inc                                          | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      8832 | NS      | $1540389.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                      | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     49749 | NS      | $8481125.29   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc                                | Karman Holdings Inc                                       | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11909 | NS      | $871381.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Perimeter Solutions Inc                            | Perimeter Solutions Inc                                   | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37530 | NS      | $1033200.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                | Emerson Electric Co                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     26840 | NS      | $3562204.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| AstraZeneca PLC                                    | AstraZeneca PLC                                           | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     11058 | NS      | $2046386.27   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     18018 | NS      | $3198735.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | EUR/USD FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $61628.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                          | Tesla Inc                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7228 | NS      | $3250576.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                                  | Loar Holdings Inc                                         | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14786 | NS      | $1005448.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic PLC                                      | Medtronic PLC                                             | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     50426 | NS      | $4843921.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                                | Flowco Holdings Inc                                       | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |     53430 | NS      | $1001278.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                           | Cullen/Frost Bankers Inc                                  | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     13517 | NS      | $1711657.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co                       | Portland General Electric Co                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     27680 | NS      | $1328363.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                     | MSA Safety Inc                                            | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     17022 | NS      | $2725903.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SK hynix Inc                                       | SK hynix Inc                                              | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     17476 | NS      | $7914499.06   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                              | Encompass Health Corp                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     16377 | NS      | $1738254.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                              | Molina Healthcare Inc                                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4788 | NS      | $830909.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | SEK/USD FORWARD                                           | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $110545.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Utz Brands Inc                                     | Utz Brands Inc                                            | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |    133471 | NS      | $1385428.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                           | Chefs' Warehouse Inc/The                                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     13196 | NS      | $822506.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                           | Volvo AB                                                  | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    299901 | NS      | $9544240.51   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                    | Baker Hughes Co                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80163 | NS      | $3650623.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie                     | Applied Industrial Technologies Inc                       | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      6341 | NS      | $1628178.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                   | RBC Bearings Inc                                          | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4627 | NS      | $2074885.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                     | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     51587 | NS      | $24948504.94  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                       | Broadcom Inc                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     15862 | NS      | $5489838.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                | EssilorLuxottica SA                                       | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      8421 | NS      | $2662702.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                     | AptarGroup Inc                                            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      8853 | NS      | $1079711.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | HKD/USD FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-491.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | United States Treasury Note/Bond                          | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3550000 | PA      | $3572603.52   | 0.14%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                           | Saia Inc                                                  | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4851 | NS      | $1583948.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank of Greece SA                         | National Bank of Greece SA                                | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |    229040 | NS      | $3493421.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelerant Holdings                                | Accelerant Holdings                                       | CUSIP: 000000000<br>LEI: 213800VS4CX9ZONTD965 | Long             | EC               | CORP              | KY        |     44093 | NS      | $720920.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce Bancshares Inc/MO                         | Commerce Bancshares Inc/MO                                | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30578 | NS      | $1600452.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions Inc                              | Element Solutions Inc                                     | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     82579 | NS      | $2063649.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| First Horizon Corp                                 | First Horizon Corp                                        | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     34990 | NS      | $836261.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                      | CME Group Inc                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     19404 | NS      | $5298844.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     48883 | NS      | $10116336.85  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                    | McDonald's Corp                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     23367 | NS      | $7141656.21   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | USD/CHF FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23729.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                   | Exxon Mobil Corp                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    102193 | NS      | $12297905.62  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D           | PGIM Institutional Money Market Fund - D                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  55458800 | NS      | $55425524.29  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                             | Paylocity Holding Corp                                    | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     12500 | NS      | $1906250.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     23621 | NS      | $5397162.29   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                     | Mastercard Inc                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     16144 | NS      | $9216286.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                          | Shell PLC                                                 | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    316325 | NS      | $11657288.21  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                   | DT Midstream Inc                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12058 | NS      | $1443101.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                     | Lonza Group AG                                            | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      8849 | NS      | $5966172.07   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| First Advantage Corp                               | First Advantage Corp                                      | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     86058 | NS      | $1250422.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Infineon Technologies AG                           | Infineon Technologies AG                                  | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    173435 | NS      | $7567135.85   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | GBP/USD FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35938.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | GBP/USD FORWARD                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $150229.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                  | EURO-BTP                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       584 | NC      | $-156718.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                     | SEK/EUR FORWARD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $261789.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | CAD/USD FORWARD                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6662.40      | 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      | $158942.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | USD/EUR FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32672.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | USD/AUD FORWARD                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $43276.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | EUR/USD FORWARD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-102167.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | USD/EUR FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20000.18     | 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      | $242530.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | SEK/USD FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $42143.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | GBP/USD FORWARD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-144789.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                 | TOPIX INDX                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        85 | NC      | $200910.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | JPY/USD FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-84729.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | HKD/USD FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16779.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                  | SEK/USD FORWARD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-155012.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC  | USD/JPY FORWARD                                           | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25489.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | USD/HKD FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3555.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | SGD/USD FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20581.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | JPY/USD FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-133025.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | USD/SEK FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-176975.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | USD/JPY FORWARD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25572.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | USD/JPY FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $88.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | E-MINI RUSS 2000                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |     -1199 | NC      | $6936499.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | USD/DKK FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9709.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | SEK/EUR FORWARD                                           | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $169334.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                         | CHF/USD FORWARD                                           | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-199654.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                          | Kinsale Capital Group Inc                                 | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4041 | NS      | $1580515.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LVMH Moet Hennessy Louis Vuitt                     | LVMH Moet Hennessy Louis Vuitton SE                       | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     12129 | NS      | $9142060.98   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings I                     | BJ's Wholesale Club Holdings Inc                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      7218 | NS      | $649836.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                                       | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     41310 | NS      | $12930030.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In                     | First Interstate BancSystem Inc                           | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     37149 | NS      | $1285355.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ozon Holdings PLC                                  | Ozon Holdings PLC                                         | CUSIP: 69269L104<br>LEI: 213800GXSI7E5V776B13 | Long             | EC               | CORP              | RU        |      6700 | NS      | $0.67         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Primo Brands Corp                                  | Primo Brands Corp                                         | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     82872 | NS      | $1354957.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                   | XAF FINANCIAL                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       322 | NC      | $-160845.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                | Dominion Energy Inc                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     60252 | NS      | $3530164.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield Ltd                            | Cushman & Wakefield Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112855 | NS      | $1827122.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Ultra-Short Income ETF                    | JPMorgan Ultra-Short Income ETF                           | CUSIP: 46641Q837<br>LEI: 549300VN24B8TQAGGX74 | Long             | EC               | RF                | US        |   5397053 | NS      | $273036911.27 | 10.94%            |  |  |  | No            |                  1 | On Loan: —       |
| Planet Fitness Inc                                 | Planet Fitness Inc                                        | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     18187 | NS      | $1972743.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                       | KBC Group NV                                              | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     51813 | NS      | $6747919.21   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                       | Keyence Corp                                              | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     11800 | NS      | $4268355.01   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SPS Commerce Inc                                   | SPS Commerce Inc                                          | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      9519 | NS      | $848428.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                    | Yum! Brands Inc                                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     39550 | NS      | $5983124.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                    | Sony Group Corp                                           | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    566000 | NS      | $14518459.50  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                | Eagle Materials Inc                                       | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      8298 | NS      | $1715030.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                 | JAPAN 10Y BOND(OSE)                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |      -145 | NC      | $942034.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                               | Hayward Holdings Inc                                      | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164642 | NS      | $2543718.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Active Value ETF                          | JPMorgan Active Value ETF                                 | CUSIP: 46641Q167<br>LEI: 549300WXH93S1D430S16 | Long             | EC               | RF                | US        |   3587265 | NS      | $257278645.80 | 10.31%            |  |  |  | No            |                  1 | On Loan: —       |
| Fabrinet                                           | Fabrinet                                                  | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      3673 | NS      | $1672243.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| First Hawaiian Inc                                 | First Hawaiian Inc                                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     43414 | NS      | $1098374.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                      | Rio Tinto PLC                                             | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     75669 | NS      | $6095216.96   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                | Deutsche Telekom AG                                       | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    132703 | NS      | $4319622.82   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Miami International Holdings I                     | Miami International Holdings Inc                          | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |     21293 | NS      | $944983.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corp                                       | Balchem Corp                                              | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     10926 | NS      | $1675611.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                        | Monarch Casino & Resort Inc                               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     10861 | NS      | $1039397.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                       | Woodward Inc                                              | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2230 | NS      | $674173.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | MSCI EAFE                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      1407 | NC      | $830875.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                         | Driven Brands Holdings Inc                                | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72534 | NS      | $1074953.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Colliers International Group I                     | Colliers International Group Inc                          | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     12640 | NS      | $1858206.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                       | SM Energy Co                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     64232 | NS      | $1201138.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                            | Wintrust Financial Corp                                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     14369 | NS      | $2009073.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                      | AIA Group Ltd                                             | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    409800 | NS      | $4218109.78   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                     | Sumitomo Electric Industries Ltd                          | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |    100600 | NS      | $4051895.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                           | Engie SA                                                  | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    311386 | NS      | $8179908.25   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                | American Express Co                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     16440 | NS      | $6081978.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                           | IHI Corp                                                  | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |    210600 | NS      | $3702473.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                               | Tencent Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    222100 | NS      | $17044740.13  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | ULTRA U.S. TREASURY BOND                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -360 | NC      | $663112.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                           | EastGroup Properties Inc                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      5623 | NS      | $1001681.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                              | Intact Financial Corp                                     | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     16549 | NS      | $3445080.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                          | Pool Corp                                                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      6442 | NS      | $1473607.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                   | Warby Parker Inc                                          | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39592 | NS      | $862709.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Global Select Equity ETF                  | JPMorgan Global Select Equity ETF                         | CUSIP: 46654Q740<br>LEI: 5493000IA63JXH4YO068 | Long             | EC               | RF                | US        |   2729880 | NS      | $184730979.60 | 7.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                                          | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |     11780 | NS      | $7752258.15   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    103164 | NS      | $4763556.74   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore Inc                                       | Evercore Inc                                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      5927 | NS      | $2016661.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                      | Clearwater Analytics Holdings Inc                         | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57266 | NS      | $1381255.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corp                               | Bank of America Corp                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    119496 | NS      | $6572280.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer